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...

詳細記述

書誌詳細

主要な著者:	Ahmad Jafari Samimi, Mohammad Ali Ehsani, amirmansour tehranchian, Zeinab Gholami
フォーマット:	Artigo
言語:	Persa
出版事項:	Semnan University 2017-03-01
シリーズ:	مدلسازی اقتصادسنجی
主題:	"monetary policy" "banking credits" "business cycle" "threshold vector autoregressive"
オンライン･アクセス:	https://jem.semnan.ac.ir/article_2877_f2acd907509f0e723a556ab9dd392dae.pdf
タグ:	タグ追加 タグなし, このレコードへの初めてのタグを付けませんか!