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Early Warning System for Currency Crises in Iran: A Regime-Switching Approach

Mohammad Nasrollahi, Kazem Yavari, Reza Najarzadeh, Nader Mehregan
Journal PapersThe Journal of Economic Policy , 2021 February 16, {Pages }

Abstract

The occurrence of currency crises imposes heavy costs on the economies. In recent years, the design of systems for early warning of these crises has been developed to prevent the occurrence of such crises by their early detection and providing sufficient time for policymakers. This study also using the Markov-switching approach, designed an early warning system for currency crises in Iran and based on it, endogenously identified the crises occurred in 1988:02-2016:03. Using this system, we can predict future crises and also identify the factors affecting the occurrence and intensification of these crises separately in periods of tranquil and crisis. The results indicate this system has a high ability to identify the past crises and anticipa

LPV Control of an Influenza Model with Vaccination and Antiviral Treatment

Reza Najarzadeh, Maryam Dehghani, Mohammad Hassan Asemani, Amir Afsharinejad
Conference Papers2021 7th International Conference on Control, Instrumentation and Automation (ICCIA) , 2021 February 23, {Pages 05-Jan }

Abstract

In this paper, a SEIAR (Susceptible, Exposed, Infected, Asymptomatic and Recovered individuals) model of influenza which consists of 5 states is considered. Then, considering the nonlinearities in the model, the Linear Parameter Varying (LPV) model is generated and by using two control factors including vaccination and antiviral treatment, we try to control and prevent the influenza outbreak. Next, an appropriate controller is designed using LMI (Linear Matrix Inequality) formulations. The suggested controller is applied to the simulated model and it is seen that it can perfectly control the system and prevent divergent behavior of the Influenza disease.

Poverty Risk, Inequality Decomposition and Educational Level of Household Heads

Reza Najarzadeh, Alireza Keikha, Hassan Heidari
Journal PapersIranian Economic Review , 2020 July 28, {Pages }

Abstract

This study aims to investigate poverty risk and inequality decomposition based on the education level of Iranian urban household heads in 2017. A logistic regression model is estimated with the poverty status of households as a dependent variable, a set of control variables (gender and age), and the education level of household heads as explanatory variables. We also use the Gini decomposition as an appropriate inequality decomposition for selected provinces. These provinces are categorized based on whether they are deprived or non-deprived provinces using the Council of Ministers guidelines. The findings show that the poverty risk of families in both deprived and non-deprived provinces as well as the country as a whole decrease when the ed

Dynamics of consumption distribution and economic fluctuations

Reza Najarzadeh, Alireza Keikha, Hassan Heydari
Journal PapersEconomic Change and Restructuring , 2020 October 13, {Pages 30-Jan }

Abstract

This study aims to investigate the dynamics of consumption distribution and to determine how it is affected by macroeconomic fluctuations based on two different types of household classifications: education level of household heads and consumption deciles. The urban Households Income and Expenditure dataset issued by the Statistical Center of Iran and a Factor Augmented Vector Auto Regressive model are used to assess the goals of this study. In other words, we study the consumption responses of different kinds of families to macroeconomic fluctuations. The following results were obtained from statistical analysis and estimation of the model. First, the standard deviation of the (log) real per capita consumption of the lowest group, familie

Measuring Iran's Economy Status Indicators in Global Value Chains and Comparison with Selected Countries

Reza Najarzadeh, Hassan Dargahi, Lotfali Agheli, Kazem Biabany Khameneh
Journal PapersJournal of Economic Research and Policies , Volume 28 , Issue 94, 2020 September 10, {Pages 76-96 }

Abstract

Global value chains are a complex product of the international fragmentation of production expansion that has revolutionized the production organization of the global economy and increased trade in services and intermediary goods. This new form of trade has allowed developing countries to benefit from international trade with specialization and comparative advantage in tasks, without having a comparative advantage in an entire industry. Given the increasing importance of global value chains, the goal of this paper is to analyze the position of the Iranian economy in the global value chains for 1990-2015. For this purpose, using the UNCTAD-EORA World Input-Output Tables, the indices of participation, position and length of value chain are c

