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Gravity, Scale and Exchange Rates
Working paper

Gravity, Scale and Exchange Rates

James E Anderson, Mykyta Vesselovsky, Yoto V Yotov and NBER
2013

Abstract

F10 - General F4 - Macroeconomic Aspects of International Trade and Finance
We develop a structural gravity model that introduces scale effects in bilateral trade. Scale effects and incomplete passthrough give two channels through which exchange rates have real effects on trade patterns. Estimates from Canadian provincial trade data identify these effects through their interaction with the US border. We find statistically and quantitatively significant economies of scale in cross-border trade in almost 2/3 of sectors. Real effects of exchange rate changes on trade are found for 12 of 19 goods sectors and none of 9 services sectors.

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