UNCERTAINTY AND ECONOMIC GROWTH:The case study of The Islamic Republic of Iran
عنوان مقاله: UNCERTAINTY AND ECONOMIC GROWTH:The case study of The Islamic Republic of Iran
شناسه ملی مقاله: MCED03_216
منتشر شده در سومین کنفرانس بین المللی مدیریت و اقتصاد در سال 1395
شناسه ملی مقاله: MCED03_216
منتشر شده در سومین کنفرانس بین المللی مدیریت و اقتصاد در سال 1395
مشخصات نویسندگان مقاله:
Amirhosein Najafzadeh - PhD Student, Department of Economics, Qom Branch, Mofid University, Qom, Iran
Sayad Ziaaddin Kiaalhosseini - Assistant Professor, Department of Economics, Qom Branch, Mofid University, Qom, Iran
خلاصه مقاله:
Amirhosein Najafzadeh - PhD Student, Department of Economics, Qom Branch, Mofid University, Qom, Iran
Sayad Ziaaddin Kiaalhosseini - Assistant Professor, Department of Economics, Qom Branch, Mofid University, Qom, Iran
In this Research the empirical relationship between output growth and output growth uncertainty has been examined for the Islamic Republic of Iran by using quarterly data over the period 1960 – 2015. The econometric methodology employs GARCH models and Full Information Maximum Likelihood (FIML) method and proxies output uncertainty by the conditional variance of shocks to output growth. According to the results Keynes hypothesis is accepted, as a proof of an inverse relationship between these two variables
کلمات کلیدی: output variability, output growth, economic growth, Volatility, GARCH models
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/597093/