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匯率對美國雙邊貿易的影響—基於引力模型分析
Thesis

匯率對美國雙邊貿易的影響—基於引力模型分析

許雯甯
Masters, 國立清華大學, 經濟學系所
2017

Abstract

雙邊貿易 引力模型 匯率 油價波動 Bilateral trade Gravity model Exchange rate Crude oil Price volatility
The effect of exchange rates on international trades, has been controversial in the literature. This paper investigates how exchange rate and volatility of oil prices impact bilateral trade between United State and 175 trading partners from 2002 to 2016. While the trade dramatically collapsed after global financial crisis in 2008, we also examine the effects of exchange rate and oil price uncertainty on trade during pre-crisis and post-crisis periods. Data of 175 countries between 2002 and 2016 is obtained from U.S. Census Bureau, Word Bank (WB), International Monetary Fund (IMF) and Federal Reserve Economic Data (FRED). The estimated results reveal that economic size and market size of foreign partners, exchange rate and exchange rate regime have significant effects on bilateral trade between America and these 175 countries.

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