Estimation of the J-curve in China: a cointegration approach

1Department of Economics, Concordia University, 1455 Blvd de Maisonneuve, Montreal, Qc Canada H3G 1M8

Journal of International Logistics and Trade

ISSN: 1738-2122

Article publication date: 31 December 2007

Issue publication date: 31 December 2007

144
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Abstract

This paper investigates whether a J-curve can be detected in the time series data on China’s bilateral trade with the G-7 countries. It utilizes cointegration and causality tests to ascertain both the long-run relatedness, and the short-run dynamics, between the real exchange rate, national income, and the trade balance. There is some evidence that a real depreciation eventually improves the trade balance with some countries. But there is no indication of a negative short-run response which characterizes the J-curve.

Keywords

Citation

Ahmad, J. and Yang, J. (2007), "Estimation of the J-curve in China: a cointegration approach", Journal of International Logistics and Trade, Vol. 5 No. 2, pp. 103-115. https://doi.org/10.24006/jilt.2007.5.2.103

Publisher

:

Emerald Publishing Limited

Copyright © 2007 Jungseok Research Institute of International Logistics and Trade

License

This is an Open-Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (http://creativecommons.org/licenses/by-nc/4.0/) which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited


Corresponding author

*Corresponding author; Professor, Department of Economics, Concordia University, 1455 Blvd de Maisonneuve, Montreal, Qc Canada H3G 1M8. Tel. +1-514-848-2424, ext. 3921; +1-514-845-7586, E-mail:

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