Rapp, Tammy A.; Reddy, Nallapu N. - In: The Journal of Economics 26 (2000) 1, pp. 87-104
This paper, utilizing cointegration and error correction models, examines the long run and short run impacts of exchange rate volatility on United States sector exports to Canada, France, Germany, Italy, Japan, and the United Kingdom. A long run cointegrating vector was found to exist for the...