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Article Information:
Effects of Real Exchange Rate Volatility on Jordanian International Trade
Rania Abedllah Almohaisen
Corresponding Author: Rania Abedllah Almohaisen
Submitted: February 24, 2015
Accepted: March 14, 2015
Published: May 20, 2015 |
Abstract:
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This study tries to investigate the Exchange Rate volatility effects on Jordanian International Trade for the period (1997Q1-2013Q2). The variables include Real Exchange Rate (RER) volatility on Real Gross Domestic Product (RGDP), Exports (EX) and Imports (IMP). In order to estimate volatility, this study used the Autoregressive Conditional Heteroscedasticity (ARCH) model proposed by Engle (1982) and the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model proposed by Bollerslev (1986). The results show that there is negative effects of real exchange rate volatility on imports and exports of Jordanian economy and a positive effect on real GDP.
Key words: ARCH , jordan, international trade, real exchange rate, volatility, ,
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Cite this Reference:
Rania Abedllah Almohaisen , . Effects of Real Exchange Rate Volatility on Jordanian International Trade. Current Research Journal of Economic Theory, (1): 11-13.
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ISSN (Online): 2042-485X
ISSN (Print): 2042-4841 |
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