the links between inflation uncertainty and investment in iran

The Relation Between Inflation and Inflation Uncertainty In Iran

the relation between inflation and inflation uncertainty in iran

Dynamic Relationship between Inflation Uncertainty and Private Investment in Iran: An Application of VAR-GARCH-M Model

This paper empirically investigates the relationship between CPI inflation uncertainty, and private investment in the Iranian economy from 1988 to 2010 by using quarterly data. We employ a bivariate VAR(5)-GARCH(1,1)-in-mean with diagonal BEKK model to discover in a unified framework how are the interactions between the variables. In the model, conditional variance of inflation and private inve...

Investigation of exchange rate uncertainty and inflation on investment of construction companies in Iran

The construction industry in the housing sector plays an important role in economic growth due to its significant share in GDP compared to other sectors. One of the most important factors hindering the increase of private sector investment in the construction industry is the faltering of trust. Meanwhile, exchange rate uncertainty and inflation have the most negative impact on the investment of...

Relationship between Inflation and Inflation Uncertainty in Iran: An Application of SETAR-GARCH Model

The purpose of this paper is to investigate the relationship between the inflation and inflation uncertainty in Iran. Using mixed models of self-exciting threshold autoregressive (SETAR) and generalized autoregressive conditional heteroskedasticity (GARCH), the inflation behaviors are examined for the period 1990M05-2013M10. This approach allows testing the hypotheses of Friedman-Ball, Pourgera...

inflation uncertainty and private investment: evidence from iran

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