1403/01/10
احمد جعفری صمیمی

احمد جعفری صمیمی

مرتبه علمی: استاد
ارکید:
تحصیلات: دکترای تخصصی
اسکاپوس:
دانشکده: دانشکده علوم اقتصادی و اداری
نشانی:
تلفن: 011-35302552

مشخصات پژوهش

عنوان
An Estimation of Seasonal GDP Gap in Iran: Application of Adaptive Least Squares Method
نوع پژوهش
JournalPaper
کلیدواژه‌ها
Adaptive Least Squares, Iran, Output Gap, seasonal data.
سال
2013
مجله Iranian Economic Review
شناسه DOI
پژوهشگران Arash Hadizadeh ، َAhmad Jafari Samimi ، Zahra Mila Elmi

چکیده

this paper estimates the long-term trend of seasonal real GDP in Iran, using a new econometric technique called Adaptive Least Squares (ALS). ALS is a special case of Kalman Filter that allows a time-varying parameter model to be estimated relatively easy. The estimated trend is used to proxy the output gap. Since the coefficients of the GDP lags are significantly different from zero, the model with intercept and trend and with three lags of the dependent variable has been tested in this article. The comparison of the results of ALS, OLS, HP and Kalman Filter show that the ALS method provides a better estimate. Therefore, it is suggested that the output gap estimation method provided in this paper be used in dealing with the monetary policies. Keywords: