bu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220sokhan(num 8)sokhan(num 8)11860FAJournal Article20140920https://aes.basu.ac.ir/article_860_fc49306d97602c8ed1be1dfbf0835ead.pdfbu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220The effects of household characteristics on consumer spending application of pseudo-panel data modelingThe effects of household characteristics on consumer spending application of pseudo-panel data modeling112592FAHOSSEINRAGHFARMIR HOSSEINMOUSAVIZAMZAMSADAT ASLJournal Article20130626For developing nations, there is a dearth of genuine panel Data where specific individuals are followed over time. However, cross-section surveys are often carried out on a regular basis leading to multidimensional data that constitutes what is called a ‘pseudo-panel.’ Deaton (1985) Suggests that these pseudo-panels can be used to track cohorts, where a cohort is depend as “a group with fixed membership, individuals of which can be identified as they show up in the surveys.Collado (1997) show that dynamic models may also be consistently estimated using pseudo-panel data. In This study this model applied by 11 time periods and 8 cohorts and in the results presented in this paper estimates are presented base on a pseudo-panel data set over time Showed the sensitivity a set of observable household and community characteristics on consumption expenditures dynamics by one cohort and one time period and has created A powerful method for Survey the characteristics of households and Control over time.For developing nations, there is a dearth of genuine panel Data where specific individuals are followed over time. However, cross-section surveys are often carried out on a regular basis leading to multidimensional data that constitutes what is called a ‘pseudo-panel.’ Deaton (1985) Suggests that these pseudo-panels can be used to track cohorts, where a cohort is depend as “a group with fixed membership, individuals of which can be identified as they show up in the surveys.Collado (1997) show that dynamic models may also be consistently estimated using pseudo-panel data. In This study this model applied by 11 time periods and 8 cohorts and in the results presented in this paper estimates are presented base on a pseudo-panel data set over time Showed the sensitivity a set of observable household and community characteristics on consumption expenditures dynamics by one cohort and one time period and has created A powerful method for Survey the characteristics of households and Control over time.https://aes.basu.ac.ir/article_592_dbe272bab69f8e13f14b405e038deb64.pdfbu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220Investigation on importance of relative consumption and risk aversion in consumption expenditures of Iranian households by GMM approachInvestigation on importance of relative consumption and risk aversion in consumption expenditures of Iranian households by GMM approach1331593FAREZAROSHANMOSAYEBPAHLAVANIMOHAMMAD NABISHAHIKI TASH0000-0001-6541-3189Journal Article20130803The studies show that the most important feature of gross domestic production is consumption. Hence, recognizing of factors that influence it, are very important. This article investigates importance of relative consumption (envious phenomenon) and relative risk aversion in consumption expenditures of Iranian households. For empirical study, at first, we constructed two weighted portfolio of the main assets return that households hold them. For estimating of coefficient of importance of relative consumption and coefficient of relative risk aversion in consumption, we used Generalized Method of Moments (GMM) with instrumental variables for 1979-2012 period. The results indicate that coefficient of envious effect is about 65 percent. This evidence shows that relative consumption is important for Iranian households and envious phenomenon is almost high between Iranian households. Furthermore, the results of estimated equations show that coefficient of relative risk aversion is between 0/59 to 0/74, That it indicates relative risk aversion is significant but it isn’t very severe. The studies show that the most important feature of gross domestic production is consumption. Hence, recognizing of factors that influence it, are very important. This article investigates importance of relative consumption (envious phenomenon) and relative risk aversion in consumption expenditures of Iranian households. For empirical study, at first, we constructed two weighted portfolio of the main assets return that households hold them. For estimating of coefficient of importance of relative consumption and coefficient of relative risk aversion in consumption, we used Generalized Method of Moments (GMM) with instrumental variables for 1979-2012 period. The results indicate that coefficient of envious effect is about 65 percent. This evidence shows that relative consumption is important for Iranian households and envious phenomenon is almost high between Iranian households. Furthermore, the results of estimated equations show that coefficient of relative risk aversion is between 0/59 to 0/74, That it indicates relative risk aversion is significant but it isn’t very severe. https://aes.basu.ac.ir/article_593_acc3e0404646c57502b480dc052c4fe1.pdfbu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220Comparison of performance of fuzzy autoregressive integrated moving average and fuzzy neural