Matches in SemOpenAlex for { <https://semopenalex.org/work/W2808732779> ?p ?o ?g. }
Showing items 1 to 68 of
68
with 100 items per page.
- W2808732779 abstract "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 trade balance between Vietnam and Japan but also investigate how the fluctuations of exchange rate affect the trade balance in each commodity group; therefore, we suggest more essence evaluation and policy implications for these sectors. The results show that the depreciation or the devaluation of VND will improve the trade balance of group 84 (Machinery, mechanical appliances, nuclear reactors, boilers) and group 94 (Furniture) in both the exchange rate VND/USD and VND/JPY, and group 27 (Mineral fuels, mineral oils and products of their distillation) and group 85 (Electrical machinery and equipment and parts thereof) in the VND/USD exchange rate. Besides, in total products and group 27, the VND/JPY exchange rate impacts on the trade balance in J-curve effect.
 Keywords
 J-curve, VAR, exchange rate, trade balance, Vietnam, Japan
 References
 1. Alemu, Aye Mengistu, Examining the Effects of Currency Depreciation on Trade Balance in Selected Asian Economics, International Journal of Global Business, 7 (1), 59-76, June 2014.2. Anil K Lai, Thomas C. Lowinger (2002), The J Curve: Evidence from at Asia, Journal of economics Integration 17 (2), June 2002, pp 397-415.3. Anju Gupta-Kapoor và Uma Ramakrishnan, 1999, Is there a j-curve? A new estimation for Japan, International Economic Journal, Volume 13, Number 4, Winter 1999.4. Backus, D. K., Kahoe, P.J., Kydland, F.E., 1994, Dynamics of the Trade Balance and the Terms of Trade: the J-Curve?, American Economic Review, March 1994, 84(1), Pp. 84-103.5. Bahmani-Oskooee, M.và Brooks, T. J., 1999, Bilateral J -Curve Between the U.S and her Trading Partners.6. Carter, C.A. và D.H. Pick, 1989, The J-Curve Effect and the U.S. Agricultural Trade Balance, American Journal of Agricultural Economics, 712-720.7. Eric Ben Kamoto, 2006, The j-curve effect on the trade balance in Malawi and South Africa.8. Goldstein, M. và M.S. Khan, 1985, Income and price effects in foreign trade”, In R.W. Jones và P.B. Kenen (eds.), Handbook of International Economics, vol. 2, Elsevier Science Publishers B.V.9. Ha Thi Thieu Dao & Pham Thi Tuyet Trinh (2013), Relationships between Exchange Rate and Balance of Payments, Journal of Banking Training Science, No. 103, pages 17-24.10. Khieu Van Hoang (2013), The effects of the real exchange rate on the trade balance: Is there a J-curve for Vietnam? A VAR approach, Munich Personal Repec Archive.11. Lê Thuận Đồng, Ishida Miki (2016), The effects of exchange rate on Trade balance in Vietnam, Evidence from Cointegration analysis12. Masanori Ono, SaangJoon Baak (2014), Revisiting the J-Curve for Japan, Modern Economy, 2014, p32-47.13. Ng Yuen Ling, 2008, Real Exchange Rate and Trade Balance.14. Olugbenga Onafowora (2003), Exchange rate and trade balance in East Asia: Is there a J-curve?, Economics Bulletin, Susquehanna University, Vol.5, No.18, pp.1-13.15. Persaran, M.H., và Y. Shin, 1998, Generalized Impulse Response Analysis in Linear Multivariate Models, Economics Letters.16. Pham Hong Phuc (2009), Real exchange rates and Trade balance in Vietnam, Master thesis in economics, University of Economics in Ho Chi Minh City.17. Rizaudin Sahlan, Hussein Abdlth, Muhd Ridhuan Boss Abdlluh (2008), Trade balance and J- curve phenomenon in Malaysia.18. Rose, A. K, (1990), Exchange Rates and the Trade Balance: Some Evidence from Developing Countries, Economics Letters, 34, pp. 271-275.19. Rose, A. K. and Yellen, J. L., (1989), Is There a J-curve? Journal of Monetary Economics, 24, pp. 53-58. Tihomir, S., (2004), The Impact of Exchange Rate Change on the Trade Balance in Croatia, IMF Working. 20. Sugema, I. (2005), The Determinants of trade balance and adjustment to the crisis in Indonesia, Centre For International Economic Studies Discussion Paper, No 0508 (ISSN 1445-3746 series), pp.1-28.21. Tihomir Stucka, 2004, The effects of exchange rate change on the trade balance in Croatia.22. Tu Cao Anh (2010), J curve effect and bilateral trade balance between Vietnam and its five major partners, Master thesis on Economics, HCMC University of Economics.23. Mohsen Bahmani-Oskooee và các cộng sự, 2003, Is there a J-curve at the Industry Level?, Wisconsin-Milwaukee Universities.24. Nguyen Huu Tuan & Nguyen Huynh Minh Nguyet Mai Diem Phuong & Duong Thao Nguyen Do Thanh Ha & Lam Ngoc Phuong Thao (2014), Impact of exchange rates and national income on trade balance: VECM, Journal of Integrated Development, No. 15, March 201425. Nguyen Huu Tuan (2011), Analyzing the impact of macroeconomic variables on Vietnam's trade balance, Banking Technology Magazine, No. 65, May 2011, pages 13-22.26. Nguyen Minh Hai, Phan Tat Hien, Dang Hien Linh (2013), Analyzing the Impact of Currency Devaluations on Vietnam's Economic Growth in 2000-2012, Journal of Economic Development, No. 269, March 201327. Nguyen Quang My, Mustafa Sayim & Hamid Rahman (2017), The Impact of Exchange Rate on Market Fundamentals: A Case Study of J-curve Effect in Vietnam, Research in Applied Economics.28. Phan Thanh Hoan, Nguyen Dang Hao (2007), Relationships between Exchange rate and Trade balance in Vietnam in 1995-2004, Journal of Science, Hue University, No. 43, 2007.29. Senhadji, Abdelhak S., 1998, Dynamics of the Trade Balance and the Terms of Trade In LDCs: the S-Curve, Journal of International Economics, Vol. 46, pp.105-131.30. Thanh Hoan Phan, Ji Young Jeong (2015), Vietnam Trade Balance and Exchange Rate: Evidence from Panel Data Analysis, Journal of Applied Economics and Business Research JAEBR, 5(4): 220-232 (2015).31. Tran Hong Ha (2011), Application of the model to measure the impact of real multilateral exchange rates on the trade balance in Vietnam, Journal of Financial Markets, No. 16, pages 23-25.32. Vu Ky (2012), The J curve effects - Exchange rate and Trade balance in Vietnam, Master thesis of University of EconomicsWebsite1. www.gso.gov.vn - General Statistics Office website2. www.imf.org - Website of the International Monetary Fund3. www.oanda.com/ - Currency Data Website4. www.trademap.org - The International Trade Center website5. www.boj.or.jp - The Bank of Japan6. http://www.imf.org/external/index.htm - International Monetary Fund" @default.
