The impact of exchange rate volatility on Brazilian manufactured exports

Authors

  • Antonio Aguirre
  • Afonso Ferreira
  • Hilton Notini

Keywords:

JEL: F30

Abstract

The purpose of this paper is to examine the relation between exchange rate volatility and the volume of exports, using Brazilian data. After establishing the existence of cointegration among the variables included in our model, we estimate the long run coefficients by means of an auto-regressive distributed lag (ARDL) model. Our results show that exchange rate volatility has significantly affected —in a negative way— Brazilian manufactured exports in the period 1986–2002.

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Published

2007-12-30

How to Cite

Aguirre, A., Ferreira, A., & Notini, H. (2007). The impact of exchange rate volatility on Brazilian manufactured exports. Económica, 53, p. 3–19. Retrieved from https://revistas.unlp.edu.ar/Economica/article/view/5494

Issue

Vol. 53 (2007)

Section

Articles

License

The material published in the journal is distributed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) license. This license requires proper credit to be given, a link to the license to be provided, and changes to be indicated. It does not permit commercial use of the work, and if the work is remixed, transformed, or otherwise modified, distribution of such modification is not allowed.