Real exchange rates and the J-Curve : evidence from Malaysia

Yusoff, Mohammed (2006) Real exchange rates and the J-Curve : evidence from Malaysia. In: 5th Global Conference on Business & Economics, 6-8 July, 2006, Association for Business & Economics Research Cambridge University.

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Abstract

The study aims at determining the effects of real bilateral exchange rate on Malaysia’s bilateral trade balance with its major trading partners: the USA, Japan, and Singapore. The results suggest that the bilateral trade balance, real exchange rate, domestic and foreign incomes are cointegrated. In the long-run, Malaysia’s bilateral trade balance is found to be responsive to the changes of bilateral exchange rates in the cases of the USA and Singapore but irresponsive for Japan. The short-run dynamic analysis indicates that there exist the J-curve effects in the cases of Malaysia’s trade balances with the USA, Japan and Singapore.

Item Type:	Conference or Workshop Item (Full Paper)
Uncontrolled Keywords:	Malaysia, exchange rate
Subjects:	H Social Sciences > HF Commerce
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Economics and Management Sciences > Department of Economics
Depositing User:	Professor Mohammed Yusoff
Date Deposited:	19 May 2013 11:10
Last Modified:	25 Jun 2013 17:34
URI:	http://irep.iium.edu.my/id/eprint/26043

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