A Structured Vector Autoregressive (VAR) for Iranian Economy

This paper is based on a cointegrated I(2) and I(1) variables models money, price, output, real effective exchange rate and interest rates in Iran over period 1990 quarter 1-2006 quarter 4. The empirical findings demonstrated long-run homogeneity between price and money was broken down and the hypot...

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Bibliographic Details
Main Authors: Nasser Khiabani, Jamshid Pajuyan, Akbar Komeyjani
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2010-03-01
Series:Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī
Online Access:https://joer.atu.ac.ir/article_2795_07de687c4689749f7a2fa48587891934.pdf