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VGU RESEARCH REPOSITORY


Please use this identifier to cite or link to this item: https://epub.vgu.edu.vn/handle/dlibvgu/1060
Title: The J-curve effect of exchange rates on the trade balance: does it apply for the case of Vietnam?
Authors: Pham Phung Truong Giang 
Keywords: Exchange rate;Trade balance;J curve
Issue Date: 2019
Abstract: 
This paper investigates the J-curve phenomenon in Vietnam’s trade flows with its core trading partners (China, Japan, Korea, Singapore, Thailand, the United States and the European Union) and with the rest of the World. Monthly and quarterly data of the trade balance, gross domestic product (GDP) and exchange rates over the period January 2009 – June 2018 are employed in this paper. The data are transformed logarithmically and adjusted seasonally before being tested for the unit-root presence and first-differenced. After that, vector auto-regressive models and impulse response functions are applied. The only significant J-curve effect is detected in the trade flows with China. J-curve responses and reverse ones found in the case of Singapore, Korea, the United States and the European Union are insignificant. Specifically, Vietnam’s trade with Japan and with Thailand are not influenced by a currency devaluation.
URI(1): http://epub.vgu.edu.vn/handle/dlibvgu/1060
Rights: Attribution-NonCommercial 4.0 International
Appears in Collections:Finance & Accounting (FA)

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