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Showing 30 results for Panel Data

Dr Hossein Asgharpur, Dr Behzad Salmani, Majid Feshari, Ali Dehghani,
Volume 2, Issue 3 (3-2011)
Abstract

The investigation of determinants in Gross National Saving behavior especially effect of corruption, is one of the important issues in macroeconomics literature. For this purpose, we use the corruption perception index in dynamic panel data approach (Arellano and Bond Method). The Empirical results indicate that the corruption perception index (reduction of corruption) has positive and significant effect on the gross national saving. The main results of model estimation for two groups of oil and non-oil countries of MENA, shows that in oil countries the elasticity of gross national saving is more than of non-oil countries and reduction of corruption can be increase the national saving in oil countries. Moreover the results of model estimation shows that the inflation rate has negative effect and real per capita income and terms of trade variables have positive and significant effects on the gross national of saving in these countries.
Sajad Ebrahimi,
Volume 2, Issue 3 (3-2011)
Abstract

This study investigates the effects of terms of trade shocks and international reserves on the real effective exchange rate. For this purpose is used panel data technique and data related to 20 countries for 1980- 2008 period. Estimation results show that international reserves have buffer effect in terms of trade shocks and cause terms of trade shocks have less effect on real exchange rate. Of course this result confirms in developing countries, but don’t confirm in developed countries. In addition according to results, reserve effect in reduction terms of trade shocks effect in oil exporting countries is more than other countries. Also, according to estimations in this study, increase in financial development reduces buffer role of international reserves.
Dr Ghahraman Abdoli, Dr Vahid Majed,
Volume 3, Issue 7 (3-2012)
Abstract

  In the past decades, a range of discussions has been formed on coalition theory in economics and international sciences. The focus of this discussion is that in the absence of a superior power, and while some players want to expand their authorities, is it possible to cooperate or not. These theories agree on the principle that if such condition be a sequential game, cooperation will be permanent only if the players are patient enough. In the real world, there are many partnerships between groups that don’t have a same patience, i.e. the discount factor isn’t equal for each of the members. OPEC is an example of those groups which composed of members with different discount factor.

  This paper investigates the future of OPEC members and their different discount factors. So, cooperative theory is used to analyze the behavior of OPEC members using panel data techniques. Results show that a fixed effects model is appropriate to explain OPEC member’s behavior. According to the model, the amount of marketed crude oil by members has positive relationship with stocks and sales in the previous period and also there is a negative relationship between the amount of marketed oil and square of proven reserves per capita. The results show that bargaining and negotiation between some members to achieve agreement rapidly and also relents or blackmails guarantees OPEC Survival.


Dr. Javad Abedini, Iman Mesgari,
Volume 3, Issue 7 (3-2012)
Abstract

This paper examines the success of bilateral export potentials between Economic Cooperation Organization (ECO) member countries in non-oil industries. Based on the Anderson and Van Win-coop gravity model, an empirical trade equation is derived and estimated using the bilateral trade information of all 10 ECO countries as well as those of their 40 main common trade partners in non-oil industries over 1992-2009. We employed a GMM instrumental variable model (ABB estimator) for the dynamic specification and a FEM estimator for the static version of the model. The results show that the formation of ECO has no significant impact in increasing trade among member countries. The results also show that ECO trade potentials in non-oil industries are not far beyond the actual level. Furthermore, export potentials are asymmetrically distributed among members. Turkey, Iran and Pakistan are the only countries representing positive export potentials towards the group. In particular, Turkish export potentials to Iran are 3.5 times larger than those of Iran to Turkey. That is, free trade among ECO nations may result in regional trade deficit for some members.


