جستجوی مقالات مرتبط با کلیدواژه "self-explanatory method with non-linear distribution breaks" در نشریات گروه "اقتصاد"

The purpose of this article is to analyze the effects of the asymmetric shocks of the covid-19 epidemic as well as the dollar price shocks on housing prices in Iran during the period of 2020:1-2023:4. In order to investigate the effects of dollar price shocks, the periods in which the dollar price increased (decreased) were identified as positive (negative) shocks and used in the model. Nonlinear Autoregressive Distributed Lag (NARDL) method was used to check the symmetry or asymmetry of the shocks of Covid-19 and the price of the dollar. The results indicate the asymmetry of the positive and negative shocks of Covid-19 in the short and long term. So that in the short term, the positive shocks of Covid-19 have a negative effect and the negative shocks of Covid-19 have a positive effect on the housing price index in Iran. The results of the long-term period indicate that the negative shock of covid-19 had a negative effect and the positive shock of covid-19 had a positive effect on the housing price index. the error correction coefficient also shows that in each period 41% of the imbalance is adjusted in the short term and moves towards its long term trend.