print

The effect of exchange rate volatility on the trade performance between Indonesia and the United States: an empirical investigation

---

This thesis empirically investigates the impact of exchange rate volatility onrnIndonesia?s trade performance with the United States, here specifically the demandrnfor exports and imports. Monthly data for the period of January 2000 until Decemberrn2008 are employed in the analysis. The Augmented Dickey-Fuller Test is employed torntest for stationarity on the variables of interest. Estimates of the long-term influence ofrnexchange rate volatility on the trade flows are obtained using the JohansenrnCointegration Test, while the significance of the models is tested with a t-test.rnThe major finding indicates that a significant long-term relationship linking exchangernrate volatility and the trade volume between Indonesia and the United States exists. Arnnegative long-term relationship between exchange rate fluctuations and the exportrnvolume sent from Indonesia to the US is obtained. On the other hand, exchange raternvolatility exerts a positive long-term effect upon the import volume.

---

Availability

B00678

(wh)

Available

Detail Information

Series Title

-

Call Number

678

Publisher

: Swiss German University., 2010

Collation

-

Language

English

ISBN/ISSN

-

Classification

NONE

Content Type

-

Media Type

-

Carrier Type

-

Edition

-

Subject(s)

IBA

Specific Detail Info

-

Statement of Responsibility

-

Other version/related

File Attachment

Comments

---

You must be logged in to post a comment