An examination of the effect of fiscal policy shock on stock market in: A DSGE approach

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Rahmani Abdolsamad; SAMADI SAEED; BAKHSHI DASTJERDI RASUL

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Journal: ECONOMIC STRATEGY Year:2019 | Volume:8 | Issue:29 Page(s): 81-110

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Title

An examination of the effect of fiscal policy shock on stock market in: A DSGE approach

Author(s)

Rahmani Abdolsamad | SAMADI SAEED | BAKHSHI DASTJERDI RASUL | Issue Writer Certificate

Keywords

Stochastic Dynamic General Equilibrium ModelQ1

Stock MarketQ2

Financial PolicyQ2

Abstract

Financial markets, and especially the Stock Market, are one of the most important sources of financing investment projects in the path of economic growth and development, which are affected by various policies. The main purpose of this study is to analyze the effect of government fiscal policies on the Stock Market in Iran, which is examined by presenting a dynamic stochastic general equilibrium model. To this end, in designing the model, government spending, consumption tax rate, capital tax rates and wages tax rates were considered as fiscal policy instruments. The results of the the impulse responses to a shock of fiscal policy instruments show that government spending shocks, capital tax shocks, and wage tax shocks lead to a decline in intermediary firms' profits and stock price indices, but Consumer tax shocks lead to increases the profits of intermediaries and the stock price index.

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APA: Copy

Rahmani, Abdolsamad, SAMADI, SAEED, & BAKHSHI DASTJERDI, RASUL. (2019). An examination of the effect of fiscal policy shock on stock market in: A DSGE approach. ECONOMIC STRATEGY, 8(29 ), 81-110. SID. https://sid.ir/paper/233840/en

Vancouver: Copy

Rahmani Abdolsamad, SAMADI SAEED, BAKHSHI DASTJERDI RASUL. An examination of the effect of fiscal policy shock on stock market in: A DSGE approach. ECONOMIC STRATEGY[Internet]. 2019;8(29 ):81-110. Available from: https://sid.ir/paper/233840/en

IEEE: Copy

Abdolsamad Rahmani, SAEED SAMADI, and RASUL BAKHSHI DASTJERDI, “An examination of the effect of fiscal policy shock on stock market in: A DSGE approach,” ECONOMIC STRATEGY, vol. 8, no. 29 , pp. 81–110, 2019, [Online]. Available: https://sid.ir/paper/233840/en

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