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Showing 1 results for Favar Models

Hassan Heydari,
Volume 2, Issue 6 (3-2012)
Abstract

  In this paper, a small scale Factor-Augmented Vector Autoregressive (FAVAR) Model is utilized to analyze the effects of monetary shocks on price level and economic activities in the Iranian housing sector. To analyze the "price level", four price indices of the housing sector were used and also six indices to estimate the "economic activities" in this sector were determined. The results show that shocks from liquidity and high powered money will have wave-like effects on the housing sector in Iran. The waves have an approximate duration of 5 years which is confirmed by observations of the housing sector in Iran. Also the results show that the effects of the liquidity shocks have more durable effects on the sector in comparison with the high powered money shocks.



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فصلنامه تحقیقات مدلسازی اقتصادی Journal of Economic Modeling Research
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