Real exchange rates and the balance of trade: does the J-curve effect really hold?

DOI10.1007/s11079-018-9510-3zbMath1418.91317OpenAlexW2888806575MaRDI QIDQ2002442

Serda Selin Ozturk, M. Ege Yazgan

Publication date: 12 July 2019

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-018-9510-3

zbMATH Keywords

panel dataCCE estimatorJ-curvecompetitive devaluationMarshall-Lerner conditionpanel data cointegration

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Trade models (91B60)

Uses Software

• Stata
• xtwest

Cites Work

• Large panels with common factors and spatial correlation
• A spatio-temporal model of house prices in the USA
• Panels with non-stationary multifactor error structures
• Real exchange rates, the trade balance and net foreign assets: long-run relationships and measures of misalignment
• Nonlinear ARDL approach and the J-curve phenomenon
• Panel unit root tests in the presence of a multifactor error structure
• Weak and strong cross‐section dependence and estimation of large panels
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Cross-Sectional Dependence in Panel Data Analysis
• Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit

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