Exchange rate policy and trade balance: a cointegration analysis of the Argentine experience since 1962

C-Tier
Journal: Applied Economics
Year: 2009
Volume: 41
Issue: 20
Pages: 2571-2582

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

Using multivariate cointegration tests for nonstationary data and vector error correction models, this article examines the determinants of trade balance (TB) for Argentina over the last forty to fifty years taking into account that the short-run impacts of currency depreciation on the TB behaviour may differ from the long-run effects. Our investigation confirms the existence of long-run relationships among TB, real exchange rate (RER) and foreign and domestic incomes for Argentina during different RER management policies. Based on the estimations, the Marshall-Lerner condition is checked and, by means of impulse response functions, we trace the effect of a one-time shock to the RER on the TB not finding support for a J-curve pattern in the short-run.

Technical Details

RePEc Handle
repec:taf:applec:v:41:y:2009:i:20:p:2571-2582
Journal Field
General
Author Count
2
Added to Database
2026-01-25