RT Journal Article
T1 The Impact of the COVID-19 Pandemic on Exports in Africa: An Approach Based on Fractional Integration
A1 Robert Mudida, 
A1 Luis Alberiko Gil-Alana, 
A1 López Martínez, Gema
AB This paper examines the influence of the COVID-19 pandemic on exports in Africa. Fractional integration methods were applied to monthly African exports from 26 African countries from January 2011 to December 2020. We observe that the order of integration is found to be statistically smaller than 1 in all except a single country, Angola. For the rest of the African countries, shocks are transitory, showing mean reversion though with a large degree of heterogeneity across the countries, ranging from low levels of persistence with short memory behaviour in Sao Tome and Principle, theSeychelles and Kenya to high levels of persistence in the Democratic Republic of Congo.
PB Digital Commons on behalf of Afreximbank.
SN 2214-8523
YR 2023
FD 2023-12-27
LK https://hdl.handle.net/20.500.14352/124738
UL https://hdl.handle.net/20.500.14352/124738
LA eng
NO Mudida, R., Gil-Alana, L. A., &Lopez, G. (2023). The Impact Of The Covid-19 Pandemic On Exports In Africa: An Approach Based On Fractional Integration. Journal of African Trade, 10(1), article 4.
NO Luis AFinancial support from the MINEIC-AEI-FEDER ECO2017-85503-R project from ‘Ministerio de Economía, Industria y Competitividad’ (MINEIC), ‘Agencia Estatal de Investigacion ' (AEI) Spain and ‘Fondo Europeo de Desarrollo Regional' (FEDER).
DS Docta Complutense
RD 20 ene 2026