Teimour Mohammadi; Atefeh Taklif; Sahel Zamani
Abstract
In this article, we introduce a model for forecasting the daily gas prices by the use of wavelet transform and neural networks. In this hybrid model, the discrete Daubechies wavelet transform is applied to decompose the gas prices series into approximation series and details series (DS). The new series ...
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In this article, we introduce a model for forecasting the daily gas prices by the use of wavelet transform and neural networks. In this hybrid model, the discrete Daubechies wavelet transform is applied to decompose the gas prices series into approximation series and details series (DS). The new series are used as inputs to the ANN model to forecast Henry Hub natural gas prices. The relative performance of the hybrid model and neural network model shows that WANN model provides more accurate naturel gas price forecast compared to the individual ANN model. Diebold-Mariano test confirms this result.
Zahra Nasrollahi; Mehran Zarei
Abstract
Water plays a significant role in sustainable development process of every region both as a natural resource and as a production input. Therefore, ignoring water resources limitation in investment priorities in dry regions as Yazd province may lead to non-optimal decisions, which are not in line with ...
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Water plays a significant role in sustainable development process of every region both as a natural resource and as a production input. Therefore, ignoring water resources limitation in investment priorities in dry regions as Yazd province may lead to non-optimal decisions, which are not in line with sustainable development goals. Hence, the aim of this paper is to prioritize the industrial activities in Yazd province with an approach to sustainable development and with an emphasis on importance of water resources. As a result, the current study has tried to cover various aspects of sustainable development. For this purpose, firstly input-output table for Yazd province was estimated using AFLQ method. Then, industrial sectors of Yazd province were prioritized by integration of input-output model and analytic hierarchy process (AHP), considering five criteria including water use, employment, inter-sectoral linkages, emission and value added. The results show that sector of "electrical equipment and office machinery" has a higher priority for investment than other sectors. Findings also show the importance of water use, so that ignorance of this criterion leads to significantly different prioritization results.
Esmaiel Abounoori; Milad Shahrazi
Abstract
In this research, the absolute poverty line based on the food poverty line is estimated using mathematical programming approach concerning urban area prices during February 2015. We first have determined a basic food basket including 76 common and important food items. Second, we have identified the ...
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In this research, the absolute poverty line based on the food poverty line is estimated using mathematical programming approach concerning urban area prices during February 2015. We first have determined a basic food basket including 76 common and important food items. Second, we have identified the basic human nutrients needs for the survival. Then we have considered the amount of nutrients in each 100 grams of the 76 food items. After that, we have collected the prices of each 100 grams of the food items using a categorized sampling covering urban areas of Mazandaran province. Mathematical Programme is constructed using the total cost function as the target function along with constraints of calorie and eight nutrients needs. The model has been solved by Simplex method and, the food poverty line is estimated. Then, using the Orshansky method the absolute poverty line is calculated. The results show that the food poverty line and the absolute poverty line for a household with four people in Mazandaran urban areas during February 2015 were about 311,000 and 1,305,000 Tomans(10 Rials), respectively.
Ali Asghar Banouei; parisa mohajeri; narges sadeghi; afsaneh sherkat
Abstract
In this article, we show that the application of LQ methods for estimation of RIOT in Iran requires two types of residuals. To tackle with this problem, a new mixed FLQ-RAS method is proposed. This method maintains the official data of regional accounts that has been provided by the Statistical Centre ...
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In this article, we show that the application of LQ methods for estimation of RIOT in Iran requires two types of residuals. To tackle with this problem, a new mixed FLQ-RAS method is proposed. This method maintains the official data of regional accounts that has been provided by the Statistical Centre of Iran and therefore, the sectoral export is used as a residual. Domestic National, Gilan IOTs and regional accounts for the year 2002 have been used. FLQ and FLQ-RAS methods have used to estimate the RIOTs of Gilan. For the evaluation, we have used five conventional statistical methods for error measurment. The results are twofolds.The minimum adjustment is 0.9% for agriculture and the maximum adjustment is 55% for mining. Second the degree of accuracy between the two methods reveals that the proposed method outperforms than the FLQ method. The application of the proposed method has four advantages in Iran: one- flexibility for covering more sectors, two- extension to other regions, three- its complete consistency with the basic data of the country and four- its flexibility in considering exogenous or superior data at the regional level.
Farhad Dejpasand; abbas arabmazar; shapour seifi
Abstract
The purpose of this paper is to estimate the value of human capital in Iran from 2005 to 2014. In the literature, there are two general approaches for estimating the value of human capital stock: the cost-based approach and the income-based approach. The first approach has been selected by this study. ...
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The purpose of this paper is to estimate the value of human capital in Iran from 2005 to 2014. In the literature, there are two general approaches for estimating the value of human capital stock: the cost-based approach and the income-based approach. The first approach has been selected by this study. The analytical model developed in this study is mainly based on Jorgenson-Fraumeni’s model. This paper has used Markov transition probability matrix to calculate the probability of movement of people between different levels of education. Also to compute income from work of persons’ data, this study employed Mincerian wage equation. The findings show that the value of human capital in current prices in 2014 is about 244370 trillion Rials. The same figure in 2005 is 63769 trillion Rials. Despite the increase in the value of human capital at current prices in 2005-14, the real value (in 2004 constant prices) dropped from the 53359 to around 45937 trillion Rials. However, in 2004 the estimated value of human capital stock is 13 times more than the physical capital stock and 58 times more than the gross domestic product (GDP). The results also show that for men the share of total value of human capital stock has increased and the same value for women has decreased over ten years (2005-2014). In addition, the results indicate that on the average, about 85 percent of the value of the human capital stock of male belongs to Diploma and less. About 62 percent of the value of the human capital stock of female belongs to Diploma and less.
Morteza Khorsandi; Ali Afsari
Abstract
In recent years, falling birth rate and rising life expectancy in many countries have led to the population aging which has brought about some problems. One of these problems is the negative impact of this phenomenon on the sustainability of the pension system. In this study we examine the impact of ...
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In recent years, falling birth rate and rising life expectancy in many countries have led to the population aging which has brought about some problems. One of these problems is the negative impact of this phenomenon on the sustainability of the pension system. In this study we examine the impact of fertility rate on the sustainability of the pension system using the two-period overlapping generations model. The parameters of the model are calibrated using actual data of Iran's economy. The results of this analysis showed that the impact of fertility rate on the sustainability of the pension system is affected by the ratio of the child care cost to personal income and as long as the fertility rate is less than 4.12 percent, increasing the fertility rate leads to higher pension payment and improvement of the pension system sustainability.
Soleyman Feyzi Yengjeh; Samad Hekmati Farid; Saba Yahyavi Miyavagi
Abstract
Natural resources have an important role in economic development. But aboundance of natural resources have negative effect on Good Governance Indicators. In this study, we have investigated the effect of oil revenues on good governance indicators in 54 oil Exporting countries. The time period of study ...
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Natural resources have an important role in economic development. But aboundance of natural resources have negative effect on Good Governance Indicators. In this study, we have investigated the effect of oil revenues on good governance indicators in 54 oil Exporting countries. The time period of study is 2002 to 2013. For this purpose an econometric panel method and cross-section data has been used. The results indicate that oil resource revenues have significant negative impact on six good governance indicators introduced by the World Bank: voice and accountability, political stability and absence of violence, government effectiveness, regulatory quality, rule of law and control of corruption. Furthermore the variation of openness index, GDP, business freedom index and investment freedom index had a significant positive impact on good governance indicators.
