Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method)

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Amir Teimoori Raziyeh; Jalaee Sayed AbdolMajid; Zayandeh roodi Mohsen

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Journal: FINANCIAL RESEARCH Year:2017 | Volume:19 | Issue:3 Page(s): 341-364

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Title

Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method)

Author(s)

Amir Teimoori Raziyeh | Jalaee Sayed AbdolMajid | Zayandeh roodi Mohsen | Issue Writer Certificate

Keywords

Business cycles synchronizationQ2

Financial depthQ2

Financial frictionQ2

Markov Switching Bayesian VARQ2

Abstract

The synchronization of business cycles is one of the latest issues that has been raised recently in the field of international trade as economic integration between countries has increased. Accordingly, considering the impact of the flow of business cycles on the economy of Iran and the process of integration of domestic market with the international financial markets, it is important to determine the impact of their Business cycles synchronization and the effect of synchronization on the friction of financial markets and the Financial depth. Due to the formation of business cycles and the process of friction and Financial depth, the Switching Bayesian VAR (MSBVAR) method was used. The results showed that the synchronization of trade cycles between Iran and Germany during the 1985-2015 indicates the high coincidence and symmetry between the two business cycles. It was also found that the Financial friction plays a significant role in justifying the degree of synchronization of business cycles during global financial crises. The regime 1 (the recession) has been more stable than the regime 2 (inflation) and it is highly probable to remain within the regime 1.

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APA: Copy

Amir Teimoori, Raziyeh, Jalaee, Sayed AbdolMajid, & Zayandeh roodi, Mohsen. (2017). Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method). FINANCIAL RESEARCH, 19(3 ), 341-364. SID. https://sid.ir/paper/91129/en

Vancouver: Copy

Amir Teimoori Raziyeh, Jalaee Sayed AbdolMajid, Zayandeh roodi Mohsen. Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method). FINANCIAL RESEARCH[Internet]. 2017;19(3 ):341-364. Available from: https://sid.ir/paper/91129/en

IEEE: Copy

Raziyeh Amir Teimoori, Sayed AbdolMajid Jalaee, and Mohsen Zayandeh roodi, “Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method),” FINANCIAL RESEARCH, vol. 19, no. 3 , pp. 341–364, 2017, [Online]. Available: https://sid.ir/paper/91129/en

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