ارائه مدلي كلان سنجي زمان -پيوسته براي اقتصاد ايران (تحليل ساختاري)

A small continuous-Time macroeconometrics model of Iran (Structural Analysis)

This paper presents a continuous time macro-econometrics model for Iranian economy during 1338-1383. In this regard a relatively small size continuous time macro-econometric model, and simultaneous equation systems with eight differential equations and three definitional equations were used, and the model was estimated with 2 SLS technique. It examines the adjustment of macro economic variables such az such , consumption, production inflation, liquidity, wages,toward their desirable values,local stability and unstability of equilibrium point of economy. The results showed that the low speed adjustment for prices 2/5 years, and wages 3/3 years was confirmed/the high speed adjustement for money market 0.85 and real market also was confirmed. The money variable coefficient and its effect on consumption was also high, i.e. any unstability in the money market overflows toward consumption. Analyzing the stability of the system showed that the system is locally unstable.