Twin Deficits and the Behavior of Government Debt Sustainability: A case study for Iran

Reza Najarzadeh, Seyedeh Zohreh Sadati, Seyedeh Zahra Sadati, Yunes Salmani
Journal PapersJournal of Economics and Environment , Volume 1 , Issue 2, 2020 January , {Pages 40-50 }

Abstract

The current Iranian government's budget is mainly dependent on oil revenues. So, when negative oil price shocks occur, budget deficits ensue, and therefore the government has to borrow from the banking sector. As a result, this situation leads to an increase in liquidity, which can increase prices, exchange rates, and finally, the current account deficit. Two types of deficits can affect GDP and government debt. This study intends to investigate the impact of the budget deficit and current account deficit on the behavior of government debt sustainability in Iran during1974-2017. The results indicate that the main determinants of government debt sustainability in the short run are budget deficit and oil income shocks and, in the long run, ar

ANALYZING THE RELATIONSHIP BETWEEN BUDGET DEFICIT, CURRENT ACCOUNT DEFICIT, AND GOVERNMENT DEBT SUSTAINABILITY

Michael Reed, Reza Najarzadeh, Seyedeh Zohreh Sadati
Journal PapersJournal of WEI Business and Economics , Volume 8 , 2019 January , {Pages }

Abstract

The main purpose of this study is to determine the dynamic relationships between budget deficit, current account deficit, and government debt sustainability during 1974-2015 in the Iranian economy. We used a VAR model with Impulse Functions and Variance Decomposition in our dynamic analysis. The results show that there is a long-term stable relationship among the variables of the model suggesting that to improve the government debt sustainability it has to reduce the budget deficit and current account deficit. Since Iran's dependence on oil revenues is the underlying cause of the dependence of the variables on each other, the government needs to reduce the dependence of the current account and the state budget on oil revenues to reduce both

The Topology of International Fuel Trade Network and Iran’s Stance in this Network

Reza Najarzadeh, Kazem Biabany Khameneh
Journal PapersJournal of Energy Planning And Policy Research , Volume 4 , Issue 13, 2019 March 10, {Pages 41-66 }

Abstract

The concentration of fossil fuel resources in specific geographic regions of the world and the strategic nature of fuel as a tradable commodity has created an intertwined and complex network of trade relationships among importing and exporting countries of fuel. In this research, using Graph Theory, the topology of the fuel trade network in 1995 and 2017 is analyzed and the position and significance of the main actors of the fuel trade were evaluated. The results show that the fuel trade network is a fully connected network with different growth patterns of trade clusters. It was also observed that countries with higher export share do not necessarily have a greater influence on the volume of fuel trade. While increasing the share of fuel t

A Review of Wagner's Law and Income Elasticity of the Government Expenditures in Iran (1985-2018)

Reza Najarzadeh, Elham Khorasani
Journal PapersAvailable at SSRN 3459581 , 2019 August 20, {Pages }

Abstract

Wagner's Law holds that the relative size of public sector increases with the growth of per capita income. The aim of this study is to investigate the validity of Wagner’s Law in Iran. We test the Wagner’s Law by incorporating a vector Autoregression model (VAR) and vector error correction model (VECM) for the Iranian economy using 1985-2018 health and education data. The results of the estimates show that this law holds in Iran. The elasticity of government expenditures with respect to national income must be greater than one for the Wagner’s law to hold. However, government spending on health and education have been less than expected. This could suggest that the state does not pay enough attention to health and education. One can c

Investigation of Currency Crises Incidence in the Iranian Economy

MOHAMMAD NASROLLAHI, KAZEM YAVARI, REZA NAJARZADEH, NADER MEHREGAN
Journal Papers , Volume 23 , Issue 9000694, 2019 January 1, {Pages Jan-32 }

Abstract

One of the major problems in the international monetary system is the frequent occurrence of currency crises in different countries. Considering the high cost of currency crises on the economies, designing models for exploring the costs and incidence manner of such crises in the economy can be important. So, we attempted to investigate the implied costs of currency crises and the manner of the crises incidence in the Iranian economy, using bounds testing approach, quarterly data of the Iranian economy during the period 1988: 02-2016: 02 and an early warning model with a continuous dependent variable. Based on the results, on the one hand, the increase in the ratio of central bank claims on the government to the monetary base and the ratio o

