The asymmetric effects of exchange rate volatility on international trade in a transition economy: the case of Vietnam

The asymmetric effects of exchange rate volatility on international trade in a transition economy: the case of Vietnam

This study examines the asymmetric effects of Exchange Rate Volatility (ERV) on Vietnam’s international trade. Using time-series data fitted to the Nonlinear Autoregressive Distributed Lag (NARDL) model, we find that positive changes in ERV have a negative impact on the trade balance in the short-ru...

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Veröffentlicht in:Buletin ekonomi moneter dan perbankan 2022-08, Vol.25 (2), p.203-214
Hauptverfasser: Truong, Loc Dong, Le, Ha Hoang Ngoc, Vo, Dut Van
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container_title Buletin ekonomi moneter dan perbankan
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creator Truong, Loc Dong
Le, Ha Hoang Ngoc
Vo, Dut Van
description This study examines the asymmetric effects of Exchange Rate Volatility (ERV) on Vietnam’s international trade. Using time-series data fitted to the Nonlinear Autoregressive Distributed Lag (NARDL) model, we find that positive changes in ERV have a negative impact on the trade balance in the short-run. On the other hand,increases in ERV have a positive impact on the trade balance in the long-run. We also find that negative changes in ERV do not have any significant effect on the trade balance.
doi_str_mv 10.21098/bemp.v25i2.1636
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title The asymmetric effects of exchange rate volatility on international trade in a transition economy: the case of Vietnam
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