THE EFFECTS OF EXCHANGE-RATE VOLATILITY ON EXPORTS - SOME NEW ESTIMATES

被引:115
作者
ASSEERY, A
PEEL, DA
机构
[1] The University College of Wales, Aberystwyth
关键词
D O I
10.1016/0165-1765(91)90127-7
中图分类号
F [经济];
学科分类号
02 ;
摘要
Investigations of the impact of exchange rate volatility on exports have not allowed for the integrated non-stationary of the variables employed in estimation. The results reported in this note are suggestive that, in the context of an error correction framework, real exchange rate volatility has a significant impact on exports. © 1991.
引用
收藏
页码:173 / 177
页数:5
相关论文
共 9 条
  • [1] ENGEL RF, 1986, ECONOMETRIC REV
  • [2] Engle R.F., 1987, COINTEGRATION ERROR
  • [3] FRANKE G, 1988, J INT EC
  • [4] GIOVANNINI A, 1988, J INT EC
  • [5] GOSLING S, 1980, EFFECTS EXCHANGE RAT
  • [6] GOTUR P, 1985, EFFECTS EXCHANGE RAT
  • [7] *INT MON FUND, 1984, 28 OCC PAP
  • [8] KENEN P, 1986, MEASURING ANAL EFFEC
  • [9] SERCU P, 1989, EXCHANGE RATE VOLATI