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

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

video

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

sound

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

Persian Version

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

View:

399
Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Download:

0
Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Cites:

Information Journal Paper

Title

The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach

Author(s)

 ELAHI NASER | HEYDARI HASAN | KIAALHOSEINI SEYED ZIAODDIN | Abolhasani Chimeh Mohammad Amin | Issue Writer Certificate 

Pages

  11-37

Abstract

 The main purpose of this paper is to examine the effect of Trade Openness and Government Size on Macroeconomic Volatility. Economic theories do not clearly show the effects of Trade Openness and Government Size on Macroeconomic Volatility. Therefore, this is essentially an empirical problem. Hence, we have presented an empirical model to test the effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran over the period of 1352-1395. For this, first, the macroeconomic uncertainty was extracted using Stochastic Volatility Model with Leverage Effects by technique of principal component analysis. The results showed that in the long run, Trade Openness and government expenditures have a positive effect on Macroeconomic Volatility in Iran. In addition, in the short run, there is no significant relationship between the relevant variables and Macroeconomic Volatility.

Cites

  • No record.

    • References

  • No record.

    • Cite

    APA: Copy

    ELAHI, NASER, HEYDARI, HASAN, KIAALHOSEINI, SEYED ZIAODDIN, & Abolhasani Chimeh, Mohammad Amin. (2018). The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach. JOURNAL OF ECONOMIC MODELING, 3(3 (10) ), 11-37. SID. https://sid.ir/paper/386068/en

    Vancouver: Copy

    ELAHI NASER, HEYDARI HASAN, KIAALHOSEINI SEYED ZIAODDIN, Abolhasani Chimeh Mohammad Amin. The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach. JOURNAL OF ECONOMIC MODELING[Internet]. 2018;3(3 (10) ):11-37. Available from: https://sid.ir/paper/386068/en

    IEEE: Copy

    NASER ELAHI, HASAN HEYDARI, SEYED ZIAODDIN KIAALHOSEINI, and Mohammad Amin Abolhasani Chimeh, “The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach,” JOURNAL OF ECONOMIC MODELING, vol. 3, no. 3 (10) , pp. 11–37, 2018, [Online]. Available: https://sid.ir/paper/386068/en

    Related Journal Papers

  • No record.

    • Related Seminar Papers

  • No record.

    • Related Plans

  • No record.

    • Recommended Workshops






    Move to top