Bajpai, Siddharth; Mohanty, Samarendu - Southern Agricultural Economics Association - SAEA - 2008
A structural time series approach utilizing the state space model is used to analyze the impact of exchange rate volatility on the bilateral U.S. cotton exports to major export destinations. An EGARCH (Exponential Generalized Autoregressive Conditional Heteroskedasticity) model with normal and...