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Explaining and forecasting euro area exports - which competitiveness indicator performs best?

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Author Info
Michele Ca’ Zorzi () (European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main, Germany.)
Bernd Schnatz () (European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main, Germany.)

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Abstract

From a conceptual point of view there is little consensus of what should be the “ideal indicator” of international cost and price competitiveness as each of the standard measures typically employed has its own merits and drawbacks. This calls for addressing the question from an empirical angle, searching for the indicator that best explains and helps forecast export developments. This paper constitutes a first attempt to systematically compare the properties of the alternative cost and price competitiveness measures of the euro area. Although they diverge sometimes, we find little evidence that there is one indicator consistently outperforming the other in terms of explaining and forecasting euro area exports. This suggests that the measures based on consumer and producer prices, which offer some advantages in terms of quality and timeliness, are good approximations of euro area price and cost competitiveness. JEL Classification: F17, F31, F41.

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Paper provided by European Central Bank in its series Working Paper Series with number 833.

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Length: 31 pages
Date of creation: Nov 2007
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Handle: RePEc:ecb:ecbwps:20070833

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Keywords: Real exchange rate; trade; exports; price competitiveness; euro area; forecast.;

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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  1. Paul Krugman, 1989. "Differences In Income Elasticities and Trends in Real Exchange Rates," NBER Working Papers 2761, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Stock, James H, 1987. "Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors," Econometrica, Econometric Society, vol. 55(5), pages 1035-56, September. [Downloadable!] (restricted)
  3. Filippo di Mauro & Robert Anderton & Ekkehard Ernst & Laurent Maurin & Sonia Pokutova & Wim Melyn & Axel Jochem & N. M. Pakinezou & Javier Torres & Remy Lecat & Mark Cassidy & Roberto Tedeschi & Erik , 2005. "Competitiveness and the export performance of the euro area," Occasional Paper Series 30, European Central Bank. [Downloadable!]
  4. Engel, C., 1996. "Accounting for U.S. Real Exchange Rate Changes," Working Papers 96-02, University of Washington, Department of Economics.
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