Measuring the Economic Impacts of Exchange Rate Uncertainty on International Trade
Publisher
The University of Arizona.Rights
Copyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author.Abstract
The general purpose of this thesis is to explore the economic impact of the real exchange rate uncertainty on bilateral trade flows. To accomplish the objective, two types of exchange rate uncertainty measurements are examined, different ways of constructing uncertainty measurements are explored, and a gravity model is specified and estimated. A panel data set is used spanning 1980 through 1992 for 10 developed countries: Belgium, Canada, France, Germany, Italy, Japan, Netherlands, Switzerland, United Kingdom, and United States. Econometric results indicate that the real exchange rate uncertainty has had a significant negative effect on trade over this period.Type
Electronic Thesistext
Degree Name
M.S.Degree Level
mastersDegree Program
Agricultural & Resource EconomicsGraduate College