Real exchange rates and the J-Curve : evidence from Malaysia
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. I...
| Main Author: | |
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| Format: | Proceeding Paper |
| Language: | English |
| Published: |
Faculty Forum (USA)
2006
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/26043/ http://irep.iium.edu.my/26043/1/Mohammed_Yusof_Real_exchange.pdf |
| _version_ | 1848779574775644160 |
|---|---|
| author | Yusoff, Mohammed |
| author_facet | Yusoff, Mohammed |
| author_sort | Yusoff, Mohammed |
| building | IIUM Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T15:19:57Z |
| format | Proceeding Paper |
| id | iium-26043 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T15:19:57Z |
| publishDate | 2006 |
| publisher | Faculty Forum (USA) |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | iium-260432013-06-25T09:34:20Z http://irep.iium.edu.my/26043/ Real exchange rates and the J-Curve : evidence from Malaysia Yusoff, Mohammed HF Commerce 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. Faculty Forum (USA) 2006 Proceeding Paper PeerReviewed application/pdf en http://irep.iium.edu.my/26043/1/Mohammed_Yusof_Real_exchange.pdf 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. https://www.informs.org/Attend-a-Conference/Conference-Calendar/5th-Global-Conference-on-Business-Economics |
| spellingShingle | HF Commerce Yusoff, Mohammed Real exchange rates and the J-Curve : evidence from Malaysia |
| title | Real exchange rates and the J-Curve : evidence from Malaysia |
| title_full | Real exchange rates and the J-Curve : evidence from Malaysia |
| title_fullStr | Real exchange rates and the J-Curve : evidence from Malaysia |
| title_full_unstemmed | Real exchange rates and the J-Curve : evidence from Malaysia |
| title_short | Real exchange rates and the J-Curve : evidence from Malaysia |
| title_sort | real exchange rates and the j-curve : evidence from malaysia |
| topic | HF Commerce |
| url | http://irep.iium.edu.my/26043/ http://irep.iium.edu.my/26043/ http://irep.iium.edu.my/26043/1/Mohammed_Yusof_Real_exchange.pdf |