ANALYZING THE IMPACT OF MACROECONOMIC UNCERTAINTY ON INVESTMENT AND ECONOMIC GROWTH IN IRAN DURING 1980 TO 2011

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RAJABI MOSTAFA; TAJODDIN NASIBEH

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Journal: IRANIAN JOURNAL OF APPLIED ECONOMICS Year:2016 | Volume:6 | Issue:- Page(s): 15-22

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Title

ANALYZING THE IMPACT OF MACROECONOMIC UNCERTAINTY ON INVESTMENT AND ECONOMIC GROWTH IN IRAN DURING 1980 TO 2011

Author(s)

RAJABI MOSTAFA | TAJODDIN NASIBEH | Issue Writer Certificate

Keywords

UNCERTAINTYQ2

INVESTMENTQ2

ECONOMIC GROWTHQ2

AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (ARCH)Q1

Abstract

The main objective of this study is to analyze the impact of macroeconomic UNCERTAINTY on ECONOMIC GROWTH and INVESTMENT in Iran during 1980 to 2011 (1359 to 1390 corresponding to Iranian calendar). Hence, macroeconomic UNCERTAINTY vectors for both macro indicators, including the budget deficit and the volume of money are estimated using the generalized autoregressive conditional heteroskedasticity (GARCH), and the impact of each macroeconomic UNCERTAINTY vectors on INVESTMENT and ECONOMIC GROWTH is studied. The results show that the macroeconomic UNCERTAINTY indicators have statistically significant negative impact on INVESTMENT and ECONOMIC GROWTH in Iran during the mentioned period. So that increasing 1 percentage in the budget deficit UNCERTAINTY causes to decrease 0.23 percent and 0.31 percent in INVESTMENT and in ECONOMIC GROWTH, respectively, and also increasing 1 percentage in the money UNCERTAINTY leads to reduce 0.25 percent in INVESTMENT and 0.17 percent in ECONOMIC GROWTH. In addition, the budget deficit UNCERTAINTY has had more effect on reducing in ECONOMIC GROWTH and INVESTMENT than the money UNCERTAINTY.

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APA: Copy

RAJABI, MOSTAFA, & TAJODDIN, NASIBEH. (2016). ANALYZING THE IMPACT OF MACROECONOMIC UNCERTAINTY ON INVESTMENT AND ECONOMIC GROWTH IN IRAN DURING 1980 TO 2011. IRANIAN JOURNAL OF APPLIED ECONOMICS, 6(-), 15-22. SID. https://sid.ir/paper/202037/en

Vancouver: Copy

RAJABI MOSTAFA, TAJODDIN NASIBEH. ANALYZING THE IMPACT OF MACROECONOMIC UNCERTAINTY ON INVESTMENT AND ECONOMIC GROWTH IN IRAN DURING 1980 TO 2011. IRANIAN JOURNAL OF APPLIED ECONOMICS[Internet]. 2016;6(-):15-22. Available from: https://sid.ir/paper/202037/en

IEEE: Copy

MOSTAFA RAJABI, and NASIBEH TAJODDIN, “ANALYZING THE IMPACT OF MACROECONOMIC UNCERTAINTY ON INVESTMENT AND ECONOMIC GROWTH IN IRAN DURING 1980 TO 2011,” IRANIAN JOURNAL OF APPLIED ECONOMICS, vol. 6, no. -, pp. 15–22, 2016, [Online]. Available: https://sid.ir/paper/202037/en

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