List of Articles Panel Data Method

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  1 - The Effects of Financial Liberalization on Market Capitalization Ratio
  اعظم احمدیان مهدی تقوی
  This paper evaluates the effects of financial liberalization on Market Capitalization Ratio, from 1990 to 2008, for a sample of 6 countries. These countries are of the MENA region: Egypt, Oman, Saudi Arabia,, Iran Islamic Rep, Jordan, Tunisia. We used the Foreign Direc More

  This paper evaluates the effects of financial liberalization on Market Capitalization Ratio, from 1990 to 2008, for a sample of 6 countries. These countries are of the MENA region: Egypt, Oman, Saudi Arabia,, Iran Islamic Rep, Jordan, Tunisia. We used the Foreign Direct Investment as financial liberalization index. The finding shows that financial liberalization spurs Market Capitalization Ratio. Unfortunately this effect is low. Some of reasons are economic instability , visit constraint for foreign investment and securities expansion to them. Economic stability and substructure provisions and precaution for securities expansion to foreign investment are precondition to liberalization Manuscript profile
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  2 - The effect of exchange rate on export price for the selected countries in south and southeast of Asia
  علی امامی میبدی علی اکبر شوره کندی
  This paper intends to investigate the effect of exchange rate on export price for the selected countries in south and southeast of Asia .The method used in this study for estimating the relationships between variables is  the fixed effect panel data.  In this More

  This paper intends to investigate the effect of exchange rate on export price for the selected countries in south and southeast of Asia .The method used in this study for estimating the relationships between variables is  the fixed effect panel data.  In this research, exchange rate, producer price index have been and import price index used as a regressor for export price and the mentioned variables have been  used as logarithmic in the model. In this research  annual data are used for the  period 1980-2008.  The result of this study shows that, import price index and producers price index have positive effect on export price, but exchange rate has negative effect. Manuscript profile
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  3 - The study of relationship between financial liberalization and economic growth at Middle East and South Africa
  مریم خوشنویس اعظم احمدیان فاطمه مهربانی
  This paper aims to delineate the dynamics of financial liberalization and economic growth in mena region (Middle East and North Africa) based on data entailing the period of 1996-2007, using group pooled technique. In doing so, the technique has employed some potential More

  This paper aims to delineate the dynamics of financial liberalization and economic growth in mena region (Middle East and North Africa) based on data entailing the period of 1996-2007, using group pooled technique. In doing so, the technique has employed some potential and actual indicators of financial liberalization to measure the impact on economic growth of financial liberalization, for example, the flow of foreign direct investment has been used as a proxy for actual financial liberalization index. As such the paper has investigated the casual relation between economic growth and financial development on one hand and that of financial development and financial liberalization on the other hand. The result indicate that in the former case one way relation exist i.e. economic growth exert its impact on financial development but in the latter case no casual relationship has not been noticed. Moreover, it has been found that economic liberalization has rendered a positive impact on economic growth Manuscript profile
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  4 - The effect of social capital on economic growth in the Middle East and North of Africa
  زهزا میلا علمی
  10.30495/jisds.2007.21205
  With the emergence of "new institutionalism" school, the role of institutions and social capital in economic growth and Economic performance has been more attention. In some countries, evidence of Aaron (2000) and Barr (1996 ) Studies showed that the economic growth had More

  With the emergence of "new institutionalism" school, the role of institutions and social capital in economic growth and Economic performance has been more attention. In some countries, evidence of Aaron (2000) and Barr (1996 ) Studies showed that the economic growth had effectively been prevented by the weak political institutions and economic institutions. Also, based on the North Institutional idea, the return of political activities are the trust and participation and provider of social capital. Nowadays, the social capital is the main Principle for achieving to high economic growth and development, and it is difficult to access to development and economic growth without social capital.There for, in this study, the effect of social capital along with the physical capital, human capital, openness, the size of Government and the labor force on economic growth are investigated by using a panel data model for the Middle East and North Africa countries over the period 1996-2012. On the base of results, the social capital has a significant positive effect on economic growth. So governments need to pay attention to socio-economic and cultural conditions in favor of social capital formation for achieving economic growth. Manuscript profile
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  5 - Effects of Global Warming and Climate Changes on Economic Growth (Case Study: Iran provinces during 2002-2012)
  Hossein panahi Najmeh Esmaeel Darjani
  10.30495/jest.2020.22073.3114
  Background and Objective: Global warming and climate changes are currently one of the most important environmental challenges in the world, which are the consequences of rising temperatures, melting polar ice caps, rising free water levels and changes in climate thresho More

