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  • New Zealand's Trade Balance: Evidence of the J-Curve and Granger Causality

    Author(s)
    Narayan, Paresh
    Griffith University Author(s)
    Narayan, Paresh
    Year published
    2004
    Metadata
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    Abstract
    This article tests for the existence of any cointegration relationship between trade balance and real effective exchange rate (REER), foreign income and domestic income for New Zealand during the period 1970-2000. It also examines the direction of the casual relationship between the above variables, and applies the impulse response analysis to determine whether shocks to the REER induce the trade balance to follow a J-curve pattern. The results indicate that there is no cointegration relationship between the above variables; there is a casual connection in both directions between trade balance and foreign income; and New ...
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    This article tests for the existence of any cointegration relationship between trade balance and real effective exchange rate (REER), foreign income and domestic income for New Zealand during the period 1970-2000. It also examines the direction of the casual relationship between the above variables, and applies the impulse response analysis to determine whether shocks to the REER induce the trade balance to follow a J-curve pattern. The results indicate that there is no cointegration relationship between the above variables; there is a casual connection in both directions between trade balance and foreign income; and New Zealand's trade balance exhibits a J-curve pattern when there is a depreciation of the New Zealand dollar.
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    Journal Title
    Applied Economics Letters
    Volume
    11
    DOI
    https://doi.org/10.1080/1350485042000228187
    Subject
    Public Health and Health Services
    Applied Economics
    Banking, Finance and Investment
    Publication URI
    http://hdl.handle.net/10072/5345
    Collection
    • Journal articles

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