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Rose Effect and the Euro: Is the Magic Gone?

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Author Info
Havranek, Tomas

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Abstract

This paper presents an updated meta-analysis of the effect of currency unions on trade, focusing on the Euro area. Using meta-regression methods such as funnel asymmetry test, evidence for strong publication bias is found. The estimated underlying effect for currency unions other than Eurozone reaches more than 60%. However, according to the meta-regression analysis, the Euro's trade promoting effect corrected for publication bias is insignificant. The Rose effect literature shows signs of the economics research cycle: reported t-statistic is a quadratic concave function of publication year. Explanatory meta-regression (robust fixed effects and random effects), that can explain about 70% of the heterogeneity in the literature, suggests that results published by some authors might consistently differ from the mainstream output and that study outcomes are systematically dependent on study design (usage of panel data, short- or long-run nature, number of countries in the dataset).

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File URL: http://mpra.ub.uni-muenchen.de/18479/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 18479.

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Date of creation: 05 May 2009
Date of revision: 07 Nov 2009
Handle: RePEc:pra:mprapa:18479

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Related research
Keywords: Rose effect; Trade; Currency union; Euro; Meta-analysis; Publication bias;

Find related papers by JEL classification:
F15 - International Economics - - Trade - - - Economic Integration
C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions

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  1. Thom, Rodney & Walsh, Brendan, 2002. "The effect of a currency union on trade: Lessons from the Irish experience," European Economic Review, Elsevier, vol. 46(6), pages 1111-1123, June. [Downloadable!] (restricted)
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