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Statements

Subject Item

n2:RIV%2F47813059%3A19520%2F12%3A%230001890%21RIV13-MSM-19520___

rdf:type

skos:Concept n6:Vysledek

dcterms:description

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.

dcterms:title

Estimation of the J-Curve Effect: The Case of Slovakia Estimation of the J-Curve Effect: The Case of Slovakia

skos:prefLabel

Estimation of the J-Curve Effect: The Case of Slovakia Estimation of the J-Curve Effect: The Case of Slovakia

skos:notation

RIV/47813059:19520/12:#0001890!RIV13-MSM-19520___

n6:predkladatel

n7:orjk%3A19520

n3:aktivita

n18:S

n3:aktivity

S

n3:dodaniDat

n17:2013

n3:domaciTvurceVysledku

n10:2471469 n10:9301623

n3:druhVysledku

n19:D

n3:duvernostUdaju

n14:S

n3:entitaPredkladatele

n20:predkladatel

n3:idSjednocenehoVysledku

134806

n3:idVysledku

RIV/47813059:19520/12:#0001890

n3:jazykVysledku

n5:eng

n3:klicovaSlova

J-curve, trade balance, exchange rate

n3:klicoveSlovo

n12:trade%20balance n12:exchange%20rate n12:J-curve

n3:kontrolniKodProRIV

[B93D81E6133E]

n3:mistoKonaniAkce

Bratislava

n3:mistoVydani

Bratislava

n3:nazevZdroje

Proceedings of 7th International Conference on Currency, Banking and International Finance

n3:obor

n16:AH

n3:pocetDomacichTvurcuVysledku

2

n3:pocetTvurcuVysledku

2

n3:rokUplatneniVysledku

n17:2012

n3:tvurceVysledku

Stavárek, Daniel Šimáková, Jana

n3:typAkce

n4:EUR

n3:zahajeniAkce

2012-01-01+01:00

s:numberOfPages

9

n15:hasPublisher

Ekonomická univerzita v Bratislave. Národohospodárska fakulta

n13:isbn

978-80-225-3494-9

n9:organizacniJednotka

19520