韩国货币对韩日商品贸易平衡的非对称影响

IF 1.3 Q3 ECONOMICS

International Trade Journal Pub Date : 2021-10-01 DOI:10.1080/08853908.2021.1976692

H. Karamelikli, S. Ongan

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引用次数: 1

摘要

摘要本研究探讨了韩元升值和贬值对韩国与日本商品贸易平衡的非对称和对称影响。为此，采用了线性和非线性自回归分布滞后(NARDL)模型。然而，本研究在方法上与以往相关文献中应用NARDL模型的实证研究有所不同。这些先前的研究仅基于短期和长期对称性(用SS表示)和短期和长期不对称性(用AA表示)构建。然而，本研究也考虑了另外两种情况，即短期不对称-长期不对称(用as表示)和短期对称-长期不对称(用SA表示)。

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Asymmetric Impacts of the South Korean Currency on Korea’s Commodity Trade Balance with Japan

ABSTRACT This study examines the asymmetric and symmetric impacts of appreciation and depreciation in the Korean won on Korea’s commodity trade balance with Japan. To this aim, the linear and nonlinear autoregressive distributed lag (NARDL) models are applied. However, this study methodologically differs from previous empirical studies in the related literature applying the NARDL model. These previous studies are constructed based on only short-run and long-run symmetry (denoted by SS) and short-run and long-run asymmetry (denoted by AA). This study, however, also considers two other alternative cases as short-run asymmetry-long-run symmetry (denoted by AS) and short-run symmetry-long-run asymmetry (denoted by SA).

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来源期刊

International Trade Journal Economics, Econometrics and Finance-Economics, Econometrics and Finance (all)

CiteScore

1.90

自引率

0.00%

发文量

期刊介绍： The International Trade Journal is a refereed interdisciplinary journal published for the enhancement of research in international trade. Its editorial objective is to provide a forum for the scholarly exchange of research findings in,and significant empirical, conceptual, or theoretical contributions to the field. The International Trade Journal welcomes contributions from researchers in academia as well as practitioners of international trade broadly defined.