Search published articles


Showing 3 results for Import
The Investigation of Effect of Trade on Energy Consumption in D8 Countries
Dr Mohammad Mahdi Barghi Oskooee, Ahad Mohammadi Bilankohi,
Volume 7, Issue 25 (10-2016)
Abstract

Energy as one of the most important factors of production, as well as one of the most important marginal products, has effential role in trade and economic development.The importance of energy has increased after the two oil crises in 1970’s. The relationship between energy and trade is an important topic to study for several reasons. If energy consumption is found to Granger cause exports or imports, then any reductions in energy consumption, coming from say energy conservation polices, will reduce exports or imports and lessen the benefits of trade. Energy conservation policies which reduce energy consumption will offset trade liberalization policies designed to promote economic growth. This places energy conservation policies at odds with trade liberalization policies.In this regard, the impact of trade on energy consumption through energy applications in the production process of import and export goods and their transportation is included. This study uses panel data to investigat effect of trade on energy consumption in D8 countries (Bangladesh, Egypt, Indonesia, Iran, Malaysia, Nigeria, Pakistan and Turkey) during the years 1990 to 2014. The results indicat that foreign trade has a significant and positive impact on energy consumption. The findings show a significant and negative impact of energy prices on energy use.


Estimating Exchange Rate Pass-Through on Producer Prices in Main Sectors of Iranian Economy
Hassan Heydari, Mahsa Rashidi,
Volume 10, Issue 35 (3-2019)
Abstract
Exchange rate changes could impact on prices. Whether exchange rate pass through to prices is complete or incomplete is an interesting question in analyzing impacts of exchange rate policy. An important aspect of exchange rate pass through is in producer price index and in its sub-indices. Our aim is to analyze the effects of exchange rate changes on producer sub-indices. To do that we have used of the structural vector autoregressive (SVAR) methodology. Our data contains 1991 Q2-2017 Q1. The results show that there is a significant heterogeneity in exchange rate pass-through to producer prices. Our results showed that there is complete exchange rate pass through in industrial prices but agricultural and service prices show incomplete pass through. According to previous studies, the difference could be related to different market structure in industrial activities compared to agriculture and service activities.

Predicting the Price Index in the Iranian Stock Market with Emphasis on the Monetary Variables: A Machine Learning Approach
Majid Shafiei, Parviz Rostamzadeh, Mohammad Rastegar, Zahra Dehghan Shabani,
Volume 14, Issue 53 (11-2024)
Abstract

The stock market, as one of the vital components of the capital market, is an important part of the country's economy that can manage the flow of capital, optimize capital allocation, and thereby contribute to economic growth and development. More accurate prediction of the stock market trend can help investors' decision-making for higher returns by reducing risk. In general, the stock market is constantly changing and many factors influence the trend of this market, so predicting the patterns of movement in the stock exchange requires sufficient information about the past and influencing factors of the market. This article is part of the forecast of the stock market index of Iran, seeking to interpret the model and identify the most influential economic variable on the price index prediction. For this purpose, daily stock market and economic data, during the period 1394-1401 were used. Machine learning models are also used for prediction and the Shapley Additive exPlanations (SHAP) to interpret how to predict and determine the most important variables in the predictive model. Based on results from tree-based ensemble methods, the proposed model in this study, ExtraTrees, performed best based on predictive error criteria. In the study of the feature importance is also based on the ExtraTrees model, in order of the dollar rate (Nima), unemployment rate, dollar rate of market and liquidity, the most important economic variables influencing the forecast model. Also, according to other models used in the research, liquidity is the most effective variable on the stock index trend. Finally, it can be said that the most effective monetary variables on the stock market index in Iran are liquidity and exchange rate variables, so monetary policymakers and stock market investors should be more sensitive to these variables in their decisions.

Page 1 from 1     

© 2025 CC BY-NC 4.0 | Journal of Economic Modeling Research

Designed & Developed by : Yektaweb