Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G7 Countries

Author:

Shibamoto Masahiko1,Kitano Shigeto1

Affiliation:

1. Kobe University

Publisher

Wiley

Subject

Economics and Econometrics

Reference20 articles.

1. The Japanese Trade Balance: Recent History and Future Prospects;Backus;Japan and the World Economy,1998

2. Testing for and Dating Common Breaks in Multivariate Time Series;Bai;Review of Economic Studies,1998

3. Finite Sample Multivariate Structural Change Tests with Application to Energy Demand Models;Bernard;Journal of Econometrics,2007

4. The Dynamic Effects of Aggregate Demand and Supply Disturbances;Blanchard;American Economic Review,1989

5. Campa , J. M. L. S. Goldberg 2002 Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon? NBER Working Paper

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2. Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model;Journal of the Japanese and International Economies;2017-12

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