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This study examines the asymmetric effects of Exchange Rate Volatility (ERV) on Vietnam’s international trade. Using time-series data fitted to the Nonlinear Autoregressive Distributed Lag (NARDL) model, we find that positive changes in ERV have a negative impact on the trade balance in the short-run. On the other hand, increases in ERV have a positive impact on the trade balance in the long-run. We also find that negative changes in ERV do not have any significant effect on the trade balance.
Call Number | Location | Available |
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PSB lt.2 - Karya Akhir (Majalah) | 1 |
Penerbit | Jakarta: Bank Indonesia 2022 |
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Edisi | Volume 25, Number 2, 2022 |
Subjek | International trade Exchange Rate Volatility The Assymetric Effects |
ISBN/ISSN | 2460-9196 |
Klasifikasi | NONE |
Deskripsi Fisik | 274 p. |
Info Detail Spesifik | Bulletin Of Monetary Economics And Banking |
Other Version/Related | Tidak tersedia versi lain |
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