Mansour Zarra Nezhad

Professor

Update: 2025-03-03

Mansour Zarra Nezhad

دانشکده اقتصاد و علوم اجتماعی / گروه علوم اقتصادی

P.H.D dissertations

  1. تجزیه و تحلیل اثرات سیاست‏های پولی متعارف و غیر متعارف بر رشد اقتصادی در شرایط نااطمینانی با استفاده از روش تعادل عمومی تصادفی DSGE
    الهام بنی سعید 1402
  2. بررسی اقتصاد ایران در قالب یک مدل کلان سنجی از منظر اقتصاد اسلامی با تأکید بر رشد اقتصادی
    سعیده كامران پور 1397
  3. بررسی اثرات اقتصادی اجرای قانون آزمایشی مالیات بر ارزش افزوده در ایران
    احمد چهرقانی 1397
  4. شاخص‌سازی برای اقتصاد اسلامی و ارزیابی اقتصاد ایران بر اساس این شاخص با رویکرد فازی
    الهه انصاری 1394

    Information constitutes the main basis for decision making. Sometimes amount of information obtained is so huge, consequently, the inappropriate use of unanalyzed information will lead to making wrong decisions. Defining practical indices and the quantification of quality indicators in different work domains can be of remarkable help to discover the fundamental problems, set goals, and choose the best way to achieve the goals. Islamic economics could be one of the areas. In this study, through following scientific principles, the composite index of Islamic economics in Iran from 1374 to 1391 was defined and estimated. In fact, it is for the first time that a long-term process of how a country has functioned is examined. After determination of main indicator, two manner is used for constructing the composite index of Islamic economics.
    The results of estimation for the first manner, show that the absolute value of the index has not changed significantly in the course of 18 years, and there have been fluctuations in a short run. Reducing unemployment rate and inflation rate, the spread of the culture of the investing deposit loan, as well as reducing bank interest rate comprise strategies for improving this indicator in the country of Iran.
    The result of estimating the Islamic economics index by fuzzy logic is different. Because they have different aims. The results show that the worst outcome is belong to 1378 and the best happened in 1385.
     


  5. بررسی نقش ابزارهای سیاست پولی و مالی در رشد اقتصادی ایران و کنترل آن با رویکرد کنترل فازی
    سحر معتمدی 1394

    Monetary and fiscal policies are the most important demand-side policies, with undeniable role in the management of economic stabilization policy. Before the introduction of central bank independence and inflation targeting until 1980s, monetary policies were controlled with fiscal policy-makers in many countries. Central bank independence does not mean the lack of coordination between monetary and fiscal policies; rather, in recent decades with the extensive discussions about the central bank independence, the issue of coordination between the monetary and fiscal policies has become more prominent. Regardless of the dependence or independence discussions, there is integration between monetary and fiscal policies, which results in external consequences and uncertainties in the outcomes of those policies, imposing additional costs on the economy. In short-term and long-term planning of demand management policies, it is always tried to consider the coordination between the monetary and fiscal policies, and determine the optimal path not only for each policy but also for the combination of them. In Iran's economy, a long-term perspective document was designed in different areas for achieving long-term economic objectives and stability. In addition, to ensure the achievement in those goals and locate the economy on the long-term growth and stability path, medium-term objectives were designed and expressed in form five-year development plans. The accomplishment of such goals would drive the economy on the road of a long-term growth and development. After the fourth development plan and early years of the fifth development plan, a small portion of development objectives is achieved, and some important indices of macro-economy such as inflation, liquidity, deficit, current account, and unemployment, have failed in achieving the degree of stability determined in development plans. It may be mainly attributed to the lack of a monetary and fiscal discipline. A look at the accomplished values of monetary and fiscal variables clearly confirms this claim. Regarding the important role of an optimal and compatible combination of monetary and fiscal policies, as the most important economy demand-side policies, in this study the efficiency of target quantitative values of monetary and fiscal instruments in the fourth development plan, as the latest fully executed plan, is investigated. To this end, an open macro-economic model comprised of 12 behavioral equations and 14 hybrid equations were designed. The behavioral equations were estimated using Autoregressive Distributed Lag from 1970 to 2003. Liquidity and long-term interest rate have been used as monetary policies, and construction costs, current expenditures and tax revenue have been employed as fiscal policies. After the estimation of each equation separately, the accuracy of the designed model is investigated using a graphical test of inflection points, and Theil's U test, and RMSPE quantitative test. Results showed that the designed model had adequate accuracy for reproduction of endogenous variables and can be used for prediction. For making prediction with a dynamic stimulation test, a scenario was designed in which the effect of the implementation of the target quantitative values in the fourth development plan for liquidity, long-term banking interest, construction costs, current expenditures, and tax revenue was investigated from 2004 to 2013. In addition, the non-oil GDP growth and inflation, as two important indicators of economic stabilization policy, were prospectively predicted for 2014-2016 period. Although the results showed that the implementation of this scenario reduced economic fluctuations in the investigated period, it could not keep the economy within the predetermined medium- and long-term path. In this regard, the non-oil GDP growth effect on different economic sectors has a key role. By strengthening this variable and stabilizing it, better results can be achieved in other sectors. On the other hand, looking at a high growth rate of liquidity, and current and development expenditures in public sector shows that the use of restrictive monetary and fiscal policy is essential. Regarding the negative impact of restrictive monetary and fiscal policies on the production sector and the necessity of adopting such policies, it is recommended to employ supply-side policies like investment capacity increase, technological development, and productivity increase of production factors to strengthen supply-side and minimize negative effect of such policies on the production sector. In this study, the production function is estimated from supply-side perspective to minimize the effect of demand-side policies on the production sector. Investigating the monetary and fiscal variables during the development plan implementation shows that the target values have never been realized. Therefore, it is recommended to use short-term regulatory policies, in addition to the institution of long- and medium-term policies, to ensure the achievement of target quantitative values in the development plan, especially for financial policies. In quantitative targeting for fiscal policies, the size of government in Iran's economy should be taken into consideration. The larger is the size of government, the higher is its costs, especially in terms of current expenditures. Regarding the type of public spending in Iran and its more durable effect, relative to fiscal policies, decisions on the adoption of restrictive public budget policy should be made more realistically to minimize budget fluctuations. In addition, the Central Bank should adopt short-term fiscal policies more carefully. Fluctuations of monetary policies with a short interval may cause uncertainty in the society and have irreversible impacts on investment expenditures. After the implementation of the scenarios related to the efficiency of monetary and fiscal policy objectives, by using dynamic simulation and analyzing its results, the next stage is the use of estimated model for fuzzy control. Accuracy of the model is confirmed using graphic, RMSPE, and Theil's tests. The latter is employed to approve the use of the designed model in fuzzy control system and to ensure its results. In this system, liquidity and public construction costs are used as control variables. It is designed in a way that by using its control rules, one can minimize the deviation and deviation changes of non-oil GPD from the target quantitative values in the fourth development plan. Results from the fuzzy control system show that the range of growth rate fluctuations obtained for liquidity and public construction costs, during the development plan, was limited, and are functions of deviation and deviation changes in each period.


  6. بررسی تاثیر نوسانات بخش حمل و نقل دریایی بر نوسانات تجارت جهانی به روش اقتصاد سنجی ترکیبی فضایی
    سیدامین منصوری 