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The effect of real exchange rate misalignment on South Africa's manufactured exports
Thesis   Open access

The effect of real exchange rate misalignment on South Africa's manufactured exports

Tebogo Hope Phasha
MPhil, University of Johannesburg
2025
Handle:
https://hdl.handle.net/10210/519405

Abstract

Foreign exchange rates -- Economic aspects Exports Manufactures -- Economic aspects
This study analysed the effect of real exchange rate (RER) misalignment on South Africa’s total manufactured exports, as well as on selected sub-manufacturing sectors—namely metals, chemicals, and transport equipment—over the span of the first quarter of 1998 to the fourth quarter of 2019. The RER misalignment was constructed using the Behavioural Equilibrium Exchange Rate (BEER) framework, employing the Johansen Cointegration Test. On the other hand, the Autoregressive Distributed Lag (ARDL) model was used to estimate the export supply functions, which assessed the effect of the RER misalignment on manufactured exports. The long-run estimates from an ARDL model revealed that RER misalignment significantly reduced total manufactured exports by 0.19%. Sub-sector analysis showed even greater vulnerabilities, with transport equipment and chemical exports declining by 0.7370% and 0.3551%, respectively. In contrast, metal exports benefited from RER misalignment, exhibiting a positive association of 0.2431%. In the short run, the effects were more nuanced; RER misalignment negatively affected metal and chemical exports, but had a positive and significant effect on transport equipment exports. These findings highlight the differentiated sectoral effects of RER misalignment and underscore the need to continuously monitor the RER, along with the adaptability of export-led strategies to support export growth.
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