A FINANCIAL STRESS INDEX FOR THE ECONOMY OF IRAN AND ITS IMPACTS ON ECONOMIC GROWTH

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DARGAHI HASSAN; NIKJOO FAEZEH

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Journal: Journal of Economic Research Year:2013 | Volume:47 | Issue:4 Page(s): 19-39

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Information Journal Paper

Title

A FINANCIAL STRESS INDEX FOR THE ECONOMY OF IRAN AND ITS IMPACTS ON ECONOMIC GROWTH

Author(s)

DARGAHI HASSAN | NIKJOO FAEZEH | Issue Writer Certificate

Keywords

FINCIAL STRESSQ2

ECONOMIC GROWTHQ2

FINANCIAL MARKETSQ2

ECONOMY OF IRANQ2

GENERAL TO SPECIFIC APPROACHQ2

Abstract

This paper presents a new index of financial stress which is constructed by macro data from different FINANCIAL MARKETS (including banking sector and also housing, foreign exchange and stock markets). The proposed approach has been applied to the Iranian economy based on the available quarterly time series, covering the period 1991 (1)-2008 (2). The paper explains how the selected components capture key aspects of financial stress. The regression of cyclical components technique and weighting by coefficients of determination is used as a weighting scheme. The results of the estimated growth model show that the constructed FSI provides valuable information about ECONOMIC GROWTH volatilities.

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APA: Copy

DARGAHI, HASSAN, & NIKJOO, FAEZEH. (2013). A FINANCIAL STRESS INDEX FOR THE ECONOMY OF IRAN AND ITS IMPACTS ON ECONOMIC GROWTH. TAHGHIGHAT-E-EGHTESADI, 47(4), 19-39. SID. https://sid.ir/paper/11838/en

Vancouver: Copy

DARGAHI HASSAN, NIKJOO FAEZEH. A FINANCIAL STRESS INDEX FOR THE ECONOMY OF IRAN AND ITS IMPACTS ON ECONOMIC GROWTH. TAHGHIGHAT-E-EGHTESADI[Internet]. 2013;47(4):19-39. Available from: https://sid.ir/paper/11838/en

IEEE: Copy

HASSAN DARGAHI, and FAEZEH NIKJOO, “A FINANCIAL STRESS INDEX FOR THE ECONOMY OF IRAN AND ITS IMPACTS ON ECONOMIC GROWTH,” TAHGHIGHAT-E-EGHTESADI, vol. 47, no. 4, pp. 19–39, 2013, [Online]. Available: https://sid.ir/paper/11838/en

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