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The Effect of Real Exchange Rate Volatility on the Export of Iran’s Petrochemicals: Markov-Switching Approach

Mohammad Mahdi Barghi Oskooee

Volume 21, Issue 8 , January 2015, , Pages 202-231

https://doi.org/10.22067/pm.v21i8.45865

Abstract
  Abstract The main objective of this paper is investigation of the impact of real exchange rate volatility on exports of Iran petrochemical over the period of 1970-2010. In order this goal the real exchange rate volatility index has been estimated by EGARCH (0, 1) model. Then by using nonlinear Markov ...  Read More