Exchange Rate Volatility and Exports: The Case of Ireland

Stilianos Fountas and Don Bredin

No 16, Working Papers from National University of Ireland Galway, Department of Economics

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 1979-1993 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.

JEL-codes: F4 (search for similar items in EconPapers)
Date: 1997, Revised 1997
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Published in Applied Economics Letters, Vol. 5, No. 5, 1998

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Journal Article: Exchange rate volatility and exports: the case of Ireland (1998)
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