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ナカタ ハヤト
中田 勇人 所属 経済学部 経済学科 職種 教授 |
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| 言語種別 | 英語 |
| 発行・発表の年月 | 2017/12 |
| 形態種別 | 学術雑誌 |
| 査読 | 査読あり |
| 標題 | Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model |
| 執筆形態 | 共著 |
| 掲載誌名 | Journal of The Japanese and International Economies |
| 掲載区分 | 国外 |
| 出版社・発行元 | Elsevier Inc |
| 巻・号・頁 | 46,pp.1-16 |
| 著者・共著者 | Hayato Nakata Tokuo Iwaisako◎ |
| 概要 | In this paper, we try to disentangle and evaluate the relative importance of the impact of the exchange rate shocks on Japanese exports and the impact of other structural economic shocks using a structural VAR model. We find that, while exchange rate shocks were important in explaining export changes in the 1980s, global demand shocks are more dominant in the 1990s and particularly 2000s. Oil market specific shocks also have large impacts on Japanese exports in the 2000s |