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    Dynamics of Poverty in Iran

    , M.Sc. Thesis Sharif University of Technology Mohammadzadeh, Ahmad (Author) ; Keshavarz Haddad, Gholamreza (Supervisor)
    Eliminating poverty, which is one of the most important objectives of countries, requires a deep understanding of the trends and dynamics of poverty and the distinction between chronic and transient poverty. However, given the lack of high-quality panel data, measuring movements in and out of poverty in developing countries is difficult. In this research, we build a synthetic panel by constructing a consumption model and estimating the first-round consumption of households surveyed in the second round. The analysis of Expenditures and Income Survey (HEIS) for 1398 and 1399 shows that almost 29 percent of urban and rural households were poor in both years. In female-headed households,... 

    Improving Artificial Neural Network Predictive Performance Using Panel Data

    , M.Sc. Thesis Sharif University of Technology Alirezaei, Hamid Reza (Author) ; Khedmati, Majid (Supervisor) ; Rafiee, Majid (Supervisor)
    The purpose of the present study is to develop neural network estimation method for hybrid or panel data which have a combination of two cross-sectional and time series structures and because of the features of both structures, their use in different sciences offers many advantages; and the analytical methods for this data structure are also different from other one-dimensional structures, so different and specific regression models are presented for this data structure. However, in the artificial neural network method, modeling the development for this data structure is neglected, so in the present study, using the concepts of panel regression methods and their application to the... 

    Determining Factors of Foreign Direct Investment Using Gravity Model

    , M.Sc. Thesis Sharif University of Technology Ebrahimi, Nima (Author) ; Abedini, Javad (Supervisor)
    Foreign direct investment (FDI) has considerably increased in recent years and achieved two percent of the world GDP in 2009. The positive impact of FDI on many national economic variables such as export and employment has been a great motivation for countries to seek it. In spite of many promoting factors in Iran, the Iranian FDI inflow still remains small. Using a huge panel dataset including 2604 real observations, this study aims to recognize and evaluate the impact of main factors influencing FDI inwards across the world. Based on a theoretical approach, we develop an empirical gravity model which includes not only the traditional mass variables but also some specific factors to FDI... 

    Long Term Effective Factors on House Price of Metropolises of Iran

    , M.Sc. Thesis Sharif University of Technology Moeeni, Safoura (Author) ; Nili, Masoud (Supervisor)
    The notable share of housing sector in GDP (approximately five percent) shows this sector’s relation with macroeconomic activities. On the other hand, House as an asset leads housing sector to be affected by monetary and fiscal variables. A dynamic panel data was used in this study to evaluate the relations between housing sector and some macroeconomic variables in metropolises of Iran. As results show, in long term growth of liquidity, GDP per capita and sharp ratio have positive effects, and land per capita has negative effect on housing price in metropolises of Iran. Price increases have not been equal in different cities. Inequality of land price between metropolises and between... 

    Analysis of Effective Factors of Second Job Selection in Iranian Labor Market

    , M.Sc. Thesis Sharif University of Technology Mohit, Sadegh (Author) ; Keshavarz Haddad, Ghloalmreza (Supervisor)
    Working in second job is one the fact in labor market. based on the data of Statistical center of Iran. In Iran approximately 18 % of worker have second job. This trend fluctuate around 20%. That increase from 18% in 1372 into 19% in 1382. This research examines effective factor on secondary job market panel data from statistical surveys conducted by Statistics Centre of Iran from 1380 to 1382 .We apply three step Multiple selection method. Because of existence of censoring data & sample selection problem We use of probit method for panel data for modeling of existence in labor market and second job. Then we use of Tunali (1985) Method for estimate hours in second job. Result of research... 

    Gender Ratio and Intra-Household Collective Decision Process:Evidence from Iranian Household Labor Supply

    , M.Sc. Thesis Sharif University of Technology Borhani, Fatemeh (Author) ; Keshavarz Haddad, Gholamreza (Supervisor)
    This paper provides and empirical investigation of individual labor supply of Iranian spouses in a collective framework in which gender ratio and plays a central role in the decision process in household. The data set is taken from the socioeconomic characteristics of panel survey over 2001-2004 and ten yearly headcount of Iran. We have conducted the parameters estimation and hypothesis testing by Semykina, A. and Wooldridge, J.M., (2005) generalized procedure of sample selection in panel data model. Our findings explore that females’ labor supply is affected significantly and strongly by the gender ratio, (total number of males over the females in provinces, both in urban and rural areas).... 

    Is There any Price Bubble in the Iranian Housing Market: a Structural Analysis Across Iranian Provinces Over 1375-1389

    , M.Sc. Thesis Sharif University of Technology Ebrahimi, Hassan (Author) ; Abedini, Javad (Supervisor)
    During the two last decades, Iranians have faced with a wide and substantial increase in housing prices, especially in great metropolitans such as Tehran, Mashhad, Isfahan and Shiraz. This easily could be refered to a hyperinflation which significantly impeded the access of low and medium income families to housing. This study uses a structure model to recognize the responsible factors of such a rise in housing prices and to show whether there is any price bubble in market. The model consists of both supply and demand side determinants to explain the price changes across Iranian provinces over 1375-1390, in a panel data context. In particular, we use a longer and larger database which also... 

