Publish In |
International Journal of Management and Applied Science (IJMAS)-IJMAS |
Journal Home Volume Issue |
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Issue |
Volume-2,Issue-9 ( Sep, 2016 ) | |||||||||
Paper Title |
Thailand-Asean Commodity Trade: Evidence of J-Curve | |||||||||
Author Name |
Tatchawan Kanitpong | |||||||||
Affilition |
Business School, National Institute of Development and Administration, Thailand | |||||||||
Pages |
78-81 | |||||||||
Abstract |
This study attempts to investigate relationship between exchange rate and trade balance of Thailand and her ASEAN trading partners; Indonesia, Malaysia, Philippine, Singapore and Vietnam for period of 2000-2015. This paper employed Augmented Dickey-Fuller test (ADF), Johansen test, vector error correction model (VECM) andImpulse Response Function (IRFs). The result of this paper found that devaluation of Thai currency improve trade balance in the case of Malaysia and Philippines. Moreover, the study found no evidence support J-Curve Phenomenon. Keywords: Exchange rate, J-Curve,Thailand, Trade balance, VECM | |||||||||
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