Asymmetric Effects of Real Exchange Rate on Trade Balance in Cote d’Ivoire: Evidence from Nonlinear ARDL Approach

dc.contributor.authorKeho, Yaya
dc.date.accessioned2023-05-20T21:35:42Z
dc.date.available2023-05-20T21:35:42Z
dc.date.issued2021-04-19
dc.descriptionApplied Economics and Finance, Volume 8, No. 3en_US
dc.description.abstractThis paper analyses the effects of real exchange rate on the trade balance in Cote d’Ivoire using times series from 1975 to 2017. Although many studies have investigated this issue, most of them assume that this relationship is symmetric. This paper relaxes this assumption employing the nonlinear autoregressive distributed lag (ARDL) model by Shin, Yu and Greenwood-Nimmo (2014). The results show that trade balance responds stronger to negative shocks in real exchange rate than to positive ones in the long-run, while the short-run response of trade balance is symmetric.en_US
dc.description.sponsorshipACE: Statistics and Quantitative Economicsen_US
dc.identifier.citationYaya, K. E. H. O. (2021). Asymmetric Effects of Real Exchange Rate on Trade Balance in Cote d’Ivoire: Evidence from Nonlinear ARDL Approach. Applied Economics and Finance, 8(3), 9-21.en_US
dc.identifier.issn2332-7294
dc.identifier.urihttps://RePEc:rfa:aefjnl:v:8:y:2021:i:3:p:9-21
dc.identifier.urihttp://hdl.handle.net/123456789/1861
dc.language.isoenen_US
dc.publisherRedfameen_US
dc.subjecttrade balanceen_US
dc.subjectreal exchange rateen_US
dc.subjectnonlinear ARDLen_US
dc.subjectCote d’Ivoireen_US
dc.subjectÉcole Nationale Supérieure de Statistique et d'Economie Appliquée d'Abidjan (ENSEA)en_US
dc.subjectSocial/Econ Scienceen_US
dc.titleAsymmetric Effects of Real Exchange Rate on Trade Balance in Cote d’Ivoire: Evidence from Nonlinear ARDL Approachen_US
dc.typeArticleen_US
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