Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/285079 
Title (translated): 
El impacto de la incertidumbre del tipo de cambio sobre las exportaciones: Un análisis de panel VAR
Year of Publication: 
2020
Citation: 
[Journal:] Estudios de Economía [ISSN:] 0718-5286 [Volume:] 47 [Issue:] 2 [Year:] 2020 [Pages:] 157-192
Publisher: 
Universidad de Chile, Departamento de Economía, Santiago de Chile
Abstract: 
In this paper we analyze the impact of exchange rate uncertainty on export flows among a panel of 27 countries throughout the 1994/01-2014/12 period. In order to do this, we apply a panel vector autoregressive model approach. By dividing the panel into two subgroups that involve manufacturing-exporting and commodity-exporting economies, we observe a different effect of exchange rate uncertainty on exports. This has a negative impact in manufacturing-exporting countries, but does not affect commodity exporting countries. This result appears to be explained by countries' economics characteristics, involving the flexibility or rigidities of the export adjustment arising exchange rate uncertainty.
Subjects: 
Exchange rate uncertainty
exports
panel vector autoregressive
manufacture-exporting economies
commodity-exporting economies
JEL: 
C33
F31
F41
Creative Commons License: 
cc-by-nc-sa Logo
Document Type: 
Article

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