메뉴 건너뛰기




Volumn 25, Issue 4, 1998, Pages 309-327

Fiscal financing decisions and exchange rate variability

Author keywords

[No Author keywords available]

Indexed keywords


EID: 34547868615     PISSN: 01443585     EISSN: None     Source Type: Journal    
DOI: 10.1108/01443589810220067     Document Type: Article
Times cited : (4)

References (40)
  • 1
    • 0016355478 scopus 로고
    • A new look at the statistics model identification
    • Akaike, H. (1974), "A new look at the statistics model identification", IEEE Transactions on Automatic Control, Vol. AC-19, pp. 716-23.
    • (1974) IEEE Transactions On Automatic Control , vol.AC-19 , pp. 716-723
    • Akaike, H.1
  • 3
    • 84963257520 scopus 로고
    • Are government bonds net wealth?
    • Barro, R.J. (1974), "Are government bonds net wealth?", Journal of Political Economy, Vol. 82, pp. 1095-117.
    • (1974) Journal of Political Economy , vol.82 , pp. 1095-1117
    • Barro, R.J.1
  • 4
    • 77949940458 scopus 로고
    • Perfect foresight, financial policy and exchange rate dynamics
    • Boyer, R.S. and Hodrick, R.J. (1982), "Perfect foresight, financial policy and exchange rate dynamics", Canadian Journal of Economy, Vol. 15, pp. 143-64.
    • (1982) Canadian Journal of Economy , vol.15 , pp. 143-164
    • Boyer, R.S.1    Hodrick, R.J.2
  • 5
    • 0038124149 scopus 로고
    • Asset markets and relative prices in exchange rate determination
    • Branson, W.H. (1977), "Asset markets and relative prices in exchange rate determination", Sozialwissenschaftliche Annalen, Band 1, pp. 69-89.
    • (1977) Sozialwissenschaftliche Annalen, Band , vol.1 , pp. 69-89
    • Branson, W.H.1
  • 6
    • 0000666126 scopus 로고
    • Monetary and Fiscal Policy With Flexible Exchange Rates
    • in Bhandari, J.S. and Putnam, B.H. (Eds), MIT Press, Cambridge
    • Branson, W.H. and Buiter, W. (1983), "Monetary and fiscal policy with flexible exchange rates", in Bhandari, J.S. and Putnam, B.H. (Eds), Economic Interdependence and Flexible Exchange Rates, MIT Press, Cambridge, pp. 251-85.
    • (1983) Economic Interdependence and Flexible Exchange Rates , pp. 251-285
    • Branson, W.H.1    Buiter, W.2
  • 7
    • 8744247736 scopus 로고
    • Optimal policy rules and regime switching in disequilibrium models
    • July
    • Cuddington, J., Johansson, P.-O. and Ohlsson, H. (1985), "Optimal policy rules and regime switching in disequilibrium models", Journal of Public Economics, Vol. 27 No. 2, July, pp. 247-54.
    • (1985) Journal of Public Economics , vol.27 , Issue.2 , pp. 247-254
    • Cuddington, J.1    Johansson, P.-O.2    Ohlsson, H.3
  • 8
    • 84928452041 scopus 로고
    • Budget deficits and the current account in the presence of classical unemployment
    • Cuddington, J.J. and Vinals, J.M. (1986a), "Budget deficits and the current account in the presence of classical unemployment", Economic Journal, Vol. 96, pp. 101-19.
    • (1986) Economic Journal , vol.96 , pp. 101-119
    • Cuddington, J.J.1    Vinals, J.M.2
  • 9
    • 0001951241 scopus 로고
    • Budget deficits and the current account: An intertemporal disequilibrium approach
    • Cuddington, J.J. and Vinals, J.M. (1986b), "Budget deficits and the current account: an intertemporal disequilibrium approach", Journal of International Economics, Vol. 21, pp. 1-24.
    • (1986) Journal of International Economics , vol.21 , pp. 1-24
    • Cuddington, J.J.1    Vinals, J.M.2
  • 10
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive time series with a unit root
