Volume 29 (2024)
Volume 28 (2023)
Volume 27 (2022)
Volume 26 (2021)
Volume 25 (2020)
Volume 24 (2019)
Volume 22 (2017)
Volume 21 (2016)
Volume 20 (2015)
Volume 19 (2014)
Volume 18 (2013)
Volume 17 (2012)
Volume 16 (2011)
Volume 15 (2010)
Volume 14 (2010)
Volume 13 (2009)
Volume 12 (2008)
Volume 11 (2008)
Volume 10 (2008)
Volume 9 (2007)
Volume 8 (2006)
Volume 7 (2005)
Volume 6 (2004)
Volume 5 (2003)
Volume 4 (2002)
Volume 3 (2001)
Volume 2 (2000)
Volume 1 (1995)
Fad Models with Markov Switching Hetroskedasticity: Decomposing Tehran Stock Exchange Return into Permanent and Transitory Components

Teimour Mohammadi; Abdolsadeh Neisi; Mahnoush Abdollahmilani; Sahar Havaj

Volume 23, Issue 75 , July 2018, Pages 1-20

https://doi.org/10.22054/ijer.2018.9119

Abstract
  In this paper, the stochastic behavior of Tehran stock exchange return index (TEDPIX) is examined by using unobserved component Markov switching model (UC-MS) during the period 3/27/2010 - 8/3/2015. In this model, stock returns are decomposed into two components; permanent and transitory components. ...  Read More

Non-Linear Relationship between Macroeconomic Variables and Government Size in Iran

Hassan Heidari; Arash Refah-Kahriz

Volume 23, Issue 75 , July 2018, Pages 21-50

https://doi.org/10.22054/ijer.2018.9120

Abstract
  Attitude towards the role of government and reasons for the existence of government have experienced several changes and revisions during the last century. Attitude changes alter the duties and responsibilities assigned to the government and thus change the size and composition of public expenditure. ...  Read More

Estimation of Information and Communications Engel Curve in the Residential Urban Areas of Iran

Ali Asghar Salem

Volume 23, Issue 75 , July 2018, Pages 51-79

https://doi.org/10.22054/ijer.2018.9121

Abstract
  In this study, in order to estimate the Engel curve and income elasticity of Information and communications technology (ICT) for residential urban households in Iran, the Working-Leser equations system functional form has been used considering economic and social characteristics of the households. This ...  Read More

The Laffer Effect of Contribution Rate: The Case Study of Iranian Social Security Organization

Narges Akbarpour Roshan; Milad Shahrazi

Volume 23, Issue 75 , July 2018, Pages 81-102

https://doi.org/10.22054/ijer.2018.9122

Abstract
  The Laffer curve represents a parabola relationship between tax revenues and tax rates, and identifies the tax rate that maximizes tax revenues for the government. The aim of this paper is to test whether there is such a relationship between contribution revenues and contribution rate in Iranian Social ...  Read More

The Effect of Stable Funding Strategy on Profitability in Iranian Banking System

mahshid shahchera; Mandana Taheri

Volume 23, Issue 75 , July 2018, Pages 103-136

https://doi.org/10.22054/ijer.2018.9123

Abstract
  Banks have an important role in providing and allocating resources, identifying investment opportunities, and diversifying risk. According to the Bank International Settlement (BIS), one of the main factors of weakness in the banking system is lack of financial resources for lending of banks to various ...  Read More

Bahar-Azadi Gold Coin Hedging Strategies: A Comparison of ADCC, GO-GARCH and Copula-GARCH Approaches

Elham Farzanegan

Volume 23, Issue 75 , July 2018, Pages 137-166

https://doi.org/10.22054/ijer.2018.9124

Abstract
  In this paper, we employ a new generation of multivariate volatility models, i.e. ADCC, GO-GARCH and Copula-GARCH to estimate and investigate the hedging performance for Bahar-Azadi Gold Coins spot markets (GC) and Futures market (GCF), during 27/10/2010 to 21/7/2016. The empirical results show that ...  Read More

The Effects of Fiscal and Monetary Policies on Iranian Business Cycle Dynamics with Time Varying Markov Switching Models

Siab Mamipour; Soghra Jafari; Ziba Sasanian Asl

Volume 23, Issue 75 , July 2018, Pages 167-203

https://doi.org/10.22054/ijer.2018.9125

Abstract
  The main purpose of this paper is to investigate the effects of monetary and fiscal policies on the business cycles in the Iranian economy during the period 2004-2016. Markov Switching model has been used with time varying transitional probabilities for the recognition of the business cycle and identifying ...  Read More