  Background and Objective: Global warming and climate changes are currently one of the most important environmental challenges in the world, which are the consequences of rising temperatures, melting polar ice caps, rising free water levels and changes in climate thresholds.Method: The present paper has studied temperature and rain effects as climate changes and global warming on real economic growth by using panel data method in provinces in the period of 2002 to 2012.Findings: Climate change affects the economic sectors of the country and this impact on the sectors that are more interrelated with the agricultural sector. It is noteworthy that due to temperature and precipitation trends in recent years in the provinces of Iran, which do not show a favorable trend.Discussion and Conclusion: The results show that air temperature has a negative relationship with economic growth and is significant at the level of 5% and the amount of precipitation shows a positive and significant relationship at the level of 5% with the economic growth variable. With increasing global warming and climate changes, the economic growth of Iran's provinces is declining. Manuscript profile
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  6 - The Effect of Urbanization on Carbon Dioxide Emissions in the OIC Member States (Application of STIRPAT Model)
  Hossein Panahi Behzad Salmani Seyed Ali Aleemran
  10.22034/jest.2017.10629
  Background and Objective: Although urbanization is often discussed in the context of economic modernization, however, it is a demographic indicator that increases urban density and transforms the organization of human behavior and thereby influences household energy use More

  Background and Objective: Although urbanization is often discussed in the context of economic modernization, however, it is a demographic indicator that increases urban density and transforms the organization of human behavior and thereby influences household energy use patterns. Accordingly, using panel data approach and STIRPAT mode, this study examines the effect of urbanization on carbon dioxide emission in the Organization of Islamic Cooperation member states. Methods: This research is doing a causal-analysis by using panel data over the period of 2000 to 2010 for the 4-3 selected Organization of Islamic Cooperation countries. Findings: Our results indicate that, coefficient of all variable of the model has been expected based on theoretical and are statistically significant. So that, one percent increase in urbanization, Gross Domestic Product per capita and energy intensity, rises carbon dioxide emissions  by 0.57, 0.74 and 0.55 percent  respectively. Discussion and Conclusion: Given the positive impact of urbanization, Gross Domestic Product per capita and energy intensity variables on carbon dioxide emissions, it is recommended that the Organization of Islamic Cooperation members, reduce air pollution and carbon dioxide emissions through optimizing energy consumption and increasing the usage of new energy source, that generate less pollution and efficient energy consumption in the production and promotion of production energy and technology distribution in countries, realization the price of energy, promotion the technical and environmental standards of industrial production, increasing energy efficiency and expanding environment cultural and providing appropriate substrates and rural development. Manuscript profile
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  7 - The relationships between market beta with macroeconomic variables and accounting information
  Ali Rahmani Kambiz Peikarjoo Mansoureh Azizi
  An empirical analysis is carried out establishing the existent relationship among the stock market (Beta) and (a) macroeconomic and (b) accounting informations. Regression analysis, using static and dynamic panel data estimations, is applied to a sample of 61 listed Ira More

