نتایج جستجو برای: real exchange rate

تعداد نتایج: 1602843  

Recognizing the effective factors in the formation and fluctuations of the exchange rate in the long run, as well as knowing how the exchange rate influents from economic policies to align with the desired goals are among the necessities of a successful economic plan. Accordingly, this study investigates the long-term and short-term factors affecting the real exchange rate of Iran and estimates...

This paper uses the framework of new Keynesian school and the literature of the Dynamic Stochastic General Equilibrium (DSGE) model to build a general model that can be estimated for Iran economy. By simulating this model, the effects of the implementation of monetary and foreign exchange policies through policy instruments including bank interest rate, central bank international reserves and t...

Journal: Iranian Economic Review 2016
Behnam Najafzadeh Mohammadreza Monjazeb, Siab Mamipour,

S tock returns of companies listed on the stock exchange is one of the most important criteria in assessing the macroeconomic. This study investigates the effect of exchange rate Volatility on the stock exchange Returns of D8 countries. It takes monthly data during the period (2008:1-2015:6) constituting 90 observations. At first we used Panel-GARCH model to estimate Exchange Rate Vo...

The optimal usage of oil as a natural resource is an important problem in exporting countries. These countries always are encountered with uncertainty and volatility of oil prices and its effects on real exchange rate. The main purpose of this paper is to investigate the relationship of between oil prices and exchange rate by emphasizing institutional quality in during 1995-2006. The model of t...

Journal: Iranian Economic Review 2016

Abstract I n this paper, we investigate the existence and the nature of real exchange rate misalignment in Organization of the Petroleum Exporting Countries (OPEC). To do this we estimated a cross country basic real exchange rate determination model for 1990-2012 and extracted historic trend of misalignment. The results imply that all OPEC countries have had misalignment -...

Journal: :iranian economic review 0
amir h. mozayani department of economics, tarbiat modares university sanaz parvizi department of economics, tarbiat modares university

abstract i n this paper, we investigate the existence and the nature of real exchange rate misalignment in organization of the petroleum exporting countries (opec). to do this we estimated a cross country basic real exchange rate determination model for 1990-2012 and extracted historic trend of misalignment. the results imply that all opec countries have had misalignment -of different kinds tho...

Journal: Iranian Economic Review 2004

The Purpose of this paper is to investigate the long-run effect of real effective exchange rate on Iran non-oil trade balance. The methodology is based on ARDL procedure that can be applied irrespective of whether the regressors are I(0) or I(1). The results show the real depreciation has not a favorable long - run effect on the non-oil trade balance of Iran from 1979 to 2001.

Journal: :تحقیقات اقتصادی 0
محسن مهرآرا دانشیار دانشکده ی اقتصاد دانشگاه تهران اکبر سرخوش کارشناس ارشد اقتصاد

in this paper, asymmetric effects of exchange rate fluctuation (according to positive and negative shocks) on real output were investigated. in the meantime, the study of behaviour of real output growth in iran’s economy over the period 1338-1386 was done. in specification of the output growth equation, in spite of considering positive and negative shocks of exchange rate, the effects of other ...

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