Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/17755
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dc.contributor.authorStrauß, Huberten_US
dc.date.accessioned2009-01-28T14:59:16Z-
dc.date.available2009-01-28T14:59:16Z-
dc.date.issued2002en_US
dc.identifier.urihttp://hdl.handle.net/10419/17755-
dc.description.abstractA shortcoming of most empirical studies on aggregate exports is their exclusive focus on the demand side. Moreover, the effect of globalization is often neglected leading to implausibly high income elasticities. This paper models export demand and supply simultaneously and incorporates a new proxy for globalization. Owing to the non-stationarity of the data, the vector error correction model is the appropriate econometric framework. Using the Johansen procedure, two cointegration relationships are found and identified as export supply and demand. Overidentifying restrictions derived from economic theory are tested. Finally, after checking for weak exogeneity, a parsimonious partial model is presented and the adjustment paths of the endogenous variables are discussed.en_US
dc.language.isoengen_US
dc.publisher|aKiel Institute for the World Economy (IfW) |cKielen_US
dc.relation.ispartofseries|aKiel Working Paper |x1101en_US
dc.subject.jelF31en_US
dc.subject.jelF41en_US
dc.subject.ddc330en_US
dc.subject.keywordcointegration analysisen_US
dc.subject.keywordJohansen procedureen_US
dc.subject.keywordexport demand and supplyen_US
dc.subject.keywordtrade elasticitiesen_US
dc.subject.stwExporten_US
dc.subject.stwAußenhandelselastizitäten_US
dc.subject.stwNachfrageen_US
dc.subject.stwAngeboten_US
dc.subject.stwGlobalisierungen_US
dc.subject.stwFehlerkorrekturmodellen_US
dc.subject.stwKointegrationen_US
dc.subject.stwSchätzungen_US
dc.subject.stwTheorieen_US
dc.subject.stwVereinigte Staatenen_US
dc.subject.stwDeutschlanden_US
dc.subject.stwKanadaen_US
dc.titleMultivariate Cointegration Analysis of Aggregate Exports: Empirical Evidence for the United States, Canada, and Germanyen_US
dc.typeWorking Paperen_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:ifwkwp:1101-
dc.identifier.printppn348204434en_US

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