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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 |
Files in This Item:
File | Description | Size | Format | |
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Exchange_Rate_Volatility_and_Export_Volume_The_Case_of_Indonesia_and_its_Main_Trading_Partners_2017.pdf | 751.88 kB | Adobe PDF | View/Open |
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