Exchange Rate Volatility and Imports Demand For the Islamic Republic of Iran
Document Type
Article
Publication Date
10-29-2014
Abstract
This study provides an analysis of imports demand for Iran. It uses time series methods to determine the imports demand. The idea is to capture and account for volatility of real effective exchange rate. The main models are Autoregressive Distributed Lag model and Generalised Autoregressive Conditional Heteroscedasticity. GARCH models account for volatility by dealing with heteroscedasticity. The quarterly data from 1981 Q1 to 2007 Q4 are first checked for stationarity.
Publication Title
International Journal of Trade and Global Markets
Volume
7
Issue
1
First Page
1
Last Page
17
Recommended Citation
Naghshpour, S.
(2014). Exchange Rate Volatility and Imports Demand For the Islamic Republic of Iran. International Journal of Trade and Global Markets, 7(1), 1-17.
Available at: https://aquila.usm.edu/fac_pubs/20006