Volume 21 (2021)
Volume 20 (2020)
Volume 19 (2019)
Volume 17 (2017)
Volume 16 (2016)
Volume 15 (2015)
Volume 14 (2014)
Volume 13 (2013)
Volume 12 (2012)
Volume 11 (2011)
Volume 10 (2010)
Volume 9 (2009)
Volume 8 (2008)
Volume 7 (2007)
Volume 6 (2006)
Volume 5 (2005)
Volume 4 (2004)
Volume 3 (2003)
Volume 2 (2002)
Volume 1 (2001)
The Effect of Relative Price Changes on Income Distribution

soheila parvin; mahnoosh abdollah milani; Vahid Rezaei

Volume 18, Issue 71 , January 2019, Pages 1-19

https://doi.org/10.22054/joer.2018.9827

Abstract
  Supportive policies that lead to significant relative price changes have widespread impact on income distribution that cannot be considered by adjusting expenditures with the consumer price index. While households have different consumption patterns in different income deciles, the Consumer Price Index ...  Read More

The Interaction of Housing Price and Credit: Some Evidence from Iran

Naser Khiabani; shaghayegh shajari

Volume 18, Issue 71 , January 2019, Pages 21-52

https://doi.org/10.22054/joer.2018.9828

Abstract
  Housing price swings have always been under the spotlight for policy-makers and academics. Financial accelerator mechanism (developed by Bernanke and Gertler, 1999) can provide some explanation to these fluctuations. With focusing on the concept of financial accelerator, this paper sheds light on the ...  Read More

Analyzing Determinants of R&D Intensity in Iranian Manufacturing Firms

Sahar Rahimi Rad; Hassan Heydari; Reza Najarzadeh

Volume 18, Issue 71 , January 2019, Pages 53-90

https://doi.org/10.22054/joer.2018.9829

Abstract
  Research and development expenditure is a key indicator of resources allocated to science and technological activities, so knowledge about its features and factors underlying firm decision about R&D expenditures have great importance. According to international comparisons, R&D intensity in Iranian ...  Read More

Estimation of Optimal Investment Portfolio Using Value at Risk (VaR) and Expected Shortfall (ES) Models: GARCH-EVT-Copula Approach

Reza Taleblou; mohammad mahdi davoudi

Volume 18, Issue 71 , January 2019, Pages 91-125

https://doi.org/10.22054/joer.2018.9830

Abstract
  In this paper, an optimal investment portfolio including securities of four sectors: financial, chemical, pharmaceutical and automotive is estimated. Various types of Copula models are used to study the structure of asset co-dependency. Different types of GARCH models are used to explain volatility of ...  Read More

The Impact of Firm- and Industry-Level Characteristics on Export Intensity of Iranian Manufacturing Firms: Dynamic Panel-Data Approach (GMM)

Somayeh Shahhosseini; Zahra Amoli; Maryam Khalili

Volume 18, Issue 71 , January 2019, Pages 127-154

https://doi.org/10.22054/joer.2018.9831

Abstract
  In international economics literature, there is a great emphasis on importance of exports on economic development and growth. Because of growth in international trade, all countries try to activate this engine of economy by implementing proper policies. The experience of emerging economies has shown ...  Read More

The Effect of Redistributive Policies on Saving and Capital Accumulation: An Overlapping Generations Approach

Seyyed Ehsan Khandoozi; Mohammad Mahdi Mojahedi Moakhar; Morteza Khorsandi; Ali Afsari

Volume 18, Issue 71 , January 2019, Pages 155-184

https://doi.org/10.22054/joer.2018.9832

Abstract
  Justice is known as one of the most important principles of any economic system and pursuing other objectives such as efficiency and economic growth should go along with achieving justice. In Islamic economics, redistributive justice as a kind of justice can be achieved through obligatory and voluntary ...  Read More

A Hybrid Model for Appraising and Forecasting Loan Repayments (Case Study: Karafarini Omid Fund)

Farzad Asghari; Farid Ahmadi

Volume 18, Issue 71 , January 2019, Pages 185-223

https://doi.org/10.22054/joer.2018.9833

Abstract
  The aim of this paper is to present a hybrid model to evaluate performance of loan portfolio of banking system regarding loan repayment status and to forecast credit status of loan applicants. At first stage, we have taken credit granting management approach in order to cluster and rank 100,224 loans ...  Read More

A Study of Contemporaneous Effect of Foreign Direct Investment and Urbanization on Economic Growth in Iranian Provinces (2006-2015)

alireza kazerooni; khatereh alilou; Zana Mozaffari

Volume 18, Issue 71 , January 2019, Pages 225-260

https://doi.org/10.22054/joer.2018.9834

Abstract
  The main goal of every development plan is to achieve economic growth and mass production with considerations for the needs of economy and optimal utilization of resources and capital in the society. Urbanization is one of the most important aspects of the modern society, which embodies significant factors ...  Read More

Determinants of Inflation Forecast: A Dynamic Model Averaging Approach

Majid Babaie; Hossein Tavakolian; abbas shakeri

Volume 18, Issue 71 , January 2019, Pages 261-311

https://doi.org/10.22054/joer.2018.9835

Abstract
  First studies in inflation forecasting were mostly based on traditional Philips curve in which the relation between inflation and unemployment is studied. However, after several decades and especially after the Lucas criticism, Philips curve faced great takeovers. The new Philips curve ties real and ...  Read More

Study of Gold, Stocks and Foreign Currency as Hedges against Inflation on Different Time Horizons in Iran

Siab Mamipour; Elham Mogaddasi

Volume 18, Issue 71 , January 2019, Pages 313-337

https://doi.org/10.22054/joer.2018.9836

Abstract
  This paper aims to study the role of gold, stock and foreign currency as hedges against inflation in Iran based on monthly data over period 2000-2016 by using a novel approach with nonlinear autoregressive distributed lags (NARDL). To achieve this goal, the effect of positive and negative inflation shocks  ...  Read More