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11 12 Response 95 percent Critical allocation Alternative r=l Alternative r>=l r>=2 asset substitution balance of payments demand for foreign demand for money determinants of inflation disequilibria dprem dynamic specification ECMexchange effect elasticity equilibrium exchange rate excess money supply exchange and trade exchange premium exchange rate depreciation Figure foreign exchange market framework GDP deflator Hodrick-Prescott filter homogeneity between money HP filter impulse response functions Innovations with s.e.=+-2 Iranian economy Iranian rial Islamic Republic lagged liberalization long-run equilibrium level market exchange rate markets for money monetary expansion monetary policy negative real nominal money growth Null r=0 Number official exchange rates output gap parallel exchange market parallel market exchange percent Critical Value potential output price level rate of inflation real GDP real income real output real rates Real supply Republic of Iran Root Tests S.D. Innovations sector speed of adjustment supply of foreign trade restrictions transmission mechanism unit root variables Variance Decomposition