Browsing by Subject J-curve

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  • The Impact of Exchange Rate Movements on Trade Balance between Vietnam and Japan J Curve Effect Test.pdf.jpg
  • Article


  • Authors: Nguyen, Cam Nhung; Bui, Tu Anh; Le, Thi Hue; Nguyen, Thi Cam Huyen (2018)

  • This study clarifies the impact of the fluctuation of the VND/USD and VND/JPY exchange rates on the trade balance between Vietnam and Japan through testing the J-curve effect by using a vector autoregressive (VAR) model, Impulse Response Function (IRF), stationary test, Granger test and variance decomposition analysis. There are 5 variables including oil price (POIL), Gross Domestic Product (GDP), Consumer price index (CPI), Trade balance/Capital account (CA), Nominal exchange rate (NER) based on 67 observations from 2001Q1 to 2017Q3. The highlight of this study compared with previous studies is that we not only evaluate the effect of the exchange rate movements towards the total tra...

Browsing by Subject J-curve

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 1 of 1
  • The Impact of Exchange Rate Movements on Trade Balance between Vietnam and Japan J Curve Effect Test.pdf.jpg
  • Article


  • Authors: Nguyen, Cam Nhung; Bui, Tu Anh; Le, Thi Hue; Nguyen, Thi Cam Huyen (2018)

  • This study clarifies the impact of the fluctuation of the VND/USD and VND/JPY exchange rates on the trade balance between Vietnam and Japan through testing the J-curve effect by using a vector autoregressive (VAR) model, Impulse Response Function (IRF), stationary test, Granger test and variance decomposition analysis. There are 5 variables including oil price (POIL), Gross Domestic Product (GDP), Consumer price index (CPI), Trade balance/Capital account (CA), Nominal exchange rate (NER) based on 67 observations from 2001Q1 to 2017Q3. The highlight of this study compared with previous studies is that we not only evaluate the effect of the exchange rate movements towards the total tra...