文章基本信息

标题：The effects of exchange rate uncertainty on export and import volume in Albania
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作者：Rozana Liko
期刊名称：Academic Journal of Business, Administration, Law and Social Sciences
印刷版ISSN：2410-3918
电子版ISSN：2410-8693
出版年度：2018
卷号：4
期号：1
页码：226-232
出版社：IIPCCL
摘要：We investigate the effects of exchange rate uncertainty on export (import) in the context of avector auto regression model. We measure the uncertainty of exchange rate using the GARCHmodel, more precisely the conditional standard deviation of the forecast error of exchangerate. We use monthly data from January 2009 to June 2017. The results suggest that exchangerate uncertainty have a negative insignificant effect on export and a positive significant effecton import.
关键词：Exchange rate uncertainty; Export; Import; GARCH model; VAR model.