Since the development of the capital asset pricing models, identifying the determinants of asset returns and risks have been considered by researchers. Exchange rate is one of the most important variables, which has close relationship with financial markets. Exchange rate movements affect stock prices through changing the value of firm’s assets. Increasing exchange rate due to the recent economic sanctions of the central bank of Iran by SWIFT highlights the exchange rate role in financial markets. In this study, daily data from January 1st, 2009 to July 31st, 2013 was used within a framework of Panel Vector Autoregression (Panel VAR) model to analyze the effects of exchange rate shocks on financial markets. Main results are: 1) according to the flow-oriented models, in this study exchange rate leads the stock price and the response of the stock index would be positive to exchange rate shock, 2) in the situation of economic sanction, foreign currency acts as real asset, and 3) in the situation of economic sanction, the effect of exchange rate shock on stock index would be negative in long-term, which would be a cause of dependency of domestic products to imported machinery and materials.

The neoclassical growth model is tested by use of panel data procedure in this research. In the econometric test, simoultanously time series and cross detection will be compared on the basis of panel data method through which their observed points increase and consequently the estimation efficiency will be increased. The examination of neoclassical growth theory has been done with reference to external & internal factors of 52 selected countries from 1960 to 2000. The independent variable of model has been selected on the basis of the result of previous research which explains the result in three separate models: developed countries, developing countries, and whole countries. These factors are such as: Gross National Products with lag of period, work force age, growth rate, education level, the change of capital accumulation and economic trade volum. The consequences of this research is that: neoclassical growth model can explain the major part of economic growth of the countries with use of internal variables. Also with the use of panel procedure of fixed effect, we can see the fundamental differences and structure of the growth process for different countries; and show how the economic, and social conditions affect on the growth.

Economic freedom and lack of imposing limitations on output and distribution of goods & services have remarkable effects on economic growth as well as per capita income of countries. The present paper is based on the framework of Lakatos methodology and uses the Skipton model to deal with the impact of economic freedom on per capita of 87 countries (including low-medium and high income) during 1980-2003. It also concentrates on combinations of Carlson - Lundstrom and Weinhold models to investigate the effect of economic freedom on economic growth of the same countries for the period under consideration.Our findings support the positive impacts of economic freedom on both per capita and economic growth of all different samples of the countries. We have also shown that among the elements of economic freedom, judiciaries independence; property rights security; sound money; labour market laws; and credibility have the highest impacts on per capita incomes. In additions the paper concludes that judiciaries independence; property rights security; labour market laws; and credibility have the highest effects on economic growth.

Considering the importance of rice and the significant share of its consumption in the household basket, the correct policy to control its price in the market will play a chief role in the well-being and food security of households. Therefore, checking the price trend and providing price forecasts for this product is significant. Hence, the present study aims to identify the influencing variables and investigate their impact on the price of rice and provide out-of-sample forecast (2023:05-2024:03) using vector autoregression method. Estimation of two models for Iranian Caspian rice and foreign Thai rice; using up-to-date and monthly data; Also, price forecasting of these two rice is one of the innovations of this study. Johanson-Jusilius's cointegration test confirmed the existence of a long-term relationship between variables. Then, the long-term and short-term (VECM) models were estimated and the error correction coefficients for the first and second models were -0.300 and -0.309, respectively, which are significant at the 1% level. Next, according to the results of impulse response functions, the shocks exchange rate and the price of the substitute product in model 1, and the shocks price of the substitute product and the global price index in model 2, have been more effective than other variables on the price fluctuations of Caspian and Thai rice. Finally, we estimated out-of-sample forecasts (with two currency scenarios). Based on the prediction evaluation criteria, the research models can accurately predict the price trend of Iranian and foreign rice.

ICT1 has broad effects on economy in micro and macro levels. Effects on kind, nature of jobs and labor market are the most important. Omission, creation, change of jobs and teleworking are the four ways through which ICT influences kinds of jobs. Also, ICT influences the structure of jobs, and changes the nature of jobs in society via reduction of average work hardship, making jobs more mental, but instable and more specialized.This paper studies the effect of ICT on amount of employment using a microeconomic pattern in a ftame work of assessing effective factors on employment appalling a logarithmic model. This model has been estimated with panel data approach for 47 countries (including 22 OECD members and 25 developing countries) over the years of 2000- 2003.The results indicate positive and significant effect of ICT on employment. Also the elasticity of employment in proportion to the costs of information and communication is 0.11, which indicates 1% increase in the costs of ICT, increases employment by 0.11%.

The aim of the current research is to investigate the relationship between monetary policy and Fisher's theory in Iran's economy using seasonal data during the period of 1370-1400 based on the structural vector autoregression (SVAR) model using the variables of monetary policy, interest rate, inflation rate, unemployment rate and production. GDP has been estimated by the model. According to the results obtained from the variables of the current research, no significant relationship has been obtained between the monetary impulse and the interest rate in the long term, either in a positive or negative direction, the result obtained with Fisher's rule that between inflation and the real interest rate in In the long term, there is no relationship, it is aligned and in the same direction, so it can be said that in the long term, Fisher's rule is valid in Iran. Based on the results of the research, it is suggested that politicians should avoid monetary policy with the aim of influencing the interest rate and increasing production. Also, the central bank policymakers should create a logical balance between the real interest rate and economic growth by bringing the interest rate of the facilities granted to different sectors closer to each other and reducing the interest rate of the commercial sector

This paper investigates the determinants of private investment in Iran over the period of 1382-2004. First, the variables are tested for unit root and then the long run private investment equation is estimated using cointegration technique. The variables considered in the model include GDP, government investment, inflation, infrastructure and institutions such as rules and regulations, property rights, corruption and social Securities. The results indicate that GDP and infrastructure positively affect private investment while the institution factors such as rules and regulations, property rights, social securities and corruptions negatively affect private investment.

The main goal of the study is to investigate the mutual effects of income distribution and Enfagh variables in the provinces of Iran. The statistical data consists of 30 provinces and the time period is from 1385 to1401, Model estimation has been done using panel data technique. The increase in the price index, population and unemployment rate have increased the inequality so that their one percent increase the amount of inequality by 0.12, 0.47 and 0.52 percent. The results related to the effect of variables on per capita Enfagh show that the increase in the price index and the unemployment rate have reduced per capita Enfagh so that each one percent increase in these variables reduces per capita Enfagh by 2.45 and 3.09 percent. Also, the increase in population and the Gini coefficient have increased per capita Enfagh. So that each percentage increase of these variables increases per capita spending by 0.73 and 5.88%.