A Hybrid Model for Forecasting Daily Urban Water Demand
Abdol-Rahman
Aram
کارشناس ارشد دانشگاه صنعت آب و برق شهید عباسپور
author
Lotfali
Agheli
استادیار دانشگاه تربیت مدرس تهران
author
text
article
2012
per
Water as one of the most important human needs plays a vital role in everyday life. Therefore, awareness of the required amount of water demand is of particular importance to policy-making in line with demand management. In this study, a hybrid model (a combination of linear and non-linear models) has been designed to predict short-term urban water demand which mathces with the climatic conditions and structure of Tehran and variables affecting the water consumption. With using the model, daily urban water demand for the next 10 days was predicted based by ARIMA, Artificial Neural Netwoks (ANN) and Wavelet Transform hybrid models. Then the forecasted values of mentioned models were evaluated by MAPE and R2 criteria in step-by-step and full 10 days predictions. Finally, wavelet transform hybrid model with low error (high prediction accuracy) was selected as an optimal model for predicting daily water demand of Tehran. JEL classification:C45, C53, D12, Q25
Quarterly Journal of Quantitative Economics
Shahid Chamran University of Ahvaz
2008-5850
9
v.
1
no.
2012
1
17
https://jqe.scu.ac.ir/article_10571_2ff858fbf3b16a98eb66e56a2abc8dd5.pdf
dx.doi.org/10.22055/jqe.2012.10571
A Hybrid Model for Forecasting Daily Urban Water Demand
Kiumars
Shahbazi
استادیار گروه اقتصاد دانشگاه ارومیه
author
Zahra
Talebi
کارشناس ارشد اقتصاد دانشگاه ارومیه
author
text
article
2012
per
Quarterly Journal of Quantitative Economics
Shahid Chamran University of Ahvaz
2008-5850
9
v.
1
no.
2012
19
35
https://jqe.scu.ac.ir/article_10572_810c079a2b1a4c51a655d387036dedc5.pdf
dx.doi.org/10.22055/jqe.2012.10572
Investigating the Dynamic Reaction between the Uncertainty of Exchange Rate and Tehran Stock Price Index
Hamid Reza
Hallafi
مربی اقتصاد دانشگاه علوم و فنون دریایی خرمشهر
author
Said Nasser
Saeedi
استادیار اقتصاد دانشگاه علوم و فنون دریایی خرمشهر
author
text
article
2012
per
The easy flow of capital in international markets has led to dynamic relationship between exchange rate and capital in two ways: where any change in the determining parameters of one affects the other. The present study attempts to investigate the relationship between the uncertainty of the exchange rate of the dollar to the rial and the stock price index of the Tehran stock market as well as the dynamic reaction of each in relation to the other. The findings showed the existent of least one long run equilibrium relationship between the uncertainty of the exchange rate and the uncertainty of the stock price index of the Tehran stock market. Thes results also showed that neither of the uncertainty lags between zero and ten affected the stock price index. Thus rejection of the hypothesis indicates that there exists no causality relationship from the exchange rate to uncertainty in the stock price index for most of the lag duratign. Therefore, there exists a one-way causality relationship from the uncertainty of the exchange rate to the uncertainty in the stock price index. JEL classification:C58, E44, G10, F31
Quarterly Journal of Quantitative Economics
Shahid Chamran University of Ahvaz
2008-5850
9
v.
1
no.
2012
37
53
https://jqe.scu.ac.ir/article_10586_14eb6e7d835353480e55de958f5a05f9.pdf
dx.doi.org/10.22055/jqe.2012.10586
Analysis of the Impact of Trade Growth on Human Development Growth in Selected Asian Countries: A Panel Data Approach
Seyed Nezamuddin
Makiyan
استادیار دانشگاه یزد
author
eyed Mohammad Hassan
Mostafavi
استادیار پژوهشکده اقتصاد دانشگاه تربیت مدرس
author
Raziye
Hatami
کارشناس ارشد اقتصاد دانشکده اقتصاد، مدیریت و حسابداری دانشگاه یزد
author
Mohammad Reza
Dehghanpour
کارشناس ارشد اقتصاد دانشکده اقتصاد، مدیریت و حسابداری دانشگاه یزد
author
text
article
2012
per
The role of international trade on human development is important for economists. Some studies emphasize that there is a positive link between trade and economic development, while others believe that trade has a negative impact on national sovereignty and indigenous culture of countries. In this paper, we attempt to address this argument by examining the impact of international trade on countries’ social developments as measured by the Human Development Index. We have utilized a System Generalized Method of Moments procedure in a panel data framework, using the data for the 16 countries in the period of 1975- 2009. The results showed that increases in trade are positively associated with increases in the human development, which eventually leads to the social welfare of the society. JEL classification:F1, O47
Quarterly Journal of Quantitative Economics
Shahid Chamran University of Ahvaz
2008-5850
9
v.
