VOLATILITY AND IRISH EXPORTS

C-Tier
Journal: Economic Inquiry
Year: 2008
Volume: 46
Issue: 4
Pages: 540-560

Authors (2)

DON BREDIN (University College Dublin) JOHN COTTER (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We analyze the impact of volatility per se on real exports for a small open economy concentrating on Irish trade with the United Kingdom and the United States. An important element is that we take account of the time lag between the trade decision and the actual trade or payments taking place by using a flexible lag approach. Rather than adopting a single measure of risk, we adopt a spectrum of risk measures and detail varied size characteristics and statistical properties. We find that the ambiguous results found to date may be due to not taking account of the timing effect, which varies substantially depending on which volatility measure is used. (JEL C32, C51, F14, F31)

Technical Details

RePEc Handle
repec:bla:ecinqu:v:46:y:2008:i:4:p:540-560
Journal Field
General
Author Count
2
Added to Database
2026-01-24