The Topology of International Fuel Trade Network and Iran’s Stance in this Network

Reza Najarzadeh, Kazem Biabany Khameneh
Journal PapersJournal of Energy Planning And Policy Research , Volume 4 , Issue 4, 2019 March 10, {Pages 41-66 }

Abstract

The concentration of fossil fuel resources in specific geographic regions of the world and the strategic nature of fuel as a tradable commodity has created an intertwined and complex network of trade relationships among importing and exporting countries of fuel. In this research, using Graph Theory, the topology of the fuel trade network in 1995 and 2017 is analyzed and the position and significance of the main actors of the fuel trade were evaluated. The results show that the fuel trade network is a fully connected network with different growth patterns of trade clusters. It was also observed that countries with higher export share do not necessarily have a greater influence on the volume of fuel trade. While increasing the share of fuel t

Analyzing the relationship between budget deficit, current account deficit, and government debt sustainability

Michael Reed, Reza Najarzadeh, Seyedeh Zohreh Sadati
Journal PapersJournal of WEI Business and Economics , Volume 8 , Issue 1, 2019 December 28, {Pages 20-31 }

Abstract

The main purpose of this study is to determine the dynamic relationships between budget deficit, current account deficit, and government debt sustainability during 1974-2015 in the Iranian economy. We used a VAR model with Impulse Functions and Variance Decomposition in our dynamic analysis. The results show that there is a long-term stable relationship among the variables of the model suggesting that to improve the government debt sustainability it has to reduce the budget deficit and current account deficit. Since Iran's dependence on oil revenues is the underlying cause of the dependence of the variables on each other, the government needs to reduce the dependence of the current account and the state budget on oil revenues to reduce both

Investigation of Currency Crises Incidence in the Iranian Economy

MOHAMMAD NASROLLAHI, KAZEM YAVARI, REZA NAJARZADEH, NADER MEHREGAN
Journal Papers , Volume 23 , Issue 9000694, 2019 January 1, {Pages Jan-32 }

Abstract

One of the major problems in the international monetary system is the frequent occurrence of currency crises in different countries. Considering the high cost of currency crises on the economies, designing models for exploring the costs and incidence manner of such crises in the economy can be important. So, we attempted to investigate the implied costs of currency crises and the manner of the crises incidence in the Iranian economy, using bounds testing approach, quarterly data of the Iranian economy during the period 1988: 02-2016: 02 and an early warning model with a continuous dependent variable. Based on the results, on the one hand, the increase in the ratio of central bank claims on the government to the monetary base and the ratio o

A Review of Wagner's Law and Income Elasticity of the Government Expenditures in Iran (1985-2018)

Reza Najarzadeh
Journal Papers , 2019 August 20, {Pages 17-24 }

Abstract

Wagner's Law holds that the relative size of public sector increases with the growth of per capita income. The aim of this study is to investigate the validity of Wagner’s Law in Iran. We test the Wagner’s Law by incorporating a vector Autoregression model (VAR) and vector error correction model (VECM) for the Iranian economy using 1985-2018 health and education data. The results of the estimates show that this law holds in Iran. The elasticity of government expenditures with respect to national income must be greater than one for the Wagner’s law to hold. However, government spending on health and education have been less than expected. This could suggest that the state does not pay enough attention to health and education. One can c

Impact of sanctions on bilateral trade of agricultural products between Iran and MENA region and the EU countries

Sajjad Faraji Dizaji, Farzaneh Jariani, Reza Najarzadeh
Journal Papers , Volume 12 , 2018 July 31, {Pages 69-90 }

Abstract

This paper uses Generalized Method of Moments (GMM) estimation, gravity model, and dynamic panel data to evaluate the effect of the imposed sanctions against Iran on the value of the bilateral trade of agricultural products between Iran and its trading partners among the MENA and the EU countries during 2000 to 2014. The results show that the sanctions have had no effects on the trade flows between Iran and the MENA countries. However, they have meaningful impact on the Iran’s agricultural export to the EU countries, albeit they have caused a decrease in Iran’s agricultural import from this area. The annual precipitation in Iran, as a control variable, using in this paper has positive effects on the Iran’s agricultural export to the E

The impact of sanctions on bilateral trade of agricultural products between Iran and its trading partners.

