Growth and exchange rate volatility: a panel data analysis

Flavio Vieira, Márcio Holland (), Cleomar Gomes Da Silva and L. C. Bottecchia

Applied Economics, 2013, vol. 45, issue 26, 3733-3741

Abstract: The aim of this article is to assess the role of Real Exchange Rate (RER) volatility on long-run economic growth for a set of 82 advanced and emerging economies, using a panel data set ranging from 1970 to 2009. With an accurate measure for exchange rate volatility, the results for the two-step system Generalized Method of Moments (GMM) panel growth models show that a more (less) volatile RER has a significant negative (positive) impact on economic growth. The results are also robust for different model specifications.

Date: 2013
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Working Paper: Growth and exchange rate volatility: a panel data analysis (2011)
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DOI: 10.1080/00036846.2012.730135

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