Effect of Permanent and Transitory Volatility of Oil Prices on Investment, Output and Unemployment in the Economy of Iran
This study investigates the impact of oil price volatility on macroeconomic variables such as investment, unemployment and production based on quarterly data during the period 1386:4-1369:1. To achieve this, permanent and transitory volatility of OPEC oil price estimated by component GARCH model (CG...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2013-07-01
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| Series: | Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān |
| Subjects: | |
| Online Access: | http://jiee.atu.ac.ir/article_753_0ab00293d4286ff08f1df00cd63a5e8f.pdf |