Compare effect of monetary and fiscal policy effect on stock market bubble within DSGE model in Iran stock market

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SOHAILI KIOMARS; FATTAHI SHAHRAM; rahmaniani narges

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Journal: FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES) Year:2019 | Volume:12 | Issue:43 Page(s): 121-130

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Title

Compare effect of monetary and fiscal policy effect on stock market bubble within DSGE model in Iran stock market

Author(s)

SOHAILI KIOMARS | FATTAHI SHAHRAM | rahmaniani narges | Issue Writer Certificate

Keywords

Dynamic Stochastic General EquilibriumQ1

Monetary Policy shocksQ1

fiscal policy shocksQ1

bubbleQ2

Abstract

The main goal of this study is compare effect of monetary and fiscal policy effect on stock market bubble within DSGE model in iran stock market. In recent year Iran Stock Exchange has experience a bubble. Fiscal and monetary policies have a roll in bubbles. in this paper we have investigated a effect of monetary and fiscal polies in bubble. In this paper we consider a general equilibrium model to find effect of monetary and fiscal shocks in Iran Stock Exchange we use a Dynar software to evaluate the research and using the seasonal data from 1995-2014. The result has shown: that first, Monetary Policy shocks has increased interest of investment in Iran Stock Exchange. therefore Tobin's Q will increase and bubble will increase. Second, as result of fiscal policy shocks through increase in government spending, investing in financial markets like Iran Stock Exchange will decrease and price of stocks will decrease.

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APA: Copy

SOHAILI, KIOMARS, FATTAHI, SHAHRAM, & rahmaniani, narges. (2019). Compare effect of monetary and fiscal policy effect on stock market bubble within DSGE model in Iran stock market. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 12(43 ), 121-130. SID. https://sid.ir/paper/200083/en

Vancouver: Copy

SOHAILI KIOMARS, FATTAHI SHAHRAM, rahmaniani narges. Compare effect of monetary and fiscal policy effect on stock market bubble within DSGE model in Iran stock market. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2019;12(43 ):121-130. Available from: https://sid.ir/paper/200083/en

IEEE: Copy

KIOMARS SOHAILI, SHAHRAM FATTAHI, and narges rahmaniani, “Compare effect of monetary and fiscal policy effect on stock market bubble within DSGE model in Iran stock market,” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 12, no. 43 , pp. 121–130, 2019, [Online]. Available: https://sid.ir/paper/200083/en

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