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The Impact of Inflation Uncertainty on the Resources and Expenditures in the Banking System of Iran

Journal: BEST : International Journal of Management, Information Technology and Engineering ( BEST : IJMITE ) (Vol.5, No. 6)

Publication Date:

Authors : ; ; ; ;

Page : 11-22

Keywords : ARCH and GARCH; ARIMA and ARCH-GARCH;

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Banks are the basis for economic growth. Yet today the performance of their causal influence of asymmetric information and uncertainty, which could have a negative impact on overall economic performance in this study, the effects of inflation uncertainty on the resources and expenditures the banking system checked. For this purpose, the study mined the following steps: 1. Measuring inflation uncertainty using ARCH and GARCH econometric models and ARIMA estimates. 2. The best model estimated by the ARIMA and ARCH-GARCH models selected. 3. Identify the resources and expenditures banks have been using the equations System model, And finally 4. Long-term relationship expenditures inflation uncertainty with the resources and is investigating. The results inflation uncertainty of the study of factors affecting Iran's banking system resources and expenditures is.

Last modified: 2017-07-11 18:27:49