Modeling Gasoline Consumption Behaviors in Iran Based on Long Memory and Regime Change

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Ansarinasab Moslem; Manzari Tavakoli Zahra

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Journal: ENERGY ECONOMICS REVIEW Year:2020 | Volume:16 | Issue:64 Page(s): 125-149

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Title

Modeling Gasoline Consumption Behaviors in Iran Based on Long Memory and Regime Change

Author(s)

Ansarinasab Moslem | Manzari Tavakoli Zahra | Issue Writer Certificate

Keywords

Long-term memoryQ2

Regime change patternQ1

Modeling gasoline consumptionQ1

Abstract

In this study, for the first time, we model gasoline consumption behavior in Iran using the Long-term memory model of the autoregressive fractionally integrated moving average and non-linear Markov-Switching regime change model. Initially, the Long-term memory feature of the ARFIMA model is investigated using the data from 1927 to 2017. The results indicate that the time series studied has a Long-term memory. Therefore, after this step and determining the autoregressive lag (AR) and moving average (MA) values, the demand for gasoline in the Iranian economy is estimated using ARFIMA model (1. 0. 28. 2). We also estimate gasoline consumption in Iran using Markov-Switching model, with the MSH model based on the lowest Akaike with 3 regimes and 2 lags. Finally, for Modeling gasoline consumption behaviors, the Markov-switching model based is superior to the ARFIMA model. Our findings indicate that if we do not use the most appropriate model for estimating future demand for gasoline, policy making in this area will not be optimal.

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APA: Copy

Ansarinasab, Moslem, & Manzari Tavakoli, Zahra. (2020). Modeling Gasoline Consumption Behaviors in Iran Based on Long Memory and Regime Change. ENERGY ECONOMICS REVIEW, 16(64 ), 125-149. SID. https://sid.ir/paper/99605/en

Vancouver: Copy

Ansarinasab Moslem, Manzari Tavakoli Zahra. Modeling Gasoline Consumption Behaviors in Iran Based on Long Memory and Regime Change. ENERGY ECONOMICS REVIEW[Internet]. 2020;16(64 ):125-149. Available from: https://sid.ir/paper/99605/en

IEEE: Copy

Moslem Ansarinasab, and Zahra Manzari Tavakoli, “Modeling Gasoline Consumption Behaviors in Iran Based on Long Memory and Regime Change,” ENERGY ECONOMICS REVIEW, vol. 16, no. 64 , pp. 125–149, 2020, [Online]. Available: https://sid.ir/paper/99605/en

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