نشریه مدلسازی اقتصاد سنجی
سال ششم شماره 5 (پیاپی 24، اسفند 1400)

Income inequality is an important obstacle to the growth and expansion of social welfare. Developed societies use various tools to overcome this problem. The social security system is one of the most well-known of these tools. In this study, the effect of social security costs on the convergence of income distribution in the provinces of the country in the period 1397-1387 has been investigated. In this research, the subject has been studied through spatial methodology. The results showed that the long-term costs of social security have a significant negative effect on the convergence of income distribution in the provinces, but short-term costs have no effect. Absolute and conditional convergence coefficient shows that the provinces of the country converge to a level of income distribution in the long run. The estimated convergence velocity is 0.061 in the absolute convergence state and 0.075 in the conditional state. The findings also showed that inflation and human capital have a positive and significant effect and Internet penetration has a negative and significant effect on the convergence of income distribution. Kuznets hypothesis was confirmed in the provinces. The study of the effects of overflows in 1397 showed that the long-term costs of social security in one province affect the neighboring provinces and Isfahan province due to its proximity to 9 provinces has been able to have the greatest effect of overflows on other provinces.

Predictable and unpredictable delays in the national accounts data dissemination in Iran highlight the nowcasting of the economy’s state with using timely and high-frequency data. The large share of service sectors in GDP make forecasting of this sector more important. This paper seeks to answer the question of whether the status of the service and transportation sector can be predicted by using the vehicle traffic count dataset. In this regard, daily data on 2590 points of the country's roads from 2015 to September 2021 is used. In addition to using a simple aggregation method to construct the index, Artificial Neural Network model (ANNs) and Bayesian Model Averaging (BMA) are also used. The results show that the estimation indices extracted from these data have less forecast error than the benchmark models (ARMA) and can represent changes in both services and transportation sectors. The comparison of different methods of index construction shows the index extracted from Neural Network model has less error than other methods.

In the traditional theory of international trade, trade between countries and the extent of their success was explained only on the basis of available resources, but in the new theory of international, the role of factors such as economies of scale and product variety has been considered. The main purpose of this article is to investigate the impact of economies of scale and variety on foreign trade of Iran's automotive industry with major trading partners in the period 2002 to 1397. The Translog production function was used to evaluate the economies of scale in Iran's automotive industry and Feenstra variety index was used to measure product variety in the export products of Iran's automotive industry. While using iterative seemingly unrelated method to estimate the economies of scale, a dynamic panel data via GMM method was used to estimate the trade model. The results suggested that economies of scale and variety have positive impact on the foreign trade of Iran's automotive industry.

Positive role of institutional reforms on economic growth and productivity has been proven. Researchers are now focusing on the factors such as R&D, export diversification and innovation influencing this relationship. In this regard, this study examines the relationship between institutional reforms and Doing Business on export diversification. For this purpose, The dynamic panel data (DPD) analysis, for sample of 54 developing countries including Iran has been used by generalized method of moments (GMM) and Arellano –Bover/ Blundell – Bond two step during the period 2005-2018. The findings indicate that institutional reforms have significant positive on export diversification in developing countries. In addition, Surgan and first and second degree auto-correlation tests explicitly supports the econometric model.

The purpose of this paper is to investigate the effect of public education expenditures and macroeconomic instability on human capital in Iran in period 1971-2019. For this, macroeconomic instability was first extracted using the Markov Switching-Garch (MS-GARCH) model. Then, using Nonlinear AutoRegressive Distributed Lag (NARDL) model, we saw that there is a positive and significant relationship between public education expenditure and human capital in the long-run and short-run. Also, the results of estimating the long-run coefficients of positive and negative changes in macroeconomic instability on human capital showed that both coefficients are asymmetric, negative and significant in the long run. In the short run, there is a significant relationship between positive changes in macroeconomic instability and human capital, but there is no significant relationship between negative changes in macroeconomic instability and human capital.

The banking sector is an important sector in the economy; Because the financial needs of other sectors are met by the banking system. Thus, macroeconomic performance depends on the performance of the banking sector. The purpose of this paper is to test the symmetry of the effect of monetary policy on the performance of commercial banks (profitability with return on assets and net profit margins and efficiency with cost-to-income ratio) as well as GDP, volume of facilities granted by state and non-state banks in countries. (MENA) has been reviewed. For this purpose, the threshold vector autoregression method (TVAR) and quarterly data for 2013-2018 were used. Based on the results, the effects of positive and negative monetary and credit shocks on asset returns, net profit margin, cost-to-income ratio, GDP, volume of facilities granted by state and non-state banks in terms of direction and intensity The effectiveness of these two regimes is different. Therefore, it can be concluded that the effect of monetary policy and inflation on the above variables is asymmetric in both high and low production regimes.