Asymmetric Impacts of the South Korean Currency on Korea's Commodity Trade Balance with Japan
Küçük Resim Yok
Tarih
2022
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Taylor & Francis Ltd
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
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).
Açıklama
Anahtar Kelimeler
Symmetry, asymmetry, nonlinear ARDL, commodity trade, Japan, Korea
Kaynak
International Trade Journal
WoS Q Değeri
N/A
Scopus Q Değeri
Q3
Cilt
36
Sayı
4
