EXCHANGE RATE SENSITIVITY OF AUSTRALIA'S TRADE FLOWS: EVIDENCE FROM INDUSTRY DATA

被引：3
|
作者：
Bahmani-Oskooee, Mohsen [1 ]
Wang, Yongqing [1 ]
机构：
[1] Univ Wisconsin, Milwaukee, WI 53201 USA
来源：
MANCHESTER SCHOOL | 2009年 / 77卷 / 01期
关键词：
UNITED-STATES TRADE; BILATERAL TRADE; INTERNATIONAL-TRADE; DEVELOPING-COUNTRIES; PRICE ELASTICITIES; DETERMINANTS; DOLLAR; RESPONSES; DEMAND; INCOME;
D O I：
10.1111/j.1467-9957.2008.02084.x
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper we disaggregate the trade data between Australia and the USA by commodity and estimate import and export demand models for 108 commodities for which annual data over the 1962-2005 period were available. The results from the bounds testing approach to cointegration and error-correction modelling indicate that in the long run 41 export industries and 70 import industries are sensitive to the real value of the Australian dollar.
引用
收藏
页码：1 / 16
页数：16
相关论文
共 50 条
  • [21] THE EFFECT OF THE EXCHANGE RATE ON INDUSTRY-LEVEL TRADE FLOWS IN CZECHIA
    Simakova, Jana
    Stavarek, Daniel
    E & M EKONOMIE A MANAGEMENT, 2015, 18 (04): : 150 - 165
  • [22] On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty
    Baum, Christopher F.
    Caglayan, Mustafa
    JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2010, 29 (01) : 79 - 93
  • [23] Exchange rate risk and trade mode choice in processing trade: Evidence from Chinese data
    Chen, Zhe
    Hong, Junjie
    Sun, Xiaonan
    REVIEW OF INTERNATIONAL ECONOMICS, 2020, 28 (02) : 537 - 564
  • [24] Effects of Exchange Rate Volatility on Poland's Trade Flows
    Simakova, Jana
    MATHEMATICAL METHODS IN ECONOMICS 2013, PTS I AND II, 2013, : 909 - 914
  • [25] Korean Bilateral Trade Balances and Exchange Rate Sensitivity: Evidence from the Panel Approach
    Chang, Byoung-Ky
    JOURNAL OF KOREA TRADE, 2009, 13 (01): : 1 - 19
  • [26] Vietnam Trade Balance and Exchange Rate: Evidence from Panel Data Analysis
    Thanh Hoan Phan
    Jeong, Ji Young
    JOURNAL OF APPLIED ECONOMICS AND BUSINESS RESEARCH, 2015, 5 (04): : 220 - 232
  • [27] Exchange-rate variability and industry trade flows between Malaysia and Japan
    Aftab, Muhammad
    Syed, Karim Bux Shah
    Ahmad, Rubi
    Ismail, Izlin
    JOURNAL OF INTERNATIONAL TRADE & ECONOMIC DEVELOPMENT, 2016, 25 (04): : 453 - 478
  • [28] Effect of exchange rate volatility on industry trade flows between Malaysia and China
    Soleymani, Abdorreza
    Chua, Soo Y.
    JOURNAL OF INTERNATIONAL TRADE & ECONOMIC DEVELOPMENT, 2014, 23 (05): : 626 - 655
  • [29] Trade Flows, Exchange Rate Uncertainty, and Financial Depth: Evidence from 28 Emerging Countries
    Caglayan, Mustafa
    Dahi, Omar S.
    Demir, Firat
    SOUTHERN ECONOMIC JOURNAL, 2013, 79 (04) : 905 - 927
  • [30] Asymmetric effects of exchange rate volatility on trade flows: evidence from G7
    Mohsen Bahmani-Oskooee
    Huseyin Karamelikli
    Farhang Niroomand
    Journal of Economics and Finance, 2023, 47 (1) : 38 - 62
12345