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Extended Gravity Panel Data Model of Polish Foreign Trade

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Author Info
Tomasz Brodzicki () (Faculty of Economics, University of Gdansk)

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Abstract

The goal of this article is to investigate the determinants of the pattern of bilateral trade flows of Poland with its major trade partners with the use of trade gravity model approach. The analysis is carried out for 181 trade partners of Poland in the period 1999-2006. In the basic version of the trade gravity model we take into account only the standard factors as suggested by the literature of the subject. In its extended version we control for several additional factors including: quality of institutions, impact of regional and bilateral trade agreements or exchange rate volatility. In order to obtain unbiased results we utilize the Prais-Winsten regression with Panel Corrected Standard Errors (PCSE). In most of the cases the coefficients for the traditional gravity determinants are economically sensible and their impact on the dependant variable is statistically significant. The impact of market size, distance or quality of institutions are in line with our expectations. The role of migrants as proxied by the size of Polish diaspora is rather large. Increase in the size of Polish diaspora of 1 per cent increases bilateral trade by approx. 0.2 per cent. Foreign exchange rate volatility has an adversely negative impact on the trade flows. The unrealized potential of a membership in the eurozone could be judged relatively high. The results concerning trade agreements are however rather unanticipated.

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File URL: http://gnu.univ.gda.pl/~keie/aio14.pdf
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Publisher Info
Paper provided by Economics of European Integration Department, Faculty of Economics, University of Gdansk, Poland in its series Working Papers with number 0901.

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Length: 19 pages
Date of creation: Jan 2009
Date of revision:
Handle: RePEc:gda:wpaper:0901

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Related research
Keywords: trade gravity model; Poland; panel data; PCES;

Find related papers by JEL classification:
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
F10 - International Economics - - Trade - - - General
F14 - International Economics - - Trade - - - Country and Industry Studies of Trade
F15 - International Economics - - Trade - - - Economic Integration

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References listed on IDEAS
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  1. Aitken, Norman D, 1973. "The Effect of the EEC and EFTA on European Trade: A Temporal Cross-Section Analysis," American Economic Review, American Economic Association, vol. 63(5), pages 881-92, December. [Downloadable!] (restricted)
  2. Helpman, Elhanan, 1987. "Imperfect competition and international trade: Evidence from fourteen industrial countries," Journal of the Japanese and International Economies, Elsevier, vol. 1(1), pages 62-81, March. [Downloadable!] (restricted)
  3. Andrew K. Rose, 2001. "Currency unions and trade: the effect is large," Economic Policy, CEPR, CES, MSH, vol. 16(33), pages 449-461, October. [Downloadable!] (restricted)
  4. Carrere, Celine, 2006. "Revisiting the effects of regional trade agreements on trade flows with proper specification of the gravity model," European Economic Review, Elsevier, vol. 50(2), pages 223-247, February. [Downloadable!] (restricted)
  5. Peter Egger, 2002. "An Econometric View on the Estimation of Gravity Models and the Calculation of Trade Potentials," The World Economy, Blackwell Publishing, vol. 25(2), pages 297-312, 02. [Downloadable!] (restricted)
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  6. Laszlo Matyas, 1997. "Proper Econometric Specification of the Gravity Model," The World Economy, Blackwell Publishing, vol. 20(3), pages 363-368, 05. [Downloadable!] (restricted)
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