TY - JOUR ID - 71784 TI - The Study of Exchange Rate Fluctuations on the Export Prices of Iranian Food Products (Dynamic Panel Data Approach) JO - Iranian Economic Review JA - IER LA - en SN - 1026-6542 AU - Mousavi Khaledi, Ommeh Hani AU - Mortazavi, Seyed Abolghasem AU - Khaliliyan, Sadegh AD - Department of Agricultural Economics, University of Tarbiat Modares, Tehran, Iran Y1 - 2019 PY - 2019 VL - 23 IS - 3 SP - 611 EP - 637 KW - Keywords: Exchange Rate Transfer KW - PMG KW - GMM. JEL Classification: F14 KW - F31 KW - C51 KW - C33 DO - 10.22059/ier.2019.71784 N2 - I n this paper, the evaluation of the real exchange rate transfer and the asymmetric transmission of real exchange rate fluctuations to the export prices of food products for the country during the period (2001-2015) was studied using two approaches of PMG and GMM systems. The TGARCH method was used to calculate the real exchange rate fluctuation index and the Markov Switching method was used to calculate the positive and negative shocks of the real exchange rate fluctuation.  The results of the study showed that the real exchange rate transfer was full on the export price of food products in the period under review. The real exchange rate fluctuation has increased production costs, thus increasing the export prices of food products. Export prices also react to positive, negative shocks are not the same exchange rate fluctuations, and the effect of negative shocks, exchange rate volatility has been more than positive shocks.   UR - https://ier.ut.ac.ir/article_71784.html L1 - https://ier.ut.ac.ir/article_71784_82865281b76967a139995f2f29a9a825.pdf ER -