نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشیار گروه اقتصاد دانشگاه سیستان و بلوچستان
2 کارشناس ارشد علوم اقتصادی دانشگاه سیستان و بلوچستان
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسندگان [English]
Housing is one of the economic major sectors of the macro economy of country and micro economy of the household. Changes in home prices, including consideration of issues in recent years . In this regard, several studies for examining the determinant variables of Housing supply and demand and prices have been. This article attempts with using of model dissimilar variance Household ARCH, paying to provide a model for the volatility of housing prices over the period 1391 - 1350.
The results indicate that the EGARCH model gives the best results. And illustrate occur shocking in housing prices during the years of 1390 to 1392 to happen. And the growth rate of housing prices will remain constant after the year 1395.
کلیدواژهها [English]