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Assessment of Economic Capital Ratio in Iran's Economic System against Nominal and Real Shocks: A Dynamic Stochastic General Equilibrium Approach

Author

Listed:
  • Safari Moghadam, Hossein

    (PhD Candidate in Finance-Banking sir.hossein.safari@gmail.com)

  • sargolzaee, mostafa

    (Associate Professor, Allameh Tabataba’i University; mostafa.sargolzaei@atu.ac.ir)

  • Ebrahimi sarveolia, Mohammadhasan

    (Associate Professor, Allameh Tabataba’i University; mh.ebrahimi@atu.ac.ir)

  • Dehghan dehnavi, Mohammadali

    (Assistant Professor, Allameh Tabataba’i University; dehghandehnavi@atu.ac.ir)

Abstract

This study evaluates the economic capital levels for Iranian banks and analyzes their behavior under various macroeconomic shocks by developing a Dynamic Stochastic General Equilibrium (DSGE) model that incorporates banking sector heterogeneity and macroeconomic shock transmission mechanisms. A comprehensive DSGE framework was constructed and calibrated using Iranian macroeconomic and banking data. The

Suggested Citation

  • Safari Moghadam, Hossein & sargolzaee, mostafa & Ebrahimi sarveolia, Mohammadhasan & Dehghan dehnavi, Mohammadali, 2025. "Assessment of Economic Capital Ratio in Iran's Economic System against Nominal and Real Shocks: A Dynamic Stochastic General Equilibrium Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 20(3), pages 435-469, September.
    • Handle: RePEc:mbr:jmonec:v:20:y:2025:i:3:p:435-469
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