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Oil price uncertainty in the Iranian economy
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نویسنده
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mehmandosti e.a. ,bazzazan f. ,mousavi m.
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منبع
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iranian economic review - 2017 - دوره : 21 - شماره : 1 - صفحه:137 -152
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چکیده
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The relationship between the price of oil and the level of economic activity is a fundamental empirical issue in macroeconomics. in this research,by using a multivariate garch-in-mean var,we try to investigate direct effects of uncertainty of oil price on macroeconomics of iran by using annually data from 1965 to 2013.results show that uncertainty about oil prices had a negative and significant effect on real output in our sample. © 2017,university of teheran. all rights reserved.
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کلیدواژه
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Multivariate GARCH-in-mean VAR; Oil price; Real options; Uncertainty
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آدرس
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department of economics,alzahra university,tehran, ایران, department of economics,alzahra university,tehran, ایران, department of economics,alzahra university,tehran, ایران
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Authors
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