Volume 29 (2024)
Volume 28 (2023)
Volume 27 (2022)
Volume 26 (2021)
Volume 25 (2020)
Volume 24 (2019)
Volume 23 (2018)
Volume 22 (2017)
Volume 21 (2016)
Volume 20 (2015)
Volume 19 (2014)
Volume 18 (2013)
Volume 17 (2012)
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)
The Comparative Analysis of Knowledge Based Economy components on Economic Growth in Some Selected Countries

Bijan Baseri; Neda Asghari; Mohammad Kia

Volume 16, Issue 47 , July 2011, Pages 1-29

Abstract
  During the past decades, it has been indicated that more knowledge leads inexorably to greater economic growth.This paper will study the role of the knowledge based economy components on economic growth in Iran and some selected countries during 1996-2007.The main hypothesis is that: ICT as a major factor ...  Read More

Analysis of the Behaviour of Futures Trading in NYMEX (1986-2010) with Regard to Varations in the Level and Volatility of Crude Oil Prices

Atefeh Taklif

Volume 16, Issue 47 , July 2011, Pages 31-52

Abstract
  This paper examines the relationship between the volatility of WTI prices and the open interest volumes (OIV) in NYMEX using a VAR model for the period 1986-2010.  The results from the estimated model imply the existence of a causal relationship from OIV to the price volatility of WTI.  Based ...  Read More

Evaluation of VaR Estimates based on ARCH type Models

Naser Khiabani; Maryam Sarooghi

Volume 16, Issue 47 , July 2011, Pages 53-73

Abstract
  This paper studies four ARCH type models including ARCH, GARCH, EGARCH and TGARCH at Value at Risk (VaR) estimation. The four models were applied to daily Tehran stock market data to assess each model in estimating one day Value at Risk at various confidence intervals. Our findings suggest that for the ...  Read More

The Comparison of Research and Total productivity in Iranian Public Universities'

Rahim Dabbagh

Volume 16, Issue 47 , July 2011, Pages 75-104

Abstract
  Total factor productivity is an index to represent optimal use of production factors, and the degree of achievement of predetermined goals. In this study efficiency and productivity of research sector and total production (education and research) of 31 large state universities has been investigated, ...  Read More

Price Effects of Value Added Tax Based on Input – Output Approach (The Case of Iran)

Ali Faridzad; Soheila Parvin; Ali Asghar Banoue

Volume 16, Issue 47 , July 2011, Pages 105-127

Abstract
  Reforming Iran’s tax system is one of the most important issues due to the role of government’s expenditures and uncertainty in oil income. Therefore the modern value-added tax system is recognized as an approach by which tax transparency and tax structure reform can be enabled. However, ...  Read More

Volatility and Return Transmission among Cement Industry Stock Prices: an Application of Multivariate FIGARCH Modeling in High Frequency Financial time Series

Gholamreza Keshavarz Haddad; Seyed Babak Ebrahimi; Akbar Jafar Abadi

Volume 16, Issue 47 , July 2011, Pages 129-162

Abstract
  Long memory in asset returns and volatilities is a new research area, both in theoretical and empirical modeling of high frequent financial time series. The most popular techniques of time series modeling with long memory is the ARFIMA-FIGARCH, but this fractionality in the integration of time series ...  Read More

Misconceptions in Application of Time series Models: The Abuse of ARDL Model

Teimur Mohammadi

Volume 16, Issue 47 , July 2011, Pages 163-183

Abstract
  Studies in applied econometrics and related disciplines are widely using time series techniques. Sound application of these techniques requires the satisfaction of their underlying   assumptions. One of these techniques is ARDL Model. There are a number of examples in the published works in ...  Read More

Modeling American Option Switching Model Regime and Oil Derivatives

Abdolsedeh Neisy

Volume 16, Issue 47 , July 2011, Pages 185-204

Abstract
  In this paper we are going to model stocks and derivatives markets by means of recent research work that can be used in Iran and explain some of the market shortages. For this, first we use Markov process properties and economic regimes phenomena for modeling underling asset price (stocks) by dynamic ...  Read More