Impact of Shocks to Official Exchange Rate on Black Market Premium in Iran: A Two-Stage Model
Using an Autoregressive Distributed Lag approach & cointegration analysis, this paper examines the impacts of anticipated and unanticipated shocks to official exchange rate on black market exchange rate premium in Iran for the period 1980:1 – 2001:1. Following Barro (1977), Hoffman et al. (1984)...
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| Format: | Article |
| Language: | fas |
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Allameh Tabataba'i University Press
2004-06-01
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| Series: | فصلنامه پژوهشهای اقتصادی ایران |
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| Online Access: | https://ijer.atu.ac.ir/article_3880_cea385c0a3cfa4e69fc0919b7dca078f.pdf |