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How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?

Jamal Bouoiyour () and Refk Selmi

MPRA Paper from University Library of Munich, Germany

Abstract: This study addresses the robustness of the connection between exchange rate uncertainty and Tunisia’s exports along several econometric methods, acknowledging the complexity of this relationship. To this end, we apply conventional methods (OLS by threshold, instrumental variable by threshold and ARDL Bounds testing approach) and new methods (evolutionary co-spectral analysis and wavelet decomposition). Both methods appear complementary. We find that the exchange rate uncertainty is always more detrimental to exports in the short term or when reaching certain thresholds. These outcomes clearly indicate that Tunisia was headed in the right direction and therefore the continuation of the policies already being pursued seem beneficial, while paying proper attention to short-run disturbances.

Keywords: Exchange rate uncertainty; exports; conventional methods; new methods. (search for similar items in EconPapers)
JEL-codes: C13 C4 C6 F14 (search for similar items in EconPapers)
Date: 2014-07
New Economics Papers: this item is included in nep-ara
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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