Business cycles in Iran: Evidence from asymmetry and correlated shocks

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TAIEBNIA ALI; TAGHIMOLLAEE SAEED

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Journal Paper

Paper Information

Journal: Journal of Economic Research and Policies Year:2020 | Volume:28 | Issue:95 Page(s): 109-136

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Information Journal Paper

Title

Business cycles in Iran: Evidence from asymmetry and correlated shocks

Author(s)

TAIEBNIA ALI | TAGHIMOLLAEE SAEED | Issue Writer Certificate

Keywords

Business cycles

Permanent shocks

transitory Shocks

Unobserved component

Markov Swiching

Abstract

In this Paper, business cycle asymmetry in Iran has been investigated using a nonlinear Unobserved component model. In this regard, according to Kim and Nelsonchr('39')s (1999) interpretation of Friedman plucking model (1993), asymmetric transitory component has been modeled and simultaneously the possibility of a correlation between transitory and Permanent shocks has also been considered. The results confirm weakly the asymmetric transitory Shocks and the ceiling level for output according to Friedman’ s model. In addition, it is also suggested by the results that ignoring the correlation between shocks underestimates the importance of Permanent shocks to GDP.

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APA: Copy

TAIEBNIA, ALI, & TAGHIMOLLAEE, SAEED. (2020). Business cycles in Iran: Evidence from asymmetry and correlated shocks. JOURNAL OF ECONOMIC RESEARCH AND POLICIES, 28(95 ), 109-136. SID. https://sid.ir/paper/958359/en

Vancouver: Copy

TAIEBNIA ALI, TAGHIMOLLAEE SAEED. Business cycles in Iran: Evidence from asymmetry and correlated shocks. JOURNAL OF ECONOMIC RESEARCH AND POLICIES[Internet]. 2020;28(95 ):109-136. Available from: https://sid.ir/paper/958359/en

IEEE: Copy

ALI TAIEBNIA, and SAEED TAGHIMOLLAEE, “Business cycles in Iran: Evidence from asymmetry and correlated shocks,” JOURNAL OF ECONOMIC RESEARCH AND POLICIES, vol. 28, no. 95 , pp. 109–136, 2020, [Online]. Available: https://sid.ir/paper/958359/en

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