The impact of exchange rate volatility on Brazilian manufactured exports
| Autor: | Antonio Aguirre, Afonso Ferreira, Hilton Notini |
|---|---|
| Jazyk: | English<br />Spanish; Castilian |
| Rok vydání: | 2007 |
| Předmět: | |
| Zdroj: | Económica, Vol 53 (2007) |
| Druh dokumentu: | article |
| ISSN: | 0013-0419 1852-1649 |
| Popis: | The purpose of this paper is to examine the relation between exchange rate volatility and the volume of exports, using Brazilian data. After establishing the existence of cointegration among the variables included in our model, we estimate the long run coefficients by means of an auto-regressive distributed lag (ARDL) model. Our results show that exchange rate volatility has significantly affected —in a negative way— Brazilian manufactured exports in the period 1986–2002. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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