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ID 41262
本文ファイル
著者
Le, Thuan Dong
キーワード
trade balance
exchange rate
ARDL method
and error correction model.
NDC
経済
抄録(英)
There has been many researchers studied the effects of exchange rate on trade balance in Vietnam, when it's real exchange rate began appreciating in 2003. However, empirical studies examining the relationship between exchange rate and trade balance are limited. Most studies focus on only the long-run relationship; the short-run effect of exchange rate on trade balance has not been properly explored. This paper aims to fill this gap by measuring the effects of exchange rate on trade balance in the long run and short run, applying the autoregressive distributed lag model (ARDL) bound testing approach to cointegration with an error correction model (ECM) to explore the long-run and short-run relationships. The empirical analysis shows that there is evidence of J-curve only in Japan, Malaysia and Thailand models, and Marshall-Lerner condition holds in both aggregate model and disaggregate models except Singapore model.
内容記述
The results in this paper were represented in the 52nd annual meeting of the Japan Section of the Regional Society Association International held at Okayama University, October 2015.
掲載誌名
地域経済研究
27号
開始ページ
63
終了ページ
71
出版年月日
2016-03
出版者
広島大学大学院社会科学研究科附属地域経済システム研究センター
ISSN
1884-7455
NCID
NAID
言語
英語
NII資源タイプ
紀要論文
広大資料タイプ
学内刊行物(紀要等)
DCMIタイプ
text
フォーマット
application/pdf
著者版フラグ
publisher
部局名
社会科学研究科
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