Are Exchange Rate, Exports and Domestic Investment in Tunisia Cointegrated? A Comparison of ECM and ARDL Model

Sayef Bakari and Sofien Tiba

Economic Research Guardian, 2020, vol. 10, issue 1, 33-43

Abstract: The objective of the paper is to investigate the effect of the exchange rate, exports, and domestic investment by adopting a comparative approach between the ECM and ARDL procedure for the case of the Tunisian economy during the period of study1966-2017. Our insights of Error Correction Model recorded that the Domestic Investment and Exports have a negative impact on Exchange Rate. In accordance with the highlights of the ARDL model. Understanding these controversial nexus seems to be vitality, especially, for this current critical situation of the Tunisian economy.

Keywords: Exchange rate; Exports; Domestic investment; ECM; ARDL (search for similar items in EconPapers)
JEL-codes: E22 F13 F14 F15 F34 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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Related works:
Working Paper: Are Exchange Rate, Exports and Domestic Investment in Tunisia Cointegrated? A Comparison of ECM and ARDL Model (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:wei:journl:v:10:y:2020:i:1:p:33-43

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