IDEAS home Printed from https://ideas.repec.org/a/ids/ijesbu/v47y2022i2-3p142-155.html
   My bibliography  Save this article

Testing for asymmetric nonlinear short and long-run relationships between remittances and exchange rate volatility

Author

Listed:
  • Achouak Barguellil

Abstract

The purpose of this paper is to examine the determinants of emigrant remittances by highlighting the impact of asymmetric exchange rate volatility. We have estimated an asymmetric ARDL-PMG panel model on a sample of MENA countries observed over the period 1980-2017. The results of the ARDL-PMG nonlinear model estimates indicate that, in the long-run, economic growth and fixed capital accumulation both have significant upward impacts on emigrant remittances. The incorporation of the exchange rate asymmetry assumption suggests a positive and significant effect only for downward movements in the exchange rate. The impact of exchange rate fluctuations on emigrant remittances is significant only for negative changes.

Suggested Citation

  • Achouak Barguellil, 2022. "Testing for asymmetric nonlinear short and long-run relationships between remittances and exchange rate volatility," International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd, vol. 47(2/3), pages 142-155.
    • Handle: RePEc:ids:ijesbu:v:47:y:2022:i:2/3:p:142-155
    as

    Download full text from publisher

    File URL: http://www.inderscience.com/link.php?id=126705
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ids:ijesbu:v:47:y:2022:i:2/3:p:142-155. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sarah Parker (email available below). General contact details of provider: http://www.inderscience.com/browse/index.php?journalID=74 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.