Asymmetric Effect of Real Exchange Rate Volatility on Agricultural Products Export: A Case Study
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Kafle, Kashi R. & Kennedy, P. Lynn, 2012. "Exchange Rate Volatility and Bilateral Agricultural Trade Flows: The Case of the United States and OECD Countries," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama 119736, Southern Agricultural Economics Association.
- Glauco De vita & Andrew Abbott, 2004. "The Impact of Exchange Rate Volatility on UK Exports to EU Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(1), pages 62-81, February.
- Engle, R. F. & Granger, C. W. J. (ed.), 1991. "Long-Run Economic Relationships: Readings in Cointegration," OUP Catalogue, Oxford University Press, number 9780198283393.
- Kiseok Lee & Shawn Ni & Ronald A. Ratti, 1995. "Oil Shocks and the Macroeconomy: The Role of Price Variability," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 39-56.
- Marilyne Huchet & J. Korinek, 2011.
"To what extent do exchange rates and their volatility affect trade ?,"
Post-Print
hal-00729403, HAL.
- Marilyne Huchet-Bourdon & Jane Korinek, 2011. "To What Extent Do Exchange Rates and their Volatility Affect Trade?," OECD Trade Policy Papers 119, OECD Publishing.
- Omar Mendoza & David Vera, 2010. "The Asymmetric Effects of Oil Shocks on an Oil-exporting Economy," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(135), pages 3-13.
- Nishimura, Yusaku & Hirayama, Kenjiro, 2013. "Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China," Japan and the World Economy, Elsevier, vol. 25, pages 90-101.
- Bahmani-Oskooee, Mohsen & Harvey, Hanafiah & Hegerty, Scott W., 2013. "The effects of exchange-rate volatility on commodity trade between the U.S. and Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 70-93.
- Wang, Kai-Li & Barrett, Christopher B., 2007. "Estimating the Effects of Exchange Rate Volatility on Export Volumes," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 32(2), pages 1-31, August.
- Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay, 2015. "The Impact of Exchange Rate Uncertainty on Exports in South Africa," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-14.
- Yoko Oguro & Kyoji Fukao & Mr. Yougesh Khatri, 2008. "Trade Sensitivity to Exchange Rates in the Context of Intra-Industry Trade," IMF Working Papers 2008/134, International Monetary Fund.
- Titus O. Awokuse & Yan Yuan, 2006. "The impact of exchange rate volatility on U.S. poultry exports," Agribusiness, John Wiley & Sons, Ltd., vol. 22(2), pages 233-245.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Adedeji Daniel Gbadebo, 2023. "Does Exchange Rates Swings Affect Trade? Evidence from an Emerging Open Economy," International Journal of Economics and Financial Issues, Econjournals, vol. 13(1), pages 132-143, January.
- Goodness C. Aye & Laurence Harris, 2019. "The effect of real exchange rate volatility on income distribution in South Africa," WIDER Working Paper Series wp-2019-29, World Institute for Development Economic Research (UNU-WIDER).
- Mohsen Bahmani-Oskooee & Augustine C. Arize, 2020. "On the Asymmetric Effects of Exchange Rate Volatility on Trade Flows: Evidence from Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(4), pages 913-939, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Duc Hong Vo & Anh The Vo & Zhaoyong Zhang, 2019. "Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country," JRFM, MDPI, vol. 12(1), pages 1-25, January.
- Sirikul Tulasombat & Somchai Ratanakomut, 2015. "The Effect of Exchange Rates on Agricultural Goods for Export: A Case of Thailand," Information Management and Business Review, AMH International, vol. 7(1), pages 1-11.
- Mohsen Bahmani‐Oskooee & Hanafiah Harvey, 2021. "Are the effects of exchange‐rate volatility on commodity trade between the U.S. and Mexico symmetric or asymmetric?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2998-3027, April.
- Mekbib Gebretsadik Haile & Geoff Pugh, 2013. "Does exchange rate volatility discourage international trade? A meta-regression analysis," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 22(3), pages 321-350, April.
- Sung-Ko Li & Chun-Kei Tsang, 2020. "The Impacts Of Biased Resource Allocation On The Effectiveness Of Official Development Assistance," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(01), pages 239-256, March.
- Juan Manuel Candelo-Viafara & Andrés Oviedo-Gómez, 2021. "La tasa de cambio y sus impactos en los agregados económicos colombianos: una aproximación FAVAR," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, vol. 29(2), pages 121-142, October.