    • Dickey, D.A. and Fuller, W.A. (1979), "Distribution of the estimators for autoregressive time series with a unit root", Journal of the American Statistical Association, Vol. 74, pp. 427-31.
    • (1979) Journal of The American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 11
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with a unit root
    • Dickey, D.A. and Fuller, W.A. (1981), "Likelihood ratio statistics for autoregressive time series with a unit root", Econometrica, Vol. 53, pp. 251-76.
    • (1981) Econometrica , vol.53 , pp. 251-276
    • Dickey, D.A.1    Fuller, W.A.2
  • 12
    • 0000852872 scopus 로고
    • Expectations and exchange rate dynamics
    • Dornbusch, R. (1976), "Expectations and exchange rate dynamics", Journal of Political Economy, Vol. 84, pp. 101-19.
    • (1976) Journal of Political Economy , vol.84 , pp. 101-119
    • Dornbusch, R.1
  • 14
    • 0001726295 scopus 로고
    • Exchange rates and the current account
    • Dornbusch, R. and Fischer, S. (1980), "Exchange rates and the current account", American Economic Review, Vol. 70, pp. 960-71.
    • (1980) American Economic Review , vol.70 , pp. 960-971
    • Dornbusch, R.1    Fischer, S.2
  • 15
    • 0002234539 scopus 로고
    • The budget deficit and the dollar
    • in Fischer, S. (Ed.), Macroeconomic Annual: 1987, MIT Press, Cambridge, MA
    • Feldsstein, M.S. (1986), "The budget deficit and the dollar", in Fischer, S. (Ed.), National Bureau of Economic Research, Macroeconomic Annual: 1987, MIT Press, Cambridge, MA, pp. 355-92.
    • (1986) National Bureau of Economic Research , pp. 355-392
    • Feldsstein, M.S.1
  • 16
    • 0001871587 scopus 로고
    • Are exchange rates excessively variable?
    • in Fischer, S. (Ed.), Macroeconomic Annual: 1987, MIT Press, Cambridge, MA
    • Frenkel, J.A. and Meese, R. (1987), "Are exchange rates excessively variable?", in Fischer, S. (Ed.), National Bureau of Economic Research, Macroeconomic Annual: 1987, MIT Press, Cambridge, MA, pp. 117-53.
    • (1987) National Bureau of Economic Research , pp. 117-153
    • Frenkel, J.A.1    Meese, R.2
  • 17
    • 84936403169 scopus 로고
    • Fiscal policies in the world economy
    • Frenkel, J.A. and Razin, A. (1986), "Fiscal policies in the world economy", Journal of Political Economy, Vol. 94, pp. 564-94.
    • (1986) Journal of Political Economy , vol.94 , pp. 564-594
    • Frenkel, J.A.1    Razin, A.2
  • 18
    • 0000748890 scopus 로고
    • Expectations, the exchange rate and the current account
    • Greenwood, J. (1983), "Expectations, the exchange rate and the current account", Journal of Monetary Economics, Vol. 12, pp. 543-69.
    • (1983) Journal of Monetary Economics , vol.12 , pp. 543-569
    • Greenwood, J.1
  • 19
    • 77949981621 scopus 로고
    • The exchange rate - can we, should we do something about it? Comment
    • Greun, F. (1988), "The exchange rate - can we, should we do something about it? Comment", Review of Marketing and Agriculture Economics, Vol. 56 No. 1, pp. 88-90.
    • (1988) Review of Marketing and Agriculture Economics , vol.56 , Issue.1 , pp. 88-90
    • Greun, F.1
  • 20
    • 0010081080 scopus 로고
    • Discussion Paper No. RWP84-10, Federal Reserve Bank of Kansas City, Kansas, TX
    • Hakkio, C.S. and Morris, C.S. (1984), "Vector autoregressions: a user's guide", Discussion Paper No. RWP84-10, Federal Reserve Bank of Kansas City, Kansas, TX.
    • (1984) Vector Autoregressions: A User's Guide
    • Hakkio, C.S.1    Morris, C.S.2
  • 22
    • 0000454939 scopus 로고
