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Exchange Rate Volatility and Export Performance in South Africa: (2000-2014)

Author

Listed:
  • Wilson Chamunorwa
  • Ireen Choga

Abstract

This study sought to investigate the relationship between exchange rate volatility and export performance in South Africa. The main objective of the study was to examine the impact of exchange rate volatility on export performance in South Africa. This relationship was examined using GARCH methods. Exports were regressed against real effective exchange rate, trade openness, and capacity utilisation. The research aimed to establish weather exchange rate volatility impacts negatively on export performance in the manner suggested by econometric model. The result obtained showed that exchange rate volatility had a significantly negative effect of South African exports in the period 2000-2011.

Suggested Citation

  • Wilson Chamunorwa & Ireen Choga, 2015. "Exchange Rate Volatility and Export Performance in South Africa: (2000-2014)," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(10), pages 1174-1186.
    • Handle: RePEc:asi:aeafrj:v:5:y:2015:i:10:p:1174-1186:id:1432
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    Citations

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    Cited by:

    1. Andrew Phiri, 2018. "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 61(3), pages 15-38.
    2. Fourie, Justin & Pretorius, Theuns & Harvey, Rhett & Henrico, Van Niekerk & Phiri, Andrew, 2016. "Nonlinear relationship between exchange rate volatility and economic growth: A South African perspective," MPRA Paper 74671, University Library of Munich, Germany.
    3. Innocent U Duru & Millicent Adanne Eze & Abubakar Sadiq Saleh & Benedict I Uzoechina & Gabriel O Ebenyi & Ekechi Chukwuka, 2022. "Exchange Rate Volatility and Exports: The Nigerian Scenario," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 12(1), pages 11-28.
    4. Kenneth Chikezie Anyalechi & Emeka Okereke & Ikechukwu S. Nnamdi, 2020. "Export Trade and Real Exchange Rate Dynamics in Sub-Saharan Africa: A Dynamic Panel Analysis," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 4(9), pages 222-227, September.

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