    Structural Model of Real Exchange Rate with Emphasis on the Terms of Trade Effect

    , M.Sc. Thesis Sharif University of Technology Fahimifard, Hamed (Author) ; Abedini, Javad (Supervisor)
    Despite the relative weakness of exchange rate structural models in determination short term fluctuations, observations show that real exchange rate respond to some fundamental economic variables. Due to the growing foreign sector of national economies, recent studies pay special attention to the impact of terms of trade on currency exchange rate. In this study, a structural model of the real exchange rate between the 70 currencies and during the period 1980-2010 has been developed in the context of panel data. Empirical micro-founded model are based on theoretical general equilibrium. Important features of such study are stationary of variables and causality test. Determination the effect... 

    , M.Sc. Thesis Sharif University of Technology Abtahi, Mohammad Reza (Author) ; Abedini, Javad (Supervisor)
    In this piece of work, a gravity model is suggested as Iranian non-fuel export model to OIC countries. The most important results out of this model are the acquired coefficients of two variables, namely “ECO membership” and “Economic and Trade Freedom of Importer”. At first, we expected that for importer, being a member of ECO would increase the amount of trade with iran. Surprisingly, this is not what we see in a model. In fact, as ECO has not achieved any tangible success in increasing trade between its members, eastern Asian Muslim countries has become an important trade partner for iranians. This result is compatible with other pieces of researches about ECO. “Economic and Trade Freedom... 

    The Impact of Climate Change on Iran’s Agricultural Sector

    , M.Sc. Thesis Sharif University of Technology Ziaeian Ghasemzadeh, Negar (Author) ; Vesal, Mohammad (Supervisor)
    Agriculture consists a significant share in the economies of developing countries, and since temperatures and precipitation are considered to be the inputs for crop production, climate change has a direct impact on the agricultural sector. In this study, we are investigating the effect of climate change on the production and yield of crops in Iran, and for this purpose, we have used annual changes in temperature, precipitation, production, and yield of crops taking into account the fixed effects of year and district. To do this, we have used the panel data of districts between 1993 and 2015 regarding temperature and precipitation, the area under cultivation, and the amount of crops.... 

    The Effects of Google Search on Stock Returns, Volatility and Trading Volume,Evidence from Tehran Stock Exchange

    , M.Sc. Thesis Sharif University of Technology Ebrahimi, Milad (Author) ; Zamani, Shiva (Supervisor) ; Hagh-Panah, Farshad (Supervisor)
    The purpose of this study is to investigate the effect of Google search volume of trading tickers listed on the Tehran Stock Exchange, on volatility, abnormal returns, and trading volume. For this purpose, data related to the search volume as well as trading data for 22 trading tickers in the list of the 50 largest stock market companies from 2016 to 2020, has been extracted. After collecting data, the required calculations to estimate volatility and abnormal returns, as well as standardizing search volume and trading volume, are performed. Then the desired variables for all 22 selected tickers are placed in a data panel. Then, using the two main research models, descriptive and predictive... 

    The Impact of Export Subsidy on Export: Case Study of Some Agricultural Products

    , M.Sc. Thesis Sharif University of Technology Kiani, Mortezaa (Author) ; Vesal, Mohammad (Supervisor)
    Export subsidy is one of the important issues among the various trade policies in developing countries. For more than a century, various effects of export subsidies have been studied in literature and different results have been presented. In this study, the effect of export subsidy of several agricultural products on their weight and export price has been investigated. In 2015 and 2016, respectively, potatoes and five groups of dairy products were subject to cash subsidies. The results of the research show that the growth of potato’s weight has been affected by the subsidy and has increased. Also, according to the results, the effects of the decrease in export price growth can be seen, and... 

    Fundamentals and stock return in pharmaceutical companies: A panel data model of Iranian industry

    , Article Iranian Journal of Pharmaceutical Sciences ; Vol. 9, issue. 1 , 2014 , p. 55-60 Kebriaee-Zadeh, A ; Zartab, S ; Fatemi, S. F ; Radmanesh, R ; Sharif University of Technology
    Stock return is usually considered to be affected by firm's financial ratios as well as economic variables. Fundamental method assume that stock returns is not solely related to the stock market. Most result come from the company condition, industry situation and whole economy. In this paper, this relationship between stock return and fundamentals is studied using the data for 22 pharmaceutical companies in Tehran Stock Exchange over a 7 year period, and effective factors on stock return are investigated. Because of our data natural we used panel data model from econometric methods. The results show that 80 pecent of change in stock return can be explained with 9 fundamental variables... 

