TELIK, ROJA
PhD student, Department of Economics, Arak Branch, Islamic Azad University, Arak
[ 1 ] - Investigating the Asymmetric Effects of Exchange Rates on Iran's GDP (AMIDAS Model)
Abstract This study goes beyond the the prevailing use of averaged data to investigate the hidden evidence of asymmetry due to the effect of monthly exchange rate fluctuations on Iran's quarterly GDP during the period 1380:1-1397-4. For this purpose, the regression model of Mixed Data with different asymmetric frequency (MIDAS model) is use, which allows time series variables with different fre...
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