MSc Thesis · 2020 · Erasmus School of Economics

An augmented gravity model of OECD bilateral exports.

Institutions, infrastructure, and globalization — and how each moves bilateral aggregate exports between 36 OECD economies over the 1995–2018 panel. A traditional gravity equation extended with state fragility, an innovation index, and economic + political globalization indices.

Author · Tom Scholtes Institution · Erasmus University Rotterdam Programme · MSc International Economics Pages · 78 Period · 1995–2018
01 — Hypotheses

Seven hypotheses on what moves bilateral exports.

The paper tests seven hypotheses against the OECD panel — three on standard trade-policy variables (EU, RTAs, common currency), four extending the gravity model into institutional quality, infrastructure, globalization, and tariff barriers.

H1
EU membership. EU members' exports are higher with each other than with non-EU partners.
H2
RTAs. Regional Trade Agreements increase aggregate exports between members of a common RTA.
H3
Common currency. A shared currency expands trade through reduced transaction fees and the absence of FX risk.
H4
Institutional quality. Improvements in the exporter's institutional quality promote bilateral aggregate exports.
H5
Infrastructure. Better exporter infrastructure boosts trade through efficiency gains and lower implicit trade costs.
H6
Globalization. Higher exporter globalization boosts trade via interdependence between elements of the global economy.
H7
Tariffs. An increase in most-favored-nation tariffs negatively impacts bilateral trade.
02 — Findings

What the data actually said.

Estimated with fixed-effects OLS over 1995–2018, with all specifications passing the RESET test for misspecification. The results split cleanly into three buckets — robust positives, expected negatives, and the perplexing.

Positive · robust

Economic & political globalization

Both globalization indices contribute substantially and consistently to bilateral exports across the full and recent (2011–2018) periods. The paper's headline contribution.

Positive · robust

Innovation index

An exporter's innovation capacity has a significant, positive impact on bilateral aggregate exports.

Positive · robust

Road infrastructure quality

Among infrastructure indicators, road quality stands out with a substantial positive effect on the dependent variable.

Positive · expected

EU, RTAs, common currency

Both reporter and partner being EU or RTA members raises bilateral exports; common currency raises them further still.

Negative · robust

State fragility

Higher state fragility on the exporter side meaningfully depresses bilateral exports — consistent with the institutions-as-trade-cost view.

Counter-intuitive

Political stability & market openness

Both come in negative — the most perplexing results. Possible explanation: stable, open exporters service larger domestic markets and source more inputs locally, dampening measured export volume.

03 — Highlights

What's new here.

Most gravity-model papers stop at GDP, distance, RTAs, and currency. This thesis extends the equation with three under-tested exporter-side variables and re-runs everything on a shorter, more recent sub-period.

Contribution

  • Globalization, end-to-end. First gravity-model treatment of the KOF economic and political globalization indices on OECD exports — both come out significant and positive.
  • State fragility added. Brings a fragility dimension to a literature that traditionally proxies institutions with WGI / Heritage indicators alone.
  • Innovation as a determinant. Tests the Global Innovation Index directly against bilateral exports — significant, positive, and robust.
  • Two windows, not one. Re-runs the full model on the post-crisis sub-period 2011–2018 to surface effects that wash out over longer panels.

Method

  • Augmented gravity equation with country-pair and year fixed effects, OLS estimation.
  • Misspecification handled. Every specification clears the RESET test before being interpreted.
  • Robustness table swaps in alternate fixed-effect structures (country-time-varying vs. time-invariant pair) to stress-test EU and RTA coefficients.
  • Standard controls retained: GDP, distance, contiguity, common language, colonial ties, FDI stock, exchange rate, EU, common currency.
Sample
OECD bilateral pairs
Period
1995 – 2018
Estimator
Fixed-effects OLS
Diagnostics
RESET-test passing
04 — Full document

The thesis, in full.

All 78 pages — abstract, literature review, methodology, results tables, robustness checks, appendices and references. Use the toolbar inside the viewer to navigate, search, or zoom.

Tom_Scholtes_Thesis.pdf · 78 pages