The impression of unsecure stock on Import by applying Egarch in Iran country

Journal Title: International Research Journal of Applied and Basic Sciences - Year 2013, Vol 6, Issue 11

Abstract

This paper investigates the effect of exchange rate uncertainty on the Iran import trade's he exchange rate uncertainty series were generated utilizing the EGARCH model. This model analyzes the symmetric effects. The analysis of uncertainty and asymmetry of the exchange rate shows significant EGARCHeffect on Iran exchange rates. The findings of the study indicate that there are significant asymmetric effects on the real exchange rate. Results show negative shocks had greater impact on volatility during the period .In the next stage imports demand function is estimated. There was a long run relationship among real import demand real national income real exchange rate and uncertainty of real exchange rate .Results show significant and negative impact of exchange rate uncertainty on Iran imports and demand is positively affected by real national income. Furthermore significant and negative impact of real exchange rate on Iran real imports is found.

Authors and Affiliations

Neda Ghodrat Abadi| Master amount of Economy and planning analyzing Economy systems, Research Science University, Tehran, Iran, email:nghodratabadi@yahoo.com, Reza Saremi| Master degree of governmental management, Research Science University, Tehran, Iran

Keywords

Related Articles

Looking at the Application of script and motifs on fabric with an emphasis on Iranian art

Iranians historically have been a symbol of art and artist that some of its signs can be searched in literature, architecture, cultural heritage and historical monuments. Art is one of the cultural heritages of each comm...

Value Engineering and its role in energy efficiency in educational buildings

Figures show that about 37 percent of total energy consumption in the building sector's energy consumption that has been increasing by an average increase of about 7%. Energy consumption in buildings of 6/2 times the dev...

Energy and sustainable development in traditional architectural concepts of rural settlements West of Iran ( case Uraman Village Bed )

and their surrounding materials, the issue of converting the flower basket of the world scientific conferences Architecture is discussed. nonrenewable energy of the principles of sustainable development. Byshtrrvsh analy...

The relationship between knowledge management and entrepreneurship

In modern and current information-oriented world, knowledge management plays main function and important role in organizations and society, because employing this concept leads to make capability in organizations till mo...

An investigation to the effects of risk and quality of services on e-banking customer satisfaction: Case study industrial city’s manager that is Meli bank customer at Golestan provenience

E-service offering is a chalengble active for today’s organizations. So, banks seek to increase customer satisfaction. The aim of this project is an investigation to the effects of risk and quality of services of e-banki...

Download PDF file
  • EP ID EP6323
  • DOI -
  • Views 276
  • Downloads 10

How To Cite

Neda Ghodrat Abadi, Reza Saremi (2013). The impression of unsecure stock on Import by applying Egarch in Iran country. International Research Journal of Applied and Basic Sciences, 6(11), 1700-1704. https://europub.co.uk/articles/-A-6323