IRANIAN JOURNAL OF APPLIED ECONOMICS
Year:2015 | Volume:5 | Issue:-|Papers Count:6

The purpose of this paper is to study the effect of social security reform with privatization and create individual account on saving rate in selected country (that do this policy) and the say some road map for do this policy in iran. for this purpose at the first study the theorical approach for social security reform and methods and then policy of privitazation and create individual account, represent the effect of social security reform on saving in 12 selected country that do this policy by econometric model of panel data for period of 1981-2011 and by the colclusionrepresent some road map for do this policy in iran. For this purpose at the first run the saving model by some social variables and then analysis the residuals of the model. Conclusion of the mmodel represented that social security reform had an effect on savig rate but amount of effect depend on the method of reform. At the end of this paper represent some read map for Iran.

The main goal of the present paper is to investigate the relationship between inflation and uncertainty, within the related theoretical foundations’ framework in Iran Economy during the years1959-2013 (1338-1392 corresponding to Iranian calendar). For this purpose, the causality relationship between inflation and its uncertainty has been studied using the nonlinear Group Method of Data Handling (GMDH) algorithm. Findings show that there is a one-way nonlinear cause from inflation to inflation uncertainty in Iran Economy. In other words, inflation has a significant and a strong effect on inflation uncertainty.

This study explores the marketing problems and margin marketing Mushroom Alborz product. The aim of this study is to marketing improve. The issues of product marketing fungi are important in this area. In this study the activity of 30 producers, 30 carriers and 35 sellers (wholesalers, retailers, Broker, plaza) With simple random sampling method was assessed by questionnaire. After obtaining the required information Use Pearson correlation and multiple regression Correlations between variables were tested. The results of this study showed, There is a significant relationship, Between producer income and Variables producer price, marketing costs, and the amount of waste. And The fungus product marketing margin is considerable digit. Marketing margins in both the wholesale and retail Respectively, 5000, 8400 rials and margin entire market is 13,400 riyals. Also Cost of product marketing fungi studied area, in the year 2013, Is a 21/60 percent.

The main objective of this paper is to compare the accuracy of ARIMA, GARCH, ARIMA-GARCH and State Space models in estimating and forecasting the Tehran Exchange Stock Index (TEPIX). For this purpose, daily data from 21st of January 2011 to 19th February 2014 (corresponding to Iranian calendar: from first of Bahman 1389 to 30th of Bahman 1392) as out -of- sample and daily data from 20th of February 2014 to 19th May 2015 (corresponding to Iranian calendar: from first of Esfand 1392 to 30th of Ordibehesht 1393) as in- sample have been used. On the other hand, for more consideration and for boosting the accuracy of the mentioned models’ forecasting the TEPIX in the long run, simulation has been done using the Monte Carlo Method for two periods of time. These include the medium run and the short run, using out- of- sample and using in- sample for a general comparison. Next, the accuracy of the forecasts have been evaluated by calculating the Root Mean Square Errors (RMSE). According to the out- of- sample, the results indicate that the GARCH model has more accuracy of forecasting rather than the other models in the three periods of time (long run, medium run and short run), and compared with in-sample, the ARIMA model is a more sufficient model.

In macroeconomic theory, accumulation of physical capital is a necessary condition for economic growth. Positive effects of stock market development on economic growth, including incentive stock market investment by reducing, pricing and facilitating risk and mobilization of deposits are so high and sensitive that some economists believe that the difference between developed and developing economies is not in advanced technology, but in widespread and active integrated financial markets. Economists believe that the development level of financial markets, especially the stock market to finance the companies, has tremendous impact on economic growth. King and Levine (1993) confirm that the efficient stock market reduces transactional and informational costs and help allocate proportional resources, and leads to economic growth in the long-run. One of the problems that we are facing within the stock market of Iran is “asymmetric information” and their impact on economic growth. Therefore, investigating the effects of asymmetric stock market information on economic growth is the goal of this paper. The model estimation’s results based on quarterly data of Tehran Stock Exchange during 1991 to 2014) 1370-1391 corresponding to Iranian calendar) by Auto Regression Distributed Lag (ARDL) method indicate that the development of the stock market has a positive impact and the asymmetric information of the stock market has a negative impact on economic growth in Iran.

The main intention of the present paper is to investigate the impacts of exchange rate and its fluctuations on Iran's handmade carpet export. For this purpose, first, exchange rate fluctuations have been calculated using EGARCH model. Then, the impact of the exchange rate and its fluctuations on the value of Iran's handmade carpet export have been studied using the Autoregressive Distributed Lag (ARDL) method, in the short run and in the long run, over the period 1983-2011 (1362-1390 corresponding to Iranian calendar). The findings imply that the exchange rate and its fluctuations have had positive and negative impact on value of handmade carpet export, respectively, in the short run and in the long run. Furthermore, examination of other variables in the model indicate that Gross Domestic Product (GDP) and carpet export prices have positive and significant effects; while exchange rate unification policy has a positive effect, it is not as significant and the Imposed War (dummy variable) has negative and significance effect on the value of handmade carpet export.