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The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model
Podivinsky, Jan M.; Cheong, Chongcheul; Lu, Maozu - Econometric Society - 2004
This paper investigates the effect of exchange rate volatility on US-UK bilateral trade flows. As part of econometric problems arising from a generated variable, we consider a special case when an ARCH type auxiliary model is used to measure uncertainty in the exchange rate and discuss a...
Persistent link: https://www.econbiz.de/10005063661
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The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model
Podivinsky, Jan M; Cheong, Chongcheul; Lu, Maozu - Econometric Society - 2004
This paper investigates the effect of exchange rate volatility on US-UK bilateral trade flows. As part of econometric problems arising from a generated variable, we consider a special case when an ARCH type auxiliary model is used to measure uncertainty in the exchange rate and discuss a...
Persistent link: https://www.econbiz.de/10005702708