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مرکز اطلاعات علمی SID1
Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
Title: 
Author(s): 

Issue Info: 
  • Year: 

    0
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    -
Measures: 
  • Citations: 

    1
  • Views: 

    1298
  • Downloads: 

    0
Keywords: 
Abstract: 

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Title: 
Author(s): 

Issue Info: 
  • Year: 

    0
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    -
Measures: 
  • Citations: 

    8
  • Views: 

    3431
  • Downloads: 

    0
Keywords: 
Abstract: 

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    1-26
Measures: 
  • Citations: 

    5
  • Views: 

    2925
  • Downloads: 

    875
Abstract: 

Time series processes can be classified to three models, linear models, stochastic models and chaotic models. Based on these classification the linear models are forecastable, the stochastic models are unforecastable and the chaotic models are semi forecastaable. The previouse researches in the modeling and forecasting of the stock price usually try to prove that, the fluctuations of the share prices in Tehran Stock Exchange are not random walks in spite of the existance similarity to the random walks. Indeed the market has a chaotic behavior. This means that, the Efficient Market Hypothesis (EMH) is failed. Therefore by using a complex and powerfull models such as artificial neural networks, one can forecast stock prices in tehran stock merket. This paper proposed another approach to modeling and forecasting of the share price. This approach is based on the Stochastic Differential Equations. The modeling is based on the Black- Scholes pricing model. Comparison the simulation result with the linear ARIMA model, indicates that the proposed structrure, provides an accurate next step and the long term share prices and daily returns forecasting.

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Author(s): 

HEYDARI E.

Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    27-56
Measures: 
  • Citations: 

    4
  • Views: 

    1960
  • Downloads: 

    781
Abstract: 

Using a decomposition model for a 15-year period in the form of the three scenarios of high, low and trend production growth rate, this study has predicted the demand (End - Use) for the three energy carriers in the economic production sectors include of, industry, agriculture, services, and transportation in Iranian Economics. The results show that the demand expansion path for gas and electricity is sharp. This means that due to the structural effects and energy intensity effects we are witnessing an increase in consumption in all the three scenarios. The results also indicate considerable savings in the consumption of oil derivatives resulting from a decrease in energy intensity in low and high growth rate scenarios.

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Author(s): 

POURFARAJ A.R.

Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    57-86
Measures: 
  • Citations: 

    3
  • Views: 

    2123
  • Downloads: 

    831
Abstract: 

The exogenous and endogenous growth models searched the effect human capital and technology knowledge economic growth. The economists using index different for determine human capital growth model. Expenditure for education and research and graduate number are variables important for human capital on economic growth.In this paper with accounting function of growth model, estimated ratio education and research to production beside other variable with use Auto regressive distributed lag (ARDL).The results show that government expenditure consumption (other than education and research expenditure) have the negative on economic growth and government investment growth have positive on economic growth after one or two lag have the effect positive on growth.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Author(s): 

SOURI A.

Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    87-108
Measures: 
  • Citations: 

    23
  • Views: 

    2171
  • Downloads: 

    1140
Abstract: 

Social capital facilitates cooperation in the society. High level of social capital promotes economic efficiency by lowering transaction costs. The concept of social capital is already an old one, but interest in studying its role and effects has increased notably during the recent years. Here is considered the literature concerning the connection of economic growth and social capital. Many studies have found positive correlation between the two. Also, we consider measuring social capital and its problems. This paper uses a simple method to measure social capital in Iran, and then uses regression analysis to estimate the effect of social capital on economic performance. The result indicates that declining social capital has a negative effect on economic performance.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    109-128
Measures: 
  • Citations: 

    3
  • Views: 

    1866
  • Downloads: 

    598
Abstract: 

In the present article, the authors, reviewing the studies conduct, estimate the demand function for passenger and cargo transportation by railway using Fitzory and Smith (1998) models and ARDL method. Theory studies show that in the passenger transportation sector, demand growth for passenger transportation, in the long-run is affected by gross domestic product (GDP) and price index of bus ticket, the long of railway line, income resulting from the proportion of passenger-Km to fixed price. In other hand, demand for cargo transportation in the long-runs is affected by gross domestic product (GDP), price index of truck rent, income resulting from the proportion of Ton-Km to fixed price. In any case about transportation railway, gross domestic product is variable effectives in transportation demand function both passenger sector and cargo sector.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Author(s): 

RAHMANI T. | ASGHARI H.

Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    129-154
Measures: 
  • Citations: 

    8
  • Views: 

    1075
  • Downloads: 

    520
Abstract: 

There has been an increasing interest in examining regional convergence in the field of economic growth models in the past decade. A standard method of examining convergence has been the method introduced by Barro and Sal-I-Martin (1991, 1992, 1995). Although there have been many extensions in examining convergence and especially in line with endogenous growth models, but there has been few studies to analyze the effects of government policies on regional convergence. We have examined convergence in Iran,s provinces by using per capita demand deposits (a method first applied by Rahmani and Eckey (2004)). The results on convergence are mixed. By assuming convergence (which is confirmed by empirical on Beta-convergence), we have examined the effects of government policies by using some indexes. The empirical results imply that the speed of convergence across Iran,s provinces has been lowered by the government policies. Therefore, this study shows that government policies to reduce the gap between provinces have not been successful in Iran.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Author(s): 

FARZINVASH A | BERIA S.

Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    155-180
Measures: 
  • Citations: 

    1
  • Views: 

    1012
  • Downloads: 

    131
Abstract: 

The paper present a model for selecting an optimal foreign exchange Reserves portfolio for Resource Based countries, using mean variance approach. The model described here focuses on the relationship between the composition of Reserves and impact of return and risk of the investment in each foreign currency. Results reveal that the currency composition of Reserves has been influenced by Risk and return associated with holding Reserves assets denominated in different currencies. So that, share of each currency in composition of forein exchange Reserves have negative relationship with risk of each currency in Reserves asset.

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Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    181-216
Measures: 
  • Citations: 

    8
  • Views: 

    3457
  • Downloads: 

    1057
Abstract: 

This research examines and analyses the use of Artificial Neural Network (ANN) models in foreign exchange (FX) forecasting and trading models. Also, the performance of five linear models of exchange rate of Iranian Rial/US dollar is compared with that of ANNs. The linear models are Box-Jenkins methods (auto regressive integrated moving average), two forms of random walk process (with a variable drift and without it) and three different specifications based on the purchasing power parity (PPP) hypothesis. The aim is to examine whether potentially highly nonlinear neural network models outperform traditional methods?We employ ANNs to study the nonlinear predictability of exchange rate for the Iranian Rial /US dollar. The comparative exercise has been conducted both in-simple and out-of-simple, at the 1-, 6- and 12-month forecast horizons. In general, the results confirm the difficulty in forecasting exchange rats, and reaffirm those obtained in previous literature which shows that the performance of econometric models of the exchange rates is inferior to that of a random walk (RW). In the direct comparison between structure econometric, time series and artificial neural network, the experiment with monthly data indicates that there ANNs clearly improves forecasting the exchange rate.

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Author(s): 

HADIAN EBRAHIM

Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    217-238
Measures: 
  • Citations: 

    1
  • Views: 

    1307
  • Downloads: 

    623
Abstract: 

The main Purpose of this paper is to estimate the effects of training on the unemployment duration of unemployed workers. In doing so, following Loncaster (1979), we use a method for the parametric estimation of the determinants of the unemployment duration distribution. This method is applied to Shiraz labour market data.The results indicate that, unemployment duration is negatively influenced by general training. However, the effects of short run technical and professional training provided by the private sector is more significant. This result supports the view that, when training can affect labour productivity, it can be one of the most important tools to support the unemployed workers and to facilitate their reemployment.

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Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    239-260
Measures: 
  • Citations: 

    3
  • Views: 

    3033
  • Downloads: 

    788
Abstract: 

The present paper deals with the relationship between portfolio sizes and unsystematic risk using diversification method introduced by Evans & Archer for monthly data in Tehran stock market during 1994-2003. The results show that there is an inverse but significant relation between the portfolio sizes and unsystematic risk. It also shows that the unsystematic risk can be eliminated by increasing the portfolio size. Specifically, we have shown that the portfolio risk reduced as the number of securities increased in an asymptotic way in which the asymptotic line will be converged to the average systematic risk of the market at a portfolio including 36 securities. In other words, the unsystematic risk reduces dramatically as securities increase and when it reaches beyond 36 securities, then the diversification effect will be reduced and / or unsystematic risk will be nearly vanished.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Author(s): 

NAVIDI H.R.

Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    261-276
Measures: 
  • Citations: 

    1
  • Views: 

    975
  • Downloads: 

    559
Abstract: 

In the present paper, the theoretical model of mathematical games is examined with respect to deviations which may occur in tax reports and corruptions that may be found in tax organizations.Suppose that tax control center can employ tax inspectors of two types: "honest" or "dishonest" inspectors. In this paper, we propose a model in which the dishonest inspectors may operate in collusion with tax payers is considered. In this case, a tripartite game takes place amongst tax control center, tax payers and inspectors. Tax collector tries to find a strategy amongst possible choices in order to optimize the net income of the treasury.The strategies of tax collector (government) and its target dependent (income function) is described, and finally the optimum (the best) strategy of the tax collector in comparison with strategies of the two sides of the game and parameters of the model are founded.

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Author(s): 

AHMADIAN M.

Issue Info: 
  • Year: 

    2005
  • Volume: 

    -
  • Issue: 

    69
  • Pages: 

    277-313
Measures: 
  • Citations: 

    0
  • Views: 

    813
  • Downloads: 

    159
Abstract: 

In this paper the food balance sheets of agricultural products are analyzed due to implication of aggregation approach for studying of the components of domestic supply and demand at the level of items and groups of agricultural commodities. It is employed for each member and also ECO"s countries as a whole. The findings indicate that (1) Eco as a regional organization faces a trade deficit in exchanges of agricultural goods, (2) Kazakhstan is only exporting - country regarding cereals products specially wheat as compared with the other members within ECO, (3) without exception all members are nominated as the importing-countries in oil crops and vegetable oils, (4) in comparison with other members, Pakistan produces and exports the higher share in sugar crops products and (5) Turkey "s food balance sheet is more complete and distinct than the others.

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