Determination Of Optimal Economic Uncertainty Index For Iranian Economy

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

ALAEI REZA; SALAHMANESH AHMAD; Arman Seyyed Aziz

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: ECONOMIC STRATEGY Year:2019 | Volume:8 | Issue:28 Page(s): 111-145

Download Full-Text

Persian Verion

View:

1,043

Download:

Cites:

Information Journal Paper

Title

Determination Of Optimal Economic Uncertainty Index For Iranian Economy

Author(s)

ALAEI REZA | SALAHMANESH AHMAD | Arman Seyyed Aziz | Issue Writer Certificate

Keywords

Optimal uncertainty indexQ1

SOS ptimization algorithmQ1

Equations of Iranian Economy StructurQ1

Central Bank’s Loss FunctionQ1

Abstract

In the present study, the optimal economic uncertainty index for the Iranian economy during the period 1990: 1 to 2017: 4 has been determined. In this regard, contemporaneous economic uncertainty function, which includes variables of output growth gap, inflation gap, exchange rate growth gap and monetary base, is specified along with other structural equations of Iranian economy and its parameters are determined by Symbiotic Organism Search (SOS) optimization algorithm so that minimize the loss function of central bank of Iran. The coefficients obtained for the variables of output growth, inflation, exchange rate and monetary base are 0. 22, 1. 03, 2. 27, and 0. 99, respectively, indicating that the two variables of exchange rate and inflation are more important in creating Economic uncertainty. The index is stationary and also indicates a high level of uncertainty in the two seventies and nineties compared to the eighties. The index shows that in only seven sections, the index of uncertainty is approximately zero, all of which are in the eighties, and in other periods the index is positive or negative.

Cites

No record.

References

No record.

Cite

APA: Copy

ALAEI, REZA, SALAHMANESH, AHMAD, & Arman, Seyyed Aziz. (2019). Determination Of Optimal Economic Uncertainty Index For Iranian Economy. ECONOMIC STRATEGY, 8(28 ), 111-145. SID. https://sid.ir/paper/233824/en

Vancouver: Copy

ALAEI REZA, SALAHMANESH AHMAD, Arman Seyyed Aziz. Determination Of Optimal Economic Uncertainty Index For Iranian Economy. ECONOMIC STRATEGY[Internet]. 2019;8(28 ):111-145. Available from: https://sid.ir/paper/233824/en

IEEE: Copy

REZA ALAEI, AHMAD SALAHMANESH, and Seyyed Aziz Arman, “Determination Of Optimal Economic Uncertainty Index For Iranian Economy,” ECONOMIC STRATEGY, vol. 8, no. 28 , pp. 111–145, 2019, [Online]. Available: https://sid.ir/paper/233824/en

Related Journal Papers