Investigating the Asymmetric Effects of Short-Run and Long-Run Exchange Rates on Gross Domestic Product of Selected Countries; NARDL-PMG Approach

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.

Nazemi Behroz; SHARIFI RENANI HOSSEIN; Daei Karimzade Saeid

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

Journal Paper

Paper Information

Journal: Journal of Economic Studies and Policies Year:2020 | Volume:7 | Issue:1 (13) Page(s): 233-256

Download Full-Text

Persian Verion

View:

257

Download:

Cites:

Information Journal Paper

Title

Investigating the Asymmetric Effects of Short-Run and Long-Run Exchange Rates on Gross Domestic Product of Selected Countries; NARDL-PMG Approach

Author(s)

Nazemi Behroz | SHARIFI RENANI HOSSEIN | Daei Karimzade Saeid | Issue Writer Certificate

Keywords

Exchange Rate

GDP

asymmetric shock

NARDL-PMG approach

Abstract

The Exchange Rate fluctuations has both effect on the demand side of the economy as a whole (the net export channel) and the supply side (through the import of intermediate goods channel), it is important to examine its effects on production. It can provide appropriate policy recommendations for managing the country's economic demand. The purpose of this paper was to investigate the asymmetric short-run and long-run effects of the Exchange Rate on the GDP of selected countries using the NARDL-PMG approach. For this purpose, statistical information of selected countries for the period of 1990-2018 was used. In this study, using ARDL method with non-linear distribution interruptions, positive and negative Exchange Rate shocks have been extracted and in the form of panel data method, its effects on GDP of selected countries have been investigated. The results showed that the positive and negative shocks of the Exchange Rate had asymmetric and different effects on the GDP of the countries. The results showed that positive shocks in the Exchange Rate and an increase in it led to a decrease in GDP and negative shocks and a decrease in the Exchange Rate led to an increase in the GDP of countries.

Cites

No record.

References

No record.

Cite

APA: Copy

Nazemi, Behroz, SHARIFI RENANI, HOSSEIN, & Daei Karimzade, Saeid. (2020). Investigating the Asymmetric Effects of Short-Run and Long-Run Exchange Rates on Gross Domestic Product of Selected Countries; NARDL-PMG Approach. JOURNAL OF ECONOMIC STUDIES AND POLICIES, 7(1 (13) ), 233-256. SID. https://sid.ir/paper/960689/en

Vancouver: Copy

Nazemi Behroz, SHARIFI RENANI HOSSEIN, Daei Karimzade Saeid. Investigating the Asymmetric Effects of Short-Run and Long-Run Exchange Rates on Gross Domestic Product of Selected Countries; NARDL-PMG Approach. JOURNAL OF ECONOMIC STUDIES AND POLICIES[Internet]. 2020;7(1 (13) ):233-256. Available from: https://sid.ir/paper/960689/en

IEEE: Copy

Behroz Nazemi, HOSSEIN SHARIFI RENANI, and Saeid Daei Karimzade, “Investigating the Asymmetric Effects of Short-Run and Long-Run Exchange Rates on Gross Domestic Product of Selected Countries; NARDL-PMG Approach,” JOURNAL OF ECONOMIC STUDIES AND POLICIES, vol. 7, no. 1 (13) , pp. 233–256, 2020, [Online]. Available: https://sid.ir/paper/960689/en

Related Journal Papers

No record.

Related Seminar Papers

No record.

Related Plans

No record.

Recommended Workshops