Is There a Brazilian J-Curve?
We show that Marshall-Lerner condition holds for Brazilian trade balance, and discard a J-curve in the short run. We present these results using impulse-response functions in a variety of (linear and nonlinear) models, including Markov-switching, vector error-correction models.
Volume (Year): 6 (2005)
Issue (Month): 10 ()
|Contact details of provider:|| |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Perron, P., 1994.
"Further Evidence on Breaking Trend Functions in Macroeconomic Variables,"
Cahiers de recherche
9421, Universite de Montreal, Departement de sciences economiques.
- Perron, Pierre, 1997. "Further evidence on breaking trend functions in macroeconomic variables," Journal of Econometrics, Elsevier, vol. 80(2), pages 355-385, October.
- Perron, P., 1990. "Further Evidence On Breaking Trend Functions In Macroeconomics Variables," Papers 350, Princeton, Department of Economics - Econometric Research Program.
- Perron, P., 1994. "Further Evidence on Breaking Trend Functions in Macroeconomic Variables," Cahiers de recherche 9421, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Olugbenga Onafowora, 2003. "Exchange rate and trade balance in east asia: is there a J-curve?," Economics Bulletin, AccessEcon, vol. 5(18), pages 1-13.
- repec:ebl:ecbull:v:5:y:2003:i:18:p:1-13 is not listed on IDEAS
- Marco Bonomo & Cristina Terra, 1999.
"The Political Economy of Exchange Rate Policy in Brazil: 1964-1997,"
Research Department Publications
3065, Inter-American Development Bank, Research Department.
- Marco Bonomo & Maria Cristina Terra, 1998. "The political economy of exchange rate policy in Brazil, 1964-1997," Textos para discussão 395, Department of Economics PUC-Rio (Brazil).
- Bonomo, Marco Antônio Cesar & Terra, Maria Cristina T., 1999. "The Political Economy of Exchange Rate Policy in Brazil: 1964-1997," Economics Working Papers (Ensaios Economicos da EPGE) 341, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- René Garcia, 1995.
"Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models,"
CIRANO Working Papers
- Garcia, Rene, 1998. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(3), pages 763-88, August.
- Swarnjit Arora & Mohsen Bahmani-Oskooee & Gour Goswami, 2003. "Bilateral J-curve between India and her trading partners," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1037-1041.
- Mansoorian, Arman, 1998. "Habits and durability in consumption, and the dynamics of the current account," Journal of International Economics, Elsevier, vol. 44(1), pages 69-82, February.
- Hansen, Bruce E, 1992. "The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages S61-82, Suppl. De.
- Mohsen Bahmani-Oskooee & Taggert Brooks, 1999. "Bilateral J-Curve between U.S. and her trading partners," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(1), pages 156-165, March.
- Mohsen Bahmani-Oskooee & Tatchawan Kantipong, 2001. "Bilateral J-Curve Between Thailand and Her Trading Partners," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 26(2), pages 107-117, December.
- Felmingham, Bruce S, 1988. "Where Is the Australian J-Curve?," Bulletin of Economic Research, Wiley Blackwell, vol. 40(1), pages 43-56, January.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
When requesting a correction, please mention this item's handle: RePEc:ebl:ecbull:eb-05f30007. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (John P. Conley)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.