درخت حوزه‌های تخصصی

The main purpose of this study is to investigate the effect of food price uncertainty on food security in Iranian householdsduring the period 1981-2018 in a nonlinear model. To estimate uncertainty, the Generalized Autoregressive Score Model, and to estimate the effect of food price uncertainty on food security, the Smooth Transition Autoregressive model has been used. The results show that food price uncertainty in the first regime (low level of investment in agriculture) has a negative and significant effect and in the second regime (high level of investment in agriculture) has a negative and non-significant effect on food security. In the first regime, where the level of investment in the agricultural sector is below the threshold, as food price fluctuations increase, market uncertainty increases and signals with less transparency to producers and consumers. Under these circumstances, consumers will face the problem of reduced purchasing power and insecurity in access to food, which has a negative impact on food security. While, in the second regime and increasing the level of investment in the agricultural sector, the negative effects of uncertainty on food security can be partially offset. According to the results of the present study, officials should take effective steps on one hand, by prioritizing the financing of investment in the agricultural sector and facilitating the conditions of activity of the private and cooperatives sector in this field like moving from traditional to industrial agriculture. On the other hand, to reduce the price gap, regulate the market demand of agricultural products, and create conditions for food price stability, create a kind of protection against short-term fluctuations and shocks.

This article examines the effect of government size on the high, medium and low thresholds of the Gini coefficient in Iran. For this purpose, the auto regression model of soft fuzzy logistic transfer (FLSTAR) has been used for the period of 1997-2019. One of the reasons for using this model is flexibility in its application. The main focus of this paper is to calculate the Gini coefficient bands according to the size of government in the economy. Hence, we calculate the bands (high, middle and low) of the Gini coefficient. The study show that the threshold size of the government is equal 0.499. Findings of this research are applied in a real case which reveal that with increase of government share in economy the Gini coefficient increases as well. Therefore, the government should seriously pursue privatization policies.

The function of social media and it's awareness and information can play a significant role in the changes in stock prices and investors' decision making. Fluctuation is an important measure of financial performance that reflects uncertainty or risk. In view of this, the present study investigated and analyzed the social media and the fluctuations of the Tehran Stock Market during the period of April 2011 to August 2021 using auto-regression model. The results show that the instantaneous reaction functions of the stock returns of active companies in the Tehran stock market to the changes in the social media, the number of shares of the companies, the infected and the dead of covid-19 were positive until the third and fourth periods, and after the mentioned periods of shock entered into the explanatory variables did not have an effect on the fluctuation of the companies' returns. Also, the results of the analysis of variance showed the high effects of the number of shares of the companies in the changes of the efficiency of the companies and the effect of social media in explaining very slight changes in fluctuations have been observed