This paper investigates the determinants and impact of intra-regional trade within the three largest African trade blocs—the
Common Market for Eastern and Southern Africa (COMESA), the East African Community (EAC) and the Southern African
Development Community (SADC)—using Bayesian Model Averaging (BMA) on a panel of 26 member states from 1995 to 2022.
Conventional gravity‐model specifications are embedded in a model space that allows for parameter, functional-form and

multilateral-resistance uncertainty. Posterior inclusion probabilities reveal that traditional gravity covariates (GDP, distance,
adjacency, common language) remain dominant, but institutional quality, infrastructure indices and preferential trade agreement
(PTA) depth indicators exhibit high posterior support (> 0.85). Surprisingly, exchange-rate volatility and tariffs display low inclusion
probabilities once PTA depth is accounted for, suggesting that rules of origin and behind-the-border measures now drive trade costs.
Out-of-sample predictive checks show that BMA specifications reduce root-mean-square forecast errors by 11–18 % relative to
standard fixed-effects models. Counterfactual simulations indicate that a 10 % improvement in PTA depth could raise intra-bloc
trade by 6.4 % for COMESA, 8.1 % for EAC and 5.7 % for SADC, with larger gains accruing to landlocked members. Heterogeneity
tests reveal that the trade-enhancing effect of infrastructure is strongest where governance quality exceeds a threshold of –0.5 on
the World Governance Indicators index. Overall, the results provide robust evidence that deep integration—rather than shallow
tariff liberalisation—offers the most promising route to expanding trade among COMESA, EAC and SADC economies.