Investigation the Effect of Exchange rate Gap of Official and Parallel Market on Inflation in Iran (Structural Time Series Approach)
H Zobeiri - Journal of Economic Modeling Research, 2016 - jemr.khu.ac.ir
Exchange rate is one of the key indicators affecting macroeconomic performance, and
inflation is one of the most important indicators which represents the macroeconomic
performance. The aim of this paper is to identify the relation between these two important
economic variables. By using the model of structural time series and Kalman Filter algorithm
the effect of exchange rate gap (the difference between official exchange rate and parallel
market exchange rate) on inflation in Iran has been investigated during 1961-2012. The …
inflation is one of the most important indicators which represents the macroeconomic
performance. The aim of this paper is to identify the relation between these two important
economic variables. By using the model of structural time series and Kalman Filter algorithm
the effect of exchange rate gap (the difference between official exchange rate and parallel
market exchange rate) on inflation in Iran has been investigated during 1961-2012. The …
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