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Expectations and the adjustment of trade flows under floating exchange- rates: leads, lags and the J-curve

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  • Wendy E. Takacs
  • John F. Wilson

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  • Wendy E. Takacs & John F. Wilson, 1980. "Expectations and the adjustment of trade flows under floating exchange- rates: leads, lags and the J-curve," International Finance Discussion Papers 160, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgif:160
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    File URL: http://www.federalreserve.gov/pubs/ifdp/1980/160/ifdp160.pdf
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    References listed on IDEAS

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    1. Marston, Richard, 1971. "Income effects and delivery lags in British import demand: 1955-1967," Journal of International Economics, Elsevier, vol. 1(4), pages 375-399, November.
    2. Stephen P. Magee, 1973. "Currency Contracts, Pass-Through, and Devaluation," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(1), pages 303-325.
    3. Peter Isard & Barbara R. Lowrey & P. A. V. B. Swamy, 1978. "U.S. demand for imported and domestically-produced foods: an investigation of intertemporal and cross substitution," International Finance Discussion Papers 116, Board of Governors of the Federal Reserve System (U.S.).
    4. Peter Isard & Barbara R. Lowrey & P. A. V. B. Swamy, 1975. "Theory and estimation of the demand for imports of consumer goods," International Finance Discussion Papers 61, Board of Governors of the Federal Reserve System (U.S.).
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    Cited by:

    1. Ayoub Yousefi, 2000. "Merchandise Trade Balances of Less Developed Countries and Exchange Rate of the U.S. Dollar: Cases of Iran, Venezuela & Saudi Arabia," Working Papers 00002, University of Waterloo, Department of Economics, revised Feb 2000.
    2. Kenneth Bernauer, 1981. "Effectiveness of exchange-rate changes on the trade account: the Japanese case," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 55-71.
    3. Léonard Dudley & Carole Trépanier, 1983. "Les anticipations et la réponse des importations aux variations dans les prix et les taux de change," Revue Économique, Programme National Persée, vol. 34(6), pages 1145-1163.
    4. Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.

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