Hanieh Safamanesh, Dr Mosayeb Pahlavani,
Volume 3, Issue 8 (6-2012)
Abstract

  Despite the belief of many economic scholars, women have played a significant role in the industrialization process of communities. Unfortunately, although women have the necessary competence to accept society responsibilities, inappropriate behavior and discriminatory is imposed to them and this problem has caused the women's participation rate slower than the participation rate of men. As women's economic participation rate is the measure of progress and development in developed and developing nations, the issue of women's economic participation is of great importance. This study aims at estimating the women’s participation in Iranian economy using macroeconomic data and econometric method of panel data. Results show that women's economic participation rate in 28 provinces of Iran is affected by the main variable of wage rate and also by the control variables such as gross domestic production per capita, unemployment rate etc. Results also show that increasing the share of industrial and agricultural sectors in supplying new occupations has positive effect on women’s participation while an increase in the share of services sector in the supply of new occupations has a negative effect.


Dr Abolfazl Shahabadi, Dr Mohamad Kazem Naziri, Nima Nilforoushan,
Volume 3, Issue 9 (10-2012)
Abstract

  Parties and candidates in the election campaign try to raise the community to vote for them by offering a variety of social policies. However, the public health expenditures have been raised among the candidates as one of the most important tools to attract votes. Thus, this study uses panel data to investigate whether the components of electoral cycle have affected the growth of public health expenditures in both developed and developing countries over the period of 1994-2010. Using the related tests, two methods of static panel (random effects) and dynamic panel estimation were selected. According to the results, the presence of electoral cycles could not be rejected in both types of countries. Based on these results, politicians in every country increase the public health expenditures before the election in hopes of gaining a greater share of people's votes.


Ahmad Tashkini, Amir Reza Soori,
Volume 3, Issue 10 (12-2012)
Abstract

  In this paper we revisited the recent study examines the determinants of Intra-Industry Trade (IIT) in the agriculture, industry and services sectors between Iran and European :::union:::, ECO, GCC and ASEAN countries in the period 1980-2009, using a dynamic panel data.

  This study uses country-specific characteristics as explanatory variables. The results indicate that IIT is a negative function of the difference in GDP per capita between Iran and trade partners. There is also a statistically significant relationship between IIT and the countries demand similarities. Results also reveal the importance of the size of economy and product diversification in intra industry trades. Finally the hypothesis that trade increases by a decrease in transportation costs can’t be rejected.


Phd Mohammad Hassan Fotros, Hossein Yari, Reza Maboudi,
Volume 4, Issue 12 (7-2013)
Abstract

Dominance of arid and semiarid climate in a vast area of Iran along with the water consumption growth necessitates a more sophisticated planning, a more efficient operation towards an optimal allocation and conservation of water resources in the country. In recent decades many countries, including Iran, have adopted increasing block tariffs for domestic water management. This policy is based on a progressive tariffs applied to control and manage the residential water consumption. In this paper, we developed a panel data model to investigate the impact of increasing block pricing on the residential water consumption during 2004-2008. The average and marginal price models of demand for residential water have been estimated to examine the effects of households’ income and the climate conditions on the residential water consumption. Results show that the increasing block pricing system has not efficiently controlled the residential water consumption in Iran.
Dr Hassan Taee, Dr Javid Bahrami, Sima Bagheri,
Volume 4, Issue 13 (10-2013)
Abstract

One of the empirical relationships that have been used to study the dynamics of labor market is the Beveridge curve -the scatter plot of unemployment rates versus vacancy rates- that is used to summarize the state of that market. The starting point for deriving the Beveridge curve is a matching function between unemployed workers and vacant jobs. In this research, provincial data are combined to estimate the Beveridge curve and the matching function of Iran. The matching function is estimated using provincial data for the period 1993-2008 and for estimating the Beveridge curve, provincial data for period 2005-2008 are used. The outcomes imply that the number of unemployed workers and vacant jobs has a positive and significant relationship with successful job matches. The elasticity of matching function for the unemployed and job vacancies equals 0.24 and 0.79, respectively. The Beveridge curve depicts a convex and negative relationship between unemployment rate and vacancy rate, although the relationship is not strong.
Mohammad Najar Firouz Jayi, Bahare Oryani, Mahdi Zolfaqari,
Volume 4, Issue 14 (12-2013)
Abstract

