The Impact of Exchange Rate Misalignment on the Persistence of Inflation in Iran

Esmat Masoumi and Amir Mansor Tehranchian
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Esmat Masoumi: University of Mazandaran
Amir Mansor Tehranchian: University of Mazandaran

Journal of Money and Economy, 2015, vol. 10, issue 2, 45-69

Abstract: The purpose of this study is to investigate the impact of exchange rate misalignment on inflation persistence. For this purpose, Vector Auto Regression method and Markov Switching model is used for quarterly data during 1989:4 -2014:3. The results show that, the impact of liquidity growth and exchange rate misalignment on

Keywords: Inflation persistence; Exchange rate misalignment; Economy of Iran; Vector Auto Regressive model; Markov Switching model (search for similar items in EconPapers)
Date: 2015
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