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Exchange Rate Volatility and Euro Area Imports

  • Anderton, R.
  • Skudelny, F.

This paper estimates an import demand function for the euro area vis-a-vis its main extra-area trading partners which takes into account the possible impact of both intra and extra-euro area exchange rate uncertainty.

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Paper provided by Quebec a Montreal - Recherche en gestion in its series Papers with number 64.

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Length: 32 pages
Date of creation: 2001
Handle: RePEc:fth:uqamge:64
Contact details of provider: Postal:
Canada; Universite du Quebec a Montreal, Centre de recherche en gestion. Case postale 8888, succursale A, Montreal (Quebec) Canada H3C 3P8

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  1. A. C. Arize, 1998. "The Effects of Exchange Rate Volatility on U.S. Imports: An Empirical Investigation," International Economic Journal, Taylor & Francis Journals, vol. 12(3), pages 31-40.
  2. Rose, Andrew, 1999. "One Money, One Market: Estimating the Effect of Common Currencies on Trade," Seminar Papers 678, Stockholm University, Institute for International Economic Studies.
  3. Stilianos Fountas & Kyriacos Aristotelous, 1998. "Has the European Monetary System Led to More Exports? Evidence from Four European Union Countries," Working Papers 31, National University of Ireland Galway, Department of Economics, revised 1998.
  4. O. Cushman, David, 1986. "Has exchange risk depressed international trade? The impact of third-country exchange risk," Journal of International Money and Finance, Elsevier, vol. 5(3), pages 361-379, September.
  5. Hartmann, Philipp, 1998. "The Currency Denomination of World Trade after European Monetary Union," Journal of the Japanese and International Economies, Elsevier, vol. 12(4), pages 424-454, December.
  6. Koray, Faik & Lastrapes, William D, 1989. "Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach," The Review of Economics and Statistics, MIT Press, vol. 71(4), pages 708-12, November.
  7. Hooper, Peter & Kohlhagen, Steven W., 1978. "The effect of exchange rate uncertainty on the prices and volume of international trade," Journal of International Economics, Elsevier, vol. 8(4), pages 483-511, November.
  8. Giovanni Dell'Ariccia, 1998. "Exchange Rate Fluctuations and Trade Flows; Evidence From the European Union," IMF Working Papers 98/107, International Monetary Fund.
  9. R. Anderton & M. Desai, 1988. "Modelling Manufacturing Imports," National Institute Economic Review, National Institute of Economic and Social Research, vol. 123(1), pages 80-86, February.
  10. Thursby, Jerry G & Thursby, Marie C, 1987. "Bilateral Trade Flows, the Linder Hypothesis, and Exchange Risk," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 488-95, August.
  11. Kiviet, Jan F., 1995. "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 68(1), pages 53-78, July.
  12. Caporale, Tony & Doroodian, Khosrow, 1994. "Exchange rate variability and the flow of international trade," Economics Letters, Elsevier, vol. 46(1), pages 49-54, September.
  13. Judson, Ruth A. & Owen, Ann L., 1999. "Estimating dynamic panel data models: a guide for macroeconomists," Economics Letters, Elsevier, vol. 65(1), pages 9-15, October.
  14. Sapir, André & Sekkat, Khalid & Weber, Axel A, 1994. "The Impact of Exchange Rate Fluctuations on European Union Trade," CEPR Discussion Papers 1041, C.E.P.R. Discussion Papers.
  15. Kenen, Peter B & Rodrik, Dani, 1986. "Measuring and Analyzing the Effects of Short-term Volatility in Real Exchange Rates," The Review of Economics and Statistics, MIT Press, vol. 68(2), pages 311-15, May.
  16. Anderton, Bob & Pesaran, Bahram & Wren-Lewis, Simon, 1992. "Imports, Output and the Demand for Manufactures," Oxford Economic Papers, Oxford University Press, vol. 44(2), pages 175-86, April.
  17. Arize, Augustine C., 1998. "The long-run relationship between import flows and real exchange-rate volatility: The experience of eight European economies," International Review of Economics & Finance, Elsevier, vol. 7(4), pages 417-435.
  18. Baron, David P, 1976. "Flexible Exchange Rates, Forward Markets, and the Level of Trade," American Economic Review, American Economic Association, vol. 66(3), pages 253-266, June.
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