List of Articles structural vector autoregression

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  1 - Designing a financial stability model in order to respond to Islamic banking returns to shocks in the value of the national currency
  hadi radfar Mohammad Khazri fatemeh zandi bijan safavi
  The present study deals with redesigning the design of the financial stability model in order to respond to the return of Islamic banking to the shock of the value of the national currency for the years 1400-1373. For this purpose, using the structural vector autoregres More

  The present study deals with redesigning the design of the financial stability model in order to respond to the return of Islamic banking to the shock of the value of the national currency for the years 1400-1373. For this purpose, using the structural vector autoregression model (SVAR), which are known as impulse models; The response of Islamic banking returns to the shocks of national currency value, financial stability, inflation and inflation were investigated. According to the results, the response coefficient of the yield impulses of cooperative banking contracts to oil revenues, weakening of the value of the national currency and inflation is negative and equal to 0.01, 0.25 and 0.06. Also, the response of financial development momentum coefficient to the yield of cooperative banking contracts is positive and equal to 0.32. The increase in oil and foreign exchange revenues of the central bank causes an increase in the monetary base of the country, and the volume of liquidity also increases, and therefore inflation will also increase. The expectation of inflation in the future period and uncertainty about the inflation rate are also effective in fueling the intensity of inflation, and as uncertainty increases, the amount of investment in the production sector decreases and the production situation and the yield of contracts also worsen. On the other hand, the artificial pricing of the exchange rate in the years before thein order to reduce the pressure of the foreign exchange market, it is suggested that the annual off Manuscript profile
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  2 - Factors affecting the inflation rate in selected developing countries with the TVP-VAR approach
  Marjan Mohammad Esmaeil Reza Maaboudi Mohammad Khorsand
  Inflation has been considered as one of the important economic indicators and one of the most important goals of governments is to control it. Inflation has significant economic consequences in the economy. Therefore, investigating factors affecting inflation is of part More

  Inflation has been considered as one of the important economic indicators and one of the most important goals of governments is to control it. Inflation has significant economic consequences in the economy. Therefore, investigating factors affecting inflation is of particular importance. Among them is the shock of the exchange rate. so, this article examines the effect of exchange rate shock along with some explanatory variables on inflation in 47 developing countries by using panel structural vector autoregression model (Panel-SVAR) and vector autoregression with time-varying parameters (Panel-TVPVAR). It has been paid for the years 1990 to 2020. The criterion for selecting countries was the level of development and access to their information. In this research, in the first place, tests of unit root, co-accumulation and cross-sectional dependence have been performed. Also, the results indicate that in this period, one of the factors affecting inflation is the exchange rate changes in the countries. So that positive exchange rate shocks have a negative effect and negative exchange rate shocks have a positive effect on inflation. The results show that the increase in production and the degree of openness of the economy causes a decrease in inflation, as well as an increase in the size of the government and money supply, which causes an increase in inflation in selected developing countries. the effect of the mentioned variables on the inflation rate has been different in terms of size over time, but it has been constant in terms of the direction of the effect. Manuscript profile