Exchange Rate Volatility and Non-Traditional Exports Performance: Zambia, 1965–1999
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Bates, Robert H & Collier, Paul, 1995. "The Politics and Economics of Policy Reform in Zambia," Journal of African Economies, Centre for the Study of African Economies, vol. 4(1), pages 115-143, May.
- Arize, Augustine C & Osang, Thomas & Slottje, Daniel J, 2000. "Exchange-Rate Volatility and Foreign Trade: Evidence from Thirteen LDC's," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 10-17, January.
- Ms. Hong Liang, 1998. "Real Exchange Rate Volatility: Does the Nominal Exchange Rate Regime Matter?," IMF Working Papers 1998/147, International Monetary Fund.
- Sekkat, Khalid & Varoudakis, Aristomene, 2000.
"Exchange rate management and manufactured exports in Sub-Saharan Africa,"
Journal of Development Economics, Elsevier, vol. 61(1), pages 237-253, February.
- Khalid Sekkat & Aristomene Varoudakis, 1998. "Exchange-Rate Management and Manufactured Exports in Sub-Saharan Africa," OECD Development Centre Working Papers 134, OECD Publishing.
- Khalid Sekkat & Aristomene Varoudakis, 2000. "Exchange rate management and manufactured exports in Sub-Saharan Africa," ULB Institutional Repository 2013/7342, ULB -- Universite Libre de Bruxelles.
- Grobar, Lisa Morris, 1993. "The effect of real exchange rate uncertainty on LDC manufactured exports," Journal of Development Economics, Elsevier, vol. 41(2), pages 367-376, August.
- Andreas Savvides, 1992. "Unanticipated exchange rate variability and the growth of international trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(3), pages 446-463, September.
- A. Arize & J. Malindretos, 1998. "The long-run and short-run effects of exchange-rate volatility on exports: The case of Australia and New Zealand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 43-56, June.
- Pinar Ozbay, 1999. "The effect of exchange rate uncertainty on exports a case study on Turkey," Discussion Papers 9903, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Giovanni Dell'Ariccia, 1999.
"Exchange Rate Fluctuations and Trade Flows: Evidence from the European Union,"
IMF Staff Papers, Palgrave Macmillan, vol. 46(3), pages 1-5.
- Mr. Giovanni Dell'Ariccia, 1998. "Exchange Rate Fluctuations and Trade Flows: Evidence From the European Union," IMF Working Papers 1998/107, International Monetary Fund.
- Paul De Grauwe, 1988. "Exchange Rate Variability and the Slowdown in Growth of International Trade," IMF Staff Papers, Palgrave Macmillan, vol. 35(1), pages 63-84, March.
- McKenzie, Michael D. & Brooks, Robert D., 1997. "The impact of exchange rate volatility on German-US trade flows," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 73-87, April.
- International Monetary Fund, 1984. "Exchange Rate Volatility and World Trade," IMF Occasional Papers 1984/005, International Monetary Fund.
- Gonzaga, Gustavo M. & Terra, Maria Cristina T., 1997. "Equilibrium real exchange rate, volatility, and stabilization," Journal of Development Economics, Elsevier, vol. 54(1), pages 77-100, October.
- Christopher Kent & Rafic Naja, 1998. "Effective Real Exchange Rates and Irrelevant Nominal Exchange-rate Regimes," RBA Research Discussion Papers rdp9811, Reserve Bank of Australia.
- Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
- Agathe Côté, "undated". "Exchange Rate Volatility and Trade: A Survey," Staff Working Papers 94-5, Bank of Canada.
- Giuseppe De Arcangelis & Cristina Pensa, 1997. "Exchange-Rate Volatility, Exchange-Rate Pass-Through and International Trade," Working Papers 43, Sapienza University of Rome, CIDEI.
- M. Kabir Hassan & David R. Tufte, 1998. "Exchange rate volatility and aggregate export growth in Bangladesh," Applied Economics, Taylor & Francis Journals, vol. 30(2), pages 189-201, February.
- 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.
- Christine Sauer & Alok K. Bohara, 2001. "Exchange Rate Volatility and Exports: Regional Differences between Developing and Industrialized Countries," Review of International Economics, Wiley Blackwell, vol. 9(1), pages 133-152, February.
- repec:aer:wpaper:8 is not listed on IDEAS
- Chowdhury, Abdur R, 1993. "Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error-Correction Models," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 700-706, November.
- Agathe Cote, 1994. "Exchange Rate Volatility and Trade," International Trade 9406001, University Library of Munich, Germany, revised 28 Jun 1994.
- 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 311-315, May.
- repec:bla:reviec:v:9:y:2001:i:1:p:133-52 is not listed on IDEAS
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- repec:aer:wpaper:270 is not listed on IDEAS
- repec:aer:wpaper:272 is not listed on IDEAS
- repec:aer:wpaper:245 is not listed on IDEAS
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.- David Kihangire, 2005. "The Effects Of Exchange Rate Variability On Exports: Evidence From Uganda (1988 – 2001)," International Trade 0505013, University Library of Munich, Germany.