- W2808732779 created "2018-06-29" @default.
- W2808732779 creator A5017796405 @default.
- W2808732779 creator A5036602726 @default.
- W2808732779 creator A5045635106 @default.
- W2808732779 creator A5083473753 @default.
- W2808732779 date "2018-06-19" @default.
- W2808732779 modified "2023-09-25" @default.
- W2808732779 title "The Impact of Exchange Rate Movements on Trade Balance between Vietnam and Japan: J Curve Effect Test" @default.
- W2808732779 cites W1562749608 @default.
- W2808732779 cites W1985362770 @default.
- W2808732779 cites W2020677920 @default.
- W2808732779 cites W2037436849 @default.
- W2808732779 cites W2061098126 @default.
- W2808732779 cites W2126452547 @default.
- W2808732779 cites W3140990571 @default.
- W2808732779 doi "https://doi.org/10.25073/2588-1108/vnueab.4154" @default.
- W2808732779 hasPublicationYear "2018" @default.
- W2808732779 type Work @default.
- W2808732779 sameAs 2808732779 @default.
- W2808732779 citedByCount "3" @default.
- W2808732779 countsByYear W28087327792022 @default.
- W2808732779 crossrefType "journal-article" @default.
- W2808732779 hasAuthorship W2808732779A5017796405 @default.
- W2808732779 hasAuthorship W2808732779A5036602726 @default.
- W2808732779 hasAuthorship W2808732779A5045635106 @default.
- W2808732779 hasAuthorship W2808732779A5083473753 @default.
- W2808732779 hasConcept C127313418 @default.
- W2808732779 hasConcept C149782125 @default.
- W2808732779 hasConcept C151730666 @default.
- W2808732779 hasConcept C15744967 @default.
- W2808732779 hasConcept C162324750 @default.
- W2808732779 hasConcept C168031717 @default.
- W2808732779 hasConcept C169760540 @default.
- W2808732779 hasConcept C18547055 @default.
- W2808732779 hasConcept C22674136 @default.
- W2808732779 hasConcept C2776988154 @default.
- W2808732779 hasConcept C2777267654 @default.
- W2808732779 hasConcept C556758197 @default.
- W2808732779 hasConceptScore W2808732779C127313418 @default.
- W2808732779 hasConceptScore W2808732779C149782125 @default.
- W2808732779 hasConceptScore W2808732779C151730666 @default.
- W2808732779 hasConceptScore W2808732779C15744967 @default.
- W2808732779 hasConceptScore W2808732779C162324750 @default.
- W2808732779 hasConceptScore W2808732779C168031717 @default.
- W2808732779 hasConceptScore W2808732779C169760540 @default.
- W2808732779 hasConceptScore W2808732779C18547055 @default.
- W2808732779 hasConceptScore W2808732779C22674136 @default.
- W2808732779 hasConceptScore W2808732779C2776988154 @default.
- W2808732779 hasConceptScore W2808732779C2777267654 @default.
- W2808732779 hasConceptScore W2808732779C556758197 @default.
- W2808732779 hasLocation W28087327791 @default.
- W2808732779 hasOpenAccess W2808732779 @default.
- W2808732779 hasPrimaryLocation W28087327791 @default.
- W2808732779 hasRelatedWork W1512761197 @default.
- W2808732779 hasRelatedWork W1970243960 @default.
- W2808732779 hasRelatedWork W2113598616 @default.
- W2808732779 hasRelatedWork W2128398561 @default.
- W2808732779 hasRelatedWork W2177521648 @default.
- W2808732779 hasRelatedWork W2211791139 @default.
- W2808732779 hasRelatedWork W2742258110 @default.
- W2808732779 hasRelatedWork W2756087661 @default.
- W2808732779 hasRelatedWork W2761334947 @default.
- W2808732779 hasRelatedWork W2799926523 @default.
- W2808732779 isParatext "false" @default.
- W2808732779 isRetracted "false" @default.
- W2808732779 magId "2808732779" @default.
- W2808732779 workType "article" @default.