The Asymmetric Impact of Monetary Policy and Banking Credits on Business Cycles in Iran: A Threshold VAR Approach

This paper using a threshold vector autoregressive examines the asymmetric impacts of monetary policy and banking credits on business cycles in Iran. In this paper the output gap is defined as transmission variable between two regimes and the Hodric-Prescott is estimated and its stationary is confir...

Ausführliche Beschreibung

Bibliografische Detailangaben

Hauptverfasser:	Ahmad Jafari Samimi, Mohammad Ali Ehsani, amirmansour tehranchian, Zeinab Gholami
Format:	Artigo
Sprache:	Persa
Veröffentlicht:	Semnan University 2017-03-01
Schriftenreihe:	مدلسازی اقتصادسنجی
Schlagworte:	"monetary policy" "banking credits" "business cycle" "threshold vector autoregressive"
Online-Zugang:	https://jem.semnan.ac.ir/article_2877_f2acd907509f0e723a556ab9dd392dae.pdf
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