A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis

Jamal Bouoiyour () and Refk Selmi

The International Trade Journal, 2016, vol. 30, issue 4, 263-294

Abstract: This article surveys literature that investigates the effects of exchange rate volatility on international trade. We perform meta-regression analysis on 41 studies with 807 estimates. We show that the empirical works exhibit substantial publication selection and show a significant genuine exchange rate volatility effect on trade flows after correction of publication bias. In addition, the literature reveals a pronounced heterogeneity with respect to model specifications, samples, time horizons, and countries’ characteristics. These findings are supported by separate assessment of primary studies with, respectively, total exports and sectoral exports as the dependent variable.

Date: 2016
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Related works:
Working Paper: A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis (2016)
Working Paper: A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis (2016)
Working Paper: A Synthesis of the Effects of Exchange Rate Volatility on International Trade: A Meta-Regression Analysis (2016)
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DOI: 10.1080/08853908.2016.1194789

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