This report investigates the dominant factors influencing the price gap and the symmetry principle’s evaluation between the crude oil’s price and gasoline. In this regard, the Brent’s crude oil price, gasoline price in six European countries and the fluctuations of the euro vs. US dollar’s exchange rate over the period of 1/1/1999 to 8/25/2011 in weekly intervals are studied. For this purpose, linear models and nonlinear models, such as artificial neural network and wavelet transformation, are implemented. The results indicate insignificant impact of the mentioned parameters in short period price gap both for linear and nonlinear simulations, but nonlinear modeling explicates 92% of long period fluctuations in price gap. According to linear/nonlinear models the symmetry principle is accepted for short period fluctuations in crude oil’s price, but not for long periods.
Hossein Raghfar, Mir Hossen Mousavi, Batool Azari, Mitra Babapour,
Volume 5, Issue 15 (3-2014)
Abstract

One of the issues discussed in economy is the socioeconomic inequality in the society. Income mobility is another measure which indicates the degree of inequality of opportunity in a society. The extent of income mobility depends on socio-economic status of the individuals. Different socio-economic status leads to further inequality and increases inequality of opportunity. Such inequalities lead to the formation of Poverty which can be reproduced and transmitted from one cohort to the other, if not utilize the appropriate method. income mobility is measured as either conditional or absolute one. In Conditional mobility fixed effects are considered, however in absolute mobility it is not so. Fixed effect parameter that indicates the heterogeneity between individuals. According to the importance of the issue of poverty and the relation it has with inequality, this paper studies the conditional mobility in the economy of  Iran. In this study Household Survey Data collected by Iran Statistical Center from 1988 till 2011 is used. The method of nonlinear dynamic pseudo-panel has been used in order to measure income inequality dynamics. Nonlinear dynamics of income inequality for urban areas in Iran are estimated. This method enables us to track the performance of each cohort over time. The main results of this study indicate that the conditional income mobility is low and dine quality in the country has increased over time. Facing negative shocks, households cannot quickly improve their situation and return to the initial income, and at the same time, the market operation in itself cannot fix the problem. This means that the market provides more favorable conditions for people who have higher power and wealth. This leads the inequality to spread to the higher level.


Mosayeb Pahlavani, Hossien Mehrabi Boshrabadi, Mahla Afshar Pour,
Volume 5, Issue 16 (7-2014)
Abstract

Transportation has been one of the human primary needs and it has been found a wider range with the economic and social development, today it’s considered as a symbol of civilization. It is one of the infrastructure sections in every society that, it not only influences on the development process but also will be changed during development. So, this study investigated the effect of transportation infrastructure on economic growth in some of Iran's provinces by using of panel data model and data from 2000 to 2011. The results indicate that transportation infrastructure as a variable had a positive effect on economic growth. Moreover, provinces that had more populations could help the promotion of the economic growth by changing the underlying structures such as the transportation capacity and the quality of the transportation systems.
Ali Dehghani, Majid Ameri,
Volume 6, Issue 19 (3-2015)
Abstract


In recent years, regarding the export of Food & Beverage is important.in Iran and the economic researchers have been noted it. The main objective of this paper is to examine the impact of market concentration as a structural variable, advertising and R&D expenditures as behavioral variables and investment productivity on the Iranian food exports as a performance variable. For this purpose, the data for Iranian food firms has been extracted from the Statistical Center of Iran over the period of 2000-2007. Moreover, the empirical model of this study has been estimated by the Static Panel Data approach (SPD). The empirical results indicate that the market concentration, advertising and R&D intensity and investment productivity have positive and significant effects on the Iranian food exports and the impact of researching intensity (as measured by the ratio of research & development expenditures on sale) is more than other explanatory variables. Therefore, the market conduct is one of the main determinants of Iranian food exports. Also, due to the direct impact of R & D spending effect on exports, we can say that if managers and policy makers increasing the research and development activity in Iranian food industry sector can promote non-oil exports, especially exports of food products in Iran. Moreover, Facilitate and encourage producers to participate in exhibitions and international markets sales increased exports of goods and services can help.


