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Nominal shocks and current account dynamics: A structural VAR analysis in the Southeast Asian countries

This paper investigates empirically the roles of nominal shocks in determining the fluctuations of current account in four financial crisis hit countries in Asia. Structural VAR models are estimated separately for these economies before and during/after the financial crisis of 1997. The results s...

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Main Author: Sek, Siok Kun
Format: Conference or Workshop Item
Language:English
Published: 2007
Subjects:
HB Economic Theory
Online Access:http://repo.uum.edu.my/2546/1/Sek_Siok_Kun.pdf
http://repo.uum.edu.my/2546/
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spelling my.uum.repo.25462011-02-24T01:45:04Z http://repo.uum.edu.my/2546/ Nominal shocks and current account dynamics: A structural VAR analysis in the Southeast Asian countries Sek, Siok Kun HB Economic Theory This paper investigates empirically the roles of nominal shocks in determining the fluctuations of current account in four financial crisis hit countries in Asia. Structural VAR models are estimated separately for these economies before and during/after the financial crisis of 1997. The results show that the relative roles played by nominal shocks vary between two periods and across countries. This implies that the determinants of the current account fluctuations are relied on country-specific particularities. Trade openness does not show a significant contribution in explaining these differences. 2007 Conference or Workshop Item NonPeerReviewed application/pdf en http://repo.uum.edu.my/2546/1/Sek_Siok_Kun.pdf Sek, Siok Kun (2007) Nominal shocks and current account dynamics: A structural VAR analysis in the Southeast Asian countries. In: International Economic Conference on Trade and Industry (IECTI) 2007, 3 - 5 December 2007, Bayview Hotel Georgetown, Penang. (Unpublished)
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutionali Repository
url_provider http://repo.uum.edu.my/
language English
topic HB Economic Theory
spellingShingle HB Economic Theory
Sek, Siok Kun
Nominal shocks and current account dynamics: A structural VAR analysis in the Southeast Asian countries
description This paper investigates empirically the roles of nominal shocks in determining the fluctuations of current account in four financial crisis hit countries in Asia. Structural VAR models are estimated separately for these economies before and during/after the financial crisis of 1997. The results show that the relative roles played by nominal shocks vary between two periods and across countries. This implies that the determinants of the current account fluctuations are relied on country-specific particularities. Trade openness does not show a significant contribution in explaining these differences.
format Conference or Workshop Item
author Sek, Siok Kun
author_facet Sek, Siok Kun
author_sort Sek, Siok Kun
title Nominal shocks and current account dynamics: A structural VAR analysis in the Southeast Asian countries
title_short Nominal shocks and current account dynamics: A structural VAR analysis in the Southeast Asian countries
title_full Nominal shocks and current account dynamics: A structural VAR analysis in the Southeast Asian countries
title_fullStr Nominal shocks and current account dynamics: A structural VAR analysis in the Southeast Asian countries
title_full_unstemmed Nominal shocks and current account dynamics: A structural VAR analysis in the Southeast Asian countries
title_sort nominal shocks and current account dynamics: a structural var analysis in the southeast asian countries
publishDate 2007
url http://repo.uum.edu.my/2546/1/Sek_Siok_Kun.pdf
http://repo.uum.edu.my/2546/
_version_ 1644278267638710272
score 13.250246

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