network to forecast economic growth in IranComparison of performance of fuzzy autoregressive integrated moving average and fuzzy neural network to forecast economic growth in Iran3352590FAMANSOORZERANEZHADMASOUDKHODAPANAHPOYANKIYANISALAHEBRAHIMIJournal Article20130507Since multivariate econometric forecasting encounters with much restriction, using univariate models seems to be a proper alternative approach. But most of these methods require large amounts of data to achieve a good result. Fuzzy regression approach which uses the fuzzy numbers for modeling and prediction needs less data compare to nonfuzzy approaches. In this study, fuzzy autoregressive integrated moving average (FARIMA), which combines autoregressive integrated moving average (ARIMA) with fuzzy regression has been used. The forecasting performance of this model has been compared with prediction performance of ARIMA and adaptive neural-fuzzy inference system (ANFIS) methods to forecast economic growth in Iran during the period 1960 to 2002. The forecasting performances of these models have then been compared to forecast economic growth for the period 2003 to 2010 using the criteria of RMSE, MAE, MAPE and TIC. The results of the study showed that FARIMA model has the best performance, and ANFIS method suggests better forecasting that ARIMA.Since multivariate econometric forecasting encounters with much restriction, using univariate models seems to be a proper alternative approach. But most of these methods require large amounts of data to achieve a good result. Fuzzy regression approach which uses the fuzzy numbers for modeling and prediction needs less data compare to nonfuzzy approaches. In this study, fuzzy autoregressive integrated moving average (FARIMA), which combines autoregressive integrated moving average (ARIMA) with fuzzy regression has been used. The forecasting performance of this model has been compared with prediction performance of ARIMA and adaptive neural-fuzzy inference system (ANFIS) methods to forecast economic growth in Iran during the period 1960 to 2002. The forecasting performances of these models have then been compared to forecast economic growth for the period 2003 to 2010 using the criteria of RMSE, MAE, MAPE and TIC. The results of the study showed that FARIMA model has the best performance, and ANFIS method suggests better forecasting that ARIMA.https://aes.basu.ac.ir/article_590_08b255a5d42b89b0585260b6f2360bdd.pdfbu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220Underground Economy and its causes: a Case Study of IranUnderground Economy and its causes: a Case Study of Iran5372594FAVAHIDTAGHINEGHAD0000-0002-9081-0474MOSOMEHNIKPOORJournal Article20130705The underground economy is a phenomenon that all countries have to deal with it. The researches display that the size of activities in the underground economy are fairly large and these activities are the causes of the most economic disturbances; therefore, its estimation is important in the tax gap realization, the effectiveness of monetary and fiscal policies, economic growth and income distribution aspects. <br />At first, this study explains the concept of underground economy and its causes; then the unfavorable effects of the underground economy and its estimation methods are illustrated briefly. In empirical section, first the size of the underground economic activities for Iran from 1350 to 1389 was estimated by using monetary method in the three scenarios. Second, the impacts of some variables such as tax burden, inflation, income inequality, size of the government and the exchange rate gap on the underground economy have been investigated by econometric model. <br />The empirical results estimate the average size of the underground economy in the three scenarios 13.26, 15.05 and 15.71 percent of GDP, respectively. Furthermore, the estimation shows that the tax burden, inflation, the income inequality and the size of the government have significantly positive effects on the underground economy; in which, the tax burden has had the largest effect.The underground economy is a phenomenon that all countries have to deal with it. The researches display that the size of activities in the underground economy are fairly large and these activities are the causes of the most economic disturbances; therefore, its estimation is important in the tax gap realization, the effectiveness of monetary and fiscal policies, economic growth and income distribution aspects. <br />At first, this study explains the concept of underground economy and its causes; then the unfavorable effects of the underground economy and its estimation methods are illustrated briefly. In empirical section, first the size of the underground economic activities for Iran from 1350 to 1389 was estimated by using monetary method in the three scenarios. Second, the impacts of some variables such as tax burden, inflation, income inequality, size of the government and the exchange rate gap on the underground economy have been investigated by econometric model. <br />The empirical results estimate the average size of the underground economy in the three scenarios 13.26, 15.05 and 15.71 percent of GDP, respectively. Furthermore, the estimation shows that the tax burden, inflation, the income inequality and the size of the government have significantly positive effects on the underground economy; in which, the tax burden has had the largest