منابع مشابه
an appropriate model for exchange rate predictability in iran: comparing potential forecastability
nowadays in trade and economic issues, prediction is proposed as the most important branch of science. existence of effective variables, caused various sectors of the economic and business executives to prefer having mechanisms which can be used in their decisions. in recent years, several advances have led to various challenges in the science of forecasting. economical managers in various fi...
Chaotic Behavior of Real Exchange Rate Model: Perspectives on Lyapunov Exponents
The behaviors of the real exchange rate corresponding to capital mobility within an open-economy macroeconomic framework are investigated. Chaotic phenomena are reasonable candidates for analyzing the random walk behaviors of the given real exchange rate model similar to the simple logistic map. Method of Lyapunov exponents helps determine varied chaotic phenomena in order to choose specific ca...
متن کاملConsumption Home Bias and Exchange Rate Behavior∗
This paper studies the response of the nominal exchange rate to monetary shocks in an economy with consumption home bias (CHB) and sticky wages. The importance of accounting for the exchange rate with CHB are twofold. CHB is a consequence of the small open economy assumption when outputs are specialized and fluctuations in the relative price of traded goods generate deviations from purchasing p...
متن کاملExchange rate pass-through in Iran: Exchange rate effects on the consumer price index
The purpose of this study is to find an accurate estimate of the exchange rate-CPI relationship in Iran over the past three decades. The results of the Granger causality test in the frequency domain demonstrate a strong causation from the exchange rate to CPI especially in the long run. The results of the wavelet analysis show that in the currency crisis periods, the exchange rate-CPI correlati...
متن کاملAn Analysis of Fractal Properties in the Iranian Exchange Rate Behavior
The behavior of exchange rate in various exchange markets is not seemingly predictable, while there are different forecasting methods to do so. One of these methods is to use fractals to identify exchange rate behavior. This paper has made attempts to explore the properties of fractals in Iranâs exchange market in order to it can predict and analyze the trend of exchange rate. Accordingly, th...
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ژورنال
عنوان ژورنال: International Journal of Financial Research
سال: 2018
ISSN: 1923-4031,1923-4023
DOI: 10.5430/ijfr.v10n1p17