Journal of Quantitative Economics
Year:2009 | Volume:5 | Issue:4 (19)|Papers Count:9

The effects of fiscal policies of the subsidies elimination of seven basic commodity groups on the cost of living of the urban and rural household deciles in the framework of two models are analyzed. The former model is based on transmission matrix (SAM Price model) whereas the latter is known as decomposition (structural path analysis price model). Based on SAM 1380, the overall results depict that percentage of the divert revealed paths due to the subsidies elimination of basic commodities as poles of the origin on the poor urban and rural household deciles as poles of destination are more than rich urban and rural household deciles.

During recent decades, environment has experienced a great loss as a result of some factors such as population growth, economic growth, energy consumption and industrial activities. This paper examines the relationship of energy consumption, economic growth and environment in Iran by using cointegration methods for the period of 1967-2004. The research found that the increase of energy intensity by one percent increases CO2 per capita and environmental pollution by 0.92 percent. Also, one percent increase of GDP per capita increases CO2 per capita by 1.31 percent.

Conventional economics implies that the increase in natural resource of a country leads to more long-run growth; nevertheless, the remarkable experimental observations disclose that natural resources not only have had the effective impact on long-run growth but they have also decreased it. This conundrum between theories and experimental observations has been called as "resource curse". The principle aim of this paper is the study of resource curse in oil-exporter countries in which the conspicuous share of gross domestic production arise from oil revenues. This research adopts panel cointegration methodology to explore long-run effects and use error-correction model for estimating the short-run effects of oil revenues on non-oil gross domestic productions. The sample data includes 35 oil abundant countries covering the period 1975-2005. We find that the resource curse is avoided by countries with sufficiently good institutions so that curse is converted to blessing with improvement of institutional quality. We test the channels of the resource curse proposed in the literature and find that a substantial part of it is explained by high oil incomes volatility. Moreover, the effect of trade openness on economic growth in the long-run is positive, statistically significant, and economically sizable.

This paper analyzes banking market structure using unbalanced panel data models for 17 banks functioning in Iran's economy, spanning 1996-2008. To study market structure, various measures of market concentration are examined theoretically; however, the U index of concentration is applied in Iran's banking sector for the first time. The results showed that along with the commencement of privatization in Iran's banking sector (2001), U index of concentration has tended to decrease gradually, meaning that competition in Iran's banking market is to intensify in the long run. This can be justified regarding the sensitivity of U index to the entrance of new banks (a=0.784). Therefore, banking market competition may intensify just in case some policy measures are taken in this respect.

One of the traditional methods for forecasting is time series analyzing, which based on tow assumption: stationary and linearity. There is Suspicion to working by the traditional models. One of the substitute methods is Artificial Neural Network (ANN) which sometimes shows good potential ability for forecasting time series. In this paper, after reviewing the recent studies on ability of Autoregressive Integrated Moving Average Process (ARIMA) and ANN, tow models for forecasting the exchange rate between march 2006 and February 2009 in Iran are compared. The results show that ANN has a better estimate than ARIMA. In this research, the MATLAB and Central bank data are utilized.

The main aim of this paper is to analyze the source of output growth of particularly industrial growth from a demand side perspective; the analysis will be based on Chenery’s factor decomposition approach (1960) input-output framework. Output growth is decomposed into four sources: domestic demand expansion, export expansion, import substitution and intermediate demand expansion. The study will cover the period of first and second five year macroeconomic plans (1988-93 & 1993-99). For this period, three input-output tables for years 1988, 1993 and 1999 will be employed.

In this study, the future situation energy demand of earthy transport section has been predicted by using the trend of effective variables in energy demand of earthy transport section in Iran. In other words, two forms of non-linear gasoline and gasoil energy demand functions of earthy transport section have been simulated, by using Genetic algorithm (GA) Approach. GA-based transport section energy demand Simulation (GATEDS) model has been developed by using population, gross domestic production, vehicle-km and collective value of imported and produced vehicle quantity in variables. In this essay, the simulated deman equations is exponential and quadratic. In energy demand function, the quadratic form provides better results in the prediction of earthy transport section gasoline demand and the exponential form provides better results in the prediction of earthy transport section gasoil demand which can be used for energy section projects in Iran with a higher simulation criterion.