The validity of Rodrik's conclusion on real exchange rate and economic growth: factor priority evidence from feature selection approach.

The undesirable effect of poor exchange rate policy on economic growth has been firmly established in the literature using various parametric methods of econometric techniques. However, less is known about the prioritization of the exchange rate as a determinant of economic growth using a nonparamet...

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Published in:Palgrave Communications Vol. 6; no. 1; pp. 1 - 7
Main Authors: Seraj, Mehdi, Bahramian, Pejman, Alhassan, Abdulkareem, Shahabad, Rasool Dehghanzadeh
Format: Article
Published: Springer Nature 5/5/2020
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Online Access:View this record in EBSCOhost
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      dt: 5/5/2020
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        10.1057/s41599-020-0465-9
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        atl: The validity of Rodrik's conclusion on real exchange rate and economic growth: factor priority evidence from feature selection approach.
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        au:
          Seraj, Mehdi
          Bahramian, Pejman
          Alhassan, Abdulkareem
          Shahabad, Rasool Dehghanzadeh
        affil:
          Near East University, Nicosia, North Cyprus, Turkey
          Queens University, Kingston, Ontario, Canada
          Eastern Mediterranean University, Famagusta, North Cyprus, Turkey
      su:
        Foreign exchange rates
        Economic development
        Feature selection
        Economic impact
        Particle swarm optimization
        South Africa
        Slovakia
        Germany
      sug:
        subj:
          South Africa
          Slovakia
          Germany
          Foreign exchange rates
          Economic development
          Feature selection
          Economic impact
          Particle swarm optimization
      ab: The undesirable effect of poor exchange rate policy on economic growth has been firmly established in the literature using various parametric methods of econometric techniques. However, less is known about the prioritization of the exchange rate as a determinant of economic growth using a nonparametric approach. Thus, this study introduced machining learning approach (feature selection, particle swarm optimization—PSO, and genetic algorithm—GA techniques) to evaluate the relative primacy of the exchange rate for sustainable economic growth in Germany, South Africa, and Slovakia using Rodrik model with time series data from 1990 to 2016. The study reveals that GDP per capita is the most crucial variable for economic growth in Germany and South Africa whereas, in Slovakia, the real exchange rate takes precedence over all other determinants of economic growth. That is, exchange rate takes precedence over other factors as a determinant of economic growth in an economy (Slovakia) with the high rate of trade openness while income per capita is the most important determinant of economic growth in economies (Germany and South Africa) with a relatively lower rate of trade openness. This partly supports Rodrik's conclusion. We, therefore, recommend that highly opened economies should focus on viable exchange rate policies, such as undervaluation of currency to enhance sustained economic growth. On the other hand, relatively less open economies should focus on policies that improve income per capita rather than exchange rate policies.
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    language: English
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