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Exchange rate volatility and export performance: a cointegrated VAR approach
16 references·9 citing·29 second hop
Exchange rate volatility and export performance: a cointegrated VAR approach (2009)Exchange rate volatility and export perfo…American Economic Review (2019)American Economic ReviewExchange rate volatility and trade flows: a review article (2007)Exchange rate volatility and …The Cointegrated VAR Model: Methodology and Applications (2006)The Cointegrated VAR Model: M…Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's (2000)Exchange-Rate Volatility and …The Impact of Exchange Rate Volatility on International Trade Flows (1999)The Impact of Exchange Rate V…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…The Economics of Monetary Integration. (1994)The Economics of Monetary Int…Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models (1993)Does Exchange Rate Volatility…The econometric analysis of models with risk terms (1988)The econometric analysis of m…Exchange rates and traded goods prices (1988)Exchange rates and traded goo…Exchange Rate Variability and the Slowdown in Growth of International Trade (1988)Exchange Rate Variability and…Bilateral Trade Flows, the Linder Hypothesis, and Exchange Risk (1987)Bilateral Trade Flows, the Li…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Econometric Analysis of Time Series. (1983)The Econometric Analysis of T…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The effect of exchange rate uncertainty on the prices and volume of international trade (1978)The effect of exchange rate u…Fiscal policy, macroeconomic performance and industry structure in a small open economy (2023)Fiscal policy, macroeconomic …Effects of real effective exchange rate volatility on export earnings in Ethiopia: Symmetric and asymmetric effect analysis (2023)Effects of real effective exc…Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries (2020)Asymmetric effect of exchange…Exchange rate volatility and exports from India: a commodity-level panel data analysis (2019)Exchange rate volatility and …A financial accelerator in the business sector of a macroeconometric model of a small open economy (2019)A financial accelerator in th…The dynamic effect of exchange-rate volatility on Turkish exports: Parsimonious error-correction model approach (2015)The dynamic effect of exchang…An investigation of the effects of exchange rate volatility on exports in East Asia (2015)An investigation of the effec…Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector (2013)Exchange Rate Pass-through in…Exchange rate volatility and Turkish industry-level export: Panel cointegration analysis (2012)Exchange rate volatility and …The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Food versus fuel: What do prices tell us? (2009)THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION (2009)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Increasing risk II: Its economic consequences (1971)Increasing returns, monopolistic competition, and international trade (1979)Aggregate Dynamics and Staggered Contracts (1980)PPP Strikes Back: Aggregation And the Real Exchange Rate (2002)Accounting for Incomplete Pass-Through (2009)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Real Exchange Rate Risk, Expectations, and the Level of Direct Investment (1985)Yen Bloc or Dollar Bloc? Exchange Rate Policies of the East Asian Economies (1994)Has the Euro Increased Trade? (2002)A New Look at Exchange Rate Volatility and Trade Flows (2004)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Relational View: Cooperative Strategy and Sources of Interorganizational Competitive Advantage (1998)The Promise of Entrepreneurship as a Field of Research (2000)
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  • 2019American Economic Review10,902 cited
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  • 1993Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models474 cited
  • 1987Bilateral Trade Flows, the Linder Hypothesis, and Exchange Risk453 cited
  • 2007Exchange rate volatility and trade flows: a review article

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372 cited
  • 1988The econometric analysis of models with risk terms343 cited
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    • 2020Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries46 cited
    • 2012Exchange rate volatility and Turkish industry-level export: Panel cointegration analysis41 cited
    • 2015The dynamic effect of exchange-rate volatility on Turkish exports: Parsimonious error-correction model approach28 cited
    • 2015An investigation of the effects of exchange rate volatility on exports in East Asia27 cited
    • 2023Fiscal policy, macroeconomic performance and industry structure in a small open economy23 cited
    • 2023Effects of real effective exchange rate volatility on export earnings in Ethiopia: Symmetric and asymmetric effect analysis20 cited
    • 2019A financial accelerator in the business sector of a macroeconometric model of a small open economy17 cited
    • 2013Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector16 cited
    • 2019Exchange rate volatility and exports from India: a commodity-level panel data analysis14 cited