TYPOLOGICAL ANALYSIS OF SIMILARITY AND PREDICTABILITY OF IRAN’S FINANCIAL CRISIS

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HORRY HAMID REZA; RAHIMI ELHAM

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Journal: Journal of Economic Research and Policies Year:2015 | Volume:22 | Issue:72 Page(s): 105-126

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Title

TYPOLOGICAL ANALYSIS OF SIMILARITY AND PREDICTABILITY OF IRAN’S FINANCIAL CRISIS

Author(s)

HORRY HAMID REZA | RAHIMI ELHAM | Issue Writer Certificate

Keywords

FINANCIAL CRISISQ2

LVQ MODELQ2

PREDICTIONQ3

IRAN’S ECONOMYQ1

Abstract

during previous years, IRAN’S ECONOMY has been faced with numerous fluctuations, while in some cases it turned to a FINANCIAL CRISIS as that of 2011-2012. However, the main question is that whether the FINANCIAL CRISIS during 2011-2012 has been similar and predictable based on previous financial crises of IRAN’S ECONOMY. In the present research, firstly, based on previous studies in the subject of Iran’s financial crises, the years of financial crises in IRAN’S ECONOMY during years of 1978-2012 were determined. The corresponding results have indicated that three kinds of financial crises including Currency Crises, Money Crises and Twin Crisis (simultaneous Money and Currency Crisis), were occurred in IRAN’S ECONOMY during 1979-2008. Then the FINANCIAL CRISIS periods (in which two or more FINANCIAL CRISIS years are included) were determined, the political and economic events during each of them were expressed and the reasons of occurrence of financial crises in each of them were described. Then the data of 10 macroeconomic variables of IRAN’S ECONOMY belonging to 1978-2012 were deployed. Based on data of 1979-2008 as input data and information about crisis and non-crisis year and special kind of FINANCIAL CRISIS in each crisis year as target data, the LVQ MODEL was trained, in order to learn crisis and non-crisis patterns (behavioral patterns of macroeconomic variables in crisis and non-crisis years), and to learn to recognize the various kinds of crisis patterns (to understand which kinds of financial crises has been occurred in each crisis year). Then the trained model (trained model based on data of 1979-2008) was simulated using the data of 10 macroeconomic variables of IRAN’S ECONOMY during 2008-2012, in order to access the capacity of occurred financial crises of years of 1979-2008 to explain and predict the FINANCIAL CRISIS of IRAN’S ECONOMY during 2011-2012. The results of simulation process indicated that the FINANCIAL CRISIS of IRAN’S ECONOMY during 2011-2012 has had a completely different kind of crisis pattern, compared with those patterns which have occurred in IRAN’S ECONOMY during 1978-2012.

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APA: Copy

HORRY, HAMID REZA, & RAHIMI, ELHAM. (2015). TYPOLOGICAL ANALYSIS OF SIMILARITY AND PREDICTABILITY OF IRAN’S FINANCIAL CRISIS. JOURNAL OF ECONOMIC RESEARCH AND POLICIES, 22(72), 105-126. SID. https://sid.ir/paper/89411/en

Vancouver: Copy

HORRY HAMID REZA, RAHIMI ELHAM. TYPOLOGICAL ANALYSIS OF SIMILARITY AND PREDICTABILITY OF IRAN’S FINANCIAL CRISIS. JOURNAL OF ECONOMIC RESEARCH AND POLICIES[Internet]. 2015;22(72):105-126. Available from: https://sid.ir/paper/89411/en

IEEE: Copy

HAMID REZA HORRY, and ELHAM RAHIMI, “TYPOLOGICAL ANALYSIS OF SIMILARITY AND PREDICTABILITY OF IRAN’S FINANCIAL CRISIS,” JOURNAL OF ECONOMIC RESEARCH AND POLICIES, vol. 22, no. 72, pp. 105–126, 2015, [Online]. Available: https://sid.ir/paper/89411/en

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