FINANCIAL ACCELERATOR IN A DSGE MODEL WITH FINANCIAL AND BANKING SECTORS FOR IRAN

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HEIDARI HASSAN; MOLABAHRAMI AHMAD

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Paper Information

Journal: FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES) Year:2018 | Volume:10 | Issue:36 Page(s): 97-117

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Title

FINANCIAL ACCELERATOR IN A DSGE MODEL WITH FINANCIAL AND BANKING SECTORS FOR IRAN

Author(s)

HEIDARI HASSAN | MOLABAHRAMI AHMAD | Issue Writer Certificate

Keywords

FINANCIAL ACCELERATORQ2

MONETARY POLICYQ3

ECONOMY OF IRANQ2

DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELQ2

Abstract

This study examines the FINANCIAL ACCELERATOR theory of Bernanke and et al (1999) for Iran economy using a Dynamic Stochastic General Equilibrium (DSGE) model. In this regard, a DSGE model with financial and banking sectors in the New Keynesian framework is designed, calibrated and simulated and the results are compared with standard DSGE model without financial sector for the quarterly data of Iran during 1371 to 1390. To examine the FINANCIAL ACCELERATOR theory, the impulse responses functions of proposed model are compared with standard model. The results show that, the proposed model has better ability to fit the ECONOMY OF IRAN than the standard model. The impulse responses functions analysis show that the impact of deposit rate shock on the real sector variables within the proposed model is greater and more persistence and need more time to settlement than standard model. So the theory of FINANCIAL ACCELERATOR is accepted in the ECONOMY OF IRAN.

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APA: Copy

HEIDARI, HASSAN, & MOLABAHRAMI, AHMAD. (2018). FINANCIAL ACCELERATOR IN A DSGE MODEL WITH FINANCIAL AND BANKING SECTORS FOR IRAN. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 10(36), 97-117. SID. https://sid.ir/paper/200078/en

Vancouver: Copy

HEIDARI HASSAN, MOLABAHRAMI AHMAD. FINANCIAL ACCELERATOR IN A DSGE MODEL WITH FINANCIAL AND BANKING SECTORS FOR IRAN. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2018;10(36):97-117. Available from: https://sid.ir/paper/200078/en

IEEE: Copy

HASSAN HEIDARI, and AHMAD MOLABAHRAMI, “FINANCIAL ACCELERATOR IN A DSGE MODEL WITH FINANCIAL AND BANKING SECTORS FOR IRAN,” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 10, no. 36, pp. 97–117, 2018, [Online]. Available: https://sid.ir/paper/200078/en

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