Investigating the impact of cryptocurrency tail risk on liquidity and exchange rates growth with time varying parameters (TVP-VAR)
Investigating the impact of cryptocurrency tail risk on liquidity and exchange rates growth with time varying parameters (TVP-VAR)

Yazdan Gudarzi Farahani; Omid Ali Adeli; Atefeh Ghorbani

Volume 10, Issue 1 , July 2023, , Pages 175-198

Abstract
  The purpose of this study is to estimate the cryptocurrency tail risk and its effects on macroeconomic variables, especially real exchange rates and liquidity growth in Iran have been ...  Read More
Government Financial Sustainability in Iran with Cointegration Approach
Government Financial Sustainability in Iran with Cointegration Approach

Akbar Komijani; Yazdan Gudarzi Farahani

Volume 2, Issue 2 , June 2017, , Pages 3-26

Abstract
  Government financial sustainability refers to government flows of revenues and expenditures. According to the monetary theory of the price-level (MTPL) and financial theory of the price-level ...  Read More
Asymmetric Effects of Monetary Policy and Economic Fluctuations in IRAN
Asymmetric Effects of Monetary Policy and Economic Fluctuations in IRAN

Mansour Khalili Araghi; Yazdan Gudarzi Farahani

Volume 0, Issue 24 , June 2014, , Pages 31-62

Abstract
  In this paper we have analyzed the asymmetric effects of monetary policy on aggregate activity by applying co-integration analysis and error correction model using Iran’s annual ...  Read More