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https://hdl.handle.net/10419/36478
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Farzanegan, Mohammad Reza | en |
dc.contributor.author | Markwardt, Gunther | en |
dc.date.accessioned | 2009-01-29 | - |
dc.date.accessioned | 2010-07-15T09:39:20Z | - |
dc.date.available | 2010-07-15T09:39:20Z | - |
dc.date.issued | 2008 | - |
dc.identifier.uri | http://hdl.handle.net/10419/36478 | - |
dc.description.abstract | The Iranian economy is highly vulnerable to oil price fluctuations. This paper analyzes the dynamic relationship between oil price shocks and major macroeconomic variables in Iran by applying a VAR approach. The study points out the asymmetric effects of oil price shocks; for instance, positive as well as negative oil price shocks significantly increase inflation. We find a strong positive relationship between positive oil price changes and industrial output growth. Unexpectedly, we can only identify a marginal impact of oil price fluctuations on real government expenditures. Furthermore, we observe the Dutch Disease syndrome through significant real effective exchange rate appreciation. | en |
dc.language.iso | eng | en |
dc.publisher | |aTechnische Universität Dresden, Fakultät Wirtschaftswissenschaften |cDresden | en |
dc.relation.ispartofseries | |aDresden Discussion Paper Series in Economics |x15/08 | en |
dc.subject.jel | E32 | en |
dc.subject.jel | E37 | en |
dc.subject.jel | Q32 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | macroeconomic uctuations | en |
dc.subject.keyword | oil price shocks | en |
dc.subject.keyword | developing economies | en |
dc.subject.keyword | Iran | en |
dc.subject.keyword | VAR modelling | en |
dc.subject.stw | Mineralölpreisschock | en |
dc.subject.stw | Makroökonomischer Einfluss | en |
dc.subject.stw | VAR-Modell | en |
dc.subject.stw | Iran | en |
dc.title | The effects of oil price shocks on the Iranian economy | - |
dc.type | |aWorking Paper | en |
dc.identifier.ppn | 590264257 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:tuddps:1508 | en |
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