Growth and exchange rate volatility: a panel data analysis

C-Tier
Journal: Applied Economics
Year: 2013
Volume: 45
Issue: 26
Pages: 3733-3741

Authors (4)

F. V. Vieira (Universidade Federal de Uberlâ...) M. Holland (Fundação Getúlio Vargas (FGV)) C. Gomes da Silva (Universidade Federal de Uberlâ...) L. C. Bottecchia (not in RePEc)

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

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

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Abstract

The aim of this article is to assess the role of Real Exchange Rate (RER) volatility on long-run economic growth for a set of 82 advanced and emerging economies, using a panel data set ranging from 1970 to 2009. With an accurate measure for exchange rate volatility, the results for the two-step system Generalized Method of Moments (GMM) panel growth models show that a more (less) volatile RER has a significant negative (positive) impact on economic growth. The results are also robust for different model specifications.

Technical Details

RePEc Handle
repec:taf:applec:v:45:y:2013:i:26:p:3733-3741
Journal Field
General
Author Count
4
Added to Database
2026-01-25