THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE.

An intertemporal optimization model is developed to examine the determinants of the long‐run nominal yen‐dollar exchange rate in the presence of national debts. The model is tested empirically using data from Japan and the United States. The proposed theoretical specification is well supported by th...

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Publicado en:Economic Inquiry Vol. 57; no. 2; pp. 1182 - 1196
Autores principales: Litsios, Ioannis, Pilbeam, Keith
Formato: Artículo
Publicado: Wiley-Blackwell Apr2019
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        atl: THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE.
      aug:
        au:
          Litsios, Ioannis
          Pilbeam, Keith
        affil:
          Lecturer, Plymouth Business School, Plymouth University, Plymouth PL4 8AA UK
          Professor, Department of Economics, City, University of London, Northampton Square, London EC1V 0HB UK
      su:
        United States
        Japan
        Public debts
        Foreign exchange rates
        Mathematical optimization
        Determinants (Mathematics)
      sug:
        subj:
          Public debts
          United States
          Japan
          Public Finance Activities
          Foreign exchange rates
          Mathematical optimization
          Determinants (Mathematics)
      ab: An intertemporal optimization model is developed to examine the determinants of the long‐run nominal yen‐dollar exchange rate in the presence of national debts. The model is tested empirically using data from Japan and the United States. The proposed theoretical specification is well supported by the data and shows that relative national debts as well as monetary and financial factors may play a significant role in the determination of the long‐run nominal exchange rate between the yen and the dollar.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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