نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشجوی کارشناس ارشد اقتصاد کشاورزی دانشگاه شهید باهنر کرمان
2 دانشیار اقتصاد کشاورزی دانشگاه شهید باهنر کرمان.
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسندگان [English]
Fluctuations in exchange rates due to the effect on other economic variables, are the major issues discussed In each Economic. Non-oil exports is one of the most important variables that are influenced by the exchange rate fluctuations. According to the proposed policy, in the economic development program of Iran, non-oil exports has a specific place. In the past three decades, numerous fluctuations in the exchange rate in Iran has, consequently, The importance of uncertainty caused by the impact of exchange rate volatility on non-oil exports of Iran must be perused. The main point in this paper is that whether exchange rate uncertainly has a significant effect on non-oil export in Iran or not. For answer to this question, exchange rate uncertainty estimated by generalized auto-regressive conditional heteroscedasticity model (GARCH). Then for estimating the relationship between exchange rate uncertainty and exports for the period 1980-2010, was used econometrics vector error correction model (VECM) and vector regression (VAR). The results shows that exchange rate uncertainty in short-term coefficient 1.06 and in the long term coefficient 7.29, has a significant negative effect on non-oil exports. So the expansion of exchange rate uncertainty create the unsuitable conditions for export, leads to; exporters exit export departments and also decreases the non-oil exports.
کلیدواژهها [English]