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The effects of exchange rate volatility on export: Empirical study between Sweden and Germany
Södertörn University, School of Social Sciences.
2011 (English)Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

The relationship between exchange rate volatility and trade flow has been examined in a number of previous researches. The paper mainly focuses on investigating the impact of exchange rate volatility on export values from Sweden to Germany during 2000:01 and 2011:06. The Auto Regressive Distributed Lag (ARDL) model is employed to obtain the estimates of the long run equilibrium and the short run dynamics, simultaneously. The results indicate that the exchange rate volatility has significant short run effects on export value in majority of estimated industries while its meaningful long run impacts do not appear in any cases. However, applying the “bounds test” approach, the co-integration is also found in more than half cases due to long run impacts of other factors such as foreign income on export earnings.

Place, publisher, year, edition, pages
2011. , 52 p.
Keyword [en]
exchange rate, volatility, export, short run effects, long run effects, ARDL, Swedish krona, euro
National Category
Social Sciences
URN: urn:nbn:se:sh:diva-14929OAI: diva2:482789
Subject / course
Social and Behavioural Science, Law
Available from: 2012-01-24 Created: 2012-01-24 Last updated: 2012-01-24Bibliographically approved

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Mai Thi Van, Anh
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School of Social Sciences
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