اقتصاد مقداری

اقتصاد مقداری

اقتصاد مقداری دوره 8 زمستان 1390 شماره 4 (مقاله علمی وزارت علوم)

مقالات

۱.

Estimating a Fuzzy Linear Regression For Energy Intensity in Iranian Industrial Sector(مقاله علمی وزارت علوم)

نویسنده:

کلید واژه ها: مجموعه های فازی رگرسیون فازی فازی سازی شدت انرژی

حوزه های تخصصی:
تعداد بازدید : ۱۵ تعداد دانلود : ۱۳
In the present study, a case of fuzzy regression model was estimated for Iranian industrial energy intensity. To do so, at first the trapezoidal fuzzy values of energy intensity observations were calculated based on the Minimizing Entropy Principle Algorithm (MEPA) and then a tripled recursive model was estimated for fuzzified energy intensity. Because of application of the partial adjustment model, we explored the short-run and long-run membership functions for each of the explanatory variable fuzzy coefficients. The estimation results show that the lagged energy intensity values are the only factor which has a positive effect on the industrial energy intensity attitude, whereas other explanatory variables including energy price, value added share and technical efficiency score have negative effect on energy intensity trend in the period 1982-2006. Moreover the estimation results indicated the numerous potential energy saving in Iranian industrial sector which is mainly emerged from pure energy intensity in short-run.   JEL classification:C23, D24
۲.

The Effect of Corruption on Trade Volume of Selected Countries in the Middle East and Latin America (2002-2008)(مقاله علمی وزارت علوم)

کلید واژه ها: فساد مدل جاذبه داده های تابلویی روش تجزیه برداری اثرات ثابت

حوزه های تخصصی:
تعداد بازدید : ۱۴ تعداد دانلود : ۱۳
Some of the economists believe that current volume of international trade is less than the volume that has been predicted by the conventional trade theories. Unobserved barriers (i.e. Corruption) are one of the factors that can reduce the volume of trade from the amount that has been predicted by these conventional theories. This research has studied the role of corruption in the trade volume of selected countries in the Middle East and Latin America. In this study we have used an augmented gravity model of trade and panel data. In addition for estimating the model, we have used fixed effects vector decomposition method. The results showed that the trade is inverted-U shape function of corruption and the little amount of corruption in both regions initially helps the amount of trade to increase but when it reaches the threshold, the volume of the trade reduces in the studied countries. In addition, the results indicated that the existence of corruption in the importing country has a negative effect on the trade volume of the studied countries and it can reduce the amount of the bilateral trade.   JEL classification:F10, F19, P37, C23
۳.

A Comparative Study between ARDL and Johansen Procedures in Narrow Money Estimation in the Iranian Economy(مقاله علمی وزارت علوم)

نویسنده:

کلید واژه ها: همجمعی روش خود توضیح با وقفه های گسترده حجم پول

حوزه های تخصصی:
تعداد بازدید : ۱۶ تعداد دانلود : ۱۱
The purpose of this study is estimation of narrow money in the long run via ARDL and Johansen procedures. In doing so first econometric model has been investigated. For modeling narrow money two studies have been applied namely Rother (1999) and Bahmani Oskooee (1996). The applied model in this study deals with GDP, inflation, rates of return on foreign exchange and cars. In order to investigate the long run relationship among involved determinants in the model, cointegration test has been applied via ARDL and Johansen procedures. According to ltrace adjusted there is only one cointegration vector for the RM1 model. Then we derived the long run coefficients for RM1 model and concluded the same results as those of the ARDL test in the light of the theory basis. Although the ARDL and Johansen use very different techniques in estimation, the former employs ordinary least squares while the latter uses the maximum likelihood estimation method. Thus, one-to-one comparison of the magnitudes of the coefficients may not be appropriate and requires some caution. Hence there is a bit difference between two mentioned results in determinants parameters magnitudes. Explanation of the coefficients of determinants (GDP and inflation) in Johansen is more real and closer to theory in comparison to ARDL procedure.   JEL classification: C52
۴.

The Wealth Effect on Private Consumption Expenditures Using Asymmetric Cointegration Approach(مقاله علمی وزارت علوم)

کلید واژه ها: مصرف هم جمعی نامتقارن اثر ثروت سیاست های پولی ایران

حوزه های تخصصی:
تعداد بازدید : ۱۶ تعداد دانلود : ۱۵
   The objective of this study is the analysis of long-term consumption behavior which can be used for a better understanding of consumption behavior and for a proper view of the effectiveness of monetary policy in Iran. In this study, consumption has been expressed as a function of earnings and stock prices and, also, asymmetric cointegration method has been used. Cointegration tests have proved the long-term relationship existing between consumption and its determinants. In the short-run, also, the causal effects of the stock price change on the consumption were confirmed and the results showed that the negative shocks are corrected after four periods and the wealth effect is totally lost. In contrast, when the stock price shocks cause consumption shift upward the long-term trend, the effect of wealth on the Iranian people consumption behavior is proved. In other words, consumption attaches upward and the positive shocks due to stock price shocks are not corrected. Therefore, the implementation of the expansionary monetary policy may lead to increased total economic production.   JEL classification:E21, C22
۵.

Study of the Technical Efficiency of Rice Farmers in Iran: a Case of Kohgiluyeh and Boyer-Ahmad Province(مقاله علمی وزارت علوم)

کلید واژه ها: تابع تولید شالیکاران کارآیی فنی کهگیلویه و بویراحمد

حوزه های تخصصی:
تعداد بازدید : ۱۰ تعداد دانلود : ۱۵
This paper aims at the study of the impact of socio-economic factors on the performance of rice farmers in Kohgiluyeh and Boyer-Ahmad of Iran. The required statistics and data were collected as cross-sectional data in the 2008-09 farming year through questionnaire-interview study with the province's rice farmers and analyzed by frontier production function. The research results showed that return to scale in rice farms is increasing returns to scale () andwith a degree of 1.2; i.e. if all factors of production (capital, seeds, machinery, labor, cultivated area and water) increases with a scale of t, rate of production will rise with a scale of t 1.2. t. The mean technical efficiency of the rice farmers is 67.01 percent which has been fluctuated between a minimum of 33.3 to a maximum of 100 percent. Thus, increased Champa rice-growing capacity is about 66.7 percent. Therefore, through an improved technical efficiency of rice farmers it will be possible to reduce this deep gap between the first ranked rice farm and other farms in the province.  JEL classification:Q13
۶.

Measuring Financial Repression in Selected Oil Exporting Cou(مقاله علمی وزارت علوم)

کلید واژه ها: سرکوب مالی آزادسازی مالی دخالت دولت توسعه ی مالی کشورهای صادرکننده ی نفت

حوزه های تخصصی:
تعداد بازدید : ۱۹
Development of financial system and capital market are the two necessities to achieve economic growth and development. The experience of many developing countries showed that structural reformation in financial system and capital market is necessary to finance the required investment for economic growth. One of the main obstacles to financial development is financial repression. The aim of this study is to measure financial repression in the selected oil exporting countries including Iran, Saudi Arabia, Venezuela, Nigeria, Mexico and Indonesia for the period of 1990-2009. The model of the study is the one that introduced by Beim and Colominos (2001) and developed by Battiliossi (2004). The results of the study showed that the level of financial repression was, on average, about 50 during 1990-1998. Eventually it slopes up to reach the 55 in 2009. The financial repression in Iran has almost been close to the average level of financial repression (50.2) of the studied countries.JEL classification:G18, G28

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