Mahdi Sadeghi Shahdani , Ehsan Aghajani Memar ,
Volume 6, Issue 20 (7-2015)
Abstract

Fiscal decentralization that is considered a transfer of responsibilities that associated with accountability to sub – national governments, increases efficiency and providing better access to public goods in the Economy. According to the five-year development plans of Iran creating and allocating structure for provincial budgeting, fiscal decentralization generally is moving in the costs of its Provinces in order to give more responsibility to the provincial development projects. The aim of this study is an investigation of effect for partial fiscal decentralization on regional economic growth of Iran. Fiscal decentralization index is proportion of provincial's capital assets to government's capital assets, So this researches the effects of decentralization on economic growth in the framework of Solow's growth model. That the results based on data from 30 provinces between 2000 and 2007 on the panel data estimation, shows partial fiscal decentralization which has a non-linear relationship with the growth (convex shape) and partial fiscal decentralization Indicts the Optimal degree in growth of regional economy in Iran.


Nader Mehregan, Mohammad Hassan Fotros, Ali Akbar Gholizadeh, Younes Teymourei,
Volume 7, Issue 24 (6-2016)
Abstract

This paper considers spatial distribution of industrial activities and effective factors on such a distribution. Ellison and Glaeser’s spatial concentration index, has been used for measureing spatial distribution of industry. This index has been calculated by Ad-value variable for 30 provinces of Iran and for period of 2006-2013. So, The spatial panel data model has been used in order to stimate impact of effective factors on spatial concentration. Results of this paper, show that distribution of industrial activities between provinces is strongly unequal. Azarbaijan Sharghi, Markazi, Ghazvin and Tehran provinces by 0.03, 0.04, 0.05 and 0.06 for EG index, are the most industrial provinces respectively. Boushehr, Hormozgan and Ilam provinces with 0.68, 0.28 and 0.26 for EG index are the worst industrial provinces. Also, Results from estimating model show that spatial dependance of provinces is equal to 0.31. Increasing return to scale and transportation costs, each one by 0.07 and 0.001 for coefficient in model, are effective on spatial distribution of industry.


Mohammadreza Monjazeb, Mohsen Mahmoodi Pati,
Volume 7, Issue 26 (12-2016)
Abstract

The main objective of this study is: investigate the effect of government size on inflation rate in the 34 countries of the developing countries during the years 1998 to 2013. For this purpose, the index of total government spending as a percentage of GDP, used as government size and then the model of this study has been estimated by using the panel data technique.
The results of this study imply that the government size has had significant negative effect on the inflation rate and also the variables: liquidity growth rate, growth rate of import price and interest rate have had positive effect on the inflation. Furthermore, the growth rate of GDP, with a difference of degree has significant negative effect on inflation. Hence, the most important result of this study is the majority of the general government- spending in Developing countries has led to the Construction costs and investment in infrastructures that has strengthened. The supply side of the economy of these Countries that The origin of this effect can be the retarded economic structures of these countries.


Dr Abolfazl Shahabadi, Ms Hanieh Samari,
Volume 8, Issue 27 (3-2017)
Abstract

Always new technologies exports have been regarded as a competitive advantage and it implies the dynamism and cohesion of the economy and its special position in the global markets. Lack of innovation is one of the main factors affecting the country's high-tech exports. And until innovation and training to use of knowledge do not improve, efficiency and effectiveness of other production factors will remain low. So, the aim of this paper is to evaluate the effect of innovation on high technology exports in selected developing and developed countries during the period 2007-2013, using panel data approach and simultaneous equations system. Estimates of general model in developing countries expresses that the coefficients of global innovation index, accumulation of FDI inflows and GDP is positive and significant and coefficient of governance index is positive and meaningless. And in developed countries, coefficients of global innovation index, accumulation of FDI inflows, GDP and governance index is positive and significant. Therefore, it is necessary to improve the innovative environment, by changing the policy making in the resource-based economy moving towards knowledge-based economy by the alignment of macro-economic policies with scientific and research policies, in order to strengthen the relationship between industry and academia. So based on the current needs, the productions and technologies of knowledge-based industries will change.


