“Exchange Rate Volatility and International Trade Growth: Evidence from Bangladesh”
AbstractThis is a study to investigate the exchange rate volatility and it impacts on international trade growth: evidence from Bangladesh. To establish the empirical relationship between exchange rate volatility and impact on international trade growth in Bangladesh, different quantitative techniques are used by considering the data from May 2003 to December 2008. In the analysis co-integration and error correction methods have been used to do the analysis the relationship between exchange rate volatility and international trade growth in Bangladesh. From the investigation, the result shows that the exchange rate volatility has a negative and major effect both in short run and long run with Western European and North American countries. There is a negative and significant relationship has been observed between exchange rate volatility and the international trade growth.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 19466.
Date of creation: 26 Jan 2009
Date of revision:
Publication status: Published in Center for Socio Economic Research, ASA University Review 01.Volume(2009): pp. 67-79
Key words: Co-integration; Error Correction; Exchange Rate; Volatility; Export growth; Trade growth.;
Find related papers by JEL classification:
- C0 - Mathematical and Quantitative Methods - - General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-01-16 (All new papers)
- NEP-FDG-2010-01-16 (Financial Development & Growth)
- NEP-INT-2010-01-16 (International Trade)
- NEP-OPM-2010-01-16 (Open Economy Macroeconomic)
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