Bilateral J-curve between Philippines and tradinpartners: Linear and non-linear approach

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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.

Original languageEnglish (US)
Pages (from-to)131-144
Number of pages14
JournalAsian Economic and Financial Review
Volume8
Issue number2
DOIs
StatePublished - 2018

All Science Journal Classification (ASJC) codes

  • Business, Management and Accounting(all)
  • Development
  • Economics, Econometrics and Finance(all)

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