F Jariani, SF Dizji, R Najarzadeh
Journal PapersAgricultural Economics (Karaj) , Volume 12 , Issue 2, 2018 January , {Pages }

Abstract

This paper uses Generalized Method of Moments (GMM) estimation, gravity model, and dynamic panel data to evaluate the effect of the imposed sanctions against Iran iran Subject Category: Geographic Entities

Impact of sanctions on bilateral trade of agricultural products between Iran and MENA region and the EU countries

Sajjad Faraji Dizaji, Farzaneh Jariani, Reza Najarzadeh
Journal Papers , 2018 July 31, {Pages }

Abstract

This paper uses Generalized Method of Moments (GMM) estimation, gravity model, and dynamic panel data to evaluate the effect of the imposed sanctions against Iran on the value of the bilateral trade of agricultural products between Iran and its trading partners among the MENA and the EU countries during 2000 to 2014. The results show that the sanctions have had no effects on the trade flows between Iran and the MENA countries. However, they have meaningful impact on the Iran’s agricultural export to the EU countries, albeit they have caused a decrease in Iran’s agricultural import from this area. The annual precipitation in Iran, as a control variable, using in this paper has positive effects on the Iran’s agricultural export to the E

The Impact of Sanctions on Bilateral Trade of Agricultural Products between Iran and its Trading Partners

Dizji Sajjad Faraji, REZA NAJARZADEH
Journal Papers , Volume 12 , Issue 200866, 2018 January 1, {Pages 69-90 }

Abstract

This paper uses Generalized Method of Moments (GMM) estimation, gravity model, and dynamic panel data to evaluate the effect of the imposed sanctions against Iran on the value of the bilateral trade of agricultural products between Iran and its trading partners among the MENA and the EU countries during 2000 to 2014. The results show that the sanctions have had no effects on the trade flows between Iran and the MENA countries. However, they have meaningful impact on the Iran’s agricultural export to the EU countries, albeit they have caused a decrease in Iran’s agricultural import from this area. The annual precipitation in Iran, as a control variable, using in this paper has positive effects on the Iran’s agricultural export to the E

Analyzing Determinants of R&D Intensity in Iranian Manufacturing Firms

Sahar Rahimi Rad, Hassan Heydari, Reza Najarzadeh
Journal PapersEconomics Research , Volume 18 , Issue 71, 2018 December 22, {Pages 53-90 }

Abstract

Research and development expenditure is a key indicator of resources allocated to science and technological activities, so knowledge about its features and factors underlying firm decision about R&D expenditures have great importance. According to international comparisons, R&D intensity in Iranian manufacturing firms is low compared to developing countries and emerging-market economies. Therefore, the aim of the paper is to analyze factors determining R&D intensity in Iranian manufacturing firms. Using data covering 1995-2014 based on two-digit ISIC data of Iranian manufacturing firms, we have developed a panel-data model to analyze R&D intensity. Our results show that high-tech companies with higher ratio of human resources with tertiary

Analyzing Determinants of R&D Intensity in Iranian Manufacturing Firms

Sahar Rahimi Rad, Hassan Heydari, Reza Najarzadeh
Journal PapersEconomics Research , Volume 18 , Issue 71, 2018 December 22, {Pages 53-90 }

Abstract

Research and development expenditure is a key indicator of resources allocated to science and technological activities, so knowledge about its features and factors underlying firm decision about R&D expenditures have great importance. According to international comparisons, R&D intensity in Iranian manufacturing firms is low compared to developing countries and emerging-market economies. Therefore, the aim of the paper is to analyze factors determining R&D intensity in Iranian manufacturing firms. Using data covering 1995-2014 based on two-digit ISIC data of Iranian manufacturing firms, we have developed a panel-data model to analyze R&D intensity. Our results show that high-tech companies with higher ratio of human resources with tertiary

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