تجزيه و تحليل روابط (بلند مدت و كوتاه مدت )سرمايه گذاري و تقاضاي پول با روش همگرايي ساختاري در ايران (1) 1350 (4) 1381

Purpose of this study allege the econometrics model whit Structural Cointegration model of the Long-Run and Short-Run Investment and Demand for Money of the Iranian economy over the 1971(2)-2002(2) period. In this paper we acquire relationships abstruse and dynamic between investment, stock money, national income, demand for money and interest rate with Structural Cointegration. We start with an explicit statement of a relationships between variables of interest, as derived from macroeconomics theory. These long-run relationships are embedded within an otherwise unrestricted VAR model. The Maximum Likelihood tests of the over identified restrictions are performed. Dynamic properties of the model are also examined through the use of persistence profiles, generalized impulse response and variance decomposition.