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| Tekijä: | Qian, Y. Varangis, P. |
| Otsikko: | Does exchange rate volatility hinder export growth? |
| Lehti: | Empirical Economics
1994 : VOL. 19:3, p. 371-396 |
| Asiasana: | EXCHANGE RATES EXPORTS GROWTH |
| Kieli: | eng |
| Tiivistelmä: | The paper examines the impact of exchange rate volatility on trade using an ARCH-in-mean model. The advantages of this statistical approach vis-a-vis earlier approaches is that it provides more efficient coefficient estimates and avoids the problem of spurious regressions. Exchange rate volatility was found to have a negative impact on Canadian and Japanese exports to the united states and on Australian exports to the world. For Sweden, the UK and the Netherlands, the relationship was found to be positive. |
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