- Yuan, Yan & Awokuse, Titus O., 2003. "Exchange Rate Volatility And U.S. Poultry Exports: Evidence From Panel Data," 2003 Annual meeting, July 27-30, Montreal, Canada 22083, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Muteba Mwamba, John & Dube, Sandile, 2014. "The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector," MPRA Paper 64389, University Library of Munich, Germany.
- SaangJoon Baak & Arif Al-Mahmood & Souksavanh Vixathep, 2003. "Exchange Rate Volatility and Exports from East Asian Countries to Japan and the U. S," Working Papers EMS_2003_01, Research Institute, International University of Japan.
- Shehu Usman Rano Aliyu, 2010.
"Exchange rate volatility and export trade in Nigeria: an empirical investigation,"
Applied Financial Economics, Taylor & Francis Journals, vol. 20(13), pages 1071-1084.
- Aliyu, Shehu Usman Rano, 2008. "Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation," MPRA Paper 13490, University Library of Munich, Germany, revised 17 Feb 2009.
- Bouoiyour, Jamal & Selmi, Refk, 2015. "A synthesis of the effects of exchange rate uncertainty on international trade via Meta-Regression analysis," MPRA Paper 65737, University Library of Munich, Germany.
- Bajo-Rubio, Oscar & Berke, Burcu & McMillan, David G., 2020.
"Exchange rate volatility in the eurozone,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-23.
- Bajo Rubio, Oscar & Berke, Burcu & McMillan, David G., 2019. "Exchange rate volatility in the eurozone," Economics Discussion Papers 2019-56, Kiel Institute for the World Economy (IfW Kiel).
- Erdal Demirhan & Banu Demirhan, 2015. "The Dynamic Effect of ExchangeRate Volatility on Turkish Exports: Parsimonious Error-Correction Model Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(4), pages 429-451, September.
- Don Bredin & Stilianos Fountas & Eithne Murphy, 2003.
"An Empirical Analysis of Short-run and Long-run Irish Export Functions: Does exchange rate volatility matter?,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 17(2), pages 193-208.
- Donal Bredin & Stilianos Fountas & Eithne Murphy, 1998. "An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter?," Working Papers 22, National University of Ireland Galway, Department of Economics, revised 1998.
- Bredin, Don & Fountas, Stilianos & Murphy, Eithne, 2002. "An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter?," Research Technical Papers 1/RT/02, Central Bank of Ireland.
- 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.
- Fountas, Stilianos & Aristotelous, Kyriacos, 1999.
"Has the European Monetary System led to more exports? Evidence from four European Union countries,"
Economics Letters, Elsevier, vol. 62(3), pages 357-363, March.
- 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.
- Siregar, Reza & Rajan, Ramkishen S., 2004.
"Impact of exchange rate volatility on Indonesia's trade performance in the 1990s,"
Journal of the Japanese and International Economies, Elsevier, vol. 18(2), pages 218-240, June.
- Reza Siregar & Ramkishen Rajan, 2002. "Impact of Exchange Rate Volatility on IndonesiaÂ’s Trade Performance in the 1990s," Centre for International Economic Studies Working Papers 2002-05, University of Adelaide, Centre for International Economic Studies.
- Fang, WenShwo & Lai, YiHao & Miller, Stephen M., 2009.
"Does exchange rate risk affect exports asymmetrically? Asian evidence,"
Journal of International Money and Finance, Elsevier, vol. 28(2), pages 215-239, March.
- WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence," Working papers 2005-09, University of Connecticut, Department of Economics.
- Yusaku Nishimura & Bianxia Sun, 2018. "China’s Exchange-Rate Regime Reform and Trade Between China and the Eurozone," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(2), pages 450-467, January.
- Rahmatsyah, Teuku & Rajaguru, Gulasekaran & Siregar, Reza Y., 2002.
"Exchange-rate volatility, trade and "fixing for life" in Thailand,"
Japan and the World Economy, Elsevier, vol. 14(4), pages 445-470, December.
- Teuku Rahmatsyah & Gulasekaran Rajaguru & Reza Siregar, 2002. "Exchange Rate Volatility, Trade and “Fixing for Life” in Thailand," Centre for International Economic Studies Working Papers 2002-12, University of Adelaide, Centre for International Economic Studies.
- Naseeem, N.A.M & Tan, Hui & Mohd, Siti, 2010. "Exchange Rate Regime, Exchange Rate Variability and Flows of Malaysia’s Foreign Trade," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 44, pages 35-49.
- Bouoiyour, Jamal & Selmi, Refk, 2014. "How Does Exchange Rate Uncertainty interact with International Trade? A Meta-Analysis Revisited," MPRA Paper 56201, University Library of Munich, Germany.
- Cueyt SEVIM & Taylan Taner DOGAN, 2016. "Turkiye Ekonomisinde Ihracat ve Doviz Kuru Oynakligi Iliskisi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 16(2), pages 303-318.
- 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.
- Mohsen Bahmani-Oskooee & Huseyin Karamelikli & Farhang Niroomand, 2023. "Asymmetric effects of exchange rate volatility on trade flows: evidence from G7," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(1), pages 38-62, March.
More about this item
Keywords
Real exchange rate; volatility; GARCH; error correction model; nontraditional exports;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- 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:pra:mprapa:26952. 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: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.