{"title":"Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand","authors":"Komain Jiranyakul","doi":"10.2139/ssrn.2869592","DOIUrl":null,"url":null,"abstract":"This paper employs quarterly data during 2008Q1 and 2016Q2 to examine the impacts of shocks to asset prices and real exchange rate on the current balance in Thailand. The structural VAR model is used. The results show that the shocks to real effective exchange rate and housing prices can better explain fluctuations in the current account.","PeriodicalId":287077,"journal":{"name":"ERN: Asia & Pacific (Emerging Markets) (Topic)","volume":"94 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-08-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Asia & Pacific (Emerging Markets) (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2869592","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
This paper employs quarterly data during 2008Q1 and 2016Q2 to examine the impacts of shocks to asset prices and real exchange rate on the current balance in Thailand. The structural VAR model is used. The results show that the shocks to real effective exchange rate and housing prices can better explain fluctuations in the current account.
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