Iranian Economic Review

Iranian Economic Review

Keywords = Factor Augmented Vector Autoregressive Model
Number of Articles: 1

Constructing the Financial Conditions Index for Iran's Economy and Assessing its Effects on Stock Returns by FAVAR and TVP-FAVAR Models

Articles in Press, Accepted Manuscript, Available Online from 19 May 2024

10.22059/ier.2024.371620.1007923

Samere Raki Kianpour, Seyed Aziz Arman, Hassan Farazmand

Iranian Economic Review

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