资产价格、实际汇率和经常账户波动:泰国的一些结构性VAR证据

ERN: Asia & Pacific (Emerging Markets) (Topic) Pub Date : 2017-08-11 DOI:10.2139/ssrn.2869592

Komain Jiranyakul

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引用次数: 1

摘要

本文采用2008年第一季度和2016年第二季度的季度数据来检验资产价格和实际汇率冲击对泰国当前余额的影响。采用结构VAR模型。结果表明，对实际有效汇率和房价的冲击能更好地解释经常项目的波动。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand

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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ERN: Asia & Pacific (Emerging Markets) (Topic)

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