مقالههای Ahmad jafari samimi
توجه: محتویات این صفحه به صورت خودکار پردازش شده و مقالههای نویسندگانی با تشابه اسمی، همگی در بخش یکسان نمایش داده میشوند.
نویسنده(ها): Ahmad jafari samimi
اطلاعات انتشار: Iranian Economic Review، ششم،شماره۶، ۲۰۰۲، سال ۰
تعداد صفحات: ۱۲
۲An Application of the Stochasric Optimal Control Algorithm (OPTCON) to the Public Sectoe Ecoonomy of Iran
اطلاعات انتشار: Iranian Economic Review، دهم،شماره۱۳، ۲۰۰۵، سال ۰
تعداد صفحات: ۲۲
In this paper we first describe the stochastic optimal control algorithm called ((OPTCON)). The algorithm minimizes an intertemporal objective loss function subject to a nonlinear dynamic system in order to achieve optimal value of control (or instrument) variables. Second as an application, we implemented the algorithm by the statistical programming system ((GAUSS)) to determine the optimal fiscal policy for Iran during the third development plan (1383 – 1379). The obtained results show that under optimal fiscal policies, the rate of economic growth and current account balance proposed in the third development plan will be achieved. Based of the findings having found compatible results therefore the determination of optimal macroeconomic policies for the Iran’s forth development plan is suggested.
اطلاعات انتشار: Iranian Economic Review، هفدهم،شماره۳۳، ۲۰۱۳، سال ۰
تعداد صفحات: ۲۱
this paper estimates the long–term trend of seasonal real GDP in Iran, using a new econometric technique called Adaptive Least Squares (ALS). ALS is a special case of Kalman Filter that allows a time–varying parameter model to be estimated relatively easy. The estimated trend is used to proxy the output gap. Since the coefficients of the GDP lags are significantly different from zero, the model with intercept and trend and with three lags of the dependent variable has been tested in this article. The comparison of the results of ALS, OLS, HP and Kalman Filter show that the ALS method provides a better estimate. Therefore, it is suggested that the output gap estimation method provided in this paper be used in dealing with the monetary policies.
۴The Impact of Exchange Rate Pass–Through via Domestic Prices on Inflation in Iran: New Evidence from a Threshold Regression Analysis
نویسنده(ها): Amir Mansour Tehranchian، Ahmad jafari samimi، Mojtaba Mojaverian، Mohammad Abdi Seyyedkolaee
اطلاعات انتشار: International Journal of Business and Development Studies، هشتم،شماره۱، ۲۰۱۶، سال ۰
تعداد صفحات: ۲۰
There are various causes for inflation in macroeconomics. One of the important channels of experiencing inflation is through the international economy caused by external shocks. In this context, the impact of exchange rate volatilities on domestic prices known as Exchange Rate Pass–Through (ERPT) plays a vital role. The present paper deals with the impact of Exchange Rate Pass–Through on inflation in Iran. To do so, using a monthly time series data for the period 1983: 1–2014: 9, a Threshold Regression has been applied to estimate the relevant model. The results indicate a growth rate of monthly nominal exchange rate of 9.1 percent acts as a threshold rate. In other words, ERPT to domestic prices above the threshold is statistically significant whereas below the threshold, is not statistically significant. Therefore, due to the fact that one of the main functions of the central bank is to maintain a stable currency value it is very important to pay attention to the impact of Exchange Rate Pass–Through and its threshold effects in implementation monetary policies to curb inflation.
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