  An empirical analysis is carried out establishing the existent relationship among the stock market (Beta) and (a) macroeconomic and (b) accounting informations. Regression analysis, using static and dynamic panel data estimations, is applied to a sample of 61 listed Iranian firms, between 2001and 2010. Systematic risk is estimated through OLS, EGARCH and M-GARCH models and use TEDPIX index (Tehran Stock Exchange Dividend & Price "total return" Index) as market portfolio. The results show a connection between the systematic risk and the independent variables. The best models are found when we estimate the systematic risk using EGARCH model and applying a combination of macroeconomic and accounting  variables. The most important variables explaining the systematic risk are Size (SZ), Growth Rate (GR) and Debt Ratio (DR) from accounting variables and Gross Domestic Product (GDPI),inflation (Change in CPI index), Legal interest rate (LINT), Oil price (Oilprice) and Exchange rate (EXCR). The results vary using different models and might be different if we use a different sample. Manuscript profile
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  8 - The Effect of Economic and Social Factors on Life Insurance Demand in Iran and Commonwealth of Independent States (CIS)
  Hedayat Hosseinzadeh
    Nowadays life Insurance is one of the most important economic tools and it has several applications the most important role of it is securing the future of the family. Also life insurance is known as one of the major sources of funds and its saving role is more More

    Nowadays life Insurance is one of the most important economic tools and it has several applications the most important role of it is securing the future of the family. Also life insurance is known as one of the major sources of funds and its saving role is more prominent. The aim of this study was to investigate the effect of social and economic factors (per capita income, inflation, interest rates, financial development, dependency ratio, education and life expectancy) on life insurance demand in Iran and CIS countries over the period 2001-2009 using the Panel data.  Research findings show that per capita income levels, interest rates, the level of financial development, education and life expectancy are the most important factors affecting the demand for life insurance. In this regard, the young dependency ratio has an inverse relationship with the demand for life insurance. Manuscript profile
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  9 - تاثیر مزیت نسبی صنایع سه گانه کشاورزی و متنوع سازی صادرات بر ارزش افزوده این صنایع در ایران
  افسانه شایسته همایون رنجبر
  برنامه­های توسعه­ای کشور بر استراتژی رشد مبتنی بر صادرات تاکید دارد و متنوع سازی صادرات، یکی از سیاست­های مناسب در این زمینه است. یکی از عوامل مؤثر در شناخت توانمندی­های تولیدی و صادراتی یک کشور برای اتخاذ سیاست­های مناسب در آن زمینه، وجود مزیت نسبی More

  برنامه­های توسعه­ای کشور بر استراتژی رشد مبتنی بر صادرات تاکید دارد و متنوع سازی صادرات، یکی از سیاست­های مناسب در این زمینه است. یکی از عوامل مؤثر در شناخت توانمندی­های تولیدی و صادراتی یک کشور برای اتخاذ سیاست­های مناسب در آن زمینه، وجود مزیت نسبی در تولید و صادرات کالا بوده و تغییرات ارزش افزوده فعالیتهای صنعتی می­تواند توانمندی­های تولیدی و صادراتی کشور و همچنین رشد تولید را نشان دهد. با توجه به اهمیت و ارزش افزوده بخش کشاورزی در کشورهای در حال توسعه، ارزش افزوده و عوامل تاثیرگذار در صنایع سه گانه غذا، چوب و کاغذ مورد مطالعه قرار گرفته است. برای این منظور متغیر مزیت نسبی وزنی صنایع سه گانه کشاورزی و تنوع در این صنایع در طول سال های 1998 تا 2013 با استفاده از داده های پانل در نظر گرفته شده است. نتایج برآورد مدل نشان می دهد که در دوره مورد مطالعه صنایع چوب و کاغذ کمبود مزیت نسبی در تولید و صادرات داشته اند و این متغیر تاثیر منفی بر رشد ارزش افزوده خواهد داشت. متنوع سازی صادرات تنها در صنایع غذایی انجام شده است،  اما این متغیراثر مثبت بر رشد ارزش افزوده صنایع بخش کشاورزی دارد. متغیرهای سرمایه انسانی و سرمایه فیزیکی هم اثر مثبت بالایی بر  ارزش افزوده این صنایع، در بخش کشاورزی دارند. Manuscript profile