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 impact of exchange rate development on Czech trade flows
    Simakova, Jana
    EMERGING MARKETS QUERIES IN FINANCE AND BUSINESS (EMQ 2013), 2014, 15 : 129 - 136
  • [22] Exchange rate volatility and trade flows in Indonesia and ten main trade partners: asymmetric effects
    Heriqbaldi, Unggul
    Esquivias, Miguel Angel
    Handoyo, Rossanto Dwi
    Rifami, Alfira Cahyaning
    Rohmawati, Hilda
    STUDIES IN ECONOMICS AND FINANCE, 2023, 40 (04) : 708 - 739
  • [23] Exchange rate volatility and trade flows: a review article
    Bahmani-Oskooee, Mohsen
    Hegerty, Scott W.
    JOURNAL OF ECONOMIC STUDIES, 2007, 34 (03) : 211 - +
  • [24] Do exchange rate changes have symmetric or asymmetric effects on the trade balance? Evidence from U.S.-Korea commodity trade
    Bahmani-Oskooee, Mohsen
    Baek, Jungho
    JOURNAL OF ASIAN ECONOMICS, 2016, 45 : 15 - 30
  • [25] Effects of exchange rate variations on bilateral trade with a vehicle currency: Evidence from China and Singapore
    Yang, Guangpu
    Gu, Qingyang
    JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2016, 68 : 50 - 73
  • [26] Does Exchange Rate Variation Effect African Trade Flows?
    Serenis, Dimitrios
    Tsounis, Nicholas
    INTERNATIONAL CONFERENCE ON APPLIED ECONOMICS (ICOAE 2014), 2014, 14 : 565 - 574
  • [27] The effect of exchange rate volatility on trade: correcting for selection bias and asymmetric trade flows
    Al-Rashidi, Atef
    Lahiri, Bidisha
    APPLIED ECONOMICS LETTERS, 2013, 20 (11) : 1121 - 1126
  • [28] Exchange rate volatility and international trade: International evidence from the MINT countries
    Asteriou, Dimitrios
    Masatci, Kaan
    Pilbeam, Keith
    ECONOMIC MODELLING, 2016, 58 : 133 - 140
  • [29] Assessing the Exchange Rate Sensitivity of US Bilateral Agricultural Trade
    Baek, Jungho
    Koo, Won W.
    CANADIAN JOURNAL OF AGRICULTURAL ECONOMICS-REVUE CANADIENNE D AGROECONOMIE, 2009, 57 (02): : 187 - 203
  • [30] Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?
    Caglayan, Mustafa
    Di, Jing
    SOUTHERN ECONOMIC JOURNAL, 2010, 77 (02) : 313 - 335
12345