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  • This paper empirically investigates the impact of change in exchange rate on export and import flows between Slovakia and its major trading partners. Devaluation or depreciation of a currency worsens the trade balance before improving it, resulting in a J-curve pattern. This paper investigates J-curve phenomenon using quarterly time series data over the period 1997:1 to 2010:4. We apply the Johansen cointegration test to analyze the long run relationship between exchange rate and trade balance. Short term effects and the related J-curve effect is explored by estimating error correction model and by assessing the impulse-response function of the trade balance on the exchange rate shock. The results provide evidence that the classical J-curve effect does not exist in Slovakia. Instead, currency depreciation (increase in real effective exchange rate) is accompanied only by positive change in trade balance with no initial deterioration.
  • This paper empirically investigates the impact of change in exchange rate on export and import flows between Slovakia and its major trading partners. Devaluation or depreciation of a currency worsens the trade balance before improving it, resulting in a J-curve pattern. This paper investigates J-curve phenomenon using quarterly time series data over the period 1997:1 to 2010:4. We apply the Johansen cointegration test to analyze the long run relationship between exchange rate and trade balance. Short term effects and the related J-curve effect is explored by estimating error correction model and by assessing the impulse-response function of the trade balance on the exchange rate shock. The results provide evidence that the classical J-curve effect does not exist in Slovakia. Instead, currency depreciation (increase in real effective exchange rate) is accompanied only by positive change in trade balance with no initial deterioration. (en)
Title
  • Estimation of the J-Curve Effect: The Case of Slovakia
  • Estimation of the J-Curve Effect: The Case of Slovakia (en)
skos:prefLabel
  • Estimation of the J-Curve Effect: The Case of Slovakia
  • Estimation of the J-Curve Effect: The Case of Slovakia (en)
skos:notation
  • RIV/47813059:19520/12:#0001890!RIV13-MSM-19520___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 134806
http://linked.open...ai/riv/idVysledku
  • RIV/47813059:19520/12:#0001890
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • J-curve, trade balance, exchange rate (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [B93D81E6133E]
http://linked.open...v/mistoKonaniAkce
  • Bratislava
http://linked.open...i/riv/mistoVydani
  • Bratislava
http://linked.open...i/riv/nazevZdroje
  • Proceedings of 7th International Conference on Currency, Banking and International Finance
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Stavárek, Daniel
  • Šimáková, Jana
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Ekonomická univerzita v Bratislave. Národohospodárska fakulta
https://schema.org/isbn
  • 978-80-225-3494-9
http://localhost/t...ganizacniJednotka
  • 19520
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