THE ESTIMATION OF THE OUTPUT GAP IN IRAN AND STUDY HE IMPACT OF OIL SHOCKS ON IT

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KHOSHNEVIS MARYAM; HADIKHANI AFSANE

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Journal: IRANIAN JOURNAL OF APPLIED ECONOMICS Year:2016 | Volume:6 | Issue:- Page(s): 37-53

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Title

THE ESTIMATION OF THE OUTPUT GAP IN IRAN AND STUDY HE IMPACT OF OIL SHOCKS ON IT

Author(s)

KHOSHNEVIS MARYAM | HADIKHANI AFSANE | Issue Writer Certificate

Keywords

OIL SHOCKSQ2

KALMAN FILTERQ2

VAR MODELQ1

POTENTIAL OUTPUTQ3

Abstract

Aware of the output gap trend is very important in directing monetary and fiscal policies. While, the impact of OIL SHOCKS on output gap cannot be ignored, regarding the importance of oil revenues to the Iranian economy. Therefore, in the present paper the impact of the oil revenues shocks on output gap during the period 1989: 1- 2014: 1 (1368: 1 -1393: 1 corresponding to Iranian calendar) by using VAR & VECM models was studied. Output gap derived from the difference of POTENTIAL OUTPUT and actual output that first the POTENTIAL OUTPUT is estimated by using KALMAN FILTER method. In this study, for elicitation of oil revenues shocks Hodric-Prescott method was used. And for deriving the impact of oil revenues shocks on output gap IRF& VD functions were used. Finally, the convergence of long-term relationships based on Johansen method were elicited and analyzed. The results of Research indicated asymmetric response of output gap tooil revenues shocks.

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APA: Copy

KHOSHNEVIS, MARYAM, & HADIKHANI, AFSANE. (2016). THE ESTIMATION OF THE OUTPUT GAP IN IRAN AND STUDY HE IMPACT OF OIL SHOCKS ON IT. IRANIAN JOURNAL OF APPLIED ECONOMICS, 6(-), 37-53. SID. https://sid.ir/paper/202039/en

Vancouver: Copy

KHOSHNEVIS MARYAM, HADIKHANI AFSANE. THE ESTIMATION OF THE OUTPUT GAP IN IRAN AND STUDY HE IMPACT OF OIL SHOCKS ON IT. IRANIAN JOURNAL OF APPLIED ECONOMICS[Internet]. 2016;6(-):37-53. Available from: https://sid.ir/paper/202039/en

IEEE: Copy

MARYAM KHOSHNEVIS, and AFSANE HADIKHANI, “THE ESTIMATION OF THE OUTPUT GAP IN IRAN AND STUDY HE IMPACT OF OIL SHOCKS ON IT,” IRANIAN JOURNAL OF APPLIED ECONOMICS, vol. 6, no. -, pp. 37–53, 2016, [Online]. Available: https://sid.ir/paper/202039/en

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