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dc.contributor.authorSingh, Tarloken_US
dc.date.accessioned2017-05-03T14:30:25Z
dc.date.available2017-05-03T14:30:25Z
dc.date.issued2004en_US
dc.date.modified2008-02-14T08:21:21Z
dc.identifier.issn03777332en_US
dc.identifier.urihttp://hdl.handle.net/10072/16818
dc.description.abstractThis study estimates the balance of trade model similar to Rose (1991) to test the J-curve hypothesis and analyse the effect of conditional exchange rate volatility on the balance of trade in India. The model is estimated on quarterly data from 1975:02 to 1996:03 and the exchange rate is measured alternatively in terms of the trade and export weighted real effective exchange rate. The model variables are tied together in a long run equilibrium relationship. The study does not find any evidence for the presence of the J-curve effect in the balance of trade. The study finds the presence of weak ARCH but strong GARCH effects in the exchange rate series. But this exchange rate volatility does not play any significant role in affecting the balance of trade in India.en_US
dc.description.peerreviewedYesen_US
dc.description.publicationstatusYesen_AU
dc.languageEnglishen_US
dc.language.isoen_AU
dc.publisherSpringer-Verlagen_US
dc.publisher.placeAustriaen_US
dc.relation.ispartofpagefrom227en_US
dc.relation.ispartofpageto245en_US
dc.relation.ispartofeditionMayen_US
dc.relation.ispartofissue2en_US
dc.relation.ispartofjournalEmpirical Economicsen_US
dc.relation.ispartofvolume29en_US
dc.subject.fieldofresearchcode340206en_US
dc.titleTesting J-Curve Hypothesis and Analysing the Effect of Exchange Rate Volatility on the Balance of Trade in Indiaen_US
dc.typeJournal articleen_US
dc.type.descriptionC1 - Peer Reviewed (HERDC)en_US
dc.type.codeC - Journal Articlesen_US
gro.date.issued2004
gro.hasfulltextNo Full Text


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