Investigating Asymmetric Effects of Monetary Shocks on the Production and Employment in Automotive Industry: Non-Linear ARDL Approach

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Nasirifar Ebrahim; HOJABR KIANI KAMBIZ; HOSSEINI SEYED SHAMSODIN; GHAFARI FARHAD

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Paper Information

Journal: JOURNAL OF ECONOMIC MODELING Year:2019 | Volume:4 | Issue:4 (15) Page(s): 9-29

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Information Journal Paper

Title

Investigating Asymmetric Effects of Monetary Shocks on the Production and Employment in Automotive Industry: Non-Linear ARDL Approach

Author(s)

Nasirifar Ebrahim | HOJABR KIANI KAMBIZ | HOSSEINI SEYED SHAMSODIN | GHAFARI FARHAD | Issue Writer Certificate

Keywords

Monetary ShocksQ1

Automotive IndustryQ1

NARDL Model AsymmetricQ1

EffectQ1

Hodrick-Prescott FilterQ1

Abstract

The Automotive Industry as a major industry accounts for about 13% of total production and 15% of total employment in the Iranian industrial sector. The purpose of this paper is considering asymmetric, scale and direction the Effects of positive and negative Monetary Shocks on the volume of production and employment in this industry, which evaluated by Non-linear Auto Regressive Distribution Lag (NARDL) model, seasonally since 1376 to 1397. The Effects of shocks from monetary variables are classified in to two groups: positive and negative shocks by using Hodrick-Prescott Filter. The outputs indicate that the asymmetric Effect of exchange rate and interest rate on the amount of production and employment of this industry is confirmed. It also concludes that Monetary Shocks in the long run have more impact on Automotive Industry than employment.

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APA: Copy

Nasirifar, Ebrahim, HOJABR KIANI, KAMBIZ, HOSSEINI, SEYED SHAMSODIN, & GHAFARI, FARHAD. (2019). Investigating Asymmetric Effects of Monetary Shocks on the Production and Employment in Automotive Industry: Non-Linear ARDL Approach. JOURNAL OF ECONOMIC MODELING, 4(4 (15) ), 9-29. SID. https://sid.ir/paper/386714/en

Vancouver: Copy

Nasirifar Ebrahim, HOJABR KIANI KAMBIZ, HOSSEINI SEYED SHAMSODIN, GHAFARI FARHAD. Investigating Asymmetric Effects of Monetary Shocks on the Production and Employment in Automotive Industry: Non-Linear ARDL Approach. JOURNAL OF ECONOMIC MODELING[Internet]. 2019;4(4 (15) ):9-29. Available from: https://sid.ir/paper/386714/en

IEEE: Copy

Ebrahim Nasirifar, KAMBIZ HOJABR KIANI, SEYED SHAMSODIN HOSSEINI, and FARHAD GHAFARI, “Investigating Asymmetric Effects of Monetary Shocks on the Production and Employment in Automotive Industry: Non-Linear ARDL Approach,” JOURNAL OF ECONOMIC MODELING, vol. 4, no. 4 (15) , pp. 9–29, 2019, [Online]. Available: https://sid.ir/paper/386714/en

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