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How does uncertainty about the real exchange rate affect exports?

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Author Info
Caballero, Ricardo J.
Corbo, Vittorio

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Abstract

Since the debt crisis, many countries are still struggling to achieve a current account situation that is compatible with reduced external financing and a moderate but sustainable rate of output growth. A key element of a successful medium term strategy is to move resources into the export sector. This type of policy, unfortunately, often entails sharp short run recessions. The purpose of this paper is to show that real exchange rate uncertainty is a non-price variable which has less short and medium term costs. Reducing the level of exchange rate uncertainty may lower the size of the real devaluation required to improve the current account balance while avoiding a recession. In section I, the paper constructs a simple two period model that highlights the different channels through which real exchange rate uncertainty may affect exports. Section II describes the data and section III estimates the empirical relevance of these issues. Finally, section IV summarizes the results which conclude that uncertainty about the real exchange rate showed a clear, strongly negative effect on export performance.

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Paper provided by The World Bank in its series Policy Research Working Paper Series with number 221.

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Date of creation: 30 Jun 1989
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Handle: RePEc:wbk:wbrwps:221

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Keywords: Macroeconomic Management; Economic Stabilization; Economic Theory&Research; Environmental Economics&Policies; Achieving Shared Growth;

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  1. Shehu Usman Rano, Aliyu, 2007. "Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria," MPRA Paper 10376, University Library of Munich, Germany. [Downloadable!]
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  2. Etienne B. Yehoue & Gilles J. Dufrénot, 2005. "Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis," IMF Working Papers 05/164, International Monetary Fund. [Downloadable!]
  3. Pritchett, Lant, 1991. "Measuring real exchange rate instability in developing countries : empirical evidence and implications," Policy Research Working Paper Series 791, The World Bank. [Downloadable!]
  4. Ibrahim A. Elbadawi & Raimundo Soto, . "Real Exchange Rates and Macroeconomic Adjustment in Sub-Sahara Africa and Other Developing Countries," ILADES-Georgetown University Working Papers inv093, Ilades-Georgetown University, School of Economics and Bussines. [Downloadable!]
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