THE EFFECTS OF EXCHANGE RATE VOLATILITY ON SWAZILAND’S EXPORTS

M.d Mtembu () and G.R. Motlaleng ()
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M.d Mtembu: Department of Economics, University of Swaziland
G.R. Motlaleng: Department of Economics, University of Botswana

Review of Economic and Business Studies, 2010, issue 6, 167-186

Abstract: This investigation assesses the effects of exchange rate volatility on Swaziland’s total exports. The paper employs exports quarterly time series data ranging from 1995Q1 to 2005Q4. A Vector Error Correction Model (VECM) approach is used to study the relationship between exports and their determinants. The findings of the study suggest that exchange rate volatility is detrimental to Swaziland’s exports.

Keywords: exchange rate volatility; Swaziland’s exports; Vector Error; Correction Model (search for similar items in EconPapers)
JEL-codes: E37 F47 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:aic:revebs:y:2010:i:6:mtembum

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