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Iranian Economic Review، جلد ۲۶، شماره ۴، صفحات ۸۵۳-۸۷۵
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عنوان انگلیسی Exchange Rate Volatility and India-U.S. Export at Commodity Level: Evidence from an Autoregressive Distributed Lag Approach
چکیده انگلیسی مقاله The paper focuses on the impact of exchange rate volatility on the trade flow between India and the US. Previous research on India's trade flow has concentrated on India's overall aggregate export across border nations. Many maintain the work on bilateral trade pair-wise, although very few have observed the commodities trade at a disintegrated scale. This paper explores Indian export trade at disaggregate commodity-wise, undertaking 60 Indian exporting commodities to the US. We apply generalized autoregressive conditional heteroscedasticity (GARCH) based models to gauge the real exchange rate volatility and to discover the short-run and long-run relationships; an autoregressive distributed lag model is applied to the time series data. The empirical analysis at the disaggregate level of export indicates the short-run as well as the long-run effect of exchange rate volatility. However, the estimated short-run effect, which lasts onto the long-run effect, is in 16 exporting commodities. This paper provides more specific information about the relationship between exchange rate volatility and bilateral export commodities using individual-level data. The study's finding helps to undertake the view of invariability and consider the industry before policymakers.
کلیدواژه‌های انگلیسی مقاله Export,trade,Time Series ARDL,EGARCH,commodity,India
نویسندگان مقاله Mohini Gupta |
HSS Department, Jaypee Institute of Information Technology, Noida, India

Sakshi Varshney |
HSS Department, Jaypee Institute of Information Technology, Noida, India

نشانی اینترنتی https://ier.ut.ac.ir/article_90661_e51d11559d1c06674d9290ce36efb7ae.pdf
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