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A synthesis of the effects of exchange rate uncertainty on international trade via Meta-Regression analysis

Bouoiyour, Jamal and Selmi, Refk (2015): A synthesis of the effects of exchange rate uncertainty on international trade via Meta-Regression analysis.

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Abstract

The main focus of this paper is to survey the literature that investigates the effects of exchange rate uncertainty on international trade. Specifically, we carry out meta-regression analysis to 42 studies with 810 estimates. We show that the empirical studies on the focal link exhibit a substantial publication selection and a significant genuine exchange rate volatility effect on trade flows after correction of publication bias. Moreover, we find that most of the variables that may help explain the heterogeneity of results (such as the country sample, the choice of modeling strategies and potential political measures, etc) are significant. These results appear robust among the different methods used and the dummies for the type of research outlet and the publication year included in our estimates.

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