- Hock Tsen Wong, 2017. "Exchange rate volatility and bilateral exports of Malaysia to Singapore, China, Japan, the USA and Korea," Empirical Economics, Springer, vol. 53(2), pages 459-492, September.
- Raúl J. Crespo & José A. Zambrano, 2018. "Macroeconomic Impacts of Oil Price Shocks in Venezuela," Bristol Economics Discussion Papers 18/703, School of Economics, University of Bristol, UK.
- Sayef Bakari & Sofien Tiba, 2020.
"Are Exchange Rate, Exports and Domestic Investment in Tunisia Cointegrated? A Comparison of ECM and ARDL Model,"
Economic Research Guardian, Mutascu Publishing, vol. 10(1), pages 33-43, June.
- Bakari, Sayef & Tiba, Sofien, 2019. "Are Exchange Rate, Exports and Domestic Investment in Tunisia Cointegrated? A Comparison of ECM and ARDL Model," MPRA Paper 96619, University Library of Munich, Germany.
- Mohsen Bahmani-Oskooee & Sujata Saha, 2020. "Exchange rate risk and commodity trade between U.S. and India: an asymmetry analysis," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 25(4), pages 675-695, October.
- Clovis Wendji Miamo & Elvis Dze Achuo, 2022. "Can the resource curse be avoided? An empirical examination of the nexus between crude oil price and economic growth," SN Business & Economics, Springer, vol. 2(1), pages 1-23, January.
- Wong Hock Tsen, 2016. "Exchange rate volatilities and disaggregated bilateral exports of Malaysia to the United States: empirical evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 289-314, August.
- Bunce, Alan & Carrillo-Maldonado, Paul, 2023. "Asymmetric effect of the oil price in the ecuadorian economy," Energy Economics, Elsevier, vol. 124(C).
- Jin, Y. & Jin, S., 2018. "The Heterogeneous Impact of Exchange Rate Volatility on Agricultural Export: Evidence from Chinese Food Firm-level Data," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277197, International Association of Agricultural Economists.
- Oğuz Tümtürk, 2023. "Key Macroeconomic Variables under Exchange Rate Volatility: Time-Varying Causality in the Presence of Structural Breaks and Nonlinearity," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(39), pages 49-64, December.
- Páll, Zsombor, 2015. "Three essays on the Russian wheat export," Studies on the Agricultural and Food Sector in Transition Economies, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), volume 80, number 80.
- Sharma, Chandan & Pal, Debdatta, 2018. "Exchange rate volatility and India's cross-border trade: A pooled mean group and nonlinear cointegration approach," Economic Modelling, Elsevier, vol. 74(C), pages 230-246.
- Zhao-Yong Sun & Wei-Chiao Huang, 2023. "The effects of unexpected crude oil price shocks on Chinese stock markets," Economic Change and Restructuring, Springer, vol. 56(3), pages 1683-1697, June.
- Tang, Weiqi & Wu, Libo & Zhang, ZhongXiang, 2010.
"Oil price shocks and their short- and long-term effects on the Chinese economy,"
Energy Economics, Elsevier, vol. 32(Supplemen), pages 3-14, September.
- Weiqi Tang & Libo Wu & ZhongXiang Zhang, 2009. "Oil Price Shocks and Their Short- and Long-Term Effects on the Chinese Economy," Economics Study Area Working Papers 102, East-West Center, Economics Study Area.
- Tang, Weiqi & Wu, Libo & Zhang, ZhongXiang, 2009. "Oil price shocks and their short- and long-term effects on the Chinese economy," MPRA Paper 14703, University Library of Munich, Germany.
- Imran Shah, 2012.
"Revisiting the Dynamic Effects of Oil Price Shock on Small Developing Economies,"
Bristol Economics Discussion Papers
12/626, School of Economics, University of Bristol, UK.
- Imran Shah & Diaz Vela Carlos & Yuan Wang, 2017. "Revisiting the Dynamics Effects of Oil Price Shocks on Small Developing Economies," Department of Economics Working Papers 65/17, University of Bath, Department of Economics.
More about this item
Keywords
Real Exchange Rate Volatility; Asymmetry; Agricultural Products Export; Depreciation;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F10 - International Economics - - Trade - - - General
- F14 - International Economics - - Trade - - - Empirical Studies of Trade
- F31 - International Economics - - International Finance - - - Foreign Exchange
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ris:ecoint:0803. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Angela Procopio (email available below). General contact details of provider: https://edirc.repec.org/data/cacogit.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.