مقاله پژوهشی
1. Impact of Import and Export of High Technology Industries on Economic Growth of Iran

محمد حسن فطرس؛ نرگس احمدوند

دوره 14، شماره 2 ، تابستان 1396، صفحه 1-24

http://dx.doi.org/10.22055/jqe.2017.21355.1593

چکیده
  امروزه ضرورت بهره مندى از فناوری هاى به روز، در جهت صنعتی شدن کشورهاى در حال توسعه که قصد رقابت و ورود به بازارهاى جهانى را دارند بیش از پیش افزایش یافته است. کالاهای وارداتی با فناوری بالا که به عنوان یک متغیر جانشین برای اثر سرریز تحقیق و توسعه و انتقال فناوری می باشند، موجب افزایش سطح دانش درکشورهای در حال توسعه می شوند. این امر موجب ...  بیشتر

مقاله پژوهشی
2. Stock prices and house prices: Which one affects the other?

عبد المجید آهنگری؛ مهوش مرادی

دوره 14، شماره 2 ، تابستان 1396، صفحه 25-58

http://dx.doi.org/10.22055/jqe.2017.16039.1280

چکیده
  Stocks and houses as two major assets which play important role in the balance sheet of Iranian households. Changes in two markets have a large influence on wealth and the general economy. The purpose of this study is to examine the relationship between stock and house prices over a thirty-year period using vector auto-regression (VAR). Using yearly data for the period from 1985 to 2013, we conducted a Granger-causality test and Impulse response functions (IRF). The causality test is performed with control variables and the results supply evidence on the bidirectional relationship between house ...  بیشتر

مقاله پژوهشی
3. A Study on the Effect of Fluctuations in Tax Revenues on Economic Growth in Iran

عبداله شایان زینیوند؛ ابوطالب کاظمی؛ داود فرهادی سرتنگی؛ مهسا کلانتر زاده

دوره 14، شماره 2 ، تابستان 1396، صفحه 59-84

http://dx.doi.org/10.22055/jqe.2017.17719.1377

چکیده
  یکی از مهم‌ترین اهداف اقتصادی برای کشورها تقویت رشد اقتصادی است؛ بنابراین شناخت عوامل موثر بر آن از اهمیتی زیادی برخوردار است. به دلیل وجود بی‌ثباتی شدید در درآمدهای نفت در ایران، استفاده از سایر درآمدها مانند مالیات در تحقق هدف فوق مهم است. با توجه به وجود نوسان در سیاست‌های مالی ازجمله مالیات‌ها، شناخت اثر این نوسانات بر رشد می‌تواند ...  بیشتر

مقاله پژوهشی
4. Evaluation of Multiple Bubbles in the Stock Market of Tehran

مجید هاتفی مجومرد؛ غلامرضا زمانیان؛ محمد نبی شهیکی تاش

دوره 14، شماره 2 ، تابستان 1396، صفحه 85-110

http://dx.doi.org/10.22055/jqe.2017.18586.1431

چکیده
  عدم تشخیص حباب‌های قیمت دارایی و نوع آن (یگانه و چندگانه) موجب اثرات مخربی بر اقتصاد می‌شود. ابزارهای اقتصادی جدید، نه تنها تحلیل رفتار انفجاری ملایم حباب را ممکن گردانیده؛ بلکه تعیین تاریخ شروع و خاتمه آنها را نیز مهیا کرده است. هدف مطالعه حاضر کشف حباب‌های قیمت بورس اوراق بهادار تهران و شرکت فرابورس ایران و تعیین تاریخ‌های شروع، ...  بیشتر

مقاله پژوهشی
5. INVESTIGATING THE MUTUAL RELATIONSHIP BETWEEN PRIVATE AND STATE EDUCATIONAL AND HEALTH CARE EXPENDITURES WITH THE ECONOMIC GROWTH OF IRAN) A CAUSALITY APPROACH) )

