Bilateral J-Curve between Philippines and Trading Partners: Linear and Non-Linear Approach

Hanafiah Harvey ()

Asian Economic and Financial Review, 2018, vol. 8, issue 2, 131-144

Abstract: With the advent of econometric modelling, evolutions of research on J-curve has progressed from linear approach (LA) to non-linear approach (NLA) especially in the case of utilizing Autoregressive Distributed Lags (ARDL). This paper applying both approaches examined the case of Philippines and 9 of its largest trading partners. In linear ARDL approach, there are two countries found to be significant. However, using NARDL, evidence shows that three countries to be asymmetric in the short run while in the long run asymmetry effect in the case of Indonesia, Japan and Singapore.

Keywords: Philippines; J-Curve; Trade balance; ARDL; NLARDL; Exchange rates; Trading partners. (search for similar items in EconPapers)
Date: 2018
References: Add references at CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
https://archive.aessweb.com/index.php/5002/article/view/1666/2444 (application/pdf)
https://archive.aessweb.com/index.php/5002/article/view/1666/3050 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:asi:aeafrj:v:8:y:2018:i:2:p:131-144:id:1666

Access Statistics for this article

More articles in Asian Economic and Financial Review from Asian Economic and Social Society
Bibliographic data for series maintained by Robert Allen ().