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

Jamal Bouoiyour () and Refk Selmi

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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.

Keywords: Exchange rate volatility; international trade; meta-regression analysis; publication bias (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

Published in International Trade Journal, 2016, 30 (4), pp.263-294. ⟨10.1080/08853908.2016.1194789⟩

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Related works:
Journal Article: 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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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01879675

DOI: 10.1080/08853908.2016.1194789

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