Volatility Spillover among Exchange Rate, Inflation and Liquidity in Iran’s Economy: A TVP-VAR-BK Approach
The present study aimed to examine the transfer, reception, and the spillover of volatility from March 1982 to September 2022, using the time-varying parameter vector autoregression model based on Barunik-Krehlik (TV-VAR-BK) with monthly frequency. The results indicated that the primary relationship...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Persa |
| Publicat: |
Allameh Tabataba'i University Press
2023-12-01
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| Col·lecció: | فصلنامه پژوهشهای اقتصادی ایران |
| Matèries: | |
| Accés en línia: | https://ijer.atu.ac.ir/article_17014_1213b2d967a2d839af4925fa954d5a27.pdf |
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