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بررسی تأثیر مخارج مصرفی و سرمایه ای دولت بر سرمایه گذاری بخش خصوصی در ایران (84-1350)
KAZEROUNI, A; EBGHAEI, F - 2008
between 1971 to 2005 has been investigated. The results of the Cointegration vectors derived from the johansen method … government consumption expenditures have competing effects. …
Persistent link: https://www.econbiz.de/10015254612
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بررسی تأثیر مخارج مصرفی و سرمایه ای دولت بر سرمایه گذاری بخش خصوصی در ایران (1350-84)
KAZEROUNI, A; EBGHAEI, FELOR - 2008
between 1971 to 2005 has been investigated. The results of the Cointegration vectors derived from the johansen method … government consumption expenditures have competing effects. …
Persistent link: https://www.econbiz.de/10015254859
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بررسی تأثیر مخارج مصرفی و سرمایه ای دولت بر سرمایه گذاری بخش خصوصی در ایران
Ebghaei, Felor - 2008
1971 - 2005. The government expenditures are disaggregated into consumption and investment expenditures.The empirical … studies of the issue are carried out via Johansen cointegration analyses. The evidence suggests that the government investment … expenditures complement and stimulate private investment, while the government consumption expenditures have been crowding out …
Persistent link: https://www.econbiz.de/10015255405
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Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform
Golmohammadpoor Azar, Kamran - 2014
Nowadays financial markets such as stock markets, gold and currency because of their significant returns are the investors’ main target. Their aim is to invest in a way that they can earn the highest profit. Among these markets, the stock market is of utmost importance since it deals with...
Persistent link: https://www.econbiz.de/10015244159
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Day-ahead electricity price forecasting with emphasis on its volatility in Iran (GARCH combined with ARIMA models)
Pourghorban, Mojtaba; Mamipour, Siab - 2019
This paper provides a method to forecast day-ahead electricity prices based on autoregressive integrated moving average (ARIMA) and generalized autoregressive conditional heteroskedastic (GARCH) models. In the competitive power market environment, electricity price forecasting is an essential...
Persistent link: https://www.econbiz.de/10015264450
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بررسی تأثیر نااطمینانی قیمت نفت خام بر رشد بخش صنعت و معدن در ایران کاربردی از مدل‌های تبدیل مارکف
Heidari, Hassan; Babaei Balderlou, Saharnaz - 2014
This paper investigates the impact of the crude oil price uncertainty on the growth of Industry and Mine sector in Iran over the period of 1367:1 to 1389:4. We applied Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH) Model to generate the crude oil price uncertainty...
Persistent link: https://www.econbiz.de/10015256117
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بررسی اثرگذاری واردات کالاهای مصرفی، واسطه‌ای و سرمایه‌ای در روند انتقال نوسانات قیمت نفت خام به بخش صنعت و معدن در ایران
Heidari, Hassan; Babaei Balderlou, Saharnaz; Ebrahimi … - 2016
separated to real import of consumption, capital and intermediate goods. We apply an MSIXH (2)-ARX (0,0) model to investigate … imports of consumption goods have a negative effect on correlation series. These results suggest that in order to increase … Industry and Mine sector growth, increase in import of intermediate goods, reduction in government consumption expenditure and …
Persistent link: https://www.econbiz.de/10015256121
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تفكيك اثرات منشأ شوك‌هاي نفتي بر همبستگی پویای بین رشد بخش صنعت و معدن و قیمت نفت خام در ایران
Babaei Balderlou, Saharnaz; Ebrahimi Torki, Mahyar; … - 2013
This paper evaluates dynamic correlation between growth of Industry and Mine sector and crude oil price in Iran over the period of 1367:1 to 1389:4, with emphasis on the origin of oil price shocks. We apply Dynamic Conditional Correlation (DCC) model to estimate dynamic correlation. Our results...
Persistent link: https://www.econbiz.de/10015256130