How much depreciation of the US dollar for sustainability of the current accounts?
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- W. K. Wong, 2009. "Backtesting the tail risk of VaR in holding US dollar," Applied Financial Economics, Taylor & Francis Journals, vol. 19(4), pages 327-337.
- Takeuchi, Fumihide, 2010. "US external debt sustainability revisited: Bayesian analysis of extended Markov switching unit root test," Japan and the World Economy, Elsevier, vol. 22(2), pages 98-106, March.
- Eiji Ogawa & Takeshi Kudo, 2007. "Possible depreciation of the US dollar for unsustainable current account deficit in the United States," CESifo Forum, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(4), pages 24-30, January.
- Ogawa, Eiji & Kudo, Takeshi, 2007. "Asymmetric responses of East Asian currencies to the US dollar depreciation for reducing the US current account deficits," Journal of Asian Economics, Elsevier, vol. 18(1), pages 175-194, February.
More about this item
KeywordsUS dollar depreciation; Current account sustainability; Investment-saving balance; International trade flows; Vector Autoregression (VAR);
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-12-12 (All new papers)
- NEP-CMP-2004-12-12 (Computational Economics)
- NEP-IFN-2004-12-12 (International Finance)
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