effect.https://aes.basu.ac.ir/article_594_076a0c97d09cf1a0ec3e19c7f2529f2b.pdfbu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220Analysis of the barriers for innovation policy-making effectiveness in Iran: an Institutional ApproachAnalysis of the barriers for innovation policy-making effectiveness in Iran: an Institutional Approach7389595FAFARSHADMOMENIPARISAALIZADEHJournal Article20130630In this paper we have a closer look at the required institutional framework for the effectiveness of science, technology, and innovation policies, in order to underline the incremental transition toward creating or strengthening required institutions. To do this, the conditions of two important criteria; those are, the level of institutional capabilities and S&T capabilities are evaluated. Having defined the position of Iran as a country of fragile institutional capabilities and mediocre S&T capabilities, similar countries' experiences leads us to a general guide for innovation policy-making; that is, improving business Research and Development (R&D) through recombination of S&T capabilities. In this regard, some of the most important institutional barriers are: ignoring the importance of business R&D for economic development, weakness of legal standards, not developed financial systems, lack of suitable business infrastructure, adverse economic circumstances, lack of flexible organization to support different target groups of businesses, and excess regulations. Each of these barriers could be removed using appropriate solutions.In this paper we have a closer look at the required institutional framework for the effectiveness of science, technology, and innovation policies, in order to underline the incremental transition toward creating or strengthening required institutions. To do this, the conditions of two important criteria; those are, the level of institutional capabilities and S&T capabilities are evaluated. Having defined the position of Iran as a country of fragile institutional capabilities and mediocre S&T capabilities, similar countries' experiences leads us to a general guide for innovation policy-making; that is, improving business Research and Development (R&D) through recombination of S&T capabilities. In this regard, some of the most important institutional barriers are: ignoring the importance of business R&D for economic development, weakness of legal standards, not developed financial systems, lack of suitable business infrastructure, adverse economic circumstances, lack of flexible organization to support different target groups of businesses, and excess regulations. Each of these barriers could be removed using appropriate solutions.https://aes.basu.ac.ir/article_595_04ecb1fa28506ccb6f72b12c0245ddbc.pdfbu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220Investigation and Forecasting of the Effects of Exchange Rate Increase on Major Macroeconomic Variables of Iran (1976-2014)Investigation and Forecasting of the Effects of Exchange Rate Increase on Major Macroeconomic Variables of Iran (1976-2014)91113596FAHADIGHAFARI0000-0003-4314-578XALICHANGI ASHTIYANIMAHDIJALOLIJournal Article20130706<span>In this study, we aim to investigate and forecast the consequences of exchange rate increase on major macroeconomic variables of Iran during 1976-2014. For this purpose, we used a short scale structural macro-econometric model which has been estimated by the new co-integration approach. The results show that the negative effects of a graduate increase in exchange rate is less than the same effects in a sudden increase in exchange rate. In the first scenario (sudden increase in exchange rate), inflation rate, economic growth rate and unemployment rate will reach to %21.6, %4.7 and %8.6 respectively in the first year after shock. In the second Scenario (graduate increase in exchange rate), inflation rate, economic growth rate and unemployment rate will reach to %17.2, %4.99 and %7.4 respectively in the first year after shock.</span><span>In this study, we aim to investigate and forecast the consequences of exchange rate increase on major macroeconomic variables of Iran during 1976-2014. For this purpose, we used a short scale structural macro-econometric model which has been estimated by the new co-integration approach. The results show that the negative effects of a graduate increase in exchange rate is less than the same effects in a sudden increase in exchange rate. In the first scenario (sudden increase in exchange rate), inflation rate, economic growth rate and unemployment rate will reach to %21.6, %4.7 and %8.6 respectively in the first year after shock. In the second Scenario (graduate increase in exchange rate), inflation rate, economic growth rate and unemployment rate will reach to %17.2, %4.99 and %7.4 respectively in the first year after shock.