فصلنامه تحقیقات مدلسازی اقتصادی
سال یازدهم شماره 42 (زمستان 1399)

Over the past decade, Iranchr('39')s economy has undergone a major and rapid experience of currency changes. One of the most important questions during the currency changes of the last decade is to answer the important question of how much the devaluation of the Rial has led to an increase in domestic prices and the extent to which these effects affect various dimensions of the domestic economy. Measuring the range of price changes in response to currency changes can be found in the phenomenon of currency transitions. The aim of this study is to analyze the inflationary effects of foreign exchange passage on the levels of imported and producer prices at different stages of production and separately in the productive sectors of the economy and also to determine the effective factors in foreign exchange passage by resorting to supply side variables in Iranchr('39')s economy. The present study presents a new approach for measuring exchange rate crossings on production chains by combining econometric tools and Input-Output table in embedding and separating the estimation of exchange rate pass coefficients in two stages on import and producer prices. Industry by using the tools of Input-Output table segmentation and considering variables based on information specific to each economic sector, such as; The import sector, the export sector, the production of each sector, provide sector linkages in estimating the exchange rate passage in the Iranian economy. These measures are based on three types of time series analysis, Input-Output analysis and Panel data analysis from 1986 to 2017. Findings of the research in stage 1 indicate the high dependence of many industrial and economic sectors of Iran on imports and low elasticity of imports to the exchange rate and no substitution by domestic products. In the second stage, the coefficients of exchange rate passage on the producer are positive and significant in almost all economic sectors, and this fact confirms the effectiveness of the producer price index in the Iranian economy from changes in the exchange rate (through imports). also; The passage of the exchange rate on producer prices varies between different years in different sectors, and in some economic sectors these changes have increased over time, which indicates the increasing dependence and increasing impact of import prices on producer prices over time. It is in the policies adopted. Also, the results in stage 3 indicate a negative and significant effect of export share coefficients and the natural logarithm of domestic production and have a positive and significant effect of share coefficients of intermediate import inputs and inter-sectoral linkages, but the share of intermediate imports among other variables. It has the highest impact on the exchange rate of economic sectors

Noise traders make decisions based on market sentiment and buy and sell assets based on unrelated information. These traders generally have poor timing, follow trends, and overreact to good or bad news. The experience of financial markets shows that noise traders cause excess volatility and deviation of the stock value from its intrinsic value. This study seeks to evaluate the role of noise traders on the occurrence of bubbles in the Tehran Stock Exchange in the period 2011 to 2017 .Therefore, the research hypothesis is: "The effect of noise trading on the occurrence of bubbles in the Tehran Stock Exchange is positive and significant." In this study, PCA method is used to extract a composite sentiment index, The GSADF method also is employed to determine the bubble periods of the Tehran Stock Exchange price index. Finally, the logit method is applied to measure the effect of noise trading on the bubble in the stock market price index. The results show that the effect of noise trading on the occurrence of bubbles is positive and significant. Also, the estimation of the final marginal effect indicates that the increase of one unit of optimistic sentiment and optimistic sentiment with a lag in the stock market increases the probability of bubbles by 24 and 28%, respectively.

The lack of social security supports and labor market laws in informal employment has strengthened the expectation that poverty in a family in which the head of the household chooses informal employment is greater than in a family in which the head of the household works in the formal sector. Hence, this study attempts to investigate the effect of informal employment with other factors affecting household’s poverty. To this aim, by using the microdata plan of costs and incomes of urban and rural households in 2018, first, the poverty line was calculated based on 66% of the average annual household expenditures by provincial division for urban and rural areas; and poor households were identified as well. Then, according to the presented index in this study, heads of householdschr('39') employment types were formally and informally determined. In the primary data processing, a comparison between households with employed heads showed that the highest poverty rates were for households whose heads work in informal employment. Next, the estimation of the research model with the dependent variable limited to the basis of pseudo-panel data and random effects in logistic regression was performed in a separate format for 13248 urban households and 13115 rural households in 31 provinces. The results showed that the informal employment of the head of the households has a direct effect on the possibility of household poverty and the rate of influence in urban areas is higher than in rural areas. Furthermore, the head of the householdchr('39')s education, age, and gender have an indirect effect; and the square number of age and size of the household variables have a direct effect on the probability of household poverty. In such a way that the desired effect of education and age, and the undesired effect of the household dimension on the probability of household poverty in urban areas is greater than in rural areas.

In this study, using linear and nonlinear Granger causality methods and regression switching, the relationships between the returns of important industry indices in the period 2008 to 2019 in order to invest in economic growth and development were examined. Based on the results obtained in the two periods of 2008 to 2013 and 2018 to 2019: 6, the relationship between the returns of the studied industry index has reached the highest value. In the linear Granger causality approach based on centrality criteria, the returns of metals index, machinery and investment are the most important and the returns of communication and banking index are the least important. It can also be said that the degree of effectiveness and efficiency of industry index returns is well affected by the amount of stock market fluctuations and this importance is asymmetric. In the nonlinear Granger causality approach based on the centrality criterion, the communication sector is the least important and the basic metals, chemical and machinery industries are the most important. In the period 2018 to 2019, the banking sector, automotive and communications industries are the most important and oil and metal products are the least important for investment.

Crime is a phenomenon that exists in all societies and affects the useful functioning of different parts of a country. Also, Iranian society is not safe from the harms of this phenomenon. Given the destructive effects of crime in society, recognizing the factors affecting it makes it possible to fight it more effectively. For this purpose, this study has investigated the effect of misery index on the rate of theft in 30 provinces of the country during the years 2008-2018. In order to achieve this goal, the Panel generalized method of moment (GMM) has been used. The findings of this study have shown that the misery index has an increasing effect on the crime of theft. In other words, the misery index through the two channels of inflation and unemployment has destructive effects on peoplechr('39')s living standards and puts them on the path of committing crimes such as theft.

Investigating consumer behavior and rationalizing it in selecting different goods and services is important because it measures individuals chr('39')preferences over domestic or foreign goods and demonstrates the impact of impulses and policies as a structural failure or a change in individualschr('39') preferences. In other words, the validity of the assumption of rational consumer behavior is examined. The test of revealed preferences is a powerful way of examining changes in family preferences. Therefore, the purpose of the present study is to investigate the stability and structural failure of urban consumer preferences for bread basket in the period 1996-1999 using strong and weak nonparametric test of revealed preferences in Iran. Initially, the weak preferences matrix revealed using average price data and the amount of bread types derived from household expenditure and income plan in urban areas and comparing consumer choices over different time periods. The results of the WARP matrix analysis show that there are no inconsistencies in the bread basket consumerschr('39') preferences. Due to the absence of violations in WARP, further changes in preferences using SARP were investigated. The results showed that rational behavior of bread consumers in urban households of Iran is rejected. Also, the results of K-W statistics indicate that there is a structural change in 2014 and indicate that there is no effect of transient shocks and structural failure in urban consumer preferences for bread. Given the years of failure of the utility function and the rationalization of consumer behavior and rational behavior, it is suggested to consider this in estimating the bread demand function of households.