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in this paper, by using dynamic stochastic general equilibrium, optimal monetary rule derived for central bank of iran. monetary transmission mechanism of the model includes four equations, aggregate demand, aggregate supply, oil price and taylor rule. we have proved that dynamic structure of aggregate demand relation, regarding monetary inflation in iran, is a function of money growth rate. wi...

this paper uses a multivariate garch model to simultaneously estimate the mean and conditional variance using daily returns among different tehran sector indexes from tir 1386 to tir 1391. since different financial assets are traded based on these sector indexes, it is important for financial market participants to understand the volatility transmission mechanism over time and across sectors in...

this study considers the price transmission mechanism between farm and retail levels of beef market in east azerbaijan with weekly prices over 1377:1 to 1390:52 periods. to this end, using advantages of multivariate models, hansen- seo (2002)'s two- regime threshold vector error correction model (tvecm) was estimated by the maximum likelihood approach for evaluate the price transmission me...