Publication in refereed journal
香港中文大学研究人员 ( 现职)
| 周文林教授 (经济学系) |
全文
| 数位物件识别号 (DOI) http://dx.doi.org/10.1006/jcec.1999.1625 |
引用次数
Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/38WOS source URL
其它资讯
摘要This paper estimates the impact of exchange rate variability on total exports and exports of China by SITC category. Exchange rate variability is estimated by the conditional variance of the real effective exchange rate index from an autoregressive conditional heteroscedastic model. Test procedures that allow for multiple structural breaks are used to examine the stationarity property of variables and to test cointegration. Estimation results show that exchange rate variability has a long-run negative effect on total exports, exports of manufactured goods, and exports of mineral fuels. They support the hypothesis that exchange rate uncertainty impedes trade in China. (C) 2000 Academic Press.
着者Chou WL
期刊名称Journal of Comparative Economics
出版年份2000
月份3
日期1
卷号28
期次1
出版社ACADEMIC PRESS INC
页次61 - 79
国际标準期刊号0147-5967
电子国际标準期刊号1095-7227
语言英式英语
Web of Science 学科类别Business & Economics; Economics; ECONOMICS