    • Exchange rates, the current account and monetary-fiscal policies in the short run and in the long run
    • Kawai, M. (1985), "Exchange rates, the current account and monetary-fiscal policies in the short run and in the long run", Oxford Economic Papers, Vol. 37, pp. 391-425.
    • (1985) Oxford Economic Papers , vol.37 , pp. 391-425
    • Kawai, M.1
  • 23
    • 77950013526 scopus 로고
    • Stabilization policy with flexible exchange rates
    • in Llewelling, D.T. and Milner, C.R. (Eds), MacMillan Press
    • Kearney, C. (1990), "Stabilization policy with flexible exchange rates", in Llewelling, D.T. and Milner, C.R. (Eds), Current Issues in International Monetary Economics, MacMillan Press, pp. 187-205.
    • (1990) Current Issues In International Monetary Economics , pp. 187-205
    • Kearney, C.1
  • 24
    • 38249017714 scopus 로고
    • Fiscal policy and current account performance: International evidence on the twin deficits
    • Kearney, C. and Monadjemi, M. (1990), "Fiscal policy and current account performance: international evidence on the twin deficits", Journal of Macroeconomics, Vol. 12 No. 2, pp. 197-219.
    • (1990) Journal of Macroeconomics , vol.12 , Issue.2 , pp. 197-219
    • Kearney, C.1    Monadjemi, M.2
  • 25
    • 0002498578 scopus 로고
    • Econometric policy evaluation: A critique
    • in Brunner, K. and Meltzer, A.H. (Eds), North Holland
    • Lucas, R.E. Jr (1976), "Econometric policy evaluation: a critique", in Brunner, K. and Meltzer, A.H. (Eds), The Phillips Curve and Labour Markets, North Holland, pp. 32-67.
    • (1976) The Phillips Curve and Labour Markets , pp. 32-67
    • Lucas Jr., R.E.1
  • 26
    • 77956830174 scopus 로고
    • Stabilization policies in open economies
    • in Jones, R.W. and Kenen, P.B. (Eds), Elsevier Science, Barking, Essex
    • Marston, R.C. (1985), "Stabilization policies in open economies", in Jones, R.W. and Kenen, P.B. (Eds), Handbook of International Economics, Elsevier Science, Barking, Essex, pp. 97-126.
    • (1985) Handbook of International Economics , pp. 97-126
    • Marston, R.C.1
  • 27
    • 0001851162 scopus 로고
    • The out-of-sample failure of empirical exchange rate models: Sampling error or misspecification?
    • in Frankel, J.A. (Ed.), University of Chicago Press, Chicago, IL
    • Meese, R.A. and Rogoff, K. (1983), "The out-of-sample failure of empirical exchange rate models: sampling error or misspecification?", in Frankel, J.A. (Ed.), Exchange Rates and International Macroeconomics, University of Chicago Press, Chicago, IL, pp. 67-105.
    • (1983) Exchange Rates and International Macroeconomics , pp. 67-105
    • Meese, R.A.1    Rogoff, K.2
  • 28
    • 0002548279 scopus 로고
    • Progressive modeling of macroeconomic time series: The LSE methodology
    • in Hoover, K.D. (Ed.), Kluwer Academic Publishers, Dordrecht
    • Mizon, G. (1995), "Progressive modeling of macroeconomic time series: the LSE methodology", in Hoover, K.D. (Ed.), Macroeconometrics, Kluwer Academic Publishers, Dordrecht, pp. 39-58.
    • (1995) Macroeconometrics , pp. 39-58
    • Mizon, G.1
  • 29
    • 0001022384 scopus 로고
    • Capital mobility and stabilization policy under fixed and flexible exchange rates
    • Mundell, R.A. (1963), "Capital mobility and stabilization policy under fixed and flexible exchange rates", Canadian Journal of Economic and Political Science, Vol. 29, pp. 475-85.
    • (1963) Canadian Journal of Economic and Political Science , vol.29 , pp. 475-485
    • Mundell, R.A.1
  • 30
    • 77949983206 scopus 로고
