A Dynamic Analysis of Egyptian Orange Exports to Russia: A Co-integration Analysis

Abstract

This paper analyzes the determinants of Egyptian orange exports to Russia by apply- ing an autoregressive distributed lag approach to quarterly data covering the period 1996-2014. Our major findings indicate that i) A one percent increase in the Russian GDP would lead to an increase of about 3.7% in Egypt’s orange exports to Russia in the long run, ii) Egypt’s export price relative to the export prices of other competitors has a negative statistically significant influence on orange exports to Russia, and iii) unlike our expectations, trade liberalization efforts between Egypt and Russia have had a negative influence on orange exports to Russia.