Estimation of Import Demand Function in Russia
Research is devoted to the analysis of import demand function in Russia. On the basis of the proposed methodology the author estimates econometric model for a full range of imported goods in the last decade (2000–2010). Product groups are ranked by the impact of customs duties and the real exchange rate fluctuations on import. The author proposes estimation of dynamics of import demand sensitivity to changes in the real effective exchange rate and to fluctuations in import prices.
|Date of creation:||2012|
|Date of revision:||2013|
|Contact details of provider:|| Postal: 3-5 Gazetny lane, Moscow, 125009|
Phone: (495) 629-6413
Fax: (495) 203-8816
Web page: http://iep.ru/en.html
More information through EDIRC
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.:
- Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002.
"Unit root tests in panel data: asymptotic and finite-sample properties,"
Journal of Econometrics,
Elsevier, vol. 108(1), pages 1-24, May.
- Tom Doan, . "LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data," Statistical Software Components RTS00242, Boston College Department of Economics.
- Carone, Giuseppe, 1996. "Modeling the U.S. demand for imports through cointegration and error correction," Journal of Policy Modeling, Elsevier, vol. 18(1), pages 1-48, February.
- Thursby, Jerry G & Thursby, Marie C, 1984. "How Reliable Are Simple, Single Equation Specifications of Import Demand?," The Review of Economics and Statistics, MIT Press, vol. 66(1), pages 120-28, February.
- Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003.
"Testing for unit roots in heterogeneous panels,"
Journal of Econometrics,
Elsevier, vol. 115(1), pages 53-74, July.
- Tom Doan, . "IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test," Statistical Software Components RTS00098, Boston College Department of Economics.
- Pasaran, M.H. & Im, K.S. & Shin, Y., 1995. "Testing for Unit Roots in Heterogeneous Panels," Cambridge Working Papers in Economics 9526, Faculty of Economics, University of Cambridge.
- Marquez, Jaime, 1994. "The Econometrics of Elasticities or the Elasticity of Econometrics: An Empirical Analysis of the Behavior of U.S. Imports," The Review of Economics and Statistics, MIT Press, vol. 76(3), pages 471-81, August.
- Clements, Kenneth W & Selvanathan, Antony & Selvanathan, Saroja, 1996.
"Applied Demand Analysis: A Survey,"
The Economic Record,
The Economic Society of Australia, vol. 72(216), pages 63-81, March.
- Abdelhak Senhadji, 1998. "Time-Series Estimation of Structural Import Demand Equations: A Cross-Country Analysis," IMF Staff Papers, Palgrave Macmillan, vol. 45(2), pages 236-268, June.
- Chinn, Menzie, 2002.
"Incomes, Exchange Rates and the U.S. Trade Deficit, Once Again,"
Center for Global, International and Regional Studies, Working Paper Series
qt0tc442fc, Center for Global, International and Regional Studies, UC Santa Cruz.
- Menzie D. Chinn, 2004. "Incomes, Exchange Rates and the US Trade Deficit, Once Again," International Finance, Wiley Blackwell, vol. 7(3), pages 451-469, December.
- Boyd, Derick & Caporale, Gugielmo Maria & Smith, Ron, 2001. "Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 187-200, July.
- Hamori, Shigeyuki & Matsubayashi, Yoichi, 2001. "An empirical analysis on the stability of Japan's aggregate import demand function," Japan and the World Economy, Elsevier, vol. 13(2), pages 135-144, April.
- Amelia U. Santos-Paulino, 2001.
"The Effects of Trade Liberalisation on Imports in Selected Developing Countries,"
Studies in Economics
0110, School of Economics, University of Kent.
- Santos-Paulino, Amelia U., 2002. "The Effects of Trade Liberalization on Imports in Selected Developing Countries," World Development, Elsevier, vol. 30(6), pages 959-974, June.
- Masih, Rumi & Masih, Abul M. M., 2000. "A Reassessment of Long-Run Elasticities of Japanese Import Demand," Journal of Policy Modeling, Elsevier, vol. 22(5), pages 625-639, September.
- Xu, Xinpeng, 2002. "The dynamic-optimizing approach to import demand: a structural model," Economics Letters, Elsevier, vol. 74(2), pages 265-270, January.
- Ulrich R. Kohli, 1982. "Relative Price Effects and the Demand for Imports," Canadian Journal of Economics, Canadian Economics Association, vol. 15(2), pages 205-19, May.
When requesting a correction, please mention this item's handle: RePEc:gai:wpaper:0054. 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: (Victor Hugues)
If references are entirely missing, you can add them using this form.