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The Impact of Exchange Rate Volatility on Brazilian Manufactured Exports

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Author Info

  • Antonio Aguirre

    (UFMG/Department of Economics, and CEPE (Centre for Research in International Economics))

  • Afonso Ferreira

    (FJP/School of Government, and CEPE (Centre for Research in International Economics))

  • Hilton Notini

    (FGV/Graduate School of Economics (EPGE))

Abstract

The purpose of this paper is to examine the relation between exchange rate volatility and the volume of exports, using Brazilian data. After establishing the existence of cointegration among the variables included in our model, we estimate the long run coefficients by means of an auto-regressive distributed lag (ARDL) model. Our results show that exchange rate volatility has significantly affected —in a negative way— Brazilian manufactured exports in the period 1986–2002.

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Bibliographic Info

Article provided by Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata in its journal Económica.

Volume (Year): LIII (2007)
Issue (Month): 1-2 (January-December)
Pages: 3-19

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Handle: RePEc:lap:journl:553

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Related research

Keywords: Exchange rate volatility; cointegration; auto-regressive distributed lag models;

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