Phillip Kostov
University of Central Lancashire, Lancashire, UK ([email protected]).
[ 1 ] - Pass-Through Effects of Global Food Prices on Consumer Prices in Iran
T he objective of this study is using the Markov Switching Vector Autoregressive method and regime dependent impulse response functions to measure the pass-through of world food prices to consumer price index in Iran from 1990 to 2013. With respect to information criteria and the log-likelihood ratio statistic, MSIA(2)-VAR(1) model has a better fit to data than other models. The magn...
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