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政大機構典藏 > 商學院 > 金融學系 > 期刊論文 > Item 140.119/73900

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/73900

Title:	The effect of exchange-rate uncertainty on unemployment in three developing Asian countries: evidence from bivariate GARCH approach
Authors:	Shen, Chung-Hua;Chang, Shu-Chen 沈中華
Contributors:	金融系
Keywords:	exchange-rate uncertainty;unemployment rate
Date:	2011-02
Issue Date:	2015-03-18 14:27:19 (UTC+8)
Abstract:	This article proposes a nonlinear model of bivariate Generalized AutoRegressive Conditional Heteroscedasticity with mean (GARCH-in-Mean) to construct time-varying exchange-rate uncertainty and estimate the effects of exchange-rate uncertainty on unemployment in three developing Asian countries. The effect that increasing exchange-rate uncertainty has a positive but unobvious impact on unemployment is verified for Taiwan and Singapore. The shock of exchange-rate uncertainty provides a large positive stimulus to unemployment initially, but the stimulus gradually falls in Singapore. In Taiwan, this shock on unemployment is relatively small than that in Singapore and will die out eventually.
Relation:	Applied Economics Letters, 18(8), 783-788
Data Type:	article
DOI 連結:	http://dx.doi.org/10.1080/13504851.2010.498347
DOI:	10.1080/13504851.2010.498347
Appears in Collections:	[金融學系] 期刊論文

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