1
no.
2012
55
70
https://jqe.scu.ac.ir/article_10587_c4c1a594a0f3f151882de42d237fc52b.pdf
dx.doi.org/10.22055/jqe.2012.10587
Investigation the Effect of Structural Changes on GDP in Iran: with emphasis on product, Export and Labour Productivity
Abdolmajid
Ahangari
استادیار اقتصاد دانشگاه شهید چمران اهواز
author
Azin
Khoramzadeh
دانشجوی کارشناسی ارشد اقتصاد دانشگاه شهید چمران اهواز
author
text
article
2012
per
In view of historical experiences and theorical studies, economic structural changes can effect economic growth through improving utilization of resources along with the main factors, i.e. capital and labour. This paper studies the role of economic structural changes using the share of manufacturing sector in GDP and in total export, as well as the ratio of labour productivity in manufacturing sector to agriculture sector. The results showed that the share of manufacturing sector in GDP and in total export, have negative affects on economic growth. These results are consistent with of historical experiments in industrialized and new industrialized countries. The results also showed that the ratio of labour productivity in manufacturing sector to agriculture sector has a positive affect on economic growth in Iran. JEL classification:C22, O10, O40
Quarterly Journal of Quantitative Economics
Shahid Chamran University of Ahvaz
2008-5850
9
v.
1
no.
2012
71
88
https://jqe.scu.ac.ir/article_10588_db30ba940574606c7130adef5e63397f.pdf
dx.doi.org/10.22055/jqe.2012.10588
Tax Optimal Path Determining to Reduce Government Budget Dependence on Oil Revenues
Ezatollah
Abbasian
دانشیار اقتصاد دانشگاه بوعلی سینا همدان
author
Tayebeh
Khatami
کارشناس ارشد اقتصاد دانشگاه بوعلی سینا همدان
author
text
article
2012
per
Reducing government budget dependency on oil revenues is one of the Iranian twenty- year vision (Iran vision 1404) document goals and also fourth and fifth economic-social development plan targets in Iran. Therefore, to reduce government budget dependency on oil, the best way is to increase tax revenues as the best alternative. In this study, the Bellman equations were used to determine the optimal path for tax revenues in order to reduce the budget dependency. The main objecfives the study were to obtain the optimal tax path for government public expenditure in the final year of Iran vision 1404, and also to finance government current expenditure by tax revenues in the last year of fifth economic-social development plan. JELclassification: C61, H21, H60, Q38
Quarterly Journal of Quantitative Economics
Shahid Chamran University of Ahvaz
2008-5850
9
v.
1
no.
2012
87
111
https://jqe.scu.ac.ir/article_10589_218807835eefdb8dcdad0dab767f4944.pdf
dx.doi.org/10.22055/jqe.2012.10589
The Relationship between Total FactorProductivity and Oil Growth
Mohammad
Nadali
پژوهشگر اقتصادی بانک مرکزی
author
Javad
Rezaee
عضو هیات علمی موسسه مطالعات و پژوهش های بازرگانی
author
Ahmad
Salahmanesh
استادیار گروه اقتصاد دانشگاه شهید چمران اهواز
author
text
article
2012
per
This paper examines the relationship between productivity growth and oil growth during the period of 1981-2007. It first, reviews the theoretical and empirical a literature and measures productivity growth in Iranian oil sector. The paper also examines the causal link between productivity growth and oil growth in Iran using unit root and co- integration techniques within a bi-Variate Vector Auto – Regressive (bVAR) and Vector Error Correction (VEC) framework. The results revealed a positive relationship between productivity growth and oil growth in Iran. The causation is directed from productivity growth toward oil growth. JEL Classification: Q16, C21, O30
Quarterly Journal of Quantitative Economics
Shahid Chamran University of Ahvaz
2008-5850
9
v.
1
no.
2012
113
131
https://jqe.scu.ac.ir/article_10590_455b2fabc4e8a1658242fe1681c5ec25.pdf
dx.doi.org/10.22055/jqe.2012.10590