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Estimating Argentina''s imports elasticities

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Author Info
Ivan Paya
A Duarte
José Luis Nicolini-Llosa

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Abstract

The aim of this paper is to provide new estimates of the income and price elasticities of the demand for imports in Argentina. Given the non-stationary nature of the data and to avoid problems of spurious regression we applied co-integration techniques to quarterly data over the period 1970:1 -2005:4. Three results are worth mentioning. First, there is a statistically significant and stable long-run relationship between the level of imports, real income and the exchange rate. Second, in the long run, a very high-income elasticity and a low real exchange rate elasticity determine the demand for imports. This result confirms an old argument concerning Argentina's constraint to economic growth as originally developed by the well-known structural approach. Third, while the linear error correction models show problems of misspecification, a non-linear STAR model demonstrates that deviations from long-run equilibrium adjust not only in a non-linear way but also at a slower speed of adjustment than the linear one.

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Paper provided by Lancaster University Management School, Economics Department in its series Working Papers with number 004670.

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Date of creation: 2007
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Handle: RePEc:lan:wpaper:004670

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Related research
Keywords: Argentina; Foreign trade elasticities; Cointegration; Non-linear adjustment;

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References listed on IDEAS
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  1. Hansen, Bruce E. & Seo, Byeongseon, 2002. "Testing for two-regime threshold cointegration in vector error-correction models," Journal of Econometrics, Elsevier, vol. 110(2), pages 293-318, October. [Downloadable!] (restricted)
  2. Luis Catão & Elisabetta Falcetti, 1999. "Determinants of Argentina's External Trade," IMF Working Papers 99/121, International Monetary Fund.
    Other versions:
  3. Michael, Panos & Nobay, A Robert & Peel, David A, 1997. "Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation," Journal of Political Economy, University of Chicago Press, vol. 105(4), pages 862-79, August.
  4. Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-45, August.
    Other versions:
  5. Hendry, David F & Mizon, Grayham E, 1978. "Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England," Economic Journal, Royal Economic Society, vol. 88(351), pages 549-63, September. [Downloadable!] (restricted)
  6. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78. [Downloadable!]
  7. Anderson, Heather M, 1997. "Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(4), pages 465-84, November.
  8. Kapetanios, George & Shin, Yongcheol & Snell, Andy, 2006. "Testing For Cointegration In Nonlinear Smooth Transition Error Correction Models," Econometric Theory, Cambridge University Press, vol. 22(02), pages 279-303, April. [Downloadable!]
  9. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
  10. Juselius, Katarina, 1992. "Domestic and foreign effects on prices in an open economy: The case of Denmark," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 401-428, August. [Downloadable!] (restricted)
  11. Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September. [Downloadable!] (restricted)
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