The Impact of Economic Policy Uncertainty on Exchange Rate Fluctuations with using the Nonlinear Autoregressive distributed lags Model (NARDL)

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

GUDARZI FARAHANI YAZDAN; Adeli Omidali; GHORBANI ATEFEH

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: JOURNAL OF ECONOMIC MODELING Year:2021 | Volume:5 | Issue:4 (19) Page(s): 147-171

Download Full-Text

Persian Verion

View:

870

Download:

Cites:

Information Journal Paper

Title

The Impact of Economic Policy Uncertainty on Exchange Rate Fluctuations with using the Nonlinear Autoregressive distributed lags Model (NARDL)

Author(s)

GUDARZI FARAHANI YAZDAN | Adeli Omidali | GHORBANI ATEFEH | Issue Writer Certificate

Keywords

Exchange RateQ2

UncertaintyQ2

Economic policiesQ1

Nonlinear Autoregressive distributed lags (NARDL)Q1

Abstract

The purpose of this paper is to investigate the effect of economic policy Uncertainty on Exchange Rate fluctuations in Iran. For this purpose, the data of the period 1368-1398 based on the frequency of quarterly data and the nonlinear autoregressive distributed lags have been used. The use of nonlinear models will lead to more realistic results than the response of the Exchange Rate variable to policy shocks. In this study, first, the Exchange Rate fluctuations index was modeled using the GARCH method, and in the second step, the effects of economic policy Uncertainty in the form of positive and negative shocks on Exchange Rate fluctuations were estimated using the NARDL method. The results of the estimated model show that Uncertainty in Economic policies in the form of monetary and fiscal policy shocks has led to increased instability in the Exchange Rate in the country. The analysis of shocks showed that the impact of negative shocks on the Exchange Rate was more severe than positive monetary and financial shocks.

Cites

No record.

References

No record.

Cite

APA: Copy

GUDARZI FARAHANI, YAZDAN, Adeli, Omidali, & GHORBANI, ATEFEH. (2021). The Impact of Economic Policy Uncertainty on Exchange Rate Fluctuations with using the Nonlinear Autoregressive distributed lags Model (NARDL). JOURNAL OF ECONOMIC MODELING, 5(4 (19) ), 147-171. SID. https://sid.ir/paper/393553/en

Vancouver: Copy

GUDARZI FARAHANI YAZDAN, Adeli Omidali, GHORBANI ATEFEH. The Impact of Economic Policy Uncertainty on Exchange Rate Fluctuations with using the Nonlinear Autoregressive distributed lags Model (NARDL). JOURNAL OF ECONOMIC MODELING[Internet]. 2021;5(4 (19) ):147-171. Available from: https://sid.ir/paper/393553/en

IEEE: Copy

YAZDAN GUDARZI FARAHANI, Omidali Adeli, and ATEFEH GHORBANI, “The Impact of Economic Policy Uncertainty on Exchange Rate Fluctuations with using the Nonlinear Autoregressive distributed lags Model (NARDL),” JOURNAL OF ECONOMIC MODELING, vol. 5, no. 4 (19) , pp. 147–171, 2021, [Online]. Available: https://sid.ir/paper/393553/en

Related Journal Papers

No record.

Related Seminar Papers

No record.

Related Plans

No record.

Recommended Workshops