JOURNAL OF APPLIED BUSINESS AND ECONOMICS
Testing the Marshall-Lerner Condition and the J-curve Effect on U.S. –China Trade
Author(s): Deergha Raj Adhikari
Citation: Deergha Raj Adhikari, (2018) "Testing the Marshall-Lerner Condition and the J-curve Effect on U.S. –China Trade," Journal of Applied Business and Economics, Vol. 20, Iss.8, pp. 11-18
Article Type: Research paper
Publisher: North American Business Press
Abstract:
We estimate a VECM regressing the ratio of U.S. export to U.S. import from china on U.S. real GDP, China’s real GDP, and RREX (dollar-yuan real exchange rate). The real exchange rate variable is found to be negative but insignificant, failing to satisfy the Marshall-Lerner condition and implying that the dollar’s depreciation will have no effect on the U.S. trade balance with China in the long run. The variables ΔRREXt–1 and ΔRREXt–2 turn out to be negative and significant, implying that the dollar’s depreciation will have a negative effect on U.S. trade balance with China in the short run.