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政大典藏 > College of Commerce > Department of Money and Banking > Proceedings > Item 140.119/73952

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Title:	Estimating the impact of exchange-rate uncertainty on unemployment in developing Asian countries
Authors:	Shen, Chung-Hua;Ting, Chung-Te;Chang, Shu-Chen 沈中華
Contributors:	金融系
Keywords:	autoregressive conditional heteroskedasticity;Exchange Rate;Generation Time;Nonlinear Model
Date:	2007
Issue Date:	2015-03-23 18:08:14 (UTC+8)
Abstract:	This paper employs a nonlinear model of bivariate generalized autoregressive conditional heteroskedasticity with mean to generate time-varying exchange-rate uncertainty and to simultaneously estimate the effects of exchange-rate uncertainty on unemployment in three developing Asian countries. This approach thus avoids overstating the level of uncertainty which has been characteristic of previous studies. It is found that the argument that lagged unemployment has an impact on exchange-rate uncertainty holds for South Korea and Taiwan, but it is less obvious in Singapore. On the other hand, in Taiwan and Singapore, the effect, that increased exchange-rate uncertainty has an obvious, positive impact on unemployment has not been substantiated.
Relation:	IEEE International Conference on Grey Systems and Intelligent Services, Date of Conference: 18-20 Nov. 2007, Page(s):1426 - 1429
Data Type:	conference
DOI link:	http://dx.doi.org/10.1109/GSIS.2007.4443508
DOI:	10.1109/GSIS.2007.4443508
Appears in Collections:	[Department of Money and Banking] Proceedings

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