Investigating the Impact of Macroeconomic Factors on the Iranian Stock Price Index by Using Averaging Methods

The present research aimed to investigate the relationship between Iran’s stock price index and nine macroeconomic variables during 1996–2019. Three methods were employed to reduce uncertainty, namely three Bayesian averaging methods (BMA, BMS, BAS), weighted average least squares (WALS), and Vselec...

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Bibliographic Details
Main Authors: Saman Hatamerad, Bahram Adrangi, Hossein Asgharpur, Jafar Haghighat
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2023-06-01
Series:فصلنامه پژوهش‌های اقتصادی ایران
Subjects:
Online Access:https://ijer.atu.ac.ir/article_15718_ad1b1e2acdb12d5004d0003677d72bde.pdf