جستجوی مقالات مرتبط با کلیدواژه "vector auto regression model" در نشریات گروه "علوم اجتماعی"

This study examined the effects of economic globalization on economic growth، using Vector Auto Regression (VAR) in order to separate the effects of short- and long-term of this phenomenon. To investigate the relationship، the dynamic interactions of shocks created in the model have been analyzed by using Forecast Error Variance Decomposition (FEVD) and Impulse Response Functions (IRF). In this path، the economic and financial openness index definition، annual exports، imports، entry and exit of capital and GDP over the period 1390-1357 have been used. The results of this study show that the index of trade and financial liberalization has a significantly positive effect on economic growth. The Convergence tests show that there is only one vector convergence between variables of the model.

Looking at the state of the economy after the Islamic Revolution, especially in recent decades, the relative balance of our economy has become an important issue. Sudden changes in important indices such as inflation, exchange rates, exports and imports and unemployment are the proof of this claim and indicate the lack of integrated and consistent economic policies. These factors are among the factors that governments seek to control them to achieve three targets of allocation, distribution and economic stability. In macroeconomic literature, these phenomena are regarded as indicators of economic instability which has impact on economic growth and development. In this paper, the effect of instability parameters on Iran's economic and social development has been studied during the period 1979-2013 using time series data and Vector Auto Regression Model (VAR). The results confirmed the affectability of the economic development from above factors and make clear the attention to these factors in relation to trade policy and economic saga.