</span>https://aes.basu.ac.ir/article_596_b2eeb7362ef83deff5c7813a67e14f0a.pdfbu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220Economic Evaluation of Solar Power and Fossil Energy in a House in MashhadEconomic Evaluation of Solar Power and Fossil Energy in a House in Mashhad115136597FAMostafaSalimifarMohammad HosseinMahdavi AdeliHabibRajabi MashhadiAzamGhezelbashJournal Article20130512The need to use of renewable energies to achieve the more electrical energy production, is one of the most important and most basic fields to find the new resources of renewable energies. Among these resources, solar energy, for many reasons such as easy access and convenience of becoming electrical energy and so on, have more utility. Today, with economic and mass production of solar cells or photovoltaic (PV) system, the use of solar energy has been highly regarded to supply the energy needs of buildings and their independence and even sales the excess of that needed to power companies. <br />In this study the feasibility of using a photovoltaic system to supply the electrical charge required for a residential unit in Mashhad city, has been investigated. For this purpose, technical - economic analysis of the use of this system has been analyzed using the COMFAR Software. <br />The results show that providing the use of photovoltaic systems, the internal rate of return in a residential unit on an average consumption of 400 units per month is equal to 19.15 percent and capital return period is 9 years and net present value is equal to 733.14 million rials.The need to use of renewable energies to achieve the more electrical energy production, is one of the most important and most basic fields to find the new resources of renewable energies. Among these resources, solar energy, for many reasons such as easy access and convenience of becoming electrical energy and so on, have more utility. Today, with economic and mass production of solar cells or photovoltaic (PV) system, the use of solar energy has been highly regarded to supply the energy needs of buildings and their independence and even sales the excess of that needed to power companies. <br />In this study the feasibility of using a photovoltaic system to supply the electrical charge required for a residential unit in Mashhad city, has been investigated. For this purpose, technical - economic analysis of the use of this system has been analyzed using the COMFAR Software. <br />The results show that providing the use of photovoltaic systems, the internal rate of return in a residential unit on an average consumption of 400 units per month is equal to 19.15 percent and capital return period is 9 years and net present value is equal to 733.14 million rials.https://aes.basu.ac.ir/article_597_08c5433a60135c32e34f46a71175850c.pdfbu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220Firm size, labor probability and new firm's exit In manufacturing industries of IranFirm size, labor probability and new firm's exit In manufacturing industries of Iran137159598FAMohammad AliFiyzpoorAbbasRezaee NojiniJournal Article20130714Firm’s exit is of the main indicators that can with two look illustrate the economic situation in every country. On one hand, it can be considered as the ravages in economyand on the other hand, replacement of old firms by new firms is reflection of economic dynamism. In this manner, firm exit can be evaluated by different criteria and life duration is one of the most important of this indicators. However, firm exit occurs under the influence of several factors and productivity is the most important factor that can explain the exit phenomena, especially for the new firms. Nevertheless, emphasis on SMEs as the main policies for job creation as well as exit the bulk of them, this questionthat whatare the impact of firm's size on labour productivity and thus the probability of exit? has been caused, and hence, answer to this question is the main purpose of this article. For this purpose, a new manufacturing firm during 1995 – 1999 periods has been studiedin Iran. Using panel data econometric as well as Cox proportional hazard model, the rsults indicate that labor productivity is affected by firm size and this in turn has had a significant effect on the exit of new firms.Firm’s exit is of the main indicators that can with two look illustrate the economic situation in every country. On one hand, it can be considered as the ravages in economyand on the other hand, replacement of old firms by new firms is reflection of economic dynamism. In this manner, firm exit can be evaluated by different criteria and life duration is one of the most important of this indicators. However, firm exit occurs under the influence of several factors and productivity is the most important factor that can explain the exit phenomena, especially for the new firms. Nevertheless, emphasis on SMEs as the main policies for job creation as well as exit the bulk of them, this questionthat whatare the impact of firm's size on labour productivity and thus the probability of exit? has been caused, and hence, answer to this question is the main purpose of this article. For this purpose, a new manufacturing firm during 1995 – 1999 periods has been studiedin Iran. Using panel data econometric as well as Cox proportional hazard model, the rsults indicate that labor productivity is affected by firm size and this in turn has had a significant effect on the exit of new firms.https://aes.basu.ac.ir/article_598_6aca97005c68f1206823815f66102863.pdfbu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220Effect of HDI on Dropping out in Iran Education System (Case Study in Iran Provinces)Effect of HDI on Dropping out in Iran Education System (Case Study in Iran Provinces)161179599FASalehGhavidelFatemehDarvishiJournal Article20130722Aim of this paper is identify and effect of HDI on dropping out in Iran education system for male and female. For this purpose we use panel data model with 30 provinces during 2001- 2008. In this research dependent