On the aggregate impact of exchange rate variability on the EU trade

Khalid Sekkat

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Abstract: The paper assesses the aggregate impact of exchange rate variability on EU trade. A small econometric model is constructed and estimated for five countries: France, Italy, Germany, the UK and Belgium. The results show that there exists a long-term relationship between trade variables and relative costs, demand, exchange rates and expected exchange rates. No such relation exists with respect to volatility. It is also found that while the most important determinants of trade variables are relative wages and demand, variability is also responsible for a decrease in the growth rate of these variables.

Date: 2001-02
Note: FLWIN
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Published in: German Economic Review (2001) v.2 n° 1,p.57-78

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Related works:
Journal Article: On the Aggregate Impact of Exchange Rate Variability on EU Trade (2001)
Journal Article: On the Aggregate Impact of Exchange Rate Variability on EU Trade (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:ulb:ulbeco:2013/7344

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