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The impact of exchange rate on exports in South Africa

Mashilana Ngondo () and Hlalefang Khobai
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Mashilana Ngondo: Department of Economics, Nelson Mandela University

No 1809, Working Papers from Department of Economics, Nelson Mandela University

Abstract: The primary objective of this study is to assess the impact of exchange rate on exports in South Africa between the periods 1994 to 2016 and to establish whether a statistically significant relationship exists between exports and exchange rate. The study incorporated real interest rate, investments and inflation as control variables. By applying the Autoregressive Distributed Lag (ARDL) approach, this study empirically investigates the impact of real exchange rate on exports in South Africa. In testing for the unit root properties of the time series data, the variables were subjected to the Augmented Dickey-Fuller (ADF) and Philips Perron (PP) unit root tests. The results obtained reveal that exchange rate has a significant negative relationship with exports in South Africa.

Keywords: exchange rates; economic growth; South Africa; ARDL. (search for similar items in EconPapers)
JEL-codes: C22 C32 F31 (search for similar items in EconPapers)
Pages: 22 page
Date: 2018-03, Revised 2018-03
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http://repec.mandela.ac.za/RePEc/mnd/wpaper/paper.1809.pdf First version, 2018 (application/pdf)

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