Vol.:(0123456789)
Eurasian Economic Review (2019) 9:493–513
https://doi.org/10.1007/s40822-018-0116-2
1 3
ORIGINAL PAPER
Kazakhstan trade with its partners and the role of tenge:
an asymmetric analysis
Mohsen Bahmani‑Oskooee
1
· Hanafah Harvey
2
· Amr Hosny
3
Received: 7 May 2018 / Revised: 2 September 2018 / Accepted: 5 September 2018 /
Published online: 7 December 2018
© Eurasia Business and Economics Society 2018
Abstract
Previous research has shown that lack of any short-run and long-run relationship
between the trade balance and the exchange rate could be due to ignoring non-lin-
ear adjustment of the exchange rate. In this paper, we introduce non-linearity of the
exchange rate adjustment and consider the asymmetric response of Kazakhstan’s
trade balance with each of its 13 trading partners. While we fnd short-run asymmet-
ric response in almost all 13 models, short-run asymmetric efects translate into the
long run only in the trade with Austria, China, France, and the U.S. Only in the trade
with France a tenge depreciation had favorable long-run efects.
Keywords Trade balance · Exchange rate · Asymmetry efects · Kazakhstan · 13
partners
1 Introduction
Recent episodes of tenge depreciation had renewed the interest in understanding its
potential impact on the dynamics of the trade balance in Kazakhstan. The tenge has
typically depreciated in nominal terms to preserve competitiveness with its trading
Valuable comments of two anonymous reviewers as well as those of the editor and associate editor
are greatly appreciated. Any error, however, is our responsibility. Views suggested in the paper are
those of the authors only and not their afliated organizations.
* Mohsen Bahmani-Oskooee
bahmani@uwm.edu
Hanafah Harvey
hhh10@psu.edu
Amr Hosny
ahosny@imf.org
1
The Center for Research on International Economics, Department of Economics, The University
of Wisconsin-Milwaukee, Milwaukee, USA
2
Department of Economics, Pennsylvania State University, Mont Alto, Mont Alto, PA 17237,
USA
3
Strategy Policy and Review Department, International Monetary Fund, Washington, USA