In the recent decades, the Iranian Economy has been highly depended on Oil revenues. Considering the fact that a great part of non-oil exports are agricultures product, studying factors influencing growth of agricultural sector plays an important role in the Iran's economy. Supply domestic SHOCKS and domestic DEMAND pressure along with deviation of exchange rates from its equilibrium, have significant effects on the growth of agricultural sector. In this study, we examine the impact of supply and DEMAND SHOCKS on the economic growth, using the model of Blanchard and Quah and the method of Vector Auto Regression. The study data was obtained from the annual statistics during the years 1972-2007. The results revealed that the growth of agricultural sector is more sensitive to supply SHOCKS than to DEMAND SHOCKS.

The purpose of this study is to investigate the impact of oil price SHOCKS on the exchange rate fluctuations of selected Persian Gulf countries, including Saudi Arabia, Kuwait, Iraq, and Iran, from 2000 to 2023 using the structural autoregression (SVAR) model. The findings of this research showed that the coefficients of oil supply SHOCKS are significant only in Saudi Arabia and are no longer statistically significant in the other three countries. Coefficients of delays are statistically significant only for the country of Saudi Arabia in the first Intermission. Furthermore, regarding the coefficients of total DEMAND SHOCKS on exchange rate fluctuations of these countries, it does not have a significant impact on any of the countries. The results regarding the interruptions of the DEMAND shock also indicate that statistically only the first interruption is significant for Kuwait. In addition, the impact of specific oil DEMAND SHOCKS on exchange rate fluctuations is significant for Kuwait. Therefore, it can be said that no strong, stable, or long-term effects of the structural SHOCKS of oil supply and DEMAND were found in the currencies of these countries.

We interpret fluctuation in GDP and unemployment rate as due to two types of disturbances: disturbances that have a permanent effect on output and disturbances that don’t. We interpret the first as supply disturbances, the second as DEMAND disturbances. This paper surveys the effects of DEMAND and supply disturbances on variables GDP and unemployment in Iran economy. So with using Blanchard-Quah econometric technique, SHOCKS will be divided into two sections: the supply SHOCKS and DEMAND SHOCKS. Then, we survey the effect of these two SHOCKS on GDP and unemployment in Iran with using Structural Vector Auto Regressive (SVAR) method, impulse response function and variance decomposition. Results report that supply SHOCKS proportion in explaining the GDP and unemployment fluctuation are 45.5 and 30.87 and the DEMAND shock proportion are 54.56 and 69.21.

Iran’ s economy is recognizes as a high inflationary country (For near almost all years after Islamic revelation) which is suffered to external SHOCKS such as external conflict interactions (for example war and sanctions) and oil price SHOCKS. Therefore، analysis and estimation of money DEMAND in Iran should consider above issues in order to have efficient money supply policy. This paper، apply HSE index to estimate the effects of external conflict interactions. Hodrick-Prescott filter has been used to estimate expected inflation. The money DEMAND function of modified Cagan’ s is estimated during 1979 to 2013 by ARIMAX and VAR methods. The results show that، expected inflation by 3 lags، has negative effect on money DEMAND but external conflict interactions by two lags and oil price has positive effects on the money DEMAND.

In this Paper we have used a Panel Data of two digit ISIC classsification of Large Iranian Manufacturing industried for the period 1373-86 to test the impact of DEMAND SHOCKS on the prices of manufacturd good industries. The result indicate that while positive SHOCKS were effective influencing prices, probably reflecting their flexibility, the negative SHOCKS however, have shown mixes results. While negative SHOCKS lead to the decline of prices in such industries as electirical machinery and transport equipments, other industrial branches of manufacturing industries have, however did not respond. Our study also show that while the impact of DEMAND SHOCKS has had asymmetrical impact on industries such as non-metalic minerals, electical machinery and transport equipments, such asymmetry however, has not been realised elsewhere in other manufacturing industries. Finally, our finding clearly indicate that the intensity of SHOCKS has not been the same in all branches.

This paper aims to identify the main determinants contributing to business cycles in Iran in short and long run. The paper tries to underpin the impulse response function of output to aggregate supply and DEMAND SHOCKS. We use annual data from 1959 to 2006 to decompose the cycles from trend, implementing band pass frequency method with the approach of Baxter and King. Then we use Engel and Granger causality test to determine the causality relation between aggregate DEMAND cycles and real GDP, with and without oil. To determine the structural SHOCKS threatening the Iranian economy, we use a Structural VAR with the restrictions imposed in Blanchard and Quah's study. The result of our study indicates that oil revenues are one of the most important factors contributing to business cycles in Iran.The results also suggest that the speed of adjustment of aggregate output to structural aggregate supply and DEMAND SHOCKS varies depending on whether the shock originates from the supply or DEMAND side. The SHOCKS last for four to five years if it originates from the supply side and lasts for six to seven years if it originates from the DEMAND side. In other words SHOCKS originating from the DEMAND side last longer compared with the supply SHOCKS. The structural variance decomposition of forecast errors suggests that most of changes in aggregate output can be attributed to supply structural SHOCKS, whereas most of changes in prices can be attributed to structural aggregate DEMAND SHOCKS.