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- Mon Dec 21, 2015 5:12 am
- Forum: Econometric Discussions
- Topic: technical issues with a VECM for testing the J-curve
- Replies: 0
- Views: 2227
technical issues with a VECM for testing the J-curve
Hello everyone, I am attempting to test for the existence of a "J-curve" effect (deterioration of the trade balance in the short-term after the depreciation of the currency via more expensive imports, followed by an improvement in the medium/long-run via an increase in exports) for South A...
