TY - JOUR ID - 51800 TI - Examine Dutch disease phenomena and oil shock influence on the Iran's macroeconomic variables by copula approach JO - Journal of Economic Research (Tahghighat- E- Eghtesadi) JA - JTE LA - en SN - 0039-8969 AU - Mehrgan, Nader AU - Daneshkhah, Alireza AU - Chatrabgoun, Omid AU - Ahmadi, Rouhollah AU - Tishekani, Faribourz AD - Associate Professor, Department of Economics, Bu-Ali Sina University, Hamedan, Iran AD - Assistance Professor, Cranfield Water Science Institute, School of Applied Sciences, Cranfield University, Cranfield, MK43 0AL, UK. AD - Assistance Professor, Faculty of Mathematics and statistic science, University of Malayer, Iran AD - MA., Islamic Azad University of Science and Research of Ahvaz, Iran AD - Payamnour University, Harsin, Kermanshah, Iran Y1 - 2014 PY - 2014 VL - 49 IS - 2 SP - 411 EP - 428 KW - Asymmetric Effect KW - Copula KW - Dutch diseases KW - Economic Growth KW - tail dependency DO - 10.22059/jte.2014.51800 N2 - In this paper, we examine influence oil shocks on macroeconomic variables and Dutch disease phenomena when these variables encountered positive oil revenue shocks. Statistical model which is copula approach is used to show when Iran's macroeconomic variables encountered positive oil revenue casus Dutch disease and oil revenue has non-symmetric influence on the growth economic. In another word, growth economic is independent of positive and negative oil revenue shocks. UR - https://jte.ut.ac.ir/article_51800.html L1 - https://jte.ut.ac.ir/article_51800_ae62e87fa23f8fae578b2efb12c90270.pdf ER -