| アイテムタイプ |
デフォルトアイテムタイプ（フル）その２(1) |
| 公開日 |
2017-05-20 |
| タイトル |
|
|
タイトル |
AMU Deviation Indicator for Coordinated Exchange Rate Policies in East Asia and its Relation with Effective Exchange Rates |
|
言語 |
en |
| 作成者 |
小川, 英治
シミズ, ジュンコ
|
| 寄与者 |
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|
寄与者タイプ |
Editor |
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|
姓名 |
社会科学における統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences |
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言語 |
en |
| アクセス権 |
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|
アクセス権 |
open access |
|
アクセス権URI |
http://purl.org/coar/access_right/c_abf2 |
| 主題 |
|
|
主題Scheme |
Other |
|
主題 |
AMU (Asian Monetary Unit) |
| 主題 |
|
|
主題Scheme |
Other |
|
主題 |
deviation indicator |
| 主題 |
|
|
主題Scheme |
Other |
|
主題 |
surveillance process |
| 主題 |
|
|
主題Scheme |
Other |
|
主題 |
exchange rate policies |
| 主題 |
|
|
主題Scheme |
Other |
|
主題 |
effective exchange rate (EER) |
| 内容記述 |
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|
内容記述タイプ |
Other |
|
内容記述 |
First version: September 1, 2005; This version: Oct 26, 2005 |
|
言語 |
en |
| 内容記述 |
|
|
内容記述タイプ |
Abstract |
|
内容記述 |
The monetary authorities in East Asian countries have been strengthening their regional monetary cooperation since the Asian Currency Crisis in 1997. In this paper, we propose a deviation measurement for coordinated exchange rate policies in East Asia to enhance the monetary authorities' surveillance process for their regional monetary cooperation. We calculate the AMU as a weighted average of East Asian currencies following the method used to calculate the European Currency Unit (ECU) and the AMU Deviation Indicators, which how the degree of deviation from the hypothetical benchmark rate for each of the East Asian currencies in terms of the AMU. Furthermore, we investigate the relationships between the AMU and its Deviation Indicators and the effective exchange rates of each East Asian currency. As a result, we found the strong relationships between the AMU or the AMU Deviation Indicators and the effective exchange rates except for some currencies. These results indicate that the AMU Deviation Indicators have positive relationship with their effective exchange rates. Accordingly, we should monitor both the AMU and the AMU Deviation Indicator for the monetary authorities' surveillance in order to stabilize effective exchange rate in terms of trader partners' currencies. |
| 出版者 |
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|
出版者 |
Institute of Economic Research, Hitotsubashi University |
| 日付 |
|
|
日付 |
2006-01 |
|
日付タイプ |
Issued |
| 言語 |
|
|
言語 |
eng |
| 資源タイプ |
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|
資源タイプ識別子 |
http://purl.org/coar/resource_type/c_18gh |
|
資源タイプ |
technical report |
| 出版タイプ |
|
|
出版タイプ |
VoR |
|
出版タイプResource |
http://purl.org/coar/version/c_970fb48d4fbd8a85 |
| 関連情報 |
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|
関連タイプ |
isPartOf |
|
|
関連名称 |
Hi-Stat Discussion paper series ; No. d05-131 |
| 関連情報 |
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|
識別子タイプ |
URI |
|
|
関連識別子 |
http://21coe.ier.hit-u.ac.jp/english/index.html |
| ページ数 |
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|
ページ数 |
35 |
| Sponsorship |
|
|
値 |
21世紀COEプログラム = 21st-Century COE Program |
| Edition |
|
|
値 |
[revised] |
| JEL |
|
|
値 |
E58 |
| JEL |
|
|
値 |
F31 |
| JEL |
|
|
値 |
F33 |
D05-131.pdf (579070 bytes)
