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	Provedor de dados AgEcon (2) Autor Koo, Won W. (2) Cho, Guedae (1) Kim, MinKyoung (1) Kim, Mina (1) Palavra-chave International Relations/Trade (2) Over-identification (2) Cointegration (1) Endogeneity (1) Exchange rate impacts (1) Exogeneity (1) Role of exchange rates (1) Short- and long-run impulse response (1) Short- and long-run impulse response. (1) VECM (1) VMA (1) Weak exogeneity (1) Mais... Tipo do documento Working or Discussion Paper (2) Ano 2002 (2) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última HOW DIFFERENTLY DO THE AGRICULTURAL AND INDUSTRIAL SECTORS RESPOND TO EXCHANGE RATE FLUCTUATION? AgEcon Kim, MinKyoung; Koo, Won W.. This study divides the U.S. economy into the agricultural and industrial sectors and compares the degree of involvement of exchange rates in each sector without specifying the rigid assumption of either exogeneity or endogeneity of exchange rates. Both short- and long-run impacts of shocks in the exchange rate are found to be significant. However, the effect of an exchange rate shock on the agricultural sector is larger than that on the industrial sector. This study examines a fundamental question about the role of the exchange rate in the two sectors. The exchange rate is exogenous in the agricultural sector, while being endogenous in the industrial sector. Tipo: Working or Discussion Paper Palavras-chave: Role of exchange rates; Endogeneity; Exogeneity; Over-identification; Short- and long-run impulse response.; International Relations/Trade. Ano: 2002 URL: http://purl.umn.edu/23589 DOES EXCHANGE RATE MATTER TO AGRICULTURAL BILATERAL TRADE BETWEEN THE UNITED STATES AND CANAD? AgEcon Cho, Guedae; Kim, Mina; Koo, Won W.. This study examines the effects of the U.S.-Canada exchange rate on bilateral trade of agricultural goods between the two countries and on U.S. farm income. Special attention is given to agricultural trade between the two countries under the Canada - United States Free Trade Agreement (CUSTA). This study utilizes two time series models: the vector error correction model (VECM) and the vector moving average model (VMA) with quarterly time series data from 1983 to 2000. This study found that exchange rates have a significant impact on U.S. agricultural trade with Canada and that the exchange rate between the two currencies is weakly exogenous in the U.S. agricultural sector, indicating that it is not influenced by U.S. agricultural trade with Canada and... Tipo: Working or Discussion Paper Palavras-chave: Cointegration; VECM; VMA; Exchange rate impacts; Weak exogeneity; Over-identification; Short- and long-run impulse response; International Relations/Trade. Ano: 2002 URL: http://purl.umn.edu/23485 Registros recuperados: 2 Primeira ... 1 ... Última

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