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Volumn 29, Issue 5, 1997, Pages 661-664

Dynamics of the yen-dollar real exchange rate and the US-Japan real trade balance

Author keywords

[No Author keywords available]

Indexed keywords

BALANCE OF TRADE; INTERNATIONAL TRADE; MODELLING APPROACH; REAL EXCHANGE RATE;

EID: 0030823783     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/000368497326868     Document Type: Article
Times cited : (30)

References (16)
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    • Bahmani, O.1    Payesteh, S.2
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    • Econometric modelling of the aggregate time series relationship between consumers expenditure and income in the United Kingdom
    • December
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    • Davidson, J.E.H.1    Hendry, D.2    Srba, F.3    Yeo, S.4
  • 6
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    • Cointegration and error correction: Repressentation, estimation and testing
    • Engle, R. F. and Granger, C. W. J. (1987) Cointegration and error correction: Repressentation, estimation and testing, Econometrica, 55, 251-76.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 7
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    • Forecasting and testing in cointegrated systems
    • Engle, R. F. and Yoo, B. S. (1987) Forecasting and testing in cointegrated systems, Journal of Econometrics, 35, 143-59.
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    • Engle, R.F.1    Yoo, B.S.2
  • 8
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    • Developments in the study of cointegrated economic variables
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    • Granger, C. W. J. (1986) Developments in the study of cointegrated economic variables, Oxford Bulletin of Economics and Statistics, 48, August, 213-27.
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    • Granger, C.W.J.1
  • 9
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    • Some recent developments in a concept of causality
    • September/October
    • Granger, C. W. J. (1988) Some recent developments in a concept of causality, Journal of Econometrics, 38, September/October, 199-211.
    • (1988) Journal of Econometrics , vol.38 , pp. 199-211
    • Granger, C.W.J.1
  • 12
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    • Dynamic specification
    • Z. Griliches and M. Intriligator, (Eds) North-Holland, Amsterdam, Ch. 18
    • Hendry, D. F., Pagan, A. R. and Sargan, J. D. (1984) Dynamic specification, in Handbook of Econometrics II, Z. Griliches and M. Intriligator, (Eds) North-Holland, Amsterdam, Ch. 18.
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  • 13
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  • 14
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    • The exchange value of the dollar and the U.S. trade balance: An empirical investigation based on cointegration and Granger causality tests
    • Mahdavi, S. and Sohrabian, A. (1993) The exchange value of the dollar and the U.S. trade balance: an empirical investigation based on cointegration and Granger causality tests, Quarterly Review of Economics and Finance, 33, 343-58.
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