The Role of the Media in Shaping Dynamic Economic Expectations and asset markets
The Impact of Media on Economic Activity from the Channel to Provide Information and the Formation or Change of Economic Behavior and the Portfolio of Financial Assets of Individuals, is one of the Main Topics of Media Studies and Economics. Paying Attention to the Repetition Element in the Media fo...
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| Format: | Article |
| Language: | fas |
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Semnan University
2020-02-01
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| Series: | مدلسازی اقتصادسنجی |
| Subjects: | |
| Online Access: | https://jem.semnan.ac.ir/article_3976_e738143f5b04b1cec8fe6dea2a0a7d2d.pdf |
| _version_ | 1797296688757473280 |
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| author | Farshad Parvizian Alireza Erfani Esmaiel Abounoori |
| author_facet | Farshad Parvizian Alireza Erfani Esmaiel Abounoori |
| author_sort | Farshad Parvizian |
| collection | DOAJ |
| description | The Impact of Media on Economic Activity from the Channel to Provide Information and the Formation or Change of Economic Behavior and the Portfolio of Financial Assets of Individuals, is one of the Main Topics of Media Studies and Economics. Paying Attention to the Repetition Element in the Media for the Persuasion of the Audience Over Time Reflects the Creation of Time Dependent Dynamics in Family GARCH Models as one of the Most Common Methods of Study of is Variability. Simultaneous Comparison of the Results of the Estimation of Variability Models in Two Cases Without BEKK-MGARCH and Time Dependent DCC-MGARCH, to Examine the Effect of the Presence of the Head of the Central Bank in the Media on the Economic Behavior of the Society, Indicates the Significance of the Variability Relations and Time-Dependent Conditional Correlations and the Creation of a Type of Time-Based Elemental Expectation Patterns. According to the Results of this model, the Coefficient of Influence of the Presence of the Money official in the Media on the Value of the Dollar Rate and the Total Index of the Stock Market is Significant. The Effect of the Media Presence of the Monetary Authority on the Rate of Return on the Dollar, Through the Establishment of a Dynamic Conditional Correlation Between the Changes in the Dollar and the Coin Rates, also Influence of the Monetary Media Policy on the Price of the Coin over Time Is. |
| first_indexed | 2024-03-07T22:08:23Z |
| format | Article |
| id | doaj.art-a6647a26d53b43728264c4df1a45ad19 |
| institution | Directory Open Access Journal |
| issn | 2345-654X 2821-2150 |
| language | fas |
| last_indexed | 2024-03-07T22:08:23Z |
| publishDate | 2020-02-01 |
| publisher | Semnan University |
| record_format | Article |
| series | مدلسازی اقتصادسنجی |
| spelling | doaj.art-a6647a26d53b43728264c4df1a45ad192024-02-23T18:41:02ZfasSemnan Universityمدلسازی اقتصادسنجی2345-654X2821-21502020-02-0151113610.22075/jem.2019.17910.13193976The Role of the Media in Shaping Dynamic Economic Expectations and asset marketsFarshad Parvizian0Alireza Erfani1Esmaiel Abounoori2Ph.D. Student in Economics, Department of Economics, University of SemnanAssociate Professor of Economics, Department of Economics, University of SemnanProfessor of Economics, Department of Economics, University of SemnanThe Impact of Media on Economic Activity from the Channel to Provide Information and the Formation or Change of Economic Behavior and the Portfolio of Financial Assets of Individuals, is one of the Main Topics of Media Studies and Economics. Paying Attention to the Repetition Element in the Media for the Persuasion of the Audience Over Time Reflects the Creation of Time Dependent Dynamics in Family GARCH Models as one of the Most Common Methods of Study of is Variability. Simultaneous Comparison of the Results of the Estimation of Variability Models in Two Cases Without BEKK-MGARCH and Time Dependent DCC-MGARCH, to Examine the Effect of the Presence of the Head of the Central Bank in the Media on the Economic Behavior of the Society, Indicates the Significance of the Variability Relations and Time-Dependent Conditional Correlations and the Creation of a Type of Time-Based Elemental Expectation Patterns. According to the Results of this model, the Coefficient of Influence of the Presence of the Money official in the Media on the Value of the Dollar Rate and the Total Index of the Stock Market is Significant. The Effect of the Media Presence of the Monetary Authority on the Rate of Return on the Dollar, Through the Establishment of a Dynamic Conditional Correlation Between the Changes in the Dollar and the Coin Rates, also Influence of the Monetary Media Policy on the Price of the Coin over Time Is.https://jem.semnan.ac.ir/article_3976_e738143f5b04b1cec8fe6dea2a0a7d2d.pdfmediaexpectationscentral bankmgarch variability models |
| spellingShingle | Farshad Parvizian Alireza Erfani Esmaiel Abounoori The Role of the Media in Shaping Dynamic Economic Expectations and asset markets مدلسازی اقتصادسنجی media expectations central bank mgarch variability models |
| title | The Role of the Media in Shaping Dynamic Economic Expectations and asset markets |
| title_full | The Role of the Media in Shaping Dynamic Economic Expectations and asset markets |
| title_fullStr | The Role of the Media in Shaping Dynamic Economic Expectations and asset markets |
| title_full_unstemmed | The Role of the Media in Shaping Dynamic Economic Expectations and asset markets |
| title_short | The Role of the Media in Shaping Dynamic Economic Expectations and asset markets |
| title_sort | role of the media in shaping dynamic economic expectations and asset markets |
| topic | media expectations central bank mgarch variability models |
| url | https://jem.semnan.ac.ir/article_3976_e738143f5b04b1cec8fe6dea2a0a7d2d.pdf |
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