Non-Linear Inflationary Dynamics based on the Concept of Missing Money in Iran

Elham Sehati, Yeganeh Mousavi Jahromi, Mohsen Mehrara and Abbas Najafizadeh
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Elham Sehati: Department of Economics and Banking, Arak Branch, Islamic Azad University
Yeganeh Mousavi Jahromi: Department of Economics, Payam-e Noor University,
Mohsen Mehrara: University of Tehran
Abbas Najafizadeh: Department of Economics and Banking, Arak Branch, Islamic Azad University

Journal of Money and Economy, 2018, vol. 13, issue 2, 221-243

Abstract: In this research, non-linear inflationary dynamics based on the concept of missing money is studied using the threshold autoregressive models based on seasonal data of the time interval (1990:04-2016:07) for the economy of Iran. The finding of the research shows that simple and Divisia liquidity growth variables are determined as

Keywords: Inflation; Non-Linear Dynamic; Simple and Divisia Monetary Aggregates; Threshold Autoregressive Models. (search for similar items in EconPapers)
Date: 2018
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