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Long‐Run Determinants Of Japanese Exports To China And The United States: A Sectoral Analysis

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  • JACQUES JAUSSAUD
  • SERGE REY

Abstract

Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis

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Bibliographic Info

Article provided by Wiley Blackwell in its journal Pacific Economic Review.

Volume (Year): 17 (2012)
Issue (Month): 1 (02)
Pages: 1-28

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Handle: RePEc:bla:pacecr:v:17:y:2012:i:1:p:1-28

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  1. Saikkonen, Pentti & Lütkepohl, Helmut, 1999. "Testing for a unit root in a time series with a level shift at unknown time," SFB 373 Discussion Papers 1999,72, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Lawrence R. Klein, 2000. "International Financial Volatility and Agricultural Commodity Trade: A Primer: Discussion," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, Agricultural and Applied Economics Association, vol. 82(3), pages 701-702.
  3. "Miyao, Ryuzo", 2003. "The Effects of Yen Depreciation Policy in Japan," Economic Review, Hitotsubashi University, Hitotsubashi University, vol. 54(2), pages 114-125, April.
  4. Chen, Pu & Hsiao, Chih-Ying, 2008. "What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth," Japan and the World Economy, Elsevier, Elsevier, vol. 20(4), pages 622-638, December.
  5. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, Econometric Society, vol. 50(4), pages 987-1007, July.
  6. Paul De Grauwe, 1988. "Exchange Rate Variability and the Slowdown in Growth of International Trade," IMF Staff Papers, Palgrave Macmillan, vol. 35(1), pages 63-84, March.
  7. Saikkonen, Pentti & Lütkepohl, Helmut, 1998. "Testing for the cointegrating rank of a VAR process with an intercept," SFB 373 Discussion Papers 1998,51, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  8. Lanne, Markku & Lütkepohl, Helmut, 2001. "Unit root tests for time series with level shifts: A comparison of different proposals," SFB 373 Discussion Papers 2001,5, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  9. Carsten Trenkler, 2003. "A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms," Economics Bulletin, AccessEcon, vol. 3(11), pages 1-9.
  10. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, Elsevier, vol. 31(3), pages 307-327, April.
  11. Choudhry, Taufiq, 2005. "Exchange rate volatility and the United States exports: evidence from Canada and Japan," Journal of the Japanese and International Economies, Elsevier, vol. 19(1), pages 51-71, March.
  12. Klaassen, F.J.G.M., 1999. "Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?," Discussion Paper, Tilburg University, Center for Economic Research 1999-73, Tilburg University, Center for Economic Research.
  13. Engle III, Robert F., 2003. "Risk and Volatility: Econometric Models and Financial Practice," Nobel Prize in Economics documents, Nobel Prize Committee 2003-4, Nobel Prize Committee.
  14. Matei Demetrescu & Helmut L�tkepohl & Pentti Saikkonen, 2009. "Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 12(3), pages 414-435, November.
  15. Serge Rey, 2006. "Effective Exchange Rate Volatility And Mena Countries Exports To The Eu," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, Chung-Ang Unviersity, Department of Economics, vol. 31(2), pages 23-54, December.
  16. Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, Econometric Society, vol. 59(2), pages 347-70, March.
  17. Craig R. Parsons & Kiyotaka Sato, 2008. "New estimates of exchange rate pass-through in Japanese exports An earlier version of this paper was presented at the 10th International Convention of the East Asian Economic Association in Beijing, C," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 13(2), pages 174-183.
  18. Nagayasu, Jun, 2007. "Empirical analysis of the exchange rate channel in Japan," Journal of International Money and Finance, Elsevier, Elsevier, vol. 26(6), pages 887-904, October.
  19. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780195060119, October.
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Cited by:
  1. Cheung , Yin-Wong & Sengupta , Rajeswari, 2013. "Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 10/2013, Bank of Finland, Institute for Economies in Transition.

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