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The Effects of Exchange Rate Volatility on South African Investments

Author

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  • Magdeline M. Maepa

Abstract

This paper analysed the short- and long-run interactions between the exchange rate and different types of investments in South Africa from 1970 to 2014. The Vector Autoregressive model (VAR), a multivariate Johansen co-integration approach and Granger causality test were conducted to analyse the interactions between the exchange rate and different types of investments. The short-run […]

Suggested Citation

  • Magdeline M. Maepa, 2016. "The Effects of Exchange Rate Volatility on South African Investments," Working Papers 610, Economic Research Southern Africa.
    • Handle: RePEc:rza:wpaper:610
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    More about this item

    Keywords

    Exchange rate; foreign direct investment (FDI); International trade; private sector; South Africa;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
    • F23 - International Economics - - International Factor Movements and International Business - - - Multinational Firms; International Business
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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