The impact of exchange rate uncertainty on exports: a panel VAR analysis

Abstract: In this paper we analyze the impact of exchange rate uncertainty on export flows among a panel of 27 countries throughout the 1994/01-2014/12 period. In order to do this, we apply a panel vector autoregressive model approach. By dividing the panel into two subgroups that involve manufactur...

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Autores principales:	Muinelo-Gallo,Leonel, Miranda Lescano,Ronald, Mordecki,Gabriela
Lenguaje:	English
Publicado:	Universidad de Chile. Departamento de Economía 2020
Materias:	Exchange rate uncertainty exports panel vector autoregressive manufacture-exporting economies commodity-exporting economies
Acceso en línea:	http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862020000200157
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spelling	oai:scielo:S0718-528620200002001572020-12-28The impact of exchange rate uncertainty on exports: a panel VAR analysisMuinelo-Gallo,LeonelMiranda Lescano,RonaldMordecki,Gabriela Exchange rate uncertainty exports panel vector autoregressive manufacture-exporting economies commodity-exporting economies Abstract: In this paper we analyze the impact of exchange rate uncertainty on export flows among a panel of 27 countries throughout the 1994/01-2014/12 period. In order to do this, we apply a panel vector autoregressive model approach. By dividing the panel into two subgroups that involve manufacturing-exporting and commodity-exporting economies, we observe a different effect of exchange rate uncertainty on exports. This has a negative impact in manufacturing-exporting countries, but does not affect commodity exporting countries. This result appears to be explained by countries’ economics characteristics, involving the flexibility or rigidities of the export adjustment arising exchange rate uncertainty.info:eu-repo/semantics/openAccessUniversidad de Chile. Departamento de EconomíaEstudios de economía v.47 n.2 20202020-12-01text/htmlhttp://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862020000200157en10.4067/S0718-52862020000200157
institution	Scielo Chile
collection	Scielo Chile
language	English
topic	Exchange rate uncertainty exports panel vector autoregressive manufacture-exporting economies commodity-exporting economies
spellingShingle	Exchange rate uncertainty exports panel vector autoregressive manufacture-exporting economies commodity-exporting economies Muinelo-Gallo,Leonel Miranda Lescano,Ronald Mordecki,Gabriela The impact of exchange rate uncertainty on exports: a panel VAR analysis
description	Abstract: In this paper we analyze the impact of exchange rate uncertainty on export flows among a panel of 27 countries throughout the 1994/01-2014/12 period. In order to do this, we apply a panel vector autoregressive model approach. By dividing the panel into two subgroups that involve manufacturing-exporting and commodity-exporting economies, we observe a different effect of exchange rate uncertainty on exports. This has a negative impact in manufacturing-exporting countries, but does not affect commodity exporting countries. This result appears to be explained by countries’ economics characteristics, involving the flexibility or rigidities of the export adjustment arising exchange rate uncertainty.
author	Muinelo-Gallo,Leonel Miranda Lescano,Ronald Mordecki,Gabriela
author_facet	Muinelo-Gallo,Leonel Miranda Lescano,Ronald Mordecki,Gabriela
author_sort	Muinelo-Gallo,Leonel
title	The impact of exchange rate uncertainty on exports: a panel VAR analysis
title_short	The impact of exchange rate uncertainty on exports: a panel VAR analysis
title_full	The impact of exchange rate uncertainty on exports: a panel VAR analysis
title_fullStr	The impact of exchange rate uncertainty on exports: a panel VAR analysis
title_full_unstemmed	The impact of exchange rate uncertainty on exports: a panel VAR analysis
title_sort	impact of exchange rate uncertainty on exports: a panel var analysis
publisher	Universidad de Chile. Departamento de Economía
publishDate	2020
url	http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862020000200157
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The impact of exchange rate uncertainty on exports: a panel VAR analysis

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