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The Impact of Exchange Rate Volatility on Indonesian Exports 2000:01-2010:09

M. IKHSAN, SE., Dr. Muhammad Edhie Purnawan, MA.

2011 | Tesis | S2 Ilmu Ekonomi dan Studi Pembangunan

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This paper examines the impact of exchange rate volatility on export flows of Indonesia to its five major trading partners for the period 2000:1-2009:09. Estimates of the cointegrating relations are obtained using Johansen’s multivariate procedure. Estimates of the short-run dynamics are obtained for each country using the error-correction technique. The major results show that increases in the volatility of the nominal exchange rate, approximating exchange rate uncertainty, yield a significant negative effect on export demand in both the short-run and the long run in each of the Indonesian exports.

Kata Kunci : Exchange Rate Volatility; Trade Flows


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