The infuence of exchange rate variability on UK exports

Applied Economics Letters

Volumn 8, Issue 1, 2001, Pages 47-49

  Abbott, Andrew ^a   Darnell, Adrian C ^b   Evans, Lynne ^b  

^a MANCHESTER METROPOLITAN UNIVERSITY   (United Kingdom)

^b DURHAM UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0141822703     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/135048501750041286     Document Type: Article

References (9)

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3. Dickey, D. A. and Fuller, W. A. (1979) Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 74, 427- 31.
4. Holly, S. (1995) Exchange rate uncertainty and export performance: supply and demand eŒects, Scottish Journal of Political Economy, 42, 381- 91.
5. Johansen, S. (1991) Estimation and hypothesis testing of cointegrating vectors in Gaussian vector autoregressive models, Econometrica, 52, 389- 402.
6. Mckenzie, M. D. (1999), The impact of exchange rate volatility on international trade f ows, Journal of Economic Surveys, 13, 71- 106.
7. Perron, P. (1989) The great crash, the oil shock and the unit root hypothesis, Econometrica, 57, 1361- 1402.
8. Pesaran, M. H. and Shin, Y. (1999), An autoregressive distributed lag modelling approach to cointegration analysis, in Centennial Volume of Ragnar Frisch, (Eds), S. Strom, A. Holly and P. Diamond, Cambridge University Press, Cambridge.
9. Pesaran, M. H., Shin, Y. and Smith, R. J. (1999), Bounds testing approaches to the analysis of long run relationships, mimeo, February, University of Cambridge.