چکیده مقاله
In this article, we examine the impact of oil shocks on inflation and the price of gold For this purpose, we use the vector regression model VAR , which is one of the common methods in time series econometrics, to estimate the hypotheses Oil price shocks have different effects on the economies of oil exporting and importing countries Iran is one of the oil exporting countries, where oil revenues are the main source of financing the Iranian government budget and oil price fluctuations have a great impact on the Iranian economy Therefore, in the above article, the Iranian economy in the period March, 2011 to October, 2021 is considered The results show that; Oil shocks affect inflation and the price of gold In this study, in order to evaluate the effect of shocks, we shocked the variables by a standard deviation so that we could examine their effect According to research results, the effect of inflation shock on inflation disappears after 7 periods Also, the effect of inflation shock on the price of gold can be interpreted from period 5 to 17, which indicates a shock The shock effect of the gold price on the gold price is neutral Also, the effect of oil price shock on oil prices disappears after 18 periods
کلیدواژهها
نویسندگان
Ali Sargolzaie
Ali Sargolzaie, M A Student Of Economic Sciences – Economics Field, Department Of Economics and Administrative sciences, Ferdowsi University Of Mashhad, Mashhad, Iran
Mohammad Shahrami
Mohammad Shahrami, Lepan Mohammad Shahrami, M A Student of Economic Sciences Theoretical Economics, University of Tehran, Tehran, Iran
شیوه ارجاع
Sargolzaie, Ali and Shahrami, Mohammad,1400,The effect of oil shocks on inflation and gold prices,1st international conference on the mutation of management science, economics and accounting,Sari
ارائهشده در
مجموعه مقالات اولین کنفرانس بین المللی جهش علوم مدیریت، اقتصاد و حسابداری19 اسفند 1400 · ساری