Modeling the Relationship between Exchange Rate and other Macroeconomic Variables: Case Study of Iran (BVAR Approach with SSVS Prior)
The exchange rate is an important economic variable which affects other macroeconomic variables through different channels. This article estimates the effects of exchange rate shocks on macroeconomic variables of Iranian economy by applying Bayesian VAR method and using different prior functions lik...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2013-07-01
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| Series: | Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
| Online Access: | http://joer.atu.ac.ir/article_906_3a3de3de152870f4801ff91de97a8cdf.pdf |