Threshold Effects of Exchange Rate Fluctuations on Value Added of Iran Economy sectors

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 A.M.; RASEKHI S.; Mostafapour Y.

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

Journal Paper

Paper Information

Journal: JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN Year:2019 | Volume:7 | Issue:28 Page(s): 61-87

Download Full-Text

Persian Verion

View:

312

Download:

Cites:

Information Journal Paper

Title

Threshold Effects of Exchange Rate Fluctuations on Value Added of Iran Economy sectors

Author(s)

TEHRANCHIAN A.M. | RASEKHI S. | Mostafapour Y. | Issue Writer Certificate

Keywords

Exchange rateQ2

threshold regression method (TAR)Q1

shocks of predicted and unanticipatedQ1

Abstract

The purpose of this study is Threshold Effects of Exchange rate Fluctuations on Value Added of Iran Economy Sectors (1393-1353). For this purpose, were used Generalized pattern Autoregressive conditional Heteroskedasticity (GARCH) and self threshold regression (TAR). Also is obtained the predicted and unpredictable shock by the Hodrick-Prescott method. According to the research findings, in the industrial sector, Exchange rate changes had a neutral effect in the previous values of the threshold level, and the values above the threshold level had a negative effect on the production of this sector. Predicted and unanticipated Exchange rate impacts have a negative and significant effect on the industrial sector and have led to a decrease in the production of this sector. In the service sector, although the fluctuations of the Exchange rate in the previous levels of the threshold level had a negative effect on the production of this sector, it was positive in values above the threshold level. Predicted shocks have impacted a positive effect and unpredictable shocks have impacted negative effect on the production of this sector. Based on the results obtained in the agricultural sector, the effect of Exchange rate fluctuations on the agricultural sector production was neutral. In addition to the predicted shocks, have caused fluctuations more than unforeseen Exchange rate shocks in agricultural production. Since the effect of predicted impacts is more than an unpredictable momentum, it is recommended that the government apply more transparency in adopted policies.

Cites

No record.

References

No record.

Cite

APA: Copy

TEHRANCHIAN, A.M., RASEKHI, S., & Mostafapour, Y.. (2019). Threshold Effects of Exchange Rate Fluctuations on Value Added of Iran Economy sectors. JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN, 7(28 ), 61-87. SID. https://sid.ir/paper/386053/en

Vancouver: Copy

TEHRANCHIAN A.M., RASEKHI S., Mostafapour Y.. Threshold Effects of Exchange Rate Fluctuations on Value Added of Iran Economy sectors. JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN[Internet]. 2019;7(28 ):61-87. Available from: https://sid.ir/paper/386053/en

IEEE: Copy

A.M. TEHRANCHIAN, S. RASEKHI, and Y. Mostafapour, “Threshold Effects of Exchange Rate Fluctuations on Value Added of Iran Economy sectors,” JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN, vol. 7, no. 28 , pp. 61–87, 2019, [Online]. Available: https://sid.ir/paper/386053/en

Related Journal Papers

No record.

Related Seminar Papers

No record.

Related Plans

No record.

Recommended Workshops