An investigating into the threshold effect of the exchange rate on inflation of non-oil export goods in Iran

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.

Pazham Seyyed Mehdi; Tahsili Hassan; BEHNAME MEHDI

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

Journal Paper

Paper Information

Journal: JOURNAL OF ECONOMICS AND MODELING (JOURNAL OF ECONOMICS) Year:2019 | Volume:10 | Issue:2 Page(s): 11-33

Download Full-Text

Persian Verion

View:

318

Download:

Cites:

Information Journal Paper

Title

An investigating into the threshold effect of the exchange rate on inflation of non-oil export goods in Iran

Author(s)

Pazham Seyyed Mehdi | Tahsili Hassan | BEHNAME MEHDI | Issue Writer Certificate

Keywords

Exchange rate pass-throughQ1

Export Price IndexQ1

Threshold Vector autoregressionQ1

Abstract

Non-oil exports are one of the important requirements in the Iranian economy. In this regard, currency depreciation is one of the ways to achieve this goal. The purpose of the present study is to provide a new insight into the way the exchange rate influences the inflation of non-oil exports. For this purpose, a Threshold Vector autoregression model was used to study the non-linear issue of exchange rate fluctuation in 1376: 2-1395: 4. According to the results of the research, the exchange rate shocks is associated with a positive response to the inflation rate of non-oil exports goods. Nevertheless, the impact of the shock before and after the 0. 8% seasonal inflation is different. So that if inflation of exported goods exceeds the threshold, it will have a more positive reaction to the exchange rate shock. This result can be attributed to the dependence of the production process of Exported goods on imported intermediate goods. Accordingly, it cannot be expected that creating international competitiveness of non-oil exports with currency depreciation.

Cites

No record.

References

No record.

Cite

APA: Copy

Pazham, Seyyed Mehdi, Tahsili, Hassan, & BEHNAME, MEHDI. (2019). An investigating into the threshold effect of the exchange rate on inflation of non-oil export goods in Iran. JOURNAL OF ECONOMICS AND MODELING (JOURNAL OF ECONOMICS), 10(2 ), 11-33. SID. https://sid.ir/paper/392635/en

Vancouver: Copy

Pazham Seyyed Mehdi, Tahsili Hassan, BEHNAME MEHDI. An investigating into the threshold effect of the exchange rate on inflation of non-oil export goods in Iran. JOURNAL OF ECONOMICS AND MODELING (JOURNAL OF ECONOMICS)[Internet]. 2019;10(2 ):11-33. Available from: https://sid.ir/paper/392635/en

IEEE: Copy

Seyyed Mehdi Pazham, Hassan Tahsili, and MEHDI BEHNAME, “An investigating into the threshold effect of the exchange rate on inflation of non-oil export goods in Iran,” JOURNAL OF ECONOMICS AND MODELING (JOURNAL OF ECONOMICS), vol. 10, no. 2 , pp. 11–33, 2019, [Online]. Available: https://sid.ir/paper/392635/en

Related Journal Papers