the effect of macroeconomic variables on profits
the effect of macroeconomic variables on profits
Ebrahim yousefian1 Beheshteh karimpour anari2
1) university of scieinse and risurch tehran
2) university of scieinse and risurch tehran
IOI Code
:
XBFB-DHCZH
Publication :
International Congress On Engineering, Technology and Innovation(eticong.com/1st)
Abstract :
Abstract
In this study, the effect of macroeconomic variables on profits in Iran has been investigated using ARDL econometric method. First, by determining the optimal interruptions using the Microfit 4.0 software for the ARDL model, the relationship between variables is investigated. Based on models of variables of logarithmic variables, the logarithm of the official dollar exchange rate, the logarithm of inflation, the logarithm of liquidity, the logarithm of the discount rate, the logarithm of the government borrowing (commercial banks), the logarithm of the budget deficit, the logarithm of the development of the financial sector, the logarithm as The variables affecting the profit variable in Iran have been introduced into the model.
The results show that all hypotheses are accepted in the short run, and in the long run, only the variable of the financial deficit of the government and banks and liquidity has not had a significant effect. But in the end, all variables have been affected by profits with reasonable rates and in accordance with economic principles.
Key words: Breakdown Self-Reversal Model (ARDL), Banking, Macroeconomic Variables