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:: year 8, Issue 25 (autumn 2015) ::
JMBR 2015, 8(25): 401-427 Back to browse issues page
The Main Determinants of Business Cycles in Iranian Economy: A Structural Vector Autoregressive Model
Zahra Khoshnoud *1 , Marzieh Esfandiari
Abstract:   (3006 Views)

Iranian economy as a state–petroleum economy with inflation and budget deficit challenges, has experienced both large and small business cycles in the last three decades. Obviously, studying the significant causes of these cycles can help the policy makers to design more accurate and efficient plans and policies. In this paper, we use a structural vector autoregressive (SVAR) model to identify the effective causes of business cycles in Iran. The results show that between 1990 and 2012, budget deficit growth and real exchange rate growth are the most important causes of business cycles in Iran.

Full-Text [PDF 1324 kb]   (3340 Downloads)    
Type of Study: Empirical Study | Subject: Financial Institutions and Services (G2)
Received: 2015/11/3 | Accepted: 2016/09/21 | Published: 2016/09/21
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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
year 8, Issue 25 (autumn 2015) Back to browse issues page
فصلنامه پژوهش‌های پولی-بانکی Journal of Monetary & Banking Research
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