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Augustine C. Arize

Researcher at Texas A&M University–Commerce

Publications -  130
Citations -  3319

Augustine C. Arize is an academic researcher from Texas A&M University–Commerce. The author has contributed to research in topics: Cointegration & Exchange rate. The author has an hindex of 28, co-authored 124 publications receiving 3059 citations. Previous affiliations of Augustine C. Arize include Texas A&M University & College of Business and Technology.

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Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's

TL;DR: In this article, the impact of real exchange-rate volatility on the export flows of 13 less developed countries (LDC's) over the quarterly period 1973-1996 was investigated empirically.
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Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach

TL;DR: In this paper, the authors examined the impact of real effective exchange rate on the trade balance of eight countries in the context of several nonlinear techniques, especially the nonlinear auto-regressive distributed lag model (NARDL).
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Exchange-Rate Volatility in Latin America and its Impact on Foreign Trade

TL;DR: In this article, the impact of real exchange-rate volatility on the export flows of eight Latin American countries over the quarterly period 1973-2004 was investigated empirically, and it was shown that increases in the volatility of the real effective exchange rate, approximating exchange rate uncertainty, exert a significant negative effect upon export demand in both the short-run and the long-run in each of the eight Latin America countries.
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Imports and exports in 50 countries: test of cointegration and structural breaks

TL;DR: In this article, the authors provided new evidence on the long-run convergence between imports and exports in 50 countries over the quarterly period 1973:2 to 1998:1, based on the Johansen [Johansen, S. (1995). Likelihood-based inference in cointegrating vector autoregressive models.
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The Effects of Exchange Rate Volatility on U.S. Imports: An Empirical Investigation

TL;DR: In this article, the impact of exchange-rate volatility on the import flows of the United States in the generalized floating exchange rate period has been investigated, and it is shown that there is a significant long-run negative effect of exchange rate volatility on import volume and a significant short-run positive effect on the volume of imports.