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List of Articles
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Open Access Article
1 - Variables affecting the volatility of Tehran Stock Exchange Price Index (TEPIX)
عزت اله عباسیان سامان فلاحی حبیب سهیلی احمدیThe uncertainty and volatility of the stock market is peculiar features of capital markets. This paper examines the volatility of Tehran Stock Exchange Price Index (TEPIX) due to the degree of uncertainty in the relevant macroeconomic variables. To analyze the relations MoreThe uncertainty and volatility of the stock market is peculiar features of capital markets. This paper examines the volatility of Tehran Stock Exchange Price Index (TEPIX) due to the degree of uncertainty in the relevant macroeconomic variables. To analyze the relationship, we have used Vector Auto Regressive (VAR) and Conditional Variance Models (CVM) with quarterly data for the period of 1373-1388. Our findings show that a significant share of unpredictability in the TEPIX is due to its own endogenous variables. Moreover, the results indicate that price fluctuations in the parallel markets including housing and gold market also play an important role in the degree of the volatility. Manuscript profile -
Open Access Article
2 - The effect of foreign direct investment on environmental pollution in selected countries
فاطمه زندی سیما کلامیDuring recent decades, as a result of globalization, we have witnessed unprecedeted increase in Foreign Direct Investment. Nevertheless, Foreign Direct Investment in pollutant industry is effective in inspiring the trend of economic growth, although it is known as one o MoreDuring recent decades, as a result of globalization, we have witnessed unprecedeted increase in Foreign Direct Investment. Nevertheless, Foreign Direct Investment in pollutant industry is effective in inspiring the trend of economic growth, although it is known as one of the most important sources of disturbing the environment in the host country. In this respect, the main objective of this research is to explore the relation between FDI and the quality of environments (chemical pollution of water). To do so, firstly countries are divided in terms of development into two groups, including OECD countries and Non-OECD countries, and then using panel data method for period 1996-2007, the relationship between FDI and chemical pollution of water has been investigated. The results show that FDI inflows cause environmental problems in Non-OECD countries. In other words, the positive relationship between FDI inflows and pollution has been confirmed in these countries, while the negative relationship between the mentioned variables is confirmed in OECD countries. Manuscript profile -
Open Access Article
3 - The Estimate of the minimum required for living expenses (poverty line) urban and rural households Khorasan Razavi province using the habit formation linear expenditure system
محمد حیدری ابوالفضل سامیIn this research, the minimum required for living expenses urban and rural households of Khorasan razavi as a measure of mental and relative poverty line, with few indicators poverty period 1369 - 1389 using dynamic linear expenditure system, assuming the Habit formatio MoreIn this research, the minimum required for living expenses urban and rural households of Khorasan razavi as a measure of mental and relative poverty line, with few indicators poverty period 1369 - 1389 using dynamic linear expenditure system, assuming the Habit formation (HLES) and Iterative seemingly unrelated regressions (ISUR) have estimated. The data used in this research include budget data (income - expenses) for rural and urban households Khorasan razavi and relevant price indices. Estimate was based on six items good. Findings research show that the total the minimum required for living expenses (total poverty line) over the course of urban and rural areas has increased. According to the minimum required for living expenses, indicators Headcount ratio, Kakwani, the income gap, income inequality have calculated. The total results indicating slightly deteriorating urban households and rural households during the study period. Manuscript profile -
Open Access Article
4 - The Effect of Electricity Price Increase on Net Welfare of Different Income Groups: The Case of Iran
وحید فرمان آرا سید عبداله موسویThe purpose of this paper is to investigate the effect of increasing electricity price on compensated variation (CV) and deadweight loss (DWL) of different income groups in Iran for 1981 – 2008 period. To do so, an Auto Regressive Distributed Lag (ARDL) model was MoreThe purpose of this paper is to investigate the effect of increasing electricity price on compensated variation (CV) and deadweight loss (DWL) of different income groups in Iran for 1981 – 2008 period. To do so, an Auto Regressive Distributed Lag (ARDL) model was used and five electricity demand functions were estimated in different income groups. Then on the basis of this estimation CV and DWL were calculated. The results of this research are as follows: By increasing electricity price and use direct subsidy, the welfare of low and middle income groups will increase.By increasing electricity price and use direct subsidy, the welfare of high income groups will decrease. Manuscript profile -
Open Access Article
5 - Analyzing financial stability with emphasis on banking sector in Iran: An early warning system approach
ژاله زارعی اکبر کمیجانیIn the literature, the financial stability is defined as a condition that systematic crises do not threaten the stability of the macroeconomy. Financial instability and its great shock on real output in many countries faced with economic crisis have demonstrated the nee MoreIn the literature, the financial stability is defined as a condition that systematic crises do not threaten the stability of the macroeconomy. Financial instability and its great shock on real output in many countries faced with economic crisis have demonstrated the need and importance of developing models for prediction and prevention of crises for economic planners and make them able to investigate the causes of crisis and prevent its recurrence as well. In this study, an early warning system of bank crisis for Iran has been estimated by using probabilistic method(probit approach), for the 2002- 2011 The probable function designed in this paper shows that three variables, weight average of the real interest rate of banking deposit, weight average of the real interest rate of banking credit and the growth rate of property price, are the three predicators of probability of the banking crisis. The specified model in this study has signaled the banking crises and in 92 percent of the cases in which crises have happened the model has been able predicate it with probability of more than 40 percent and Only, 7.14 percent has been missed and 9.52 percent has signaled wrongly. Hence, it confirms the relative predictive power of our model in crises period. Manuscript profile -
Open Access Article
6 - The impact of individual and social factors in improving the performance of provincial health care
تیمور محمدی بهنوش سادات آقایانThis paper focuses on the efficiency measurement of health care system for Iran's provinces during the years 1383-86.The methodology is DEA (input and output oriented).Results indicate that there is so much room for increasing this efficiency. In order to determine fact MoreThis paper focuses on the efficiency measurement of health care system for Iran's provinces during the years 1383-86.The methodology is DEA (input and output oriented).Results indicate that there is so much room for increasing this efficiency. In order to determine factors affecting this low efficiency, by using panel data techniques, efficiency scores are regressed on variables which reflect both personal and social status of the provinces. Bad nutritional habits and individual health care expenditures are personal variables which have a negative effect on efficiency. On the other hand social variables such as per capita GDP and literacy rate move directly with efficiency. Per capita GDP has positive threshold effect. Noticeably, health care insurance expenditure as a social variable has a negative effect on efficiency which invokes attention of policy-makers in this area. As a result restructuring this industry, pave the way for higher efficiency Manuscript profile
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