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エジプトの変動為替移行のマクロ経済への影響
https://lib.cku.repo.nii.ac.jp/records/1504
https://lib.cku.repo.nii.ac.jp/records/1504c30421c7-ba33-4f71-851b-e4e0d13e3bc8
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
chibakeizaironso60_05.pdf (1.7 MB)
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| Item type | 紀要論文 / Departmental Bulletin Paper_03(1) | |||||||||||||||||||||
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| 公開日 | 2019-08-03 | |||||||||||||||||||||
| タイトル | ||||||||||||||||||||||
| タイトル | エジプトの変動為替移行のマクロ経済への影響 | |||||||||||||||||||||
| 言語 | ja | |||||||||||||||||||||
| タイトル | ||||||||||||||||||||||
| タイトル | The Impact of Floating Exchange Rate Regime on the Egyptian Economy | |||||||||||||||||||||
| 言語 | en | |||||||||||||||||||||
| 言語 | ||||||||||||||||||||||
| 言語 | jpn | |||||||||||||||||||||
| キーワード | ||||||||||||||||||||||
| 主題Scheme | Other | |||||||||||||||||||||
| 主題 | エジプト | |||||||||||||||||||||
| キーワード | ||||||||||||||||||||||
| 主題Scheme | Other | |||||||||||||||||||||
| 主題 | 変動相場制 | |||||||||||||||||||||
| キーワード | ||||||||||||||||||||||
| 主題Scheme | Other | |||||||||||||||||||||
| 主題 | 顕示比較優位 | |||||||||||||||||||||
| キーワード | ||||||||||||||||||||||
| 主題Scheme | Other | |||||||||||||||||||||
| 主題 | ハーシュマン・ハーフィンダールインデックス | |||||||||||||||||||||
| キーワード | ||||||||||||||||||||||
| 主題Scheme | Other | |||||||||||||||||||||
| 主題 | 金融伝達経路 | |||||||||||||||||||||
| キーワード | ||||||||||||||||||||||
| 主題Scheme | Other | |||||||||||||||||||||
| 主題 | Vector Autoregressive Model | |||||||||||||||||||||
| 資源タイプ | ||||||||||||||||||||||
| 資源タイプ | departmental bulletin paper | |||||||||||||||||||||
| 著者 |
岡室, 美恵子
× 岡室, 美恵子
× 染矢, 将和
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| Abstract | ||||||||||||||||||||||
| 内容記述タイプ | Other | |||||||||||||||||||||
| 内容記述 | The demonstration against the government which started in Tunisia, 2010 was quickly spread over the middle Eastern countries. Egypt was no exception. The President, Mubarak resigned in 2011. The government’s malfunction in the aftermath of the revolution, the emergence of the Islamic State, or IS in the region and the airplane crush put the Egyptian economy into deep troubles. The tourist revenue fell sharply and foreign direct investment flew out, which resulted in a shortage of international reserves. As a consequence, the Egyptian government asked IMF for rescue. One of the requirements for the Extended Fund Facility, the rescue package, was shifting to floating exchange rate regime. Egypt introduced floating exchange rate system in November 2016. This paper will investigate the impact of floating exchange rate regime on the Egyptian economy. The first paper analyzes the impact on trade. It is found the trade, both imports and exports, expanded soon after introducing floating exchange rate regime. Then, the paper runs the vector autoregressive model to analyze the impact of floating exchange rate regime on the monetary transmission channels. Four monetary transmission channels were identified to be working in floating exchange rate system. The study found that the exchange rate channel of discount rate and the bank lending channel of the reserve money were newly created after introducing floating exchange rate regium. The study also found that while discount rates were not statistically significant to explain exchange rates, bank lending yield of T-bill and asset prices, reserve money was significant. |
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| 書誌情報 |
ja : 千葉経済論叢 en : CHIBA KEIZAI RONSO 号 60, p. 91-110, 発行日 2019-06-28 |
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| 出版者 | ||||||||||||||||||||||
| 言語 | ja | |||||||||||||||||||||
| ISSN | ||||||||||||||||||||||
| 収録物識別子タイプ | EISSN | |||||||||||||||||||||
| 収録物識別子 | 2187-6320 | |||||||||||||||||||||
| 書誌レコードID | ||||||||||||||||||||||
| 収録物識別子タイプ | NCID | |||||||||||||||||||||
| 収録物識別子 | AA12625180 | |||||||||||||||||||||
