Effect of Nominal Exchange Rate Volatility on Output in Iran’s Economy

Kazem Yavari, Reza Najjarzade, Hossein Tavakolian and Ali Bahador
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Kazem Yavari: Tarbiat Modares University
Reza Najjarzade: Tarbiat Modares University
Ali Bahador: Tarbiat Modares University; Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran

Journal of Money and Economy, 2016, vol. 11, issue 4, 419-442

Abstract: Volatility of exchange rate while changes from time to time, is expected to affect firm level operations as well as aggregate level outcomes i.e. macroeconomic performance. This paper, investigates the effects of exchange rate volatility on aggregate production in Iran using a Structural Vector Auto Regressive model with Exogenous Variables (SVARX).

Keywords: Exchange Rate; Exchange Rate Volatility; Production (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmonec:v:11:y:2016:i:4:p:419-442

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