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

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F12%3A%230001890" target="_blank" >RIV/47813059:19520/12:#0001890 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

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

  • Original language 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 aJ-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 doesnot 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.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2012

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

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

  • ISBN

    978-80-225-3494-9

  • ISSN

  • e-ISSN

  • Number of pages

    9

  • Pages from-to

  • Publisher name

    Ekonomická univerzita NHF

  • Place of publication

    Bratislava

  • Event location

    Bratislava

  • Event date

    Jan 1, 2012

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article