Saeed Moshiri; Somayeh Nikpoor
Volume 9, Issue 33 , February 2008, , Pages 75-103
Saeed Moshiri; Mahdi Rezvan
Volume 8, Issue 26 , April 2006, , Pages 1-24
Abstract
Operating in international market, the Iranian airline industry is one of the first organizations which have used IT in Iran, and therefore, a good case for analyzing the impact of IT on productivity at the firm level. In this study, we first estimate the productivity of the airline industry using ...
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Operating in international market, the Iranian airline industry is one of the first organizations which have used IT in Iran, and therefore, a good case for analyzing the impact of IT on productivity at the firm level. In this study, we first estimate the productivity of the airline industry using the Iranian National Airline data from 1962 to 2000 by the Data Envelop Analysis (DEA) and the Stochastic Frontier Analysis (SFA) methods. We then evaluate the impacts of IT on the Iranian major Airline corporation.Many different cases have been considered in estimating the productivity. In the DEA method, both constant and variable returns to scale have been applied. In the SFA method, different measures for output have been used from which the passenger- kilometer variable produced the most reasonable outcome. The results indicate that the productivity in the Iranian airline industry has been fluctuating within a fixed range before and after the period 1976-83 in which the productivity decreased dramatically, mostly due to the revolution and the Iraqi imposed war on Iran. Furthermore, IT has had a positive effect on the productivity since 1990.
Saeed Moshiri; Habib Morovat
Volume 7, Issue 25 , February 2006, , Pages 47-64
Abstract
The very complex movements in the stock prices are usually taken as random or stochastic, but they may be produced by a deterministic data generating process. Chaos refers to the nonlinear dynamic deterministic process that generates a series, which appears like random, but has a long memory. In the ...
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The very complex movements in the stock prices are usually taken as random or stochastic, but they may be produced by a deterministic data generating process. Chaos refers to the nonlinear dynamic deterministic process that generates a series, which appears like random, but has a long memory. In the Economics and Finance literature, stock prices are known to be random due to their complexities, and therefore being unpredictable. In this paper, we test for chaos in the stock prices using the data from the daily and weekly stock prices listed in the Tehran Exchange Market (TEPIX) in 1377-1382 (1998-2003). We apply three tests for chaos, namely; BDS, Lyaponov Exponent, and Neural Networks; to the residuals of linear (ARIMA) and nonlinear (GARCH) models. The BDS and the Neural Networks tests results show that there exists nonlinearity in the ARIMA residuals, but not in the GARCH residuals. However, the Lyaponove exponent test result is positive for all different dimensions indicating that the TEPIX is chaotic.
Esfandiyar Jahangard; Saeed Moshiri
Volume 6, Issue 19 , July 2004, , Pages 55-78
Abstract
The empirical studies have indicated that the contribution of information and communication technology to growth in developed and some developing countries are significant, particularly in the second half of the 1990s.There is still room for more investigation, specially in developing countries, where ...
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The empirical studies have indicated that the contribution of information and communication technology to growth in developed and some developing countries are significant, particularly in the second half of the 1990s.There is still room for more investigation, specially in developing countries, where the socio-economic infrastructure may not fully support the positive link between ICT & economic growth. This paper employs an endogenous growth model to estimate the contribution of ICT in the Iranian economic growth using the state space method. This study reveals a positive and significant effect of communication investment on the economic growth in the late 1990s. Our results suggest that an increase in the ICT expenditure across various economic activities as well as improved complementary factors will eventually lead to higher economic growth.