    Price elasticity of gasoline smuggling: a semi-structural estimation approach

    , Article Energy Economics ; Volume 71 , 2018 , Pages 171-185 ; 01409883 (ISSN) Ghoddusi, H ; Rafizadeh, N ; Rahmati, M. H ; Sharif University of Technology
    Elsevier B.V  2018
    We estimate the price elasticity of the demand for gasoline smuggling in Iran. For this purpose, we employ a detailed panel of monthly gasoline consumption data from 160 distribution hubs during the period 2005–2014. We apply two different approaches which are diff-in-diff and panel data estimations. The results suggest that the foreign-to-home gasoline price ratios have a significant impact on the time-varying elasticity of demand. This finding supports the hypothesis that an increase in domestic gasoline prices will significantly reduce the demand for smuggling. In addition, as the distance of a region from its closest higher-price neighboring country diminishes, the price elasticity of... 

    Estimation of the Price Elasticity of Gasoline Smuggling Demand in Iran

    , M.Sc. Thesis Sharif University of Technology Rafizadeh, Nima (Author) ; Rahmati, Mohammad Hossein (Supervisor)
    This study investigates the price elasticity of gasoline smuggling demand in Iran. For this purpose, a panel data of monthly gasoline consumption has been used that contains data for 160 regions of distribution for Iran's Oil Production Company between 2005 and 2014. The results of estimating the monthly elasticity of gasoline smuggling demand in each region show a significant impact of the gasoline price differential between Iran and its neighboring countries, as well as the distance of each region with the neighboring countries on the demand. The results of this study show that whenever gasoline prices increase inside the country, the inclination to smuggling has been decreased due to a... 

    Investigating Market Reaction to Asset Revaluation

    , M.Sc. Thesis Sharif University of Technology Soltani, Roya (Author) ; Ebrahimnejad, Ali (Supervisor)
    In recent years, some listed companies have re-evaluated their assets, an event that has generally received market attention; In fact, the market seems to be reacting very positively to an accounting phenomenon. In this study, we seek to investigate the market reaction to the revaluation of listed companies in Iran. To do this, we first estimate the market reaction to the news of the revaluation of assets. We then examine the possible reasons for the market reaction to the revaluation. Asset revaluation can improve the firm's access to finance by improving some financial ratios; On the other hand, the increase in capital from the revaluation of firms is accompanied by the issuance of bonus... 

    Evaluating the Effect of Marketing Measures on the Performance of Companies Listed on the Iranian Stock Exchange

    , M.Sc. Thesis Sharif University of Technology Ghara’ei Khezripur, Mohammad Reza (Author) ; Karami, Naser (Supervisor)
    The issue of spending companies' resources on marketing measures, due to the lack of a proper mechanism to explain the impact and role of these measures has always been one of the most challenging problems for many stakeholders of companies, especially managers. In this study, we have tried to explain the relationship between marketing costs and credit policies with the financial performance of companies by examining the information published by companies listed on the Tehran Stock Exchange. In this study, the required information was collected from the sources of valid tools and then, using statistical methods, regression models that express the relationship between variables were... 

    The Effects of Oil Wealth on the Protection of Property Rights in the Oil Countries

    , M.Sc. Thesis Sharif University of Technology Dashtimanesh, Mohammad Javad (Author) ; Nili, Masood (Supervisor)
    Using a panel dataset of oil discoveries and oil prices, this thesis studies the effect of oil wealth on protection of property rights in 56 oil countries between 1995 to 2018. Controlling for year fixed effects and country fixed effects, We show that this association is affected by the ownership of oil in this countries. In countries that government is owned all the oil industry, a strong correlation is observable between oil wealth and property rights policies. But in countries that private ownership on oil is legal and the government is not monopolist in the oil ownership, this correlation is insignificant. This results are robust with controlling the GDP per capita, political regime... 

    Intergenerational Social Mobility In Iran

    , M.Sc. Thesis Sharif University of Technology Nazari Amnie, Mojtaba (Author) ; Keshavarz Haddad, Gholamreza (Supervisor)
    This research studies intergenerational social mobility in Iran using the data from Household Income and Expenditure Survey (HIES) from 1377 to 1399. In the absence of long-term panel data or intergenerational cross-sectional data in which there are some variables connecting people to their parents, the method used here to measure welfare mobility -as a suitable proxy of social mobility- is the synthetic panel method. To use this method, it is assumed that the samples are similar in the two selected stages and they can be related to each other with fixed characteristics such as age and gender. The output of the method is an intergenerational transition matrix that shows the probability of a... 

    Analysis of Stock Return Volatility Using GARCH Models and Panel Data in Tehran Stock Exchange

    , M.Sc. Thesis Sharif University of Technology Babaei, Arash (Author) ; Keshavarz Haddad, Gholamreza (Supervisor)
    Due to its extensive applications in financial analysis, stock market volatility modeling is a considerably important issue for stock market practitioners and academics. Using GARCH models to formulate the conditional variance heteroskedasticity with respect to the advantages of panel data technique such as higher degrees of freedom, more flexibility in the control of the omitted or unobserved variables effects, lead to a significant increase in the accuracy of estimations. In this thesis, in order to examine the similarities and differences between the conditional variance structure of stocks in the inter and intra industries, we have used a general to specific methodology of nested tests...