THE IMPACT OF REAL EXCHANGE RATE CHANGES ON SOUTH AFRICAN AGRICULTURAL EXPORTS: AN ERROR CORRECTION MODEL APPROACH

Daneswar Poonyth · J. van Zyl

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Global trade and economics Monetary Policy and Economic Impact Economics of Agriculture and Food Markets

Abstract

This study evaluates the long run and short run effects of real exchange rate changes on South African agricultural exports using an Error Correction Model (ECM). The results suggest that there is a unidirectional causal flow from exchange rate to agricultural exports. Moreover, appreciation of the Rand will be detrimental to agricultural exports.

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1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION 1990COINTEGRATION AND UNIT ROOTS 1989Common Stochastic Trends in a System of Exchange Rates 1974The Exchange Rate and U. S. Agriculture 1979A Critique of Exchange Rate Treatment in Agricultural Trade Models

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