Simultaneous Occurrence of Banking Debt and Currency Crises (Triple Crises) in Iranian Economy and Its Determining Factors During the Period 1980-2017

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.

SADEGHI AMROABADI BEHROUZ; MAHMOUDINIA DAVOUD

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

Journal Paper

Paper Information

Journal: JOURNAL OF ECONOMIC MODELING RESEARCH Year:2020 | Volume:10 | Issue:39 Page(s): 187-240

Download Full-Text

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

Persian Verion

View:

301

Download:

Cites:

Information Journal Paper

Title

Simultaneous Occurrence of Banking Debt and Currency Crises (Triple Crises) in Iranian Economy and Its Determining Factors During the Period 1980-2017

Author(s)

SADEGHI AMROABADI BEHROUZ | MAHMOUDINIA DAVOUD | Issue Writer Certificate

Keywords

Bank CrisisQ2

Debt CrisisQ1

Currency CrisisQ1

Logit ModelQ2

VAR ModelQ1

Abstract

In monetary and financial literature, financial crises include a wide range of crises. But in general, there are three important types of financial crisis, including the Currency Crisis. The banking crisis and the Debt Crisis. The aim of this study is to simultaneously analyze the occurrence of banking, debt and currency crises, known as the three crises in Iran. For this purpose, first to determine the indicators related to banking crises, currency and debt payments and using logistics and self-regression vector models during the 1980 to 2017 seasonally, we have discussed the relationship between these three crises. The results show that the three banking crises, debt and currency, affect each other. The short-term results of the VAR Model showed the effect of the banking crisis and the Currency Crisis on the Debt Crisis is positive and significant, indicating an increase in the likelihood of a banking crisis and the currency will increase the debt of the government and the country. Also, the effects of banking and debt crises on the Currency Crisis are positive and significant. This indicates the existence of causal relationship between banking crises and debt on the Currency Crisis. The results of the Logit Model show that the effect of inflation variables, liquidity growth and the growth of the exchange rate on the indicators of the three crises that are significant and positive in most models.

Cites

No record.

References

No record.

Cite

APA: Copy

SADEGHI AMROABADI, BEHROUZ, & MAHMOUDINIA, DAVOUD. (2020). Simultaneous Occurrence of Banking Debt and Currency Crises (Triple Crises) in Iranian Economy and Its Determining Factors During the Period 1980-2017. JOURNAL OF ECONOMIC MODELING RESEARCH, 10(39 ), 187-240. SID. https://sid.ir/paper/382728/en

Vancouver: Copy

SADEGHI AMROABADI BEHROUZ, MAHMOUDINIA DAVOUD. Simultaneous Occurrence of Banking Debt and Currency Crises (Triple Crises) in Iranian Economy and Its Determining Factors During the Period 1980-2017. JOURNAL OF ECONOMIC MODELING RESEARCH[Internet]. 2020;10(39 ):187-240. Available from: https://sid.ir/paper/382728/en

IEEE: Copy

BEHROUZ SADEGHI AMROABADI, and DAVOUD MAHMOUDINIA, “Simultaneous Occurrence of Banking Debt and Currency Crises (Triple Crises) in Iranian Economy and Its Determining Factors During the Period 1980-2017,” JOURNAL OF ECONOMIC MODELING RESEARCH, vol. 10, no. 39 , pp. 187–240, 2020, [Online]. Available: https://sid.ir/paper/382728/en

Related Journal Papers