Payame Noor University Economic Growth and Development Research 2228-5954 4 15 2014 08 23 Investigation the Impact of Exchange Rate Uncertainty on Economic Growth in Iran by Neural Networks Investigation the Impact of Exchange Rate Uncertainty on Economic Growth in Iran by Neural Networks 40 25 941 FA Mojtaba Kazemi Seyed Abdolmajid Jalaee Esfand Abadi Hossein Akbari Fard Journal Article 2013 09 30 In this paper, in order to empirically examine and predict the effect of exchange rate uncertainty on economic growth in Iran over the period 1959 to 2010, econometrics methods and artificial neural network are applied. For this purpose, at first the exchange rate uncertainty is calculated by the generalized autoregressive conditional heteroskedasticity (GARCH) method. Then the impact of exchange rate uncertainty on economic growth in Iran has been tested. For this purpose, the proper network, in according to valuation criterions like determination coefficient and mean square of error were determined. Then research hypothesis has been investigated by attention to trained artificial neural network. The results indicate that exchange rate uncertainty has had a weak negative effect on Iran economic growth in recent years. Of course, it is expected that this effect in the future to be significantly stronger. In this paper, in order to empirically examine and predict the effect of exchange rate uncertainty on economic growth in Iran over the period 1959 to 2010, econometrics methods and artificial neural network are applied. For this purpose, at first the exchange rate uncertainty is calculated by the generalized autoregressive conditional heteroskedasticity (GARCH) method. Then the impact of exchange rate uncertainty on economic growth in Iran has been tested. For this purpose, the proper network, in according to valuation criterions like determination coefficient and mean square of error were determined. Then research hypothesis has been investigated by attention to trained artificial neural network. The results indicate that exchange rate uncertainty has had a weak negative effect on Iran economic growth in recent years. Of course, it is expected that this effect in the future to be significantly stronger. https://egdr.journals.pnu.ac.ir/article_941_a7f040b47bf22e4b87bec43e489d656d.pdf