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The impact of exchange rate volatility on UK exports to EU countries

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The impact of exchange rate volatility on UK exports to EU countries. / De Vita, Glauco; Abbott, Andrew James.
In: Scottish Journal of Political Economy, Vol. 51, No. 1, 28.02.2004, p. 62-81.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

De Vita, G & Abbott, AJ 2004, 'The impact of exchange rate volatility on UK exports to EU countries', Scottish Journal of Political Economy, vol. 51, no. 1, pp. 62-81. https://doi.org/10.1111/j.0036-9292.2004.05101004.x

APA

De Vita, G., & Abbott, A. J. (2004). The impact of exchange rate volatility on UK exports to EU countries. Scottish Journal of Political Economy, 51(1), 62-81. https://doi.org/10.1111/j.0036-9292.2004.05101004.x

Vancouver

De Vita G, Abbott AJ. The impact of exchange rate volatility on UK exports to EU countries. Scottish Journal of Political Economy. 2004 Feb 28;51(1):62-81. Epub 2004 Jan 20. doi: 10.1111/j.0036-9292.2004.05101004.x

Author

De Vita, Glauco ; Abbott, Andrew James. / The impact of exchange rate volatility on UK exports to EU countries. In: Scottish Journal of Political Economy. 2004 ; Vol. 51, No. 1. pp. 62-81.

Bibtex

@article{74c8d2f19cf74e9bb8f61db70e362606,
title = "The impact of exchange rate volatility on UK exports to EU countries",
abstract = "This paper investigates the impact of exchange rate volatility on UK exports to European Union (EU) countries by means of a newly developed ARDL bounds testing procedure to cointegration. Using monthly data disaggregated by market of destination and sectors for the period 1993ml to 2001m6, our results indicate that UK exports to the EU14, at both aggregate and sectoral level, are generally income elastic, relative price inelastic and largely unaffected by short‐term exchange rate volatility. Re‐estimation of the model using a long‐term measure of volatility, however, provides evidence supporting the hypothesis that exchange rate uncertainty has a negative and significant influence on UK exports to EU countries.",
author = "{De Vita}, Glauco and Abbott, {Andrew James}",
year = "2004",
month = feb,
day = "28",
doi = "10.1111/j.0036-9292.2004.05101004.x",
language = "English",
volume = "51",
pages = "62--81",
journal = "Scottish Journal of Political Economy",
issn = "0036-9292",
publisher = "Wiley-Blackwell",
number = "1",

}

RIS

TY - JOUR

T1 - The impact of exchange rate volatility on UK exports to EU countries

AU - De Vita, Glauco

AU - Abbott, Andrew James

PY - 2004/2/28

Y1 - 2004/2/28

N2 - This paper investigates the impact of exchange rate volatility on UK exports to European Union (EU) countries by means of a newly developed ARDL bounds testing procedure to cointegration. Using monthly data disaggregated by market of destination and sectors for the period 1993ml to 2001m6, our results indicate that UK exports to the EU14, at both aggregate and sectoral level, are generally income elastic, relative price inelastic and largely unaffected by short‐term exchange rate volatility. Re‐estimation of the model using a long‐term measure of volatility, however, provides evidence supporting the hypothesis that exchange rate uncertainty has a negative and significant influence on UK exports to EU countries.

AB - This paper investigates the impact of exchange rate volatility on UK exports to European Union (EU) countries by means of a newly developed ARDL bounds testing procedure to cointegration. Using monthly data disaggregated by market of destination and sectors for the period 1993ml to 2001m6, our results indicate that UK exports to the EU14, at both aggregate and sectoral level, are generally income elastic, relative price inelastic and largely unaffected by short‐term exchange rate volatility. Re‐estimation of the model using a long‐term measure of volatility, however, provides evidence supporting the hypothesis that exchange rate uncertainty has a negative and significant influence on UK exports to EU countries.

U2 - 10.1111/j.0036-9292.2004.05101004.x

DO - 10.1111/j.0036-9292.2004.05101004.x

M3 - Journal article

VL - 51

SP - 62

EP - 81

JO - Scottish Journal of Political Economy

JF - Scottish Journal of Political Economy

SN - 0036-9292

IS - 1

ER -