THE EFFECTS OF SHORT AND LONG-RUN EXCHANGE RATE SHOCKS ON TRADE BALANCE OF IRAN (A VECM APPROACH FOR TESTING J-CURVE)

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MEMARIAN E.; JALALI NAEINI S.A.R.

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Journal: ECONOMIC RESEARCH REVIEW Year:2010 | Volume:10 | Issue:2 (37) Page(s): 45-69

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Title

THE EFFECTS OF SHORT AND LONG-RUN EXCHANGE RATE SHOCKS ON TRADE BALANCE OF IRAN (A VECM APPROACH FOR TESTING J-CURVE)

Author(s)

MEMARIAN E. | JALALI NAEINI S.A.R. | Issue Writer Certificate

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Abstract

In this paper, the Vector Error Correction Model (VECM) analysis, and quarterly series of statistics in the behavior of Iran's trade-balance against its main Trade partners have been dynamically analyzed and real effective exchange rate (REER) has been calculated as an important index and a determinant in the country's trade-balance fluctuations. The results indicate a long-run equilibrium among variables of the aggregate trade-balance pattern.The dynamic effects among variables, based on impulse-response functions (IRFs) were analyzed as a result, the effect of devaluation on aggregate trade-balance in short-run confirms J-curve hypothesis. The decline trend for J-curve in the research has been estimated for two quarters of which nominal rigidity of import values in the international trade-balance, i.e, dependency of domestic sector on imports and inelastic real exchange rate on non-oil export sector are of its crucial reasons.

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APA: Copy

MEMARIAN, E., & JALALI NAEINI, S.A.R.. (2010). THE EFFECTS OF SHORT AND LONG-RUN EXCHANGE RATE SHOCKS ON TRADE BALANCE OF IRAN (A VECM APPROACH FOR TESTING J-CURVE). ECONOMIC RESEARCH REVIEW, 10(2 (37)), 45-69. SID. https://sid.ir/paper/67091/en

Vancouver: Copy

MEMARIAN E., JALALI NAEINI S.A.R.. THE EFFECTS OF SHORT AND LONG-RUN EXCHANGE RATE SHOCKS ON TRADE BALANCE OF IRAN (A VECM APPROACH FOR TESTING J-CURVE). ECONOMIC RESEARCH REVIEW[Internet]. 2010;10(2 (37)):45-69. Available from: https://sid.ir/paper/67091/en

IEEE: Copy

E. MEMARIAN, and S.A.R. JALALI NAEINI, “THE EFFECTS OF SHORT AND LONG-RUN EXCHANGE RATE SHOCKS ON TRADE BALANCE OF IRAN (A VECM APPROACH FOR TESTING J-CURVE),” ECONOMIC RESEARCH REVIEW, vol. 10, no. 2 (37), pp. 45–69, 2010, [Online]. Available: https://sid.ir/paper/67091/en

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