حسن فرازمند؛ سید مرتضی افقه؛ سمانه حسن پور

دوره 14، شماره 2 ، تابستان 1396، صفحه 111-141

http://dx.doi.org/10.22055/jqe.2017.17112.1333

چکیده
  Investment in education and health sector, as human capital, has an important role in economic growth and its enhancement in many countries. Lots of studies have been carried out in this field; however, the effect of simultaneous analysis of education and health, as well as the private and state sectors in economic growth of Iran has not been investigated. Thus, in the present study mutual relationship between private and state educational and health care expenditures with the economic growth of Iran from 1965 to 2014 has been surveyed. Therefore, in the present paper variables were tested by using ...  بیشتر

مقاله پژوهشی
6. Estimation of Count Data using Bivariate Negative Binomial Regression Models

پویا فاروقی؛ محمدشریف کریمی؛ اسماعیل نوری؛ اسرین کریمی

دوره 14، شماره 2 ، تابستان 1396، صفحه 143-166

http://dx.doi.org/10.22055/jqe.2017.19098.1462

چکیده
  Abstract Negative binomial regression model (NBR) is a popular approach for modeling overdispersed count data with covariates. Several parameterizations have been performed for NBR, and the two well-known models, negative binomial-1 regression model (NBR-1) and negative binomial-2 regression model (NBR-2), have been applied. Another parameterization of NBR is negative binomial-P regression model (NBR-P), which has an additional parameter and the ability to nest both NBR-1 and NBR-2. This paper introduces several forms of bivariate negative binomial regression model (BNBR) which can be fitted to ...  بیشتر

مقاله پژوهشی
7. Testing Weak-Form Efficient Capital Market Case Study: TSE and DJUS Indices

حسنعلی سینایی؛ پویا محمدی

دوره 14، شماره 2 ، تابستان 1396، صفحه 167-192

http://dx.doi.org/10.22055/jqe.2017.13140

چکیده
  The present study investigated weak-form market information efficiency in Tehran security exchange (TSE) as an emerging market and in Dow Jones United States security exchange (DJUS) as a developed market based on random walk model. In each market, the random walk model was examined using daily and monthly returns of a set of indices. The results of the parametric and non-parametric tests indicated that the daily returns are not independent and identically distributed in TSE. Moreover, according to the results of the variance ratio test, a trending behavior in daily returns and mean-reversion behavior ...  بیشتر

مقاله پژوهشی
8. Government Size and Social Capital in Developing Countries; New Empirical Evidence

یونس نادمی؛ هدی زبیری

دوره 14، شماره 2 ، تابستان 1396، صفحه 193-213

http://dx.doi.org/10.22055/jqe.2017.21082.1580

چکیده
  Social capital is one of the most important subjects in development economics. It has a crucial role in development process in developing countries. To the best of our knowledge, there is no study about the importance of government size in social capital. Therefore, the purpose of this paper is considering the relationship between government size and social capital in 109 developing countries during the period of 2008-2014. To do so, we have used a panel data method based on the model of Knack and Keefer (1997). Estimated Results of a fixed effect panel model indicate that there is a non-linear ...  بیشتر

مقاله پژوهشی
9. Environmental Kuznets Curve: new evidences based on a dynamic panel threshold model

روح الله زارع؛ سید عزیز آرمن

دوره 14، شماره 2 ، تابستان 1396، صفحه 215-232

http://dx.doi.org/10.22055/jqe.2017.13142

چکیده
  This paper examines the non-linear relationship between CO2 emissions and economic development using an innovative dynamic panel threshold technique. The sample consists of 35 developed countries over the period 2003-2010. The empirical results indicate that there is a threshold effect in the relationship between economic growth and pollutant emissions as suggested by the environmental Kuznets curve (EKC). In particular, at the early stage of economic development below the estimated threshold value, more growth deteriorates the environmental problems. However, after this threshold value further ...  بیشتر