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Single Equation Cointegration Estimation
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Asia Asian crisis Asian currency crisis Chemicals Manufactures Machinery clothing and semiconductors Cointegration Approach commodity groups commodity-specific export price country-specific covered the period credit crunch data on export demand and supply demand curve demand equation domestic credit East Asian countries East Asian exports estimation results explanation export demand export price index export supply export volumes Hong Kong SAR increase Indonesia instrumental variable interpolated Korea lags long-run demand Machinery Vehicle Clothing Machinery Vehicles Semiconductors Malaysia manufactures and machinery Manufactures Machinery Vehicles monthly data monthly dummies Muscatelli nominal exchange rate obtain volumes panel pass-through elasticity percent level price data price elasticity Province of China retrieved revenues and obtain road vehicles Run Demand sample scale variable sector sensitive short-run equations Singapore structural break supply curves supply equations supply price Table Taiwan Province Thailand U.S. dollar unit roots unit value value of exports Vehicle Clothing Semic Vehicles Semiconductors Clothing world demand