The Effect of Exchange Rate Uncertainty on Import with TARCH Approach

Teimour Mohammadi; Mehdi Taghavi; Abolghasem Bandidarian

Volume 1, Issue 4 , October 2011, , Pages 211-220

  This paper investigates the effect of exchange rate uncertainty on the Iran’s import trade. The exchange rate ‎uncertainty series were generated utilizing the TARCH model. This model analyzes the asymmetric effects. The analysis of uncertainty and asymmetry ‎of the exchange rate shows significant ...  Read More