variable is dropping out rate and explanatory variables are "HDI" "income per capita", "unemployment rate" and family size. The result shows that the HDI has a remarkably negative effect on education dropping out rate. If we assume that the income per capita to be a proxy for poverty contrast, decreasing of poverty (increase income per capita) has a positive effect on education dropping out rate, for male is more than female. The unemployment rate has a positive effect on education dropping out rate in male group and not in female. In stylus fact it is true, because in high unemployment economics the wage decreasing and son is the first person for work in family. Aim of this paper is identify and effect of HDI on dropping out in Iran education system for male and female. For this purpose we use panel data model with 30 provinces during 2001- 2008. In this research dependent variable is dropping out rate and explanatory variables are "HDI" "income per capita", "unemployment rate" and family size. The result shows that the HDI has a remarkably negative effect on education dropping out rate. If we assume that the income per capita to be a proxy for poverty contrast, decreasing of poverty (increase income per capita) has a positive effect on education dropping out rate, for male is more than female. The unemployment rate has a positive effect on education dropping out rate in male group and not in female. In stylus fact it is true, because in high unemployment economics the wage decreasing and son is the first person for work in family. https://aes.basu.ac.ir/article_599_3435c378bb76d4357324dd7e69f3cd18.pdfbu ali sina universityJournal of Applied Economics Studies in Iran2322-25302820140220Impact of Shocks of trade liberalization on economic growth And Assessment their symmetry and asymmetry (Case of Iran: 1976 to 2011)Impact of Shocks of trade liberalization on economic growth And Assessment their symmetry and asymmetry (Case of Iran: 1976 to 2011)181204600FASohrabDlangizan0000-0001-8392-1996MaryamBehzadifarJournal Article20130914According to constraints facing the countries in adopting different strategies to trade liberalization and different effects on economic growth, what is important, the effects of trade liberalization in different fields be stable and create sustainability capacity in economic growth rate. This means that if some of these liberties be canceled after trade liberalization, country has economic growth or the economic growth speed is reduced? This indicate that trade liberalization can have different effects on economic growth. This study is an attempt to assess symmetric or asymmetric positive and negative shocks of trade liberalization on economic growth. Study type is descriptive and based on relationships between variables. There are three indicators for trade liberalization: degree of openness of the economy (GDP / (exports + imports)), import share from GDP and the share of non-oil exports from GDP without oil. Equations are estimated method GMM with the condition the dependent variable CGMM or method moving moments conditional for the period 1376 to 2011. The results show trade liberalization and economic growth in Iran have positive and meaningful relation. Positive shocks increase economic growth and negative shocks will be less growth. Effects of negative shocks Is Meaningful larger from Positive shocks. So we can say effects of positive and negative shocks of trade liberalization on economic growth are asymmetric. With the abolition of trade restrictions, was achieved growth is destroyed with a higher severity. Hence should be tried at the accurate recognition and removing export restrictions in order to improve economic growth.According to constraints facing the countries in adopting different strategies to trade liberalization and different effects on economic growth, what is important, the effects of trade liberalization in different fields be stable and create sustainability capacity in economic growth rate. This means that if some of these liberties be canceled after trade liberalization, country has economic growth or the economic growth speed is reduced? This indicate that trade liberalization can have different effects on economic growth. This study is an attempt to assess symmetric or asymmetric positive and negative shocks of trade liberalization on economic growth. Study type is descriptive and based on relationships between variables. There are three indicators for trade liberalization: degree of openness of the economy (GDP / (exports + imports)), import share from GDP and the share of non-oil exports from GDP without oil. Equations are estimated method GMM with the condition the dependent variable CGMM or method moving moments conditional for the period 1376 to 2011. The results show trade liberalization and economic growth in Iran have positive and meaningful relation. Positive shocks increase economic growth and negative shocks will be less growth. Effects of negative shocks Is Meaningful larger from Positive shocks. So we can say effects of positive and negative shocks of trade liberalization on economic growth are asymmetric. With the abolition of trade restrictions, was achieved growth is destroyed with a higher severity. Hence should be tried at the accurate recognition and removing export restrictions in order to improve economic growth.https://aes.basu.ac.ir/article_600_d490d7b4576290fa60eb31b5fc917ad1.pdf