نتایج جستجو برای: supply shock
تعداد نتایج: 260301 فیلتر نتایج به سال:
abstract in the recent decades, the iranian economy has been highly depended on oil revenues. considering the fact that a great part of non-oil exports are agricultures product, studying factors influencing growth of agricultural sector plays an important role in the iran's economy. supply domestic shocks and domestic demand pressure along with deviation of exchange rates from its equilibrium, ...
in this paper we investigate the effect of oil price shocks on stock market index in iran, by using of a structural var (svar) approach. we used four variables in the model namely kilian index, global oil supply, real oil price and real stock market index. the data are monthly and spanning the period 1997m10-2014m12. we identify the effect of four different shocks on stock market including oil ...
In this paper we investigate the effect of oil price shocks on stock market index in Iran, by using of a structural VAR (SVAR) approach. We used four variables in the model namely Kilian index, global oil supply, real oil price and real stock market index. The data are monthly and spanning the period 1997M10-2014M12. We identify the effect of four different shocks on stock market including oil ...
Significant decline in the slope of short-term oil supply and demand curves, along with the meaningful change in the degree of risk aversion in arbitrageurs encouraged us to test the time-varying effects of speculative demand on crude oil price dynamics over the period 1985-2016. Using a time-varying parameter vector autoregressive (TVP-VAR) model – with structural shocks identified by Killian ...
the real business cycle theory was applied to investigate the hypothesis of cyclical agreeable treatment of real wages, for men and women work force, in the iranian agricultural sector for the period of 1971-2006. on the basis of this theory, the impacts of supply side shocks (productivity and oil income shocks), are anticipated on the fluctuations of the real wages. the dominant effect of supp...
In recent years, some research has focused on the importance of the origin of an oil shock for macroeconomic dynamics in both oil-exporting and importing countries. The existing literature lacks a proper open Stochastic Dynamic General Equilibrium (DSGE) framework to investigate the effect of the origins of oil shocks on macro variables in a two-country model consisting of an oil-exporting coun...
Time-Varying Transmission Mechanism of Oil Shocks in the Global Crude oil Market: A TVP-VAR Approach
In this paper, we have utilized a time-varying parameter vector autoregressive model in order to examine the structural changes in the transmission mechanisms of oil price shocks in the global crude oil market over the period of 1985-2016. In this setting, the contemporaneous response of real oil price and crude oil production to flow oil supply shock, flow oil demand shock, and speculative dem...
In this paper we use a separate production function( Cobb-Douglas) for banking industry and investigate the effect of banking sector’s performance on macroeconomic variable , like production ,interest rate spread , loan and deposit interest rate, investment, consume, employment and….. . like a lot of developing countries , who don’t have enough resources for investment, in this model we suppose...
This paper examines methods of controlling the supply shock in the estimation of the Phillips curve and discusses the relationship between the supply shock and inflation inertia. The empirical results clearly show that controlling the supply shock effect, not only for current inflation but also for lagged inflation using the asymmetry of the price change distribution, substantially outperforms ...
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