Study of the Instability Trend of Rural House Price in Iran
The objective of this research is to study of the instability trend of rural house price in Iran over the period of first quarter of 1996 to fourth quarter of 2015. To quantitative instability of rural house price, EGARCH model is used. The results indicate that the volatility of rural house price w...
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| Format: | Article |
| Language: | fas |
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Semnan University
2017-06-01
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| Series: | مدلسازی اقتصادسنجی |
| Subjects: | |
| Online Access: | https://jem.semnan.ac.ir/article_2971_54794c90fd93017ec5902bec5c506701.pdf |
| _version_ | 1797296654894759936 |
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| author | Hossein Panahi tavakkol aghayari hir seyed ali aleemran |
| author_facet | Hossein Panahi tavakkol aghayari hir seyed ali aleemran |
| author_sort | Hossein Panahi |
| collection | DOAJ |
| description | The objective of this research is to study of the instability trend of rural house price in Iran over the period of first quarter of 1996 to fourth quarter of 2015. To quantitative instability of rural house price, EGARCH model is used. The results indicate that the volatility of rural house price was high in the second quarter of 2001, the second and forth quarter of 2006, the second quarter of 2008 and second quarter of 2014. As among the volatilities respectively, the volatilities of the second quarter of 2006 and second quarter of 2014 were higher than others. Also, in other periods, the volatility of rural house price had a stable trend. |
| first_indexed | 2024-03-07T22:07:55Z |
| format | Article |
| id | doaj.art-27763b39d532460e9f1ceb9cc5189f86 |
| institution | Directory Open Access Journal |
| issn | 2345-654X 2821-2150 |
| language | fas |
| last_indexed | 2024-03-07T22:07:55Z |
| publishDate | 2017-06-01 |
| publisher | Semnan University |
| record_format | Article |
| series | مدلسازی اقتصادسنجی |
| spelling | doaj.art-27763b39d532460e9f1ceb9cc5189f862024-02-23T18:36:49ZfasSemnan Universityمدلسازی اقتصادسنجی2345-654X2821-21502017-06-01239912710.22075/jem.2018.13105.11012971Study of the Instability Trend of Rural House Price in IranHossein Panahi0tavakkol aghayari hir1seyed ali aleemran2Professor in Economics, Department of Economic Development and Planning, University of TabrizAsistant Professor in Demography, Department of Social Sciences, University of TabrizPh.D. Student in Economics, Department of Economic Development and Planning, University of TabrizThe objective of this research is to study of the instability trend of rural house price in Iran over the period of first quarter of 1996 to fourth quarter of 2015. To quantitative instability of rural house price, EGARCH model is used. The results indicate that the volatility of rural house price was high in the second quarter of 2001, the second and forth quarter of 2006, the second quarter of 2008 and second quarter of 2014. As among the volatilities respectively, the volatilities of the second quarter of 2006 and second quarter of 2014 were higher than others. Also, in other periods, the volatility of rural house price had a stable trend.https://jem.semnan.ac.ir/article_2971_54794c90fd93017ec5902bec5c506701.pdfinstabilityrural house priceegarch model |
| spellingShingle | Hossein Panahi tavakkol aghayari hir seyed ali aleemran Study of the Instability Trend of Rural House Price in Iran مدلسازی اقتصادسنجی instability rural house price egarch model |
| title | Study of the Instability Trend of Rural House Price in Iran |
| title_full | Study of the Instability Trend of Rural House Price in Iran |
| title_fullStr | Study of the Instability Trend of Rural House Price in Iran |
| title_full_unstemmed | Study of the Instability Trend of Rural House Price in Iran |
| title_short | Study of the Instability Trend of Rural House Price in Iran |
| title_sort | study of the instability trend of rural house price in iran |
| topic | instability rural house price egarch model |
| url | https://jem.semnan.ac.ir/article_2971_54794c90fd93017ec5902bec5c506701.pdf |
| work_keys_str_mv | AT hosseinpanahi studyoftheinstabilitytrendofruralhousepriceiniran AT tavakkolaghayarihir studyoftheinstabilitytrendofruralhousepriceiniran AT seyedalialeemran studyoftheinstabilitytrendofruralhousepriceiniran |