نتایج جستجو برای: kidney exchange model

تعداد نتایج: 2451774  

Due to the structure of exchange rate regime in Iran and its dependence on oil revenues in recent decades, it is expected that exchange rate changes can be regarded as a consequence of major changes in oil price. In this regard, the exchange rate increases and decreases can influence the level of employment of firms by affecting the amount of their profitability, and of course, this kind of inf...

This paper uses the framework of new Keynesian school and the literature of the Dynamic Stochastic General Equilibrium (DSGE) model to build a general model that can be estimated for Iran economy. By simulating this model, the effects of the implementation of monetary and foreign exchange policies through policy instruments including bank interest rate, central bank international reserves and t...

Journal: :تحقیقات اقتصادی 0
شاپور محمدی استادیار دانشکده‎ی مدیریت دانشگاه تهران حامد طبسی دانشجوی دکتری مدیریت مالی دانشکده‎ی مدیریت دانشگاه تهران

in this paper using catastrophe theory, we investigate non-smooth changes in tehran stock exchange. stock market crashes bring not only panic among investors, but also in deeper market lead to recession and decrease in consumer's confidence. as catastrophe theory is strong tool in explaining nonlinear phenomena, by applying stochastic cusp catastrophe model we examine sudden change in tehr...

Asgar Pakmaram Hamid Reza Azizi, Nader Rezaei Rasoul Abdi

This study aimed to present a model for portfolio risk premium assessment of companies listed in Tehran Stock Exchange. In order to achieve this purpose, monthly data of 150 companies listed in Tehran Stock Exchange during 2007-2017 was used. In this study, the predictive powers of FamaFrench three-factor model [11], Carhart four-factor model [1], Fama - French five-factor model [24], Brousseau...

Journal: :international journal of finance and managerial accounting 0
hosein maghsoud phd candidate science and research branch, islamic azad university tehran, iran fraydoon rahnamay roodposhti professor faculty member department of accounting, science and research branch, islamic azad university tehran, iran (correspond author.) hamidreza vakilifard assistant professor and faculty member department of accounting, science and research branch, islamic azad university tehran, iran taghi torabi assistant professor and faculty member department of economy, science and research branch, islamic azad university tehran, iran

in this study, 3 models of time-varying parameters (tvp), dynamic model selection (dms) and dynamic model averaging (dma) and a comparison with the ordinary least squares (ols) method in matlab in the time period 2003-2013 (with data on a monthly basis) are discussed. in the present study, the variables of unofficial exchange rate changes, interest rate changes and inflation in oil price foreca...

In this research, we proposed a new metaheuristic technique for stock portfolio multi-objective optimization employing the combination of Strength Pareto Evolutionary Algorithm (SPEA), Adaptive Neuro-Fuzzy Inference System (ANFIS) and Arbitrage Pricing Theory (APT). To generate the more precise model, ANFIS has implemented to envisage long-term movement values of the Tehran Stock Exchange (TSE)...

Recently instability in Iranian exchange market, particularly after imposing huge economic sanctions has generated a lot interest among economist and academicians to investigate driving force of this instability. This paper estimates a new nonlinear exchange market pressure for Iran’s economy using MSMH(2)-VAR(2) method. The empirical results identify the two episodes of exchange market pr...

This paper examines the role of different exchange rate regimes on relationship between  exchange rate volatility and economic growth. To investigate this relationship, information of 53 countries with floating and fixed exchange rate regimes in the period of 1987-2016 are considered. GARCH technique is used to estimate exchange rate volatility and Difference GMM technique for estimating the mo...

Journal: :تحقیقات اقتصادی 0
جعفر عبادی دانشیار دانشکده‎ی اقتصاد دانشگاه تهران هاجر جهانگرد دانشجوی دوره ی دکترای اقتصاد دانشگاه تهران

the main purpose of this paper is theoretically to design the optimal intervention in the foreign exchange market in iran, which has not been investigated by previous studies. the economic fundamentals are strongly affected by the optimal foreign exchange intervention, the consistency of foreign exchange intervention with other policies and political authorities' beliefs about the interven...

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