Does the exchange rate matter to bilateral trade between Korea and Japan? Evidence from commodity trade data

C-Tier
Journal: Economic Modeling
Year: 2013
Volume: 30
Issue: C
Pages: 856-862

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

This study examines the short- and long-run effects of exchange rate changes on trade flows in the context of disaggregating industry data of bilateral trade between Korea and Japan. For this purpose, an autoregressive distributed lag (ARDL) approach is used. Results show that Korea's exports and imports are relatively sensitive to the bilateral exchange rate in the short-run, but less responsive in the long-run. It is also found that income in the two countries has significant impacts on the bilateral trade flows in both the short- and long-run. Finally, exchange rate uncertainty and Japanese FDI to Korea are found to have little impacts on Korea's trade with Japan in the short- and long-run.

Technical Details

RePEc Handle
repec:eee:ecmode:v:30:y:2013:i:c:p:856-862
Journal Field
General
Author Count
1
Added to Database
2026-01-24