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Are Imports and Exports Cointegrated? An International Comparison

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Author Info
Manuchehr Irandoust
Johan Ericsson

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Abstract

In this paper we use the Johansen and Juselius cointegration technique to examine the long-run convergence between imports and exports for a number of industrialized countries. The results indicate that there exists a long-run steady-state relationship between imports and exports for most countries in the sample. The policy implications of our findings are that the countries are not in violation of their international budget constraints and, more importantly, there is no productivity gap between the domestic economy and the rest of the world, implying a lack of permanent technological shocks to the domestic economy. Copyright Blackwell Publishing Ltd 2004.

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Publisher Info
Article provided by Blackwell Publishing in its journal Metroeconomica.

Volume (Year): 55 (2004)
Issue (Month): 1 (02)
Pages: 49-64
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Handle: RePEc:bla:metroe:v:55:y:2004:i:1:p:49-64

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  1. Dierk Herzer & Felicitas Nowak-Lehmann D., 2006. "Is there a long-run relationship between exports and imports in Chile?," Applied Economics Letters, Taylor and Francis Journals, vol. 13(15), pages 981-986, December. [Downloadable!] (restricted)
  2. Dierk Herzer & Felicitas Nowak-Lehmann D., 2005. "Are exports and imports of Chile cointegrated?," Ibero America Institute for Econ. Research (IAI) Discussion Papers 111, Ibero-America Institute for Economic Research. [Downloadable!]
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