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Exchange-Rate Volatility and Foreign Trade: Evidence from Thirteen LDC's

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Author Info

  • Arize, Augustine C
  • Osang, Thomas
  • Slottje, Daniel J

Abstract

This article investigates empirically the impact of real exchange-rate volatility on the export flows of 13 less developed countries (LDCs) over the quarterly period 1973-1996. Estimates of the cointegrating relations are obtained using Johansen's multivariate procedure. Estimates of the short-run dynamics are obtained for each country using the error-correction technique. The major results show that increases in the volatility of the real effective exchange rate, approximating exchange-rate uncertainty, exert a significant negative effect on export demand in both the short-run and the long-run in each of the 13 LDCs. These effects may result in significant reallocation of resources by market participants.

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Bibliographic Info

Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 18 (2000)
Issue (Month): 1 (January)
Pages: 10-17

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Handle: RePEc:bes:jnlbes:v:18:y:2000:i:1:p:10-17

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