Measuring Financial Development Index and Analyzing Its Time-Varying Effects on Economic Growth: An Application of TVP-FAVAR Model
In this study, to determine the exact effect of financial development on economic growth, we use quarterly data for 1988 to 2013 and apply factor-augmented vector autoregressive (FAVAR) model in combination with time-varying parameters model (TVP) for the case of Iranian economy. Variables used in t...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2018-01-01
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| Series: | Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
| Subjects: | |
| Online Access: | http://joer.atu.ac.ir/article_8571_cef0d531607ffec18e3ff65b6ef32d32.pdf |