Simulation analysis of exchange rate dynamics : The case of Indonesia

Takao Fukuchi and Suminori Tokunaga

The authors aim at exploring quantitatively the trend of the exchange rate in conjunction with external transactions in Indonesia before and after the Asian currency crisis (ACC) started in July 1997 in Thailand. After reviewing the chronology of ACC and trends of recent variables in Indonesia, they discuss the possible determinants of the exchange rate. The authors then construct a monthly econometric model for the period February 1996 to December 1997 show the results of final test and factor decomposition of the changes of the exchange. (DÜI-Sen)

MoreLess

Year of publication:	1999
Authors:	Fukuchi, Takao
Other Persons:	Tokunaga, Suminori (contributor)
Published in:	The developing economies. - Carlton, Vic. : Wiley-Blackwell, ISSN 0012-1533, ZDB-ID 427029-0. - Vol. 37.1999, 1, p. 35-58
Subject:	Wechselkurspolitik \| Exchange rate policy \| Währungskrise \| Currency crisis \| Simulation \| Indonesien \| Indonesia \| 1996-1997

Extent:	Graph. Darst
Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Notes:	In: The developing economies
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015147672