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Exchange Rate Fluctuations and Trade Flows: Evidence from the European Union

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Author Info
Giovanni Dell'Ariccia (International Monetary Fund)

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Abstract

This paper analyzes the effects of exchange rate volatility on bilateral trade flows. Through use of a gravity model and panel data from western Europe, exchange rate uncertainty is found to have a negative effect on international trade. The results seem to be robust with respect to the particular measures representing exchange rate uncertainty. Particular attention is reserved for problems of simultaneous causality, stemming from the endogenous behavior of monetary authorities. The negative correlation between trade and bilateral volatility remains significant after controlling for the simultaneity bias. Copyright 1999, International Monetary Fund

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Article provided by Palgrave Macmillan Journals in its journal IMF Staff Papers.

Volume (Year): 46 (1999)
Issue (Month): 3 ()
Pages: 5
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Handle: RePEc:pal:imfstp:v:46:y:1999:i:3:p:5

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Find related papers by JEL classification:
F14 - International Economics - - Trade - - - Country and Industry Studies of Trade
F17 - International Economics - - Trade - - - Trade Forecasting and Simulation
F31 - International Economics - - International Finance - - - Foreign Exchange

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