转型经济中汇率波动对国际贸易的不对称影响&以越南为例

Q2 Economics, Econometrics and Finance

Buletin Ekonomi Moneter dan Perbankan Pub Date : 2022-08-31 DOI:10.21098/bemp.v25i2.1636

L. Truong, Ha Hoang Ngoc Le, D. Vo

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引用次数: 2

摘要

本研究探讨汇率波动(ERV)对越南国际贸易的非对称效应。利用拟合非线性自回归分布滞后(NARDL)模型的时间序列数据，我们发现ERV的正变化在短期内对贸易差额有负影响。另一方面，从长远来看，汇率的增加对贸易平衡有积极的影响。我们还发现，ERV的负变化对贸易差额没有显著影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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THE ASYMMETRIC EFFECTS OF EXCHANGE RATE VOLATILITY ON INTERNATIONAL TRADE IN A TRANSITION ECONOMY: THE CASE OF VIETNAM

This study examines the asymmetric effects of Exchange Rate Volatility (ERV) on Vietnam’s international trade. Using time-series data fitted to the Nonlinear Autoregressive Distributed Lag (NARDL) model, we find that positive changes in ERV have a negative impact on the trade balance in the short-run. On the other hand,increases in ERV have a positive impact on the trade balance in the long-run. We also find that negative changes in ERV do not have any significant effect on the trade balance.

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来源期刊

Buletin Ekonomi Moneter dan Perbankan Economics, Econometrics and Finance-Finance

CiteScore

2.20

自引率

0.00%

发文量

审稿时长

5 weeks