Determining the Effect of Productivity Shock and Fluctuation Shock of Foreign Exchange Earning on the Household Asset Basket in the Iranian Economy using Dynamic Stochastic General Equilibrium Approach

Determining the Effect of Productivity Shock and Fluctuation Shock of Foreign Exchange Earning on the Household Asset Basket in the Iranian Economy using Dynamic Stochastic General Equilibrium Approach

Financial markets, especially the capital market, may have strong links with other economic sectors. One of the most important aspects of investment is to determine the “optimal investment portfolio”. To date, some research has been conducted to determine the optimal portfolio with” artificial intel...

Full description

Bibliographic Details
Main Authors: habib mosavi, Nader Mehregan, mohammedreza yousefi sheikh robat
Format: Article
Language:fas
Published: Tarbiat Modares University 2021-09-01
Series:پژوهشهای اقتصادی
Subjects:
optimal portfolio
dsge model
torques
random shocks
impulse response function
Online Access:http://ecor.modares.ac.ir/article-18-48700-en.pdf

Internet

http://ecor.modares.ac.ir/article-18-48700-en.pdf

Similar Items