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
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- EP ID EP6323
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