The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach
The main purpose of this paper is to examine the effect of trade openness and government size on macroeconomic volatility. Economic theories do not clearly show the effects of trade openness and government size on macroeconomic volatility. Therefore, this is essentially an empirical problem. Hence,...
Main Authors: | naser elahi, hasan heydari, seyed ziaeddin kiaalhoseini, Mohammad amin Abolhasani chimeh |
---|---|
Format: | Article |
Language: | fas |
Published: |
Semnan University
2018-06-01
|
Series: | مدلسازی اقتصادسنجی |
Subjects: | |
Online Access: | https://jem.semnan.ac.ir/article_3687_174cdb75cea46942998556526d602a97.pdf |
Similar Items
-
The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach
by: Majid Dashtban Farooji, et al.
Published: (2018-03-01) -
Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility
by: Moawia Alghalith, et al.
Published: (2020-04-01) -
Estimating Oil Price Volatility Using Stochastic Volatility (SV) and Its Impact on Corporate Investment
by: parisa Mohajeri, et al.
Published: (2022-03-01) -
Modeling Crude Oil Price Dynamics: Investigation of Jump and Volatility Using Stochastic Volatility Models (Case study: WTI crude oil prices in 2020 and 2021)
by: mojtaba rostami, et al.
Published: (2020-12-01) -
Jump test and Estimate the Size and Probability of Jump in the Stock Market Using Stochastic Volatility Models
by: Alireza Najjarpour, et al.
Published: (2022-05-01)