Exchange rate variation and non-linear effect on exports: A sectoral analysis by Technological Intensity

Autores

DOI:

https://doi.org/10.14393/REE-v39n1a2024-68264

Palavras-chave:

Exports, Exchange rate, Technological Intensity, Asymmetries, NARDL

Resumo

This paper aims to assess the asymmetric effect of these exchange rate variations on Brazilian sector exports to the United States, from 1999 to 2020. We assess these impacts by observing the technological intensity of the sectors analyzed. This study has applied the Non-linear Autoregressive Distributed Lag (NARDL) model to 700 sectors of the Brazilian economy. The results show that there was a long-term relationship between exports from certain sectors, foreign income, and the exchange rate. Furthermore, we observe that exchange rate variations have an asymmetric effect on exports, which can be positive or negative, depending on the sector.

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Biografia do Autor

Matheus Pereira Ribeiro, UFJF

PhD in Economics from the Federal University of Juiz de Fora (UFJF)

Cláudio Roberto Fóffano Vasconcelos, Universidade Federal de Juiz de Fora

Professor of the Postgraduate Program in Economics at the Federal University of Juiz de Fora (UFJF)

Cláudio Eurico Seibert Fernandes da Silva, UFJF/UFR

PhD student in Economics at the Federal University of Juiz de Fora (UFJF) and Professor of Economics at the Federal University of Rondonópolis (UFR)

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Publicado

2024-07-31

Como Citar

PEREIRA RIBEIRO, M.; ROBERTO FÓFFANO VASCONCELOS, C.; SEIBERT FERNANDES DA SILVA, C. E. Exchange rate variation and non-linear effect on exports: A sectoral analysis by Technological Intensity . Revista Economia Ensaios, Uberlândia, Minas Gerais, Brasil, v. 39, n. 1, 2024. DOI: 10.14393/REE-v39n1a2024-68264. Disponível em: https://seer.ufu.br/index.php/revistaeconomiaensaios/article/view/68264. Acesso em: 21 nov. 2024.

Edição

v. 39 n. 1 (2024)

Seção

Artigos

Licença

Direitos Autorais para artigos publicados nesta revista são do autor, com direitos de primeira publicação para a revista. Em virtude da aparecerem nesta revista de acesso público, os artigos são de uso gratuito, com atribuições próprias, em aplicações educacionais e não-comerciais.