5430

5090

كارشناسي ارشد

برنامه ريزي سيستم هاي اقتصادي

اصفهان: دانشگاه صنعتي اصفهان، دانشكده صنايع و سيستم ها

1389

نه،117ص.: مصور،جدول،نمودار

ص.ع.به فارسي و انگليسي

اكبر توكلي

غلامعلي رئيسي

23/6/89

جمشيد پرويزيان

مهندسي صنايع و سيستم ها

ID5090

به فارسي و انگليسي: قابل رويت در نسخه ديجيتالي

Efficiency of Money Supply on Iran s Inflation and National Product Azam Soltani a soltani@in iut ac ir Data of Submission 2010 04 07 Department of Industrial Engineering Systems Isfahan University of Technology Isfahan 84156 83111 Iran Degree M Se Language Farsi Supervisor Akbar Tavakoli atavakoli@in iut ac ir Abstract In this thesis the effect of monetary policy on GDP and inflation rate on Iranian economy is analyzed Four monetary policy instruments such as M1 and M2 interest rate and required deposit rates are applied to analyze the most effective one Yearly 1973 to 2006 and seasonal 1990 1 to 2006 4 time series data both original and filtered and the econometric method of vector autoregressive VAR are used to estimate the effect The estimated results show that the variation of monetary policies such as M2 and required deposit rate are the most efficient policies affecting the GDP and inflation rate compared to interest rate and the money supply M1 Among policies M2 affects the inflation rate most The policy implication for the policy maker is the inflation may be controlled most effectively through M2 Key words Vector autoregressive Reaction function Exogenous Variable Endogenous Variable

اكبر توكلي

غلامعلي رئيسي

جمشيد پرويزيان