نشریه اقتصاد مالی
پیاپی 7 (تابستان 1388)

The Oil shocks in 0847and its effects on international economics have created many attention on oil increase prices by economists. The oil shocks in 0881and its asymmetric influences between economic growth and oil shocks economist has focused on this relations. In this study we investigated oil shocks effects on economicgrowth and inflation rate in exporter and importer oil countries. with using panel data method. during 0831-5112we found that oil shocks fluctuation has significant affect on economic growth and inflation rate in both countries.

Drought is a random characteristic of natural phenomena, brought about by the irregulardeficit or shortage of available water, affects injuriously the plant growth and reduces their yield. Drought does not begin when rain ceases but rather only when plant roots can no longer obtain soil moisture in needed amounts. To estimate the intensity and the frequency of droughts will help to reduce the injurious effect of drought. In this Study we used the water-budget methods and Thornthwaite's aridity index and its standard deviation for Shiraz during 88<8-9228to show the frequency and the intensity of drought effects in this place. During this period this station is faced :<times different type of droughts on that five time severe and from the years of 9222its severity and intensity is increased. We also find out that every ten year this station will affect :times severe type of drought. The most severe drought was the years 9228,and it was repeated lower intensity in the year of 9221.

This research is trying to analyse and recognize the variables effecting OECD countries environment.As an index for measuring the environment pollution, weuse CO1emission, than using a panel data econometrics model to analyse the effects of economics growth and Good Governance on CO1emission. The results show no considerable effects from these variables.Considering the history of using Green Tax in thesecountries, we used an econometrics model to see the effect of Green Tax on CO1emission in OECD countries. The outcome supports the strong effect of Green Tax on CO1emission in OECD countries.

Since the highly complicated Time Series such as Stock Market Prices are usually stochastic, their changes are assumed to be unpredictable. Some tests which have been used to study the statistical observations related to the economical variables e.g. Stock Market Price, are often go wrong while encountering the chaotic dataand recognize them as stochastic ones, though these data are actually generated from the deterministic systems which bear few tribulations.For this reason the predictable and non-linear tests such as HURST, BDS, Runs Test, and Correlation Dimensionhave been used to study the existence of deterministic chaotic trend and non-linear process in Time Series of Daily Stock Market Price Index of TEHRAN STOCK EXCHANGE from 23rd October, 2000to 24th September, 2002.The result of the above mentioned tests shows the predictability and the existence of a non-linear process in the sample data.After the illustration of predictability and the non-linear process in daily stock index data, then the linear time series models (AR), non-linear (GARCH) and Artificial Neural Network (ANN) have been estimated to present a suitable model for predicting the Stock Price Index.Comparing the potential of predictability of thesemodels by such criteria as: CDC, RMSE, MAE, MAPE and U-THEIL inequality coefficient, it has been revealed that there is the highest potential of predictability in Artificial Neural Network models than the other ones.

The rapid increase in petrol consumption in years, as well as the current restrictions regarding meeting the increasing demand for petrol with production or via import, has made executive officials, including the Ministry of Oil, warn about the current trend. They have announced that if the current situation goes on, we will be faced with a crisis. Meeting such a demand is not possible both technically and financially, and we will soon encounter a dead lock situation while the increasing import of petrol is a burden to the annual budget. The availability of rich resources of natural gas in the country as an alternative to petrol to be used in public transport has made this issue one of the priorities of the energysector. The were five scenarios assumed for the plan and the plan was studied in terms of whether or not implementing the plan would be economically beneficial in either of those scenarios. The current study analyzed the scenario in which the modification the taxis of Tehran(into running on natural gas) has been taken into consideration. Model results were analyzed according to the main scenario and the results showed that replacing natural gas with petrochemical products in the public transport is considerably beneficial, and that such a plan is economically justifiable.

Strong infrastructure cause reduction in transportation costs that this reduction is a motivation for entering regional and multinational firms and attraction of foreign investment. The aim of this research is to study the effect of transportation infrastructure on foreign direct investment in Iran during 5874-2117. By using time series econometric measuring; Johansen Co integrationmethod the long-run relationship has been investigated and according to Error Correction method the short-run relations have been studied. The results show that transportation infrastructure has significantly and positive effect onforeign direct investment by coefficient of 222ه.But in short-runthere is no causative relationship between capital stock of transportation on foreign direct investment.

Conspicuously enough, UN-MDG (Millennium Development Goals)indexes cover the various aspects of economic development in countries. Indeed, MDGs are collection from the World Bank and the IMF indexes which were used for monitoring economics status and every member of the UN is subjected to report the required data in former designed format and frequency. Furthermore reported data and usage of indexes provide tremendous chance tocompare the countries with each other.In the year 2002, Iran has adopted a strategic vision named “Iran 1202” which is suggested that Iran is going to be the 1stcountry in the ME and CA region in economic, social, cultural aspects. BY using almost 20years long data of MDG indexes and the use of ADF and ARIMA time series models the index values of countries in 2012are estimated and in the result by ranking Iran position among Middle Eastern and central Asian countries in the year 2012is forecasted. Dueto lack of data in some indexes a combination of graphical trend analysis and ARIMA models are used.In conclusion in the year 2012Iran would be in the 2high rank countries in the 1st,2nd, 7thgoals of MDG.