Investigation of the Nonlinear Effects of Non-Oil Exports Determinants in Iran Using a Model with Variable Parameters over Time of TVP-VAR

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.

KHEZRI MOHSEN; SHOJAEI ABDOLNASER; FOTROS MOHAMMAD HASAN

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

Journal Paper

Paper Information

Journal: Journal of Quantitative Economics Year:2019 | Volume:15 | Issue:4 Page(s): 113-134

Download Full-Text

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

Persian Verion

View:

273

Download:

Cites:

Information Journal Paper

Title

Investigation of the Nonlinear Effects of Non-Oil Exports Determinants in Iran Using a Model with Variable Parameters over Time of TVP-VAR

Author(s)

KHEZRI MOHSEN | SHOJAEI ABDOLNASER | FOTROS MOHAMMAD HASAN | Issue Writer Certificate

Keywords

nonQ3

oil exportsQ1

TVPQ2

VAR modelQ2

nonQ2

linear effectsQ2

Abstract

Considering the importance of non-cash exports in Iran's economy, in this study using a nonlinearmethod, the effect of factors affecting non-oil exports of the country which have been emphasized in empirical and theoretical studies including real exchange rate, economy growth, and degree of openness of the economy has carefully been studied. Using the annual data between the years 1347 and 1395 and the TVP-VAR model, Iran's non-oil exports were modeled. Based on the results of the research, the effect of the variables on the growth of non-oil exports during the study period changed, so that the effects of economic growth rate, openness of economy and growth of non-oil exports on non-oil exports were positive with slight changes in the variables. During the period under consideration, while the effects of the exchange rate on non-oil exports changed more strongly, it was negative in the years 1351 to 1356 and 1372 to 1395, but it turned out to be positive in the years 1357 to 1371. The results of the present research indicate the role of the composition of the exported goods of the country and the conditions governing the economy of the country in shaping and influencing the model variables on non-oil exports.

Cites

No record.

References

No record.

Cite

APA: Copy

KHEZRI, MOHSEN, SHOJAEI, ABDOLNASER, & FOTROS, MOHAMMAD HASAN. (2019). Investigation of the Nonlinear Effects of Non-Oil Exports Determinants in Iran Using a Model with Variable Parameters over Time of TVP-VAR. JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW), 15(4 ), 113-134. SID. https://sid.ir/paper/382527/en

Vancouver: Copy

KHEZRI MOHSEN, SHOJAEI ABDOLNASER, FOTROS MOHAMMAD HASAN. Investigation of the Nonlinear Effects of Non-Oil Exports Determinants in Iran Using a Model with Variable Parameters over Time of TVP-VAR. JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW)[Internet]. 2019;15(4 ):113-134. Available from: https://sid.ir/paper/382527/en

IEEE: Copy

MOHSEN KHEZRI, ABDOLNASER SHOJAEI, and MOHAMMAD HASAN FOTROS, “Investigation of the Nonlinear Effects of Non-Oil Exports Determinants in Iran Using a Model with Variable Parameters over Time of TVP-VAR,” JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW), vol. 15, no. 4 , pp. 113–134, 2019, [Online]. Available: https://sid.ir/paper/382527/en

Related Journal Papers