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:: Volume 5, Issue 20 (quarterly journal of Fiscal and Economic Policies 2018) ::
3 2018, 5(20): 33-53 Back to browse issues page
Investigating Asymmetric Effects and Fluctuations in Stock market, Inflation Shock, Inventory Shock and Unemployment in Iran’s Economy
Zahra Amirhosseini , Neda Bigdeli
Abstract:   (513 Views)

The global financial crisis of 2007-2012 has led to more studies investigate the relationship between financial markets and the real economy. This has brought more transparency to the economy, prepared a more suitable environment for investment and starting up a business. This study examines the effects of the inflation shock, change in inventory and change in the index of Tehran Stock Exchange on the unemployment rate in the period 2001-2015. This study is an applied research and is descriptive and correlation research in terms of methods. For data analysis, we use econometric models based on the differentially generalized asymmetric ARCH and TARCH. The results show that the response of unemployment rate to positive and negative shocks of the stock market index is symmetric. Moreover, the findings indicate that the response of unemployment rate to a change in inventory is not significant while the unemployment rate response to inflation shocks is positive and significant

Keywords: Unemployment Rate, Stock Index, Inflation Shock, Unsymmetrical, Inventory Shock
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Type of Study: Applicable | Subject: Special
Received: 2017/04/8 | Accepted: 2017/08/24 | Published: 2018/03/7
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amirhosseini Z, bigdeli N. Investigating Asymmetric Effects and Fluctuations in Stock market, Inflation Shock, Inventory Shock and Unemployment in Iran’s Economy. 3. 2018; 5 (20) :33-53
URL: http://qjfep.ir/article-1-635-en.html


Volume 5, Issue 20 (quarterly journal of Fiscal and Economic Policies 2018) Back to browse issues page
فصلنامه سیاستهای مالی و اقتصادی Quarterly Journal of Fiscal and Economic Policies
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