Showing 4 results for Bahrami
Dr Javid Bahrami, Parvaneh Aslani,
Volume 2, Issue 4 (6-2011)
Abstract
This study tries to examine the way housing residential investment in Iran's urban area is influenced by the shocks of oil revenues, and for that, time series data spanning the period 1991:1-2007:4 are deployed in a Dynamic Stochastic General Equilibrium (DSGE) model including households, firms producing new residential houses, and the production of other economic firms as well as oil sector. The model is based on some simplify assumptions suitable to Iran's economy characteristics as: Iran as a small economy regarding capital flows, Oil Exports and goods imports and no price stickiness in housing sector. Moreover, the allocation of resources in the economy is determined by a central planning. The Model's solution and simulation is processed through using DYNARE as a subset of MATLAB software package.
The results showed that the incidence of extreme volatility in the short behavior of housing residential investment in Iran's urban area, due to shocks of oil revenues, shocks was not Persistent and quickly disappeared. This implies that Iran's economy is suffering from Dutch Disease.
Dr Hassan Taee, Dr Javid Bahrami, Sima Bagheri,
Volume 4, Issue 13 (10-2013)
Abstract
One of the empirical relationships that have been used to study the dynamics of labor market is the Beveridge curve -the scatter plot of unemployment rates versus vacancy rates- that is used to summarize the state of that market. The starting point for deriving the Beveridge curve is a matching function between unemployed workers and vacant jobs.
In this research, provincial data are combined to estimate the Beveridge curve and the matching function of Iran. The matching function is estimated using provincial data for the period 1993-2008 and for estimating the Beveridge curve, provincial data for period 2005-2008 are used. The outcomes imply that the number of unemployed workers and vacant jobs has a positive and significant relationship with successful job matches. The elasticity of matching function for the unemployed and job vacancies equals 0.24 and 0.79, respectively. The Beveridge curve depicts a convex and negative relationship between unemployment rate and vacancy rate, although the relationship is not strong.
Javid Bahrami, Davoud Daneshjafari, Mohamad Sayadi, Pegah Pasha,
Volume 9, Issue 33 (10-2018)
Abstract
Oil Revenue Management (ORM) has always been one of the key challenges facing the oil rich developing countries. In this regard, the main objective of this paper is to provide a dynamic macroeconometric model adapted to the state of the Iranian economy. Also, the assessment of the dynamics of the National Development Fund (NDF) and its impact on macroeconomic variables are discussed. The results of the study, based on the out of sample and the four scenarios (the existence and absence of the NDF, the change in the share of the fund from oil revenues, the Fund's floating share of oil revenues, and the scenario of the fund exposure with temporary and permanent oil shocks) indicate that, The creation of a NDF in the short term will not improve the situation of macroeconomic variables, and the positive effects of such a policy will appear in the long run. The reason for this the private sector investment was time consuming and, consequently, the increase in non-oil sector production in the economy. Nevertheless, it is possible in the short term that by designing foreign exchange or budgetary policies, the initial downturn in the level of economic activity may be reduced by the stablization of the fund. Moreover, as in the mechanism of the fund, the floating share of oil revenues (adopting an anticyclical policy in allocating oil revenues to the fund) will help to reduce the negative consequences of shocks in the short run, because the lowest initial inflationary pressures, fluctuations in exchange rates and the net debt of the public sector occurs under this scenario.
Azadeh Mehrabians, Parima Bahrami Zonooz, Roya Seifipour, Narciss Aminrashti,
Volume 12, Issue 45 (11-2021)
Abstract
Capital adequacy ratio is one of the most important indicators in analyzing the situation of banks in order to manage banks against risks such as bankruptcy and their inability to meet obligations. This controls the risk management of banks. The aim of this paper is to investigate the effect of banking variables on the capital adequacy ratio (CAR) in private banks in Iran during the period 2011-2018 and in Malaysia quarterly during the period 2012:01-2019:04 by Threshold Auto regression Method. The results showed that the CAR in the low regime with four lags had a negative effect and in the high regime had a direct effect on the CAR of Iranian banks. But it did not have a significant impact on the Malaysian banking system. The share of bank deposits in Iran in both regimes has a negative effect on the CAR. But it had a direct effect on the Malaysian banking system in the high regime. The size of the bank in the low regime had a direct effect on the CAR of private Iranian banks. But in Malaysia, in both regimes, it had a direct impact on the capital adequacy ratio. The share of credits in both regimes had a direct impact on the CAR in Iran. But in the Malaysian banking system in both regimes had a negative impact on the CAR. Liquidity in the low regime has a negative effect on the CAR in private Iranian banks. But in the high regime did not have a significant effect. While in the high regime, liquidity has a direct and significant effect on the CAR in the banking system of Malaysia. Returns of assets in the low regime do not have a significant effect on the CAR of Iranian banks. But returns of assets in the low regime have a direct and significant effect and in the high regime have a negative effect on the CAR in the Malaysian banking system. Financial leverage in the low regime does not have a significant effect on the CAR of Iranian banks, but in the Malaysian banking system in the low regime has a negative effect and in the high regime has a direct effect.
