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

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TEHRANCHIAN AMIR MANSOUR; NOROOZI BEAIRAMI MASOOMEH

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

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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.

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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

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