EVALUATION OF EXCHANGE MARKET PRESSURE AND DEGREE OF GOVERNMENT INTERVENTION BY CO-INTEGRATION TECHNIQUE: CASE STUDY OF IRAN

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BAGHJARI MAHMOOD; HOSSEINI NASAB EBRAHIM; NAJARZADEH REZA

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Journal: Journal of Economic Modelling Year:2015 | Volume:9 | Issue:3 (31) Page(s): 83-102

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Information Journal Paper

Title

EVALUATION OF EXCHANGE MARKET PRESSURE AND DEGREE OF GOVERNMENT INTERVENTION BY CO-INTEGRATION TECHNIQUE: CASE STUDY OF IRAN

Author(s)

BAGHJARI MAHMOOD | HOSSEINI NASAB EBRAHIM | NAJARZADEH REZA | Issue Writer Certificate

Keywords

EXCHANGE MARKET PRESSUREQ1

INTERVENTION INDEXQ2

EXCHANGE RATEQ2

FOREIGN RESERVEQ2

CO-INTEGRATION TECHNIQUEQ2

Abstract

EXCHANGE MARKET PRESSURE (EMP) is an important index for evaluating the changes of EXCHANGE RATE and foreign exchange reserves simultaneously. In this paper, EXCHANGE MARKET PRESSURE is calculated based on Weymark approach during 1989: Q1- 2012:Q4. The method applied for estimating EMP is CO-INTEGRATION TECHNIQUE by using Johansen-Juselius (JJ) technique. The results have represented that, during the period, there is a pressure on EXCHANGE RATE and about 44% of EXCHANGE MARKET PRESSURE is attracted by foreign exchange and remaining 56% absorbed by the changes in EXCHANGE RATE.

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References

MONETARY POLICY AND EXCHANGE MARKET PRESSURE: THE CASE OF THE PHILIPPINES

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APA: Copy

BAGHJARI, MAHMOOD, HOSSEINI NASAB, EBRAHIM, & NAJARZADEH, REZA. (2015). EVALUATION OF EXCHANGE MARKET PRESSURE AND DEGREE OF GOVERNMENT INTERVENTION BY CO-INTEGRATION TECHNIQUE: CASE STUDY OF IRAN. ECONOMIC MODELLING, 9(3 (31)), 83-102. SID. https://sid.ir/paper/176180/en

Vancouver: Copy

BAGHJARI MAHMOOD, HOSSEINI NASAB EBRAHIM, NAJARZADEH REZA. EVALUATION OF EXCHANGE MARKET PRESSURE AND DEGREE OF GOVERNMENT INTERVENTION BY CO-INTEGRATION TECHNIQUE: CASE STUDY OF IRAN. ECONOMIC MODELLING[Internet]. 2015;9(3 (31)):83-102. Available from: https://sid.ir/paper/176180/en

IEEE: Copy

MAHMOOD BAGHJARI, EBRAHIM HOSSEINI NASAB, and REZA NAJARZADEH, “EVALUATION OF EXCHANGE MARKET PRESSURE AND DEGREE OF GOVERNMENT INTERVENTION BY CO-INTEGRATION TECHNIQUE: CASE STUDY OF IRAN,” ECONOMIC MODELLING, vol. 9, no. 3 (31), pp. 83–102, 2015, [Online]. Available: https://sid.ir/paper/176180/en

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