Please use this identifier to cite or link to this item:

Estimation of the J-curve in China

File Size Format  
ECONwp067.pdf 299.83 kB Adobe PDF View/Open

Item Summary

Title:Estimation of the J-curve in China
Authors:Ahmad, Jaleel
Yang, Jing
LC Subject Headings:Foreign exchange market - China - Econometric models
Foreign exchange - China - Econometric models
Date Issued:2004
Publisher:Honolulu: East-West Center
Series:East-West Center working papers. Economics series ; no. 67
Abstract:This paper investigates whether a J-curve can be detected in the time series data on China's bilateral trade with the G-7 countries. It utilizes cointegration and causality tests to ascertain the long-run relatedness, and the short-run dynamics, between the real exchange rate, national income, and the trade balance. There is some evidence that a real depreciation eventually improves the trade balance with some countries. But there is no indication of a negative short-run response which characterizes the J-curve.
Description:For more about the East-West Center, see
Pages/Duration:22 pages
Appears in Collections: Economics [Working Papers]

Please email if you need this content in ADA-compliant format.

Items in ScholarSpace are protected by copyright, with all rights reserved, unless otherwise indicated.