EFFECT OF EXCHANGE RATE UNCERTAINTY ON THE IMPORT DEMAND OF IRAN APPLICATION OF ARDL AND EGARCH METHODS

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ZAMANIAN GHOLAMREZA; BEHRAD AMIN MEHDI

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Journal Paper

Paper Information

Journal: JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN Year:2015 | Volume:3 | Issue:12 Page(s): 129-148

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Information Journal Paper

Title

EFFECT OF EXCHANGE RATE UNCERTAINTY ON THE IMPORT DEMAND OF IRAN APPLICATION OF ARDL AND EGARCH METHODS

Author(s)

ZAMANIAN GHOLAMREZA | BEHRAD AMIN MEHDI | Issue Writer Certificate

Keywords

EXCHANGE RATE UNCERTAINTYQ2

EGARCHQ2

IMPORTSQ2

ARDL BOUNDS TESTINGQ2

Abstract

The exchange rate as a key variable in economic policis have been considered. Moreover, after applying the floating exchange rate regime in the 70s, the volatility and uncertainty of exchange rates and their effects on international trade also to be considered for researchers. Although most trade models argue that exchange rate volatility increases the uncertainty and risk and therefore reduce trade flows, including IMPORTS, however, some studies it suggests the opposite. Hence, This study investigates the impact of real EXCHANGE RATE UNCERTAINTY on import demand of Iran. The period of study is during 1980 – 2012. The EGARCH model is used to generate the log of GARCH variance series. The results from ARDL BOUNDS TESTING for cointegration show that variable of real exchange rate and import variable are cointegrated. results of short-term dynamics and ECM estimation indicate that Even though there is no long-run impact, but the short-run negative.

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APA: Copy

ZAMANIAN, GHOLAMREZA, & BEHRAD AMIN, MEHDI. (2015). EFFECT OF EXCHANGE RATE UNCERTAINTY ON THE IMPORT DEMAND OF IRAN APPLICATION OF ARDL AND EGARCH METHODS. JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN, 3(12), 129-148. SID. https://sid.ir/paper/226589/en

Vancouver: Copy

ZAMANIAN GHOLAMREZA, BEHRAD AMIN MEHDI. EFFECT OF EXCHANGE RATE UNCERTAINTY ON THE IMPORT DEMAND OF IRAN APPLICATION OF ARDL AND EGARCH METHODS. JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN[Internet]. 2015;3(12):129-148. Available from: https://sid.ir/paper/226589/en

IEEE: Copy

GHOLAMREZA ZAMANIAN, and MEHDI BEHRAD AMIN, “EFFECT OF EXCHANGE RATE UNCERTAINTY ON THE IMPORT DEMAND OF IRAN APPLICATION OF ARDL AND EGARCH METHODS,” JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN, vol. 3, no. 12, pp. 129–148, 2015, [Online]. Available: https://sid.ir/paper/226589/en

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