2
Master student of Economics, University of Tabriz
3
PhD student in Economics, University of Tabriz
10.22096/esp.2011.26195
Abstract
The main objective of this paper is to investigate the effect of currency devaluation on the trade balance of Iran by using J and S curve approaches over the period of 1976-2007. For this purpose, we used the Johansen’s co-integration approach and impulse response function for the long run and short run analysis, respectively. The empirical results reveal that currency devaluation has a negative effect on the Iranian trade balance in long run as well as short run and reject the J and S curves hypothesis for Iran. Overall the empirical findings of the J and S suggest that the trade balance of Iran does not improve as a result of currency devaluation.
بانک مرکزی، بانک اطلاعات سریهای زمانی اقتصادی، www.tsd.cbi.ir
برومند جزی، شهزاد؛ کهرام، آزادمهر؛ «اثر کسری بودجه و نرخ ارز بر کسری حساب جاری تراز پرداختهای خارجی ایران»، پژوهشنامه اقتصادی، 1384؛ شماره 2.
شقاقی شهری، وحید؛ «بررسی متغیرهای کلان اقتصادی مؤثر بر کسری حساب جاری ایران»، جستارهای اقتصادی بهار و تابستان 1384؛ شماره 3.
نجارزاده، رضا و دیگران (1388) «تأثیر رابطه مبادله و نرخ ارز واقعی بر کسری بخش تجارت خارجی اقتصاد ایران»، فصلنامة پژوهشهای اقتصادی، 1388، شماره 2.
نوفرستی، محمد؛ «ریشه واحد و همجمعی در اقتصادسنجی»، تهران، مؤسسه خدمات فرهنگی رسا، 1378.
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Kazerooni,A. , Mohammadpoor,S. and Feshari,M. (2011). Testing J and S Curves in the Case of Iran (1976-2007)
(J Curve and S Curve Approaches). The Journal of Economic Studies and Policies, 0(20), 3-20. doi: 10.22096/esp.2011.26195
MLA
Kazerooni,A. , , Mohammadpoor,S. , and Feshari,M. . "Testing J and S Curves in the Case of Iran (1976-2007)
(J Curve and S Curve Approaches)", The Journal of Economic Studies and Policies, 0, 20, 2011, 3-20. doi: 10.22096/esp.2011.26195
HARVARD
Kazerooni A., Mohammadpoor S., Feshari M. (2011). 'Testing J and S Curves in the Case of Iran (1976-2007)
(J Curve and S Curve Approaches)', The Journal of Economic Studies and Policies, 0(20), pp. 3-20. doi: 10.22096/esp.2011.26195
CHICAGO
A. Kazerooni, S. Mohammadpoor and M. Feshari, "Testing J and S Curves in the Case of Iran (1976-2007)
(J Curve and S Curve Approaches)," The Journal of Economic Studies and Policies, 0 20 (2011): 3-20, doi: 10.22096/esp.2011.26195
VANCOUVER
Kazerooni A., Mohammadpoor S., Feshari M. Testing J and S Curves in the Case of Iran (1976-2007)
(J Curve and S Curve Approaches). The Journal of Economic Studies and Policies, 2011; 0(20): 3-20. doi: 10.22096/esp.2011.26195
