Exchange rate volatility and imports demand for the Islamic Republic of Iran
by Shahdad Naghshpour
International Journal of Trade and Global Markets (IJTGM), Vol. 7, No. 1, 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.

Online publication date: Wed, 29-Oct-2014

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