Asymmetry Effects of Exchange Rate Changes on Domestic Production in Emerging Countries

Mohsen Bahmani-Oskooee and Amirhossein Mohammadian ()

Emerging Markets Finance and Trade, 2018, vol. 54, issue 6, 1442-1459

Abstract: Previous studies that tried to assess the impact of exchange rate changes on domestic production of emerging economies assumed that the effects are symmetric and used a linear model to provide mixed results. In this article, we try to determine whether exchange rate changes could have asymmetric effects which amounts to using a nonlinear model. We find that the nonlinear model performs much better than the linear model and yields results that support asymmetry effects of exchange rate changes on domestic production in many of the countries in our sample, both in the short run and in the long run.

Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (20)

Downloads: (external link)
http://hdl.handle.net/10.1080/1540496X.2017.1307730 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mes:emfitr:v:54:y:2018:i:6:p:1442-1459

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/MREE20

DOI: 10.1080/1540496X.2017.1307730

Access Statistics for this article

More articles in Emerging Markets Finance and Trade from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().