Asymmetric Effect of Exchange Rate Shocks on Income Distribution in Iran: NARDL Approach

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LalKhezri Hamid; JAFARI SAMIMI AHMAD

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Journal: Financial Economics Year:2021 | Volume:14 | Issue:53 Page(s): 45-63

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Title

Asymmetric Effect of Exchange Rate Shocks on Income Distribution in Iran: NARDL Approach

Author(s)

LalKhezri Hamid | JAFARI SAMIMI AHMAD | Issue Writer Certificate

Keywords

AsymmetryQ1

Exchange Rate ShocksQ1

Income DistributionQ2

Nonlinear ARDLQ2

Abstract

The Currency depreciation has significant effects on macroeconomic variables that Income Distribution is not excluded. With Currency depreciation, wages do not adjust fully to inflationary effects of currency depreciation, a depreciation could shift income from workers to producers which could worsen income inequality. The aim of this study is to investigate the effects of asymmetric the real Exchange Rate Shocks on Income Distribution in Iran. In this research, the effects of positive and negative real Exchange Rate Shocks on the Gini coefficient index using non-linear Autoregressive Distributed Lag model (NARDL) have been investigated during the period of 1357-1395. By comparing the results of the cumulative effects of the positive and negative real Exchange Rate Shocks on the Gini coefficient it can be concluded that the effects of positive and negative real exchange rate are asymmetric and the effect of positive real exchange rate shock is greater than the effect of negative real exchange rate shock in the short and long-term. According to other results presented in the research, the consumer price index with the positive effect has the most impact on the Gini coefficient in the short-term and the degree of trade openness with negative effect has the most impact in the long run.

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APA: Copy

LalKhezri, Hamid, & JAFARI SAMIMI, AHMAD. (2021). Asymmetric Effect of Exchange Rate Shocks on Income Distribution in Iran: NARDL Approach. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), 14(53 ), 45-63. SID. https://sid.ir/paper/393317/en

Vancouver: Copy

LalKhezri Hamid, JAFARI SAMIMI AHMAD. Asymmetric Effect of Exchange Rate Shocks on Income Distribution in Iran: NARDL Approach. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT)[Internet]. 2021;14(53 ):45-63. Available from: https://sid.ir/paper/393317/en

IEEE: Copy

Hamid LalKhezri, and AHMAD JAFARI SAMIMI, “Asymmetric Effect of Exchange Rate Shocks on Income Distribution in Iran: NARDL Approach,” JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), vol. 14, no. 53 , pp. 45–63, 2021, [Online]. Available: https://sid.ir/paper/393317/en

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