The J-curve: Malaysia versus her major trading partners

C-Tier
Journal: Applied Economics
Year: 2010
Volume: 42
Issue: 9
Pages: 1067-1076

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Currency depreciation is said to worsen the trade balance before improving it, hence the J-curve phenomenon. Since introduction of cointegration and error-correction modelling, researchers have tried to distinguish the short-run effects of currency depreciation from its long-run effects. A few studies that have investigated the experience of Malaysia, have relied upon aggregate trade data and have found no strong support for a significant relation between the real value of the ringgit and the Malaysian trade balance. In this article, we disaggregate the data by country and consider Malaysia's bilateral trade balance with her 14 largest trading partners. Using bound testing approach to cointegration and error-correction modelling, we provide some support for the J-curve hypothesis.

Technical Details

RePEc Handle
repec:taf:applec:v:42:y:2010:i:9:p:1067-1076
Journal Field
General
Author Count
2
Added to Database
2026-01-24