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Book Cover
E-book
Author Iossifov, Plamen K

Title Real Effective Exchange Rate and Trade Balance Adjustment
Published Washington, D. C. : International Monetary Fund, 2019
Online access available from:
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Description 1 online resource (39 p.)
Contents Cover; Contents; I. Introduction; II. Analytical Framework; III. First Look at the Data; IV. Regression Estimation; A. Regression Specification; 1. ARDL Model; 2. NARDL Model; B. Regression Results; 1. Long-Run Export Elasticities; (a) Long-Run REER Elasticity of Exports; (b) Long-Run Income Elasticity and Speed of Adjustment of Exports; (c) Specification Tests; 2. Long-Run Import Elasticities; (a) Long-Run Income Elasticity of Imports; (b) Long-Run Income Elasticity and Speed of Adjustment of Imports; (c) Specification Tests; V. Role of REER in Trade Balance Adjustment
5. Long-Run Trade Elasticities of Real Imports (USD) with REER Intera- ction Term in ARDL Model6. Long-Run Trade Elasticities of Real Imports (USD) in NARDL Model; A1. Long-Run Trade Elasticities of Real Exports Net of Energy and Gold (Lira) in ARDL Model; A2. Long-Run Trade Elasticities of Real Imports Net of Energy and Gold (USD) in ARDL Model; Figures; 1. Turkey: REER and Nominal Current Account, 1998-2017; 2. Turkey: Nominal Current Account and Real Trade Balance, 1998-2017; 3. Turkey: Comparison of REER Estimates, 1998-2017; 4. Turkey: REER and Real Trade Flows, 1998-2017
5. Recursive Wald Stability Test for Long-Run REER Elasticity of Real Exports in ARDL Model6. Rolling Estimation of Long-Run Export Trade Elasticities and Error Correction Coefficient in ARDL Model; 7. Turkey: Annual Growth Rate of Long-Run Trend of REER, 1998-2017; 8. Recursive Wald Stability Test for Long-Run REER Elasticity of Real Imports in ARDL Model; 9. Rolling Estimation of Long-Run Import Trade Elasticities and Error Correction Coefficient in ARDL Model; 10. Rolling Estimation of Marshall-Lerner Condition, 1998-2017
VI. Summary of FindingsAppendices; A. Modeling Trade Flows Net of Energy and Gold; B. Data Sources; B.1. Construction of Trade-Weighted Indexes of Relative Prices and Foreign Income; B.2. Real Exports and Imports Series; Tables; 1. Long-Run Trade Elasticities of Real Exports (Lira) in ARDL Model; 2. Long-Run Trade Elasticities of Real Exports (Lira) with REER Inter- action Term in ARDL Model; 3. Long-Run Trade Elasticities of Real Exports (Lira) in NARDL Model; 4. Long-Run Trade Elasticities of Real Imports (USD) in ARDL Model
Notes 11. Rolling Estimation of Contribution of Domestic-Foreign Income Growth Differential to Real Trade Balance Adjustment
Description based upon print version of record
Form Electronic book
Author Fei, Xuan
ISBN 1498322859
9781498322850