[Home ] [Archive]   [ فارسی ]  
:: Main :: About :: Current Issue :: Search :: Submit ::
Main Menu
Home::
Journal Information::
Articles archive::
For Authors::
For Reviewers::
Registration::
Contact us::
Site Facilities::
::
:: Volume 8, Issue 32 (Quarterly Journal of Fiscal and Economics Policies 2021) ::
qjfep 2021, 8(32): 7-45 Back to browse issues page
Investigating the interaction of Iranian economic markets with respect to the qualitative effect of the Corona pandemic with the SVAR approach
Vida Varahrami * , Masoumeh Dadgar
Shahid beheshti university
Abstract:   (1901 Views)
In addition to being contagious to humans and the devastating effects on their health, the outbreak of the corona pandemic has also had contagious effects on the global economy; So that the relationship between different markets in this period has also affected. In this paper, the relationship between commodity markets, capital, money, exchange rates, gold and energy is examined and for this purpose, consumer price index, total stock index, liquidity volume, exchange rate, Bahar Azadi coin price and OPEC oil prices during the period 1386-1: 1399: 09 were used as widely used indicators of these markets. To investigate the qualitative effect of corona pandemic, the virtual variable corona during the period 1398: 11 to 1399: 09 is used. For modeling, SVAR approach was used and finally, to ensure the results of estimation, two operations of instantaneous reaction functions and analysis of variance were performed.
Keywords: Corona, stock index, Liquidity, Consumer price index, Oil price, SVAR
Full-Text [PDF 1441 kb]   (387 Downloads)    
Type of Study: Research | Subject: Special
Send email to the article author

Add your comments about this article
Your username or Email:

CAPTCHA



XML   Persian Abstract   Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

varahrami V, dadgar M. Investigating the interaction of Iranian economic markets with respect to the qualitative effect of the Corona pandemic with the SVAR approach. qjfep 2021; 8 (32) :7-45
URL: http://qjfep.ir/article-1-1229-en.html


Rights and permissions
Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 8, Issue 32 (Quarterly Journal of Fiscal and Economics Policies 2021) Back to browse issues page
فصلنامه سیاستهای مالی و اقتصادی Quarterly Journal of Fiscal and Economic Policies
Persian site map - English site map - Created in 0.05 seconds with 37 queries by YEKTAWEB 4645