文章基本信息

标题：Modeling the Effects of Exchange Rate Volatility on Thai Rice Exports
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作者：Molina, Imelda R. ; Mohanty, Samarendu ; Pede, Valerien O. 等
期刊名称：Journal of Agribusiness
印刷版ISSN：0738-8950
出版年度：2013
期号：Suppl
出版社：Journal of Agribusiness
摘要：This paper investigates the effects of exchange rate volatility on the rice export flows of Thailand to its major trading partners namely South Africa, China, United States of America, Indonesia, Singapore and Japan for the period 2001:1−2012:12. We use a six-month moving sample standard deviation of the growth of the real exchange rate which is then tested in a model of Thai milled rice exports. Cointegration and error-correction models are used to obtain the estimates of the cointegrating relations and the short-run dynamics, respectively. The results obtained in this paper, on the whole, provide evidence that the real exchange rate volatility has a significant negative effect on the volume of Thai rice exports.