European Union Trade
Exchange rate impact

The impact of exchange rate fluctuations on international trade has long been a major concern for policy-makers. This is particularly the case in Europe, where countries trade extensively with each other. The ERM crisis that began in the summer of 1992 generated increased exchange rate fluctuations and, therefore, renewed concerns about consequences for trade inside the EU. In Discussion Paper No. 1041, Research Fellows André Sapir and Axel Weber, and Khalid Sekkat assess the likely impact of the exchange rate crisis on trade flows inside and outside the EU. The analysis indicates the need to distinguish between short-term oscillations (volatility) and medium-term fluctuations (misalignment). The recent ERM crisis is likely to have had some negative impact on trade within the region, but this impact is probably quite small. No apparent link between trade volumes and exchange rate volatility is found. But it is shown that the direction of period-to-period exchange rate changes rather than their absolute size appears to matter for trade flows.

Three policy scenarios to deal with the current situation are offered. The first is a return to the `old EMS' with narrow bands. The second option is continuing with the present `new EMS' with broad bands. The last option is a speedy transition towards economic and monetary union. It is suggested that the last option would greatly enhance the potential gains from the internal market programme, by eliminating exchange rate risks for economic operators.

The Impact of Exchange Rate Fluctuations on European Union Trade
André Sapir, Khalid Sekkat and Axel A Weber


Discussion Paper No. 1041, November 1994 (IM)