Sajad Ebrahimi
Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran
[ 1 ] - The Effects of Exchange Rate changes and Fluctuations on Price-Setting in Manufacturing Sector: Applying Price Micro Data
This paper uses monthly price indices of 448 items of manufacturing sector in 2004:4 to 2016:01, to study the effect of exchange rate and its volatilities on price setting behavior of manufacturing sectors. Given that, many manufacturing sectors in Iran need to import raw materials, intermediate and capital goods in their production process, it is expected that exchange rate variations affect p...
[ 2 ] - An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis
The present study aims at developing an aggregate financial stability index by using banking sector indices to assess financial stability and examine if the variable of credit-to-GDP gap corresponds to its long-term trend which represents the macro-prudential indicator has co-movement with the built financial stability index? To this end, monthly banking balance sheet data were collected from t...
[ 3 ] - Assessment of financial stability in the banking sector
The aims of the present study are developing a financial stability index (FSI) using banking indices to measure financial stability in Iran, and examining the relationship between financial stability and macroeconomic variables for policymaking. To these ends, we have employed principal-component analysis, out of sample forecasting, Autoregressive Integrated Moving Average (ARIMA) method, and V...
[ 4 ] - The Role of Digital Adoption in relationship between payment systems development and economic growth
This paper addresses the link between payment systems development and Economic growth and also investigates the role of technological growth and especially digital adoption status in this relationship. In this order, we use cross country data to compare Iranian payment systems situation with other countries in different aspects. Data analysis shows that Iran's payment systems are weaker in som...
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