بررسی اثرگذاری واردات کالاهای مصرفی، واسطهای و سرمایهای در روند انتقال نوسانات قیمت نفت خام به بخش صنعت و معدن در ایران
[Effects of the Import of Consumption, Intermediate and Capital Goods on Transmission of Crude Oil Price Volatility to the Industry and Mining Sector in Iran]
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More about this item
Keywords
Crude Oil Price; Industry and Mine Sector Growth; Imports of Consumption Goods; Imports of Intermediate Goods; Imports of Capital Goods; DCC-MGARCH; Markov Switching Model.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- O41 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2017-07-16 (Central & Western Asia)
- NEP-ENE-2017-07-16 (Energy Economics)
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