The Impact of Exchange Rate Volatility on Brazilian Manufactured Exports
AbstractThe 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 InfoArticle 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)
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Web page: http://www.depeco.econo.unlp.edu.ar/economica/ing/
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Exchange rate volatility; cointegration; auto-regressive distributed lag models;
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- F3 - International Economics - - International Finance
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- Bahmani-Oskooee, Mohsen & Harvey, Hanafiah & Hegerty, Scott W., 2013. "The effects of exchange-rate volatility on commodity trade between the U.S. and Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 70-93.
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