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dc.contributor.authorSingh, Tarlok
dc.date.accessioned2017-05-03T14:30:25Z
dc.date.available2017-05-03T14:30:25Z
dc.date.issued2004
dc.date.modified2008-02-14T08:21:21Z
dc.identifier.issn03777332
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.
dc.description.peerreviewedYes
dc.description.publicationstatusYes
dc.languageEnglish
dc.language.isoeng
dc.publisherSpringer-Verlag
dc.publisher.placeAustria
dc.relation.ispartofpagefrom227
dc.relation.ispartofpageto245
dc.relation.ispartofeditionMay
dc.relation.ispartofissue2
dc.relation.ispartofjournalEmpirical Economics
dc.relation.ispartofvolume29
dc.subject.fieldofresearchEconomics
dc.subject.fieldofresearchcode38
dc.titleTesting J-Curve Hypothesis and Analysing the Effect of Exchange Rate Volatility on the Balance of Trade in India
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.date.issued2004
gro.hasfulltextNo Full Text
gro.griffith.authorSingh, Tarlok


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