|
Investigating financial regimes and oil prices in Iran
|
Hadi Irani1   , Seyed Nematullah Mosavi * 2, Reza Moghaddasi1 |
1- Azad University
2- Azad University , Seyed_1976mo@yahoo.com |
|
|
Abstract: (143 Views) |
| The estimation results with VAR model showed that if the consumer price index increases by one standard deviation, it has no effect on the economic activity in Iran until the second period.From the third period to the seventh period, the trend is upward and finally downward and damped. If the financial stress index increases by one standard deviation, it has a positive effect on the economic activity index in the first two periods. From the third period to the tenth period, this effect is negative and finally attenuated. Also, if there is a shock to the economic activity index, this shock will initially increase economic activity and then decrease it. |
|
| Keywords: Financial stress, oil prices, VAR |
|
|
Full-Text [PDF 597 kb]
(28 Downloads)
|
Type of Study: paper |
Subject:
Oil-Market
Received: 2023/09/9 | Accepted: 2023/12/27 | Published: 2024/05/30 | ePublished: 2024/05/30
|
|
|
|
|
|
|
| Send email to the article author |
|
|
|
| Add your comments about this article |
|
|
|
