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The Effects Of Exchange Rate Volatility On Swaziland’S Exports

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Author Info

  • M.D MTEMBU

    ()
    (Department of Economics, University of Swaziland)

  • G.R. MOTLALENG

    ()
    (Department of Economics, University of Botswana)

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    Abstract

    This investigation assesses the effects of exchange rate volatility on Swaziland’s total exports. The paper employs exports quarterly time series data ranging from 1995Q1 to 2005Q4. A Vector Error Correction Model (VECM) approach is used to study the relationship between exports and their determinants. The findings of the study suggest that exchange rate volatility is detrimental to Swaziland’s exports.

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    File URL: http://rebs.ro/resource/Rebs_6/Research%20Paper/MTEMBU,M,MOTLALENG,G%20-THE%20EFFECTS%20OF%20EXCHANGE%20RATE%20VOLATILITY%20ON%20SWAZILANDS%20EXPORTS.pdf
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    Bibliographic Info

    Article provided by Alexandru Ioan Cuza University, Faculty of Economics and Business Administration in its journal Review of Economic and Business Studies.

    Volume (Year): (2010)
    Issue (Month): 6 (December)
    Pages: 167-186

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    Handle: RePEc:aic:revebs:y:2010:i:6:mtembum

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    Related research

    Keywords: exchange rate volatility; Swaziland’s exports; Vector Error ; Correction Model;

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