New Zealand’s trade balance : evidence of the J-curve and granger causality

Narayan, Paresh Kumar 2004, New Zealand’s trade balance : evidence of the J-curve and granger causality, Applied economic letters, vol. 11, no. 6, pp. 351-354.

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Title New Zealand’s trade balance : evidence of the J-curve and granger causality
Author(s) Narayan, Paresh Kumar
Journal name Applied economic letters
Volume number 11
Issue number 6
Start page 351
End page 354
Total pages 4
Publisher Routledge
Place of publication Abingdon, England
Publication date 2004-05
ISSN 1350-4851
Summary 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.
Language eng
Field of Research 140210 International Economics and International Finance
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2004, Taylor & Francis
Persistent URL http://hdl.handle.net/10536/DRO/DU:30024655

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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