فصلنامه اقتصاد مقداری
سال نهم شماره 1 (پیاپی 32، بهار 1391)

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.

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.

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.