Modelling the Effects of Currency Exchange Rate Volatility on Philippine Balance of Trade Using Granger Causality Test

Modelling the Effects of Currency Exchange Rate Volatility on Philippine Balance of Trade Using Granger Causality Test

Background: Trade contributes to a nation's economic development, and the exchange rate indicates a country's trade competitiveness. This study investigates the potential for a bidirectional causal relationship between exchange rate volatility and trade balance in the Philippines. Methods...

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Bibliographic Details
Main Authors: Charlotte Sarsaba, Izon Garret Diano, Jamaica Daro, Catherine Gonzaga, Karyme Ishe Pasulojan, Mary Joy Teodosio, Joey Estorosos
Format: Article
Language:English
Published: Center for Policy, Research and Development Studies 2025-06-01
Series:Recoletos Multidisciplinary Research Journal
Subjects:
exchange rate volatility
balance of trade
granger causality test
Online Access:https://rmrj.usjr.edu.ph/rmrj/index.php/RMRJ/article/view/2539
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