How does inflation uncertainty interact with inflation rate? The purpose of this article is to assess this question in Egypt in a wavelets transform framework. We investigate the direction of causality in the relationship inflation-inflation uncertainty by combining component GARCH model,...

The nexus between inflation and its uncertainty has been a topic of wide dispute. Using wavelet decomposition and with special reference to Egypt for the period 1960-2013, we find that the focal relationship varies substantially among the different frequencies involved. In the short-run,...

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...

Several factors have been highlighted to explain the controversial effect of exchange rate uncertainty on international trade. However, the empirical evidence is rather mixed. The main focus of this paper is to reconcile the apparently conflicting results from 59 studies published between 1984...

Are exchange rate uncertainty affect export performance? This paper assesses this question using meta-analysis on a sample of 56 studies from 1984 to 2013 for the purpose of cumulating the findings across studies in order to reconcile the conflicting results of prior researches. The total sample...