{"created":"2023-07-27T12:33:57.136963+00:00","id":37647,"links":{},"metadata":{"_buckets":{"deposit":"81ef8f40-64b1-4cbd-ac23-ff3e02d96526"},"_deposit":{"created_by":19,"id":"37647","owners":[19],"pid":{"revision_id":0,"type":"depid","value":"37647"},"status":"published"},"_oai":{"id":"oai:ir.ide.go.jp:00037647","sets":["3552:4093:4096"]},"author_link":["44325"],"item_14_biblio_info_6":{"attribute_name":"収録情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2015-08-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"532","bibliographic_titles":[{"bibliographic_title":"IDE Discussion Paper"},{"bibliographic_title":"IDE Discussion Paper","bibliographic_titleLang":"en"}]}]},"item_14_description_21":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_14_description_23":{"attribute_name":"DIG_NO","attribute_value_mlt":[{"subitem_description":"IDP000532_001","subitem_description_type":"Other"}]},"item_14_description_3":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Since the abolition of the official peg and the introduction of a managed float in April 2012, the Central Bank of Myanmar has operated the daily two–way auctions of foreign exchange aimed at smoothing exchange rate fluctuations. Despite the reforms to the foreign exchange regime, however, informal trading of foreign exchange remains pervasive. Using the daily informal exchange rate and Central Bank auction data, this study examines the impacts of auctions on the informal market rate. First, a VAR analysis indicates that the official rate did not Granger cause the informal rate. Second, GARCH models indicate that the auctions did not reduce the conditional variance of the informal rate returns. Overall, the auctions have only a quite modest impact on the informal exchange rate.","subitem_description_type":"Abstract"}]},"item_14_geolocation_18":{"attribute_name":"地域/国名","attribute_value_mlt":[{"subitem_geolocation_place":[{"subitem_geolocation_place_text":"ミャンマー"}]}]},"item_14_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.20561/00037642","subitem_identifier_reg_type":"JaLC"}]},"item_14_publisher_7":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Institute of Developing Economies　(IDE-JETRO)　"}]},"item_14_rights_5":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"Copyrights 日本貿易振興機構（ジェトロ）アジア経済研究所 / Institute of Developing Economies, Japan External Trade Organization (IDE-JETRO) http://www.ide.go.jp"}]},"item_14_subject_16":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"338.952","subitem_subject_scheme":"NDC"}]},"item_14_subject_17":{"attribute_name":"JEL分類","attribute_value_mlt":[{"subitem_subject":"JEL:E65 - Studies of Particular Policy Episodes","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL:F31 - Foreign Exchange","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL:O24 - Trade Policy; Factor Movement Policy;","subitem_subject_scheme":"Other"}]},"item_14_subject_19":{"attribute_name":"主題(図書館用)","attribute_value_mlt":[{"subitem_subject":"Myanmar","subitem_subject_scheme":"Other"},{"subitem_subject":"Foreign exchange","subitem_subject_scheme":"Other"},{"subitem_subject":"Monetary policy","subitem_subject_scheme":"Other"},{"subitem_subject":"Foreign exchange auctions","subitem_subject_scheme":"Other"},{"subitem_subject":"Informal market rate","subitem_subject_scheme":"Other"},{"subitem_subject":"GARCH model","subitem_subject_scheme":"Other"}]},"item_14_text_32":{"attribute_name":"著者別名","attribute_value_mlt":[{"subitem_text_value":"久保, 公二"}]},"item_14_version_type_15":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kubo, Koji"}],"nameIdentifiers":[{"nameIdentifier":"44325","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-04-10"}],"displaytype":"detail","filename":"IDP000532_001.pdf","filesize":[{"value":"459.3 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"本文","url":"https://ir.ide.go.jp/record/37647/files/IDP000532_001.pdf"},"version_id":"6b2c1fbc-c781-4140-9af7-272e88960138"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Impacts of foreign exchange auctions on the informal market rate in Myanmar","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Impacts of foreign exchange auctions on the informal market rate in Myanmar"}]},"item_type_id":"14","owner":"19","path":["4096"],"pubdate":{"attribute_name":"公開日","attribute_value":"2015-08-11"},"publish_date":"2015-08-11","publish_status":"0","recid":"37647","relation_version_is_last":true,"title":["Impacts of foreign exchange auctions on the informal market rate in Myanmar"],"weko_creator_id":"19","weko_shared_id":-1},"updated":"2023-07-27T15:51:37.213383+00:00"}