The influences of economic openness on Japan's balancing item: an empirical note
Exploring the factors influencing the balancing item of balance of payments accounts has seldom been a subject of research in international economics. Following Brooks and Fausten (1998), and using Japan's data, this study has empirically examined the influences of economic openness on balancing item. The results of subset VAR (Vector Autoregression) approach, Granger causality test, impulse responses function, and variance decomposition have showed that, to a certain extent, economic openness does influence the behaviour of Japan's balancing item.
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Volume (Year): 13 (2006)
Issue (Month): 1 ()
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Christis Tombazos, 2003. "New light on the 'impressionistic view' of the balancing item in Australia's balance of payments accounts," Applied Economics, Taylor & Francis Journals, vol. 35(12), pages 1369-1378.
- Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 1999.
"Comparison of bootstrap confidence intervals for impulse responses of German monetary systems,"
SFB 373 Discussion Papers
1999,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Benkwitz, Alexander & L tkepohl, Helmut & Wolters, J rgen, 2001. "Comparison Of Bootstrap Confidence Intervals For Impulse Responses Of German Monetary Systems," Macroeconomic Dynamics, Cambridge University Press, vol. 5(01), pages 81-100, February.
- Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 1999. "Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems," CEPR Discussion Papers 2208, C.E.P.R. Discussion Papers.
- Alexander Benkwitz & Michael Neumann & Helmut Lutekpohl, 2000. "Problems related to confidence intervals for impulse responses of autoregressive processes," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 69-103.
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