Paper Information

Journal:   ENERGY ECONOMICS REVIEW   FALL 2010 , Volume 7 , Number 26; Page(s) 1 To 20.
 
Paper: 

AN EVALUATION OF ASYMMETRIC AND SYMMETRIC EFFECTS OF OIL SHOCKS ON VALUE ADDED OF AGRICULTURE AND SERVICES IN IRAN

 
Author(s):  SHIRIN BAKHSH SH.A., MOGHADDAS BAYAT M.
 
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Abstract: 

This study analyzes the relationship between changes in crude oil exports and agriculture as a traded sector and services as a non-traded sector to investigate the Dutch Disease syndrome in Iran. Symmetric effects are studied through use of rolling linear regression, while asymmetric effects are studied through distinguishing between positive and negative shocks using net, scaled and asymmetric methods while applying a VAR approach. We find a co-movement of oil exports with value added of agriculture and services with the rolling regression.
The non-linear model (VAR) reveals that oil exports movements cause asymmetric reaction of agriculture and services value added. These movements can indicate the existence of Dutch Disease.

 
Keyword(s): OIL EXPORTS, ROLLING REGRESSION, VECTOR AUTO REGRESSION (VAR), SYMMETRIC EFFECTS ASYMMETRIC EFFECTS
 
References: 
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