The Co-movement between Output and Prices: Evidence from Iran
This paper employs a multivariate dynamic conditional correlation GARCH model, which is developed by Engle (2001, 2002), to detect the timing and nature of changes in the comovement between Iranian output and prices for the periods after Iran–Iraq war , known as imposed war . The results showed that...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
University of Sistan and Baluchestan
2015-12-01
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| coleção: | International Journal of Business and Development Studies |
| Assuntos: | |
| Acesso em linha: | https://ijbds.usb.ac.ir/article_2201_e3de8f7e63b82b5cb2fc08c63078a884.pdf |
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