About: Estimation of the J-curve Effect in the Bilateral Trade of Hungary

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://www.ekf.vsb.cz/cerei/cs/cisla/vol16num3/content/
Description	Resulting in a J-curve pattern, the devaluation or depreciation of a currency worsens the trade balance before improving it. The aim of the paper is to investigate the J-curve effect in bilateral trade flows between Hungary and its major trading partners: Germany, Austria, Italy, France, the Netherlands, the United Kingdom, Poland and the Czech Republic. This paper explores the J-curve effect using quarterly data over the period 1997-2012. We include bilateral export and import flows, GDP and nominal bilateral exchange rates in the models. We employ a Johansen cointegration test to analyse the long run relationship between variables. The short run effects and related J-curve effect are explored by estimating an error correction model and by assessing impulse response functions. A typical J-curve effect is detected in bilateral trade flows with the United Kingdom. In trade flows with Austria and Italy, a partial J-curve can be observed. In bilateral trade with the Czech Republic, we exp lore an inverse J-curve. In other cases, the coefficient estimates follow any specific pattern. Resulting in a J-curve pattern, the devaluation or depreciation of a currency worsens the trade balance before improving it. The aim of the paper is to investigate the J-curve effect in bilateral trade flows between Hungary and its major trading partners: Germany, Austria, Italy, France, the Netherlands, the United Kingdom, Poland and the Czech Republic. This paper explores the J-curve effect using quarterly data over the period 1997-2012. We include bilateral export and import flows, GDP and nominal bilateral exchange rates in the models. We employ a Johansen cointegration test to analyse the long run relationship between variables. The short run effects and related J-curve effect are explored by estimating an error correction model and by assessing impulse response functions. A typical J-curve effect is detected in bilateral trade flows with the United Kingdom. In trade flows with Austria and Italy, a partial J-curve can be observed. In bilateral trade with the Czech Republic, we exp lore an inverse J-curve. In other cases, the coefficient estimates follow any specific pattern. (en)
Title	Estimation of the J-curve Effect in the Bilateral Trade of Hungary Estimation of the J-curve Effect in the Bilateral Trade of Hungary (en)
skos:prefLabel	Estimation of the J-curve Effect in the Bilateral Trade of Hungary Estimation of the J-curve Effect in the Bilateral Trade of Hungary (en)
skos:notation	RIV/47813059:19520/13:#0002267!RIV14-MSM-19520___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...iv/cisloPeriodika	3
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Šimáková, Jana
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	73293
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/13:#0002267
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	exchange rate; Hungary; international trade; J-curve; trade balance; vector error correction model (en)
http://linked.open.../riv/klicoveSlovo	vector error correction model J-curve Hungary exchange rate international trade trade balance
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[199546F97134]
http://linked.open...i/riv/nazevZdroje	Ekonomická revue
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2013
http://linked.open...v/svazekPeriodika	16
http://linked.open...iv/tvurceVysledku	ŠIMÁKOVÁ, Jana
issn	1212-3951
number of pages	9 (xsd:int)
http://localhost/t...ganizacniJednotka	19520

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