J-curve in Turkish bilateral trade: A nonlinear approach
Ali Ari (),
Raif Cergibozan and
Emre Cevik
The International Trade Journal, 2019, vol. 33, issue 1, 31-53
Abstract:
This study aims to bring further evidence on recent developments of the J-curve literature by employing linear and nonlinear autoregressive distributed lag (ARDL) approaches for Turkish bilateral trade data with respect to 18 European Union member countries over the period from 1990Q1 to 2017Q3. Findings obtained from the nonlinear ARDL model yield more support for the J-curve phenomenon compared to the linear model. This result provides evidence of an asymmetrical impact of appreciations and depreciations on the Turkish bilateral trade balances and suggests that allowing for nonlinearity in the adjustment process gives better results in terms of the J-curve effect.
Date: 2019
References: Add references at CitEc
Citations: View citations in EconPapers (3)
Downloads: (external link)
http://hdl.handle.net/10.1080/08853908.2018.1521316 (text/html)
Access to full text is restricted to subscribers.
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:taf:uitjxx:v:33:y:2019:i:1:p:31-53
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/uitj20
DOI: 10.1080/08853908.2018.1521316
Access Statistics for this article
The International Trade Journal is currently edited by George R. G. Clarke
More articles in The International Trade Journal from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().