    • The role of the current account in exchange rate dynamics
    • Report No. 8033, University of Chicago, Chicago, IL
    • Mussa, M. (1980), "The role of the current account in exchange rate dynamics", Centre for Mathematical Studies in Business and Economics, Report No. 8033, University of Chicago, Chicago, IL.
    • (1980) Centre For Mathematical Studies In Business and Economics
    • Mussa, M.1
  • 31
    • 0001686029 scopus 로고
    • Macroeconomic policy, exchange rate dynamics and optimal asset accumulation
    • Obstfeld, M. (1981), "Macroeconomic policy, exchange rate dynamics and optimal asset accumulation", Journal of Political Economy, Vol. 89, pp. 1142-61.
    • (1981) Journal of Political Economy , vol.89 , pp. 1142-1161
    • Obstfeld, M.1
  • 34
    • 0000111941 scopus 로고
    • Government financing decisions and asset returns
    • Plosser, C.I. (1982), "Government financing decisions and asset returns", Journal of Monetary Economics, Vol. 9, pp. 325-52.
    • (1982) Journal of Monetary Economics , vol.9 , pp. 325-352
    • Plosser, C.I.1
  • 35
    • 0041044460 scopus 로고
    • Short and long run effects of monetary and fiscal policies under flexible exchange rates and perfect capital mobility
    • Rodriguez, C.A. (1979), "Short and long run effects of monetary and fiscal policies under flexible exchange rates and perfect capital mobility", American Economic Review, Vol. 69, pp. 176-82.
    • (1979) American Economic Review , vol.69 , pp. 176-182
    • Rodriguez, C.A.1
  • 36
    • 0003197112 scopus 로고
    • Aspects of the current account behaviour of OECD economies
    • in Claassen, E. and Salin, P. (Eds), North Holland
    • Sachs, J.D. (1983), "Aspects of the current account behaviour of OECD economies", in Claassen, E. and Salin, P. (Eds), Recent Issues in theory of Flexible Exchange Rates, North Holland, pp. 101-28.
    • (1983) Recent Issues In Theory of Flexible Exchange Rates , pp. 101-128
    • Sachs, J.D.1
  • 37
    • 77949982144 scopus 로고
    • Mimeo, University of Rochester, William E. Simon Graduate School of Business, Rochester, New York, NY
    • Schwartz, G.W. (1988), "Business cycles, financial crises and stock volatility", Mimeo, University of Rochester, William E. Simon Graduate School of Business, Rochester, New York, NY.
    • (1988) Business Cycles, Financial Crises and Stock Volatility
    • Schwartz, G.W.1
  • 38
    • 0000997472 scopus 로고
    • Macroeconomics and reality
    • Sims, C. (1980), "Macroeconomics and reality", Econometrica, Vol. 48, pp. 1-48.
    • (1980) Econometrica , vol.48 , pp. 1-48
    • Sims, C.1
  • 39
    • 49249153545 scopus 로고
    • Causality and econometrics
    • in Brunner, K. and Meltzer, A. (Eds), Carnegie-Rochester Conference Series on Public Policy No. 10, North Holland
    • Zellner, A. (1979), "Causality and econometrics", in Brunner, K. and Meltzer, A. (Eds), Three Aspects of Policy and Policymaking: Knowledge, Data and Institutions, Carnegie-Rochester Conference Series on Public Policy No. 10, North Holland, pp. 9-54.
    • (1979) Three Aspects of Policy and Policymaking: Knowledge, Data and Institutions , pp. 9-54
    • Zellner, A.1
  • 40
    • 0002579829 scopus 로고
    • Time series analysis and simultaneous equation econometric models
    • Zellner, A. and Palm, F. (1974), "Time series analysis and simultaneous equation econometric models", Journal of Econometrics, Vol. 8, pp. 17-54.
    • (1974) Journal of Econometrics , vol.8 , pp. 17-54
    • Zellner, A.1    Palm, F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.