نشریه دین و ارتباطات
سال دوازدهم شماره 3 (پاییز 1384)

The recent advances in econometrics have led to the introduction of appropriate estimators for small samples and convergent series. DOLS approach which was introduced by Stock and Watson (1993), is not only suitable for small samples, but also useful for avoiding simultaneous bias and considers different cointegration among variables in the estimation.In this paper, we try to estimate the long-run demand elasticity of energy for household sector in Iran using the time series data for 1350 to 1380. According to our finding, price and income elasticities of demand for energy for household sector are -0.44 and 0.75 respectively.

This article is an experimental survey that deals with the impact of foreign trade and investment on the growth of economy in Iran. The growth occurring under foreign investments has been tested and examined under the trade strategies in the years between 1340 – 1380.The results show that this growth is much more considerable under export development strategy than import substitution. In other words when the policy of import substitution is practiced, the government supports more intensely the domestic industries which can divest the foreign investors of getting into competition with them. The result is a decrease in foreign investment share in the overall growth of the economy, whereas this is really high in the alternative situation or the time when the export expansion strategy is effected. In sum, the study confirms the Bhagwati theory in the case of Iranian economy.

Structural change is a much used concept in various fields including the demand for skilled labor. To shed light on this, the structural change theory should be expanded. This kind of change occurs when some component parts and their specifications disappear or are added or some existing relations get transformed or removed. The question is how to test these changes. Econometrics attempts to examine various structural change within the framework of different models. Two of such changes have been studied in relation to the demand for skilled labor: stochastic, with non-stationary process, and non-stochastic. After a survey of structural change in the demand for skilled labor in each of the economic sub-categories, models were developed and some predictions were done. Here, the cointegration modeling has proved to be useful. After the stationarity test on each time series, we did the cointegration test followed by an estimation of the vectors error correction models. Finally, on the basis of three scenarios about the development of exogonous variables, an anticipation of the size of skilled labor demand for the years 1383 – 1388 was carried out.

Money laundering is defined as the act of altering or transferring a property for the purpose of concealing its illegal origin, or assisting one who commits it. Some of the difficulties that this may create for the economy are: disturbance in the large – scale policy making of the country, undermining the private sector, hindering the process of privatization, increasing inflation, weakening the integrity of financial markets, increasing the credit risks, disrupting the long-term export and import investments, encouraging clandestine operations, facilitating profit making in criminal activities, and finally escalating the government, s expenses and the flight of capital. The causes for this in Iran are economic corruption, smuggled goods and drugs and lack of sufficient supervision over tax-collecting system. To examine the negative effects of money laundering on the economic growth in Iran, the Solow - Swan growth model has been adopted. The negative sign in the variables of logcrime 1 (embezzlement, graft, forgery) and logcrime 2 (discovery of smuggled drugs) confirms the negative relation between money laundering and economic growth.

The aim of this article is first to shed light on the current situation of the government size in Iran and its relation with economic growth based on the institutional structure of the country and finally to design the desirable situation. Given the developmental nature of the issue and the interaction between the intellectual bases and the socio-political structure of the country on the one hand, and the scientific and practical experiences of other countries on the other, which would inevitably lead to exchange of ideas, this research has been done descriptively and has been based on an institutional and historical analysis. By following some field analysis and considering the legal and executive structures of the country, the author has explained the obstacles in the way of reaching the desirable situation, plus the size and the legal, economic, managerical and executive roles of the government. Ultimately, ten rules for reaching the desirable Islamic government are presented.

A multilateral growth and the expansion of capital market as the motor of that growth requires the trust of all shareholders in its efficiency and adequacy in fixing the just price for valuable papers. Quite obviously, a recognition of the behavioral model of the price manipulation and the design of a quantitative model for the prediction of the possibility of price manipulation in Theran,s stock market, would have an effective role in creating transparency of the market, fair pricing of capital assets, raising market efficiency and finally allocating financial resources to the economic domains. The article first examines the theoretical framework of price manipulation and the researches done in the international stock markets in order to identify the causes for manipulation. It then investigates the output of all active corporations in the stock market in the years between 1381-83 and compares them with the theories concerning manipulation, in order to identify those corporations subjected to manipulation. Finally, with the help of a case study of such corporations, the causes for the manipulation were identified and ultimately a binary logistic regression model was designed for anticipating the possible future manipulations. Statistical tests done on the model showed that the possibility of that event based on the designed model also exited.