TESTING CURRENCY SUBSTITUTION IN IRAN AN APPLICATION OF AUTO REGRESSIVE WITH DISTRIBUTED LAGS (ARDL) MODEL

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.

TEHRANCHIAN AMIR MANSOUR; NOROOZI BEAIRAMI MASOOMEH

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

Journal Paper

Paper Information

Journal: Iranian Journal of Economic Research Year:2012 | Volume:16 | Issue:49 Page(s): 99-115

Download Full-Text

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

Persian Verion

View:

1,367

Download:

Cites:

Information Journal Paper

Title

TESTING CURRENCY SUBSTITUTION IN IRAN AN APPLICATION OF AUTO REGRESSIVE WITH DISTRIBUTED LAGS (ARDL) MODEL

Author(s)

TEHRANCHIAN AMIR MANSOUR | NOROOZI BEAIRAMI MASOOMEH | Issue Writer Certificate

Keywords

CURRENCY SUBSTITUTIONQ2

CURRENCY DEMANDQ2

AUTO REGRESSIVE WITH DISTRIBUTED LAGS (ARDL) MODELQ2

Abstract

This article attempts to univestigate the phenomon of CURRENCY SUBSTITUTION in Iranian economy, using the ARDL model. For this purpose both long-run and short-run demand functions were estimated using the statistical data for 1974-2009 period. According to our findings, CURRENCY SUBSTITUTION both in long-run and short-run were confirmed with long-run substitution having a more powerful effect than long-run substitution. Also, it is indicated that the direct effect of income and the indirect effects of real interest rate and inflation on demand for money in the long-run were greater than in those in the short-run. The ECM estimated from the real demand function for money was-0.24 which expresses a rather slow process of currency adjustment in Iran.

Cites

References

Cite

APA: Copy

TEHRANCHIAN, AMIR MANSOUR, & NOROOZI BEAIRAMI, MASOOMEH. (2012). TESTING CURRENCY SUBSTITUTION IN IRAN AN APPLICATION OF AUTO REGRESSIVE WITH DISTRIBUTED LAGS (ARDL) MODEL. IRANIAN ECONOMIC RESEARCH, 16(49), 99-115. SID. https://sid.ir/paper/2780/en

Vancouver: Copy

TEHRANCHIAN AMIR MANSOUR, NOROOZI BEAIRAMI MASOOMEH. TESTING CURRENCY SUBSTITUTION IN IRAN AN APPLICATION OF AUTO REGRESSIVE WITH DISTRIBUTED LAGS (ARDL) MODEL. IRANIAN ECONOMIC RESEARCH[Internet]. 2012;16(49):99-115. Available from: https://sid.ir/paper/2780/en

IEEE: Copy

AMIR MANSOUR TEHRANCHIAN, and MASOOMEH NOROOZI BEAIRAMI, “TESTING CURRENCY SUBSTITUTION IN IRAN AN APPLICATION OF AUTO REGRESSIVE WITH DISTRIBUTED LAGS (ARDL) MODEL,” IRANIAN ECONOMIC RESEARCH, vol. 16, no. 49, pp. 99–115, 2012, [Online]. Available: https://sid.ir/paper/2780/en

Related Journal Papers