The study of determining the factors affecting inflation or consumer price index has been conducted by many macroeconomic economists nationally as well as internationally. In this paper, we assess the external determinants of inflation dynamics in Iran. For this purpose, we use an OLS single equation model and a vector error correction model (VECM). Results of the analysis reveal that money sup...

according to the importance of careful review of crude oil market fluctuations on the iranian economy, in this paper a multivariate model of markov switching vector error correction model (have been used). variables such as real gross domestic product in industrial sector, real effective exchange rate, real governmental expenditure, real import, inflation rate and real crude oil price is used t...

We study the four-dimensional Z2 random-plaquette lattice gauge theory as a model of topological quantum memory, the toric code in particular. In this model, the procedure of quantum error correction works properly in the ordered (Higgs) phase, and phase boundary between the ordered (Higgs) and disordered (confinement) phases gives the accuracy threshold of error correction. Using self-duality ...

Purpose- This study uses a VECM model that aims to see the short-run and long-term effects of managerial ownership, sales growth, free cash flow, asset structure against debt policy. Vector Error Correction Model (VECM) is can be used for time series data not stationary but has cointegration relationship where in included exogenous variables as additional regressors.
 Research Method- The ...

abstract comparison of food prices in different periods, indicates fluctuations and continually upward trend. any change in agricultural sector variables, as main food supplier, will affect food price. productivity shocks and production gap are examples of such variables. in this paper ,hodrick prescott and kalman filters are used as generators of productivity shocks and production gap series. ...

Meningkatnya jumlah wisatawan asing datang ke Bali pasca Pandemi COVID-19 mengakibatkan perekonomian Provinsi kembali pulih. yang ramai membuat masyarakat mendapatkan pekerjaan dan menggunakan uang mereka. Sementara itu, tingkat inflasi di mengalami peningkatan pandemi COVID-19. Beberapa penelitian telah dilakukan untuk faktor-faktor mempengaruhi inflasi. Penelitian ini bertujuan melihat hubung...

The Iranian poultry sector has experienced many significant structural changes in recent years. Such changes may have influenced price dynamics and transmission of shocks through marketing channels especially on retail markets. This paper investigate price transmission, threshold behavior and asymmetric adjustment in poultry sector of Ardebil (AR), east Azerbaijan (EA) and west Azerbaijan (WA) ...

This paper investigates market integration and asymmetric price transmission in the world rice export markets. Using monthly rice prices from Thailand, Vietnam, and United States, we employ the Johansen test and estimate the threshold vector error correction model (TVECM). Our main findings are that export prices in the three countries are cointegrated, with Thailand and the United States the p...