نتایج جستجو برای: balassa samuelson model productivity effective real exchange rate panel cointegration model
تعداد نتایج: 3964314 فیلتر نتایج به سال:
This paper examines the relationship between exchange rates and stock prices in eight Asian countries using cointegration and Granger causality tests over the period 1991 to 2005. We test for cointegration and Granger causality for both individual countries using the Gregory and Hansen (1996) cointegration test that accommodates a structural break in the cointegrating vector, and for a panel us...
Considering the results of their previous research in 2000, when the shock impacts of production, price levels and money on Iran’s macroeconomic variables such as growth national product (GDP) and price levels were studied, the authors began examining the subject in the open economy. Hence, they entered a new variable i.e. foreign exchange into the model. Having expounded on the model, the auth...
Real exchange rate disequilibrium may prove destructive to economy of countries. Thus, controlling exchange rates deviation from has always been one of the vital goals of governments. The first step in controlling this variable would be to know the equilibrium value of the real exchange rate. Linear regression models are employed in most researches where real exchange rate equilibrium value is ...
the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.
The main aim of this study is to investigate the effect of exchange rate uncertainty on trade balance between Iran and countries which are major trading partner of Iran, using the EGARCH method and the ARDL model (to examine the coherency and short- and long-term dynamics of the model). The data used in this paper includes quarterly data in the period of 1995 to 2017 for the real effective exc...
This paper uses panel cointegration and error correction models to unveil the direction of long-run causality between the real product wage and labor productivity at the industry level. I use two datasets of manufacturing industries: the EU-Klems dataset covering 11 industries in 19 developed economies, and the Unido Industrial Statistics Database covering 22 industries in 30 developed and deve...
Iran’s share of world exports has not been great in recent years and the development of non-oil exports such as exports of industrial goods in order to reduce the economy's dependence on oil revenues made necessary. The real exchange rate is one of the most important variables affecting exports. In this context, investigate the effect of the real exchange rate volatility on different variables ...
study of the variables which explain real exchange rate fluctuations and real exchange rate deviation from its long-run equilibrium path, indicates that these variables have negative effects on the supply of agricultural products, for export. therefore,it seems that any attempt on stabilizing real exchang rate and bringing it closer to its equilibrium rate can be favorable in the expansion of e...
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