On the Trade Impact of Nominal Exchange Rate Volatility

By Silvana Tenreyro. 2007

355 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5e681a858f749240885a0bd52273bf9f74abf61d

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Citations in the corpus

US trade and exchange rate volatility: a real sectoral bilateral analysis (2008, methodology): “Furthermore, in our econometric modelling of the trade relationships we consider issues of measurement error associated with exchange rate volatility and also the endogeneity of trade and volatility, as suggested by Hau (2002), Broda and Romalis (2004) and Tenreyro (2004).”
Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies (2010, neutral): “Rose (2000), Clark et al. (2004) and Tenreyro (2007) also employ panel data covering more than 100 countries.”
Currency unions in prospect and retrospect (2010, neutral): “…caused by self-selection into the currency unions are explored in Tenreyro (2002), who employs a standard Heckman (1979) selection model that controls for selection on unobservables, and in Alesina et al. (2002) and Barro & Tenreyro (2007), who use a three-step instrumental-variable (IV) approach.”
A practitioners' guide to gravity models of international migration (2016, neutral): “To that purpose, Tenreyro (2007) proposes to combine PPML estimation and instrumentation using a GMM-type of estimator. Beine, Ragot, and Noel (2013) implement that approach in the context of international migration”
The Determinants of International Mobility of Students (2012, neutral): “This has been suggested by Tenreyro (2007) in the context of the GMM framework.”
Growth slowdowns and the middle-income trap (2013, methodology): “39 techniques to panel data models with country-specific fixed effects whereas Tsangarides (2004), Chen, Mirestean and Tsangarides (2009), Durlauf, Kourtellos, and Tan (2008) and Eicher, Lenkoski, and Raftery (2009) address the issue of model uncertainty in the presence of endogeneity.”
Exchange Rate Volatility and Trade: A Literature Survey (2008, background): “…1980- 2001Q Both ADF, ECM, Cointegration Significant negative effect on export Baak (2004) 1980- 2002A Real OLS Significant negative effect on export Tenreyro (2004) 1970- 97A Nominal Gravity model Insignificant and no effect on trade Clark, Tamirisa, and Wei (2004) 1975- 2000A Both Gravity…”
On the Causes and Effects of Exchange Rate Volatility on Economic Growth: Evidence from Ghana (2017, neutral): “…& Setzer, 2003; Belke & Kaas, 2004), trade (Bredin, Fountas, & Murphy, 2003; Clark, Tamirisa, & Wei, 2004; Doyle, 2001; Musila & Al-Zyoud, 2012; Tenreyro, 2007); inflation (Danjuma, Shuaibu, & Sa’id, 2013); investment (Fuentes, 2006; Kiyota & Urata, 2004; Serven, 2002), and more generally…”
Export Promotion Agencies: What Works and What Doesn't (2006, neutral): “[29] Tenreyro, Silvana.”
Migrant Networks and Trade: The Vietnamese Boat People as a Natural Experiment (2018, neutral): “In light of the seminal paper by Silva and Tenreyro (2006), we use an IV version of a Pseudo-Poisson Maximum Likelihood estimator (PPML), as in Tenreyro (2007).”