Exchange rate volatility and exports: the case of Ireland
Stilianos Fountas and
Don Bredin
Applied Economics Letters, 1998, vol. 5, issue 5, 301-304
Abstract:
We use the techniques of cointegration and error correction models to estimate long-run and short-run export demand functions for Ireland using quarterly data for the 1979-93 period. We consider three determinants of exports: foreign income, relative prices, and exchange rate volatility. Our results indicate that exports depend significantly on foreign income and relative prices, in particular in the long run. Exchange rate uncertainty proxied by exchange rate volatility appears to depress export volume only in the short run according to our estimated error correction model.
Date: 1998
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)
Downloads: (external link)
http://www.informaworld.com/openurl?genre=article& ... 40C6AD35DC6213A474B5 (text/html)
Access to full text is restricted to subscribers.
Related works:
Working Paper: Exchange Rate Volatility and Exports: The Case of Ireland (1997) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:5:y:1998:i:5:p:301-304
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20
DOI: 10.1080/758524405
Access Statistics for this article
Applied Economics Letters is currently edited by Anita Phillips
More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().