Saeed Eisazadeh, Mohammad Kazem Naziri, Hadi Naeini,
Volume 8, Issue 30 (12-2017)
Abstract


One of the causes of unemployment is lack of fit between individual skill and needs for skills in the community. The situation of mismatch between the demand and supply of labour, particularly in terms of skills is defined as structural unemployment. Therefore, in this study quantitatively explores the impact of skill mismatches one of the main parameters of structural unemployment on unemployment rate. For this purpose of information available in the Labour Force Survey from 2006 to 2013 is used. Skill mismatch index is calculated from the root mean square error in supply and demand for skills. According to results of this study, skill mismatch have a significantly and positively effects on the unemployment rate. So thata1%increase in skill mismatch index led to an increase in the unemployment rate will be 0.13%. Therefore, creating exact information about job vacancies , reforming the contexts of courses and creating new fields in new areas according to necessities of entrepreneurs in order to updating of applicants knowledge  should be mentioned.
Hosein Mohammadi, Morteza Mohammadi, Mohammad Tirgari-Seraji,
Volume 8, Issue 30 (12-2017)
Abstract

Proposed by the World Bank, in which the emphasis is on the participation of all sectors in order to achieve comprehensive development in economic, political, social and cultural fields. In this research, by using data of governance quality in 97 countries in 2000-2012, using panel data method, the effect of governance quality index and its sub-indices on the growth rate of per capita GDP is studied. To achieve the comparable results, countries have divided into five groups with low income (first group), with lower than average income (second group), with higher than average income (third group), high income and non-OECD (Group 4) and high-income and OECD (Group 5) countries. Then the effects of some explanatory variables such as governance indicator and its sub-indices on the per capita GDP is estimated for each group of countries separately. The results of the research indicate that in the studied period and for the countries under study, the governance indicator and its sub-indices do not have the same effects on GDP per capita in different groups of countries. Voice and accountability index has a positive significant effect on per capita GDP growth only in three groups of countries (third, fourth and fifth groups). Political stability index only has a positive significant effect on per capita GDP growth in the third group. The government efficiency indicator only has a positive significant effect on per capita GDP growth in the third, fourth and fifth groups. In the first group, only the regulatory quality index has a positive significant effect on per capita GDP growth. This difference in the way indicators are used implies a difference in regulatory policies in order to influence the per capita GDP growth in different groups of countries.
Abolfazl Shahabadi, Mahsoomeh Ahmadi, Ali Moradi Ali Moradi,
Volume 9, Issue 31 (3-2018)
Abstract

The insurance industry as a means of transferring risk and paying damages, ensures the future and the confidence of individuals and as an investor's institution, It cumulation the saving resources and allocates it to the needs of investment and economic growth of the countries. Therefore, it is necessary to identify the factors influencing the development of this industry in countries with a low insurance penetration and action must be taken regarding reinforcement the increasing factors and Elimination its decreasing factors.In this regard, the present study has tried to determine the interaction between financial development and economic freedom indicators (total index, size of government, legal system and property rights, sound money, freedom to trade internationally and regulations) on the penetration insurance in Fifteen unsuccessful insurers will be insured over the period 2014-2000. For this purpose, the research model was estimated using panel data and generalized moment’s method. The results it shows the interaction of financial development and all index of economic freedom on insurance penetration the in selected countries have had a positive and meaningful.  Also, the individual effect of financial development and total economic freedom index is positive and significant. However, their individual influence on the insurance penetration is less than their interaction. Finally, the effect of control variables including per capita income, human capital and urbanization rate on the insurance penetration in the selected countries have had a positive and meaningful and the effect of unemployment and inflation have had a negative and meaningful.


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