نوع مقاله : مقاله پژوهشی
نویسندگان
1 استادیار دانشکده اقتصاد دانشگاه سیستان و بلوچستان
2 دانشجوی دکتری اقتصاد دانشگاه سیستان و بلوچستان
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسندگان [English]
The exchange rate as a key variable in economic policis have been considered. Moreover , after applying the floating exchange rate regime in the 70s, the volatility and uncertainty of exchange rates and their effects on international trade also to be considered for researchers.. Although most trade models argue that exchange rate volatility increases the uncertainty and risk and therefore reduce trade flows, including imports, however, some studies it suggests the opposite. Hence, This study investigates the impact of real exchange rate uncertainty on import demand of Iran. The period of study is during 1980 – 2012. The EGARCH model is used to generate the log of GARCH variance series. The results from ARDL bounds testing for cointegration show that variable of real exchange rate and import variable are cointegrated. results of short-term dynamics and ECM estimation indicate that Even though there is no long-run impact, but the short-run negative
کلیدواژهها [English]
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