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Trade Cycles in a Re-export Economy: The Case of Singapore

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Author Info
CHOY Keen Meng (Division of Economics,School of Humanities and Social Sciences, Nanyang Technological University, Singapore, Nanyang Technological University, Singapore)

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Abstract

Singapore was traditionally a “re-export economy” by virtue of her historical role as an entrepôt for Southeast Asia. This paper highlights the continued dependence of her modern economy on external demand and imported inputs. Unit root, cointegration and exogeneity tests reveal the existence of common stochastic trends driving global output on the one hand, and Singapore’s trade cycles on the other. An impulse response analysis confirms that exports co-move with re-exports and imports in the short run. Furthermore, innovation accounting shows that growth in the world economy is the most important contributor to Singapore’s trade expansion in the long run.

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Publisher Info
Paper provided by Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre in its series Economic Growth centre Working Paper Series with number 0905.

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Length: 33 pages
Date of creation: May 2009
Date of revision:
Handle: RePEc:nan:wpaper:0905

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  2. Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1991. "Stochastic trends and economic fluctuations," Working Paper Series, Macroeconomic Issues 91-4, Federal Reserve Bank of Chicago.
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  3. Christopher A. Sims & Tao Zha, 1999. "Error Bands for Impulse Responses," Econometrica, Econometric Society, vol. 67(5), pages 1113-1156, September.
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  4. Cheung, Yin-Wong & Lai, Kon S, 1993. "Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 313-28, August.
  5. Doornik, Jurgen A, 1998. " Approximations to the Asymptotic Distributions of Cointegration Tests," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 573-93, December. [Downloadable!] (restricted)
  6. Dr. Peter Kenning & Hilke Plassmann, 2004. "NeuroEconomics," Experimental 0412005, EconWPA. [Downloadable!]
  7. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
  8. Goldstein, Morris & Khan, Mohsin S, 1978. "The Supply and Demand for Exports: A Simultaneous Approach," The Review of Economics and Statistics, MIT Press, vol. 60(2), pages 275-86, May. [Downloadable!] (restricted)
  9. Saikkonen, Pentti & Lutkepohl, Helmut, 2000. "Testing for the Cointegrating Rank of a VAR Process with Structural Shifts," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(4), pages 451-64, October.
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