MARK-UP IMPACT ON INFLATION IN IRAN’S ECONOMY

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SHAKERI ABBAS; MOHAMMADI TEYMOUR; RAJABI FATEMEH

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Journal: ECONOMIC RESEARCH REVIEW Year:2015 | Volume:15 | Issue:58 Page(s): 37-60

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Title

MARK-UP IMPACT ON INFLATION IN IRAN’S ECONOMY

Author(s)

SHAKERI ABBAS | MOHAMMADI TEYMOUR | RAJABI FATEMEH | Issue Writer Certificate

Keywords

STRUCTURAL INFLATIONQ2

ARBITRY PRICINGQ2

MARK-UPQ2

LABOR PRODUCTIVITYQ2

Abstract

The purpose of this study is to investigate the determinants of inflation in the period 1960- 2011 and autoregressive model (VAR) is used here. In this study due to the structure of the Iranian economy, the MARK-UP index is derived and its growth along with liquidity growth, nominal exchange rate growth and productivity growth are used in the model. The results of Granger causality test show one-way causal relationship between the three variables of MARK-UP growth, exchange rates growth and LABOR PRODUCTIVITY growth in one hand and inflation on the other hand, as well as two-way causal relationship between money growth and inflation. Also impuls response functions confirm a negative relationship between LABOR PRODUCTIVITY growth and inflation. Moreover, based on the analysis of impulse response functions of three variables of MARK-UP growth, liquidity growth and exchange rate growth, they are positively correlated with inflation. Variance decomposition showed that each of the variables of inflation, MARK-UP growth and LABOR PRODUCTIVITY growth in the short-term and respectively with the shares of 45, 29 and 25 percent, have the highest explanation on inflation forecast variance. But in the long run, the effect of MARK-UP growth is reduced, and LABOR PRODUCTIVITY growth, inflation, liquidity growth, exchange rate growth and MARK-UP respectively explain 30, 28, 17, 14 and 10 percents of the forecast errors.

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APA: Copy

SHAKERI, ABBAS, MOHAMMADI, TEYMOUR, & RAJABI, FATEMEH. (2015). MARK-UP IMPACT ON INFLATION IN IRAN’S ECONOMY. ECONOMIC RESEARCH REVIEW, 15(58), 37-60. SID. https://sid.ir/paper/67089/en

Vancouver: Copy

SHAKERI ABBAS, MOHAMMADI TEYMOUR, RAJABI FATEMEH. MARK-UP IMPACT ON INFLATION IN IRAN’S ECONOMY. ECONOMIC RESEARCH REVIEW[Internet]. 2015;15(58):37-60. Available from: https://sid.ir/paper/67089/en

IEEE: Copy

ABBAS SHAKERI, TEYMOUR MOHAMMADI, and FATEMEH RAJABI, “MARK-UP IMPACT ON INFLATION IN IRAN’S ECONOMY,” ECONOMIC RESEARCH REVIEW, vol. 15, no. 58, pp. 37–60, 2015, [Online]. Available: https://sid.ir/paper/67089/en

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