فصلنامه مدلسازی اقتصادی
سال سیزدهم شماره 1 (پیاپی 45، بهار 1398)

This study tries to examine the contagion between oil and financial markets using a new method of co-volatility. In this survey, identification and measurement of contagion between financial markets, and contagion between oil and financial markets in Iran have been investigated. The daily data for the period 2009-2015 is used which has been extracted from the Central Bank and the OPEC websites. Oil sanction has caused in a reduction in correlation between stock and oil markets fluctuations in short and long-term periods and between gold and oil markets in long-term period. In addition, oil sanction has caused to an increase in correlation among the fluctuations of oil and exchange, gold and exchange, gold and stock, exchange and stock markets during the two periods.

The purpose of this study is to rank the minerals of mines in operation in Iran by examining the backward and forward linkages between sections. For this purpose, the input-output table updated in2011 by the Islamic Parliament Research Center of The Islamic Republic Of Iran has been used. By calculating the multiplier coefficient of production, using Leontief's demand-side method, all mining sections had a multiplier coefficient of production more than one. Also, by calculating the backward linkage using a supply-side model of Gosh, the multiplier coefficient of supply in all mineral sectors is high. By examining the power index through Rasmussen's demand-side method, coal and lignite, coal and stone, sand and gravel sectors with a power index greater than one, after the agricultural sector, the building And the industry, because of the greater link that they make with other sectors in terms of purchasing intermediary inputs, had more employment than the total average of activity. In this respect, other parts of the mine had no place among the first parts.

The purpose of this article is to examine the cooperation between Iran and Qatar in withdrawal of shared reservoirs of South Pars gas field (in Qatar: North Dome) by using game theory. The failure of a credible international agreement in determining the magnitude of the exploitation has led Qatar to become more promising by investing more in its oil and gas industries than Iran; this imbalance has caused a rash and pernicious competition. Following this incident, the main purpose of the paper is to examine the type of communication (cooperative or non-cooperative) through the game theory to achieve an optimal economic strategy for Iran. Results based on non-cooperative game design, solving methods through methods of elimination of dominated strategies (dominate strategies equilibrium), and Nash equilibrium showed that choosing the non-cooperative strategy is optimized for both countries and non-cooperation has more economic benefits for Iran.

The aim of this study is to estimate and calculate the optimal interest rate during the period 1993-2016 in order to achieve an optimal interest rate and a describe economic growth using the optimal control theory. Taking into account Iran’s economic, social and cultural planning, its economic growth rate is considered 6%, and the inflation targeting 10% in the present research. The results show that in order to achieve the describe economic growth rate of 6% in a year and the inflation targeting rate of 10%, the optimal interest rate needs to be 5.2%. By notice that the bank average interest rate for Iran has been 14.3% in the same period, it is suggested that bank interest rate decreases. This matter will increase investment and ultimately expand production and economic growth in the Iranian economy.

The present paper has reviewed a comprehensive approach and qualitative research method based on Strauss and Corbin's theory (1988), to examine and present the brand assessment model through customer behavior analysis. The sample size was finalized for interviewing experts in the context of theoretical saturation, and the foundation theory data strategy, including open source, axial and selective coding, as well as the basic model of this theory was used to formulate the model of the research. The findings of the research led to identification of causative conditions, grounded conditions, interventional conditions and evaluation dimensions in customer behavior analysis based on the brand choice of the bank. Formulating valuation strategies with the approach of customer relationship process measurement, service delivery process, customer segmentation process, target selection process and placement process, a mentality image based on brand distinction and competitive advantage will be based on customer analysis and selection.

The aim of this study is to investigate the effects of an increase in the investment and productivity of the mining sector on government revenue and income of households in Iran. For this respect, a dynamic computable general equilibrium (DCGE) model and social accounting matrix (SAM) for Iran for year 1390 is used. The results showed that increasing in mining sector investment and improving its total factor productivity positively affected government revenue and income of households in both urban and rural groups. The results also reveal that the development in the mining sector in Iran has the least effect on the income of rural households and the most effect on income of urban households. Based on the results, it is necessary for policymakers to adopt policies to increase investment and improve the total factor productivity of the mining sector.

The main objective of this paper is determination of the price transmission mechanism in shrimp market of Iran by using bivariate GARCH model. The monthly data during 1380:1-1394:4 was used. The results indicated that the rate of change in retail prices is partially causes changes in wholesale prices. So that one unit increase in the retail price index would increase less than one unit (0.2 units) Wholesale Price Index. Therefore, the price transmission in shrimp market is imperfect. The result of Houck method indicated that price transmission in the shrimp market is asymmetric and, speed of transmission in increasing price is more than decreasing prices. Therefore, according to the policy of reforming Shrimp imperfect market, the government must attended to non-price supporting Policies.

The aim of this paper is separation and calculation of the relative risk aversion and elasticity of inter temporal substitution (EIS) by combining the recursive preferences and budget constraint of the consumer. For this mean,at the first, asset portfolio was constituted for Iranian households and by using of the GMM approach and utility function, Euler equations investigated for during the 1357-1393. The results of different models indicate that there is no reciprocal relation between of two parameters and Iranian households tend to stabilize and smooth consumption at different states and times. Based on the results, development of financial markets will be on the agenda of planners, so that small-scale households’ capital can be led through such markets to rebuild the country's infrastructure.