Constructing a Mixed frequency Data Sampling Macro Econometric Model (MIDAS - EME) to assess the impact of sanctions imposed on the Iranian economy

In this article we constructed a Macro Econometric Model based on Mixed frequency Data to assess the impacts of sanctions that are imposed on the Iranian economy. In doing so, a monthly index is developed to reveal the toughness of imposed sanctions throughout the time. This sanction index is a time...

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Bibliographic Details
Main Authors: Mohammad Noferesty, Mohamadreza Sezavar
Format: Article
Language:fas
Published: Semnan University 2021-02-01
Series:مدلسازی اقتصادسنجی
Subjects:
Online Access:https://jem.semnan.ac.ir/article_5156_60d3b92d8e00f38e3d4e6a5b3d1823a1.pdf