The effect of inflation and money on non-national economic ford mental variables using regression approach to capture

Subject Areas : Management Accounting

دکتر سید عباس حیدری ¹ ( ندارد )
میر فیض فلاح شمس ² ( ندارد )
حسین فضل الهی ³ ( ندارد )
حمیدرضا کردلویی ⁴ ( ندارد )

Received: 2010-12-01 Accepted : 2011-02-14 Published : 2010-12-22

Keywords: Inflation, currency rate, regression vector,

Abstract :

Importance due to the nature of important economic variables affecting theeconomic system, the relationship between these variables and each of their priorityresearch and studies of political economics and economists. Ford mental variablessuch as inflation important problem affectation the economic system that optimalresource allocation and income distribution over time and prevent fine in theproduction and economic exchange and non-national currency (exchange rate) in termof the countries dependence on income foreign currency from oil sales that thevariable are evaluated and analyzed for their affect on each other and other variablessuch as GDP and volume have been used income volume.In this paper using the vector regression (VAR) in which all variables areendogenous and on any particular economic theory does not rely on the above subject.VAR analysis tools in this article include: immediate response (IRF).Functional and how immediate shock affect on the variable period of desired showand analysis of variance contribution rate due to shocks other variables shows.According to the results of the granger causality response function, the effect ofinflation on exchange rate on inflation but the effect is statistically unique so thatshock in deuced inflation in the third period and the basis of shock induced inflationthird period on folly additive has affected the exchange rate.