Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/29724
Title: Exchange rate volatility and export volume : the case of Indonesia and its main trading partners
Authors: Safuan, Sugiharso
Keywords: Foreign exchange rates -- Indonesia
Foreign trade regulation -- Indonesia
Indonesia -- Foreign relations -- United States
Indonesia -- Foreign relations -- Japan
Indonesia -- Foreign relations -- China
Issue Date: 2017
Publisher: University of Piraeus. International Strategic Management Association
Citation: Safuan, S. (2017). Exchange rate volatility and export volume : the case of Indonesia and its main trading partners. European Research Studies Journal, 20(3A), 3-13.
Abstract: This paper examines the impact of exchange rate volatility on Indonesia’s export to-United States, Japan and China using both aggregate and disaggregate data. We first estimated each pair country with export demand equations based on data from 1996 to 2014. A set of export demand equations is estimated by using Seemingly Unrelated Regression to characterized the correlation of the disturbances across equations. In general, the estimation result shows that exchange rate volatility has negative impact on export. Estimations based on disaggregate data indicate that the impact of the exchange rate volatility on exports remains negative however it varies among industries in the countries under investigation.
URI: https://www.um.edu.mt/library/oar//handle/123456789/29724
ISSN: 11082976
Appears in Collections:European Research Studies Journal, Volume 20, Issue 3, Part A



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