Dynamics Relationship between Credit Cycles and Currency Crises in Iran with a Time Varying Parameter Vector Auto-Regression Approach

The credit cycles have a major effect on the behavior of economic enterprises during periods of boom and recession. The change in the behavior of economic enterprises leads to its contagion to real and nominal sectors in the economy. On the other hand, the currency crises have influenced the investm...

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Bibliographic Details
Main Authors: Yazdan Gudarzi Farahani, Omidali Adeli
Format: Article
Language:fas
Published: Semnan University 2023-09-01
Series:مدلسازی اقتصادسنجی
Subjects:
Online Access:https://jem.semnan.ac.ir/article_7843_3d6b00e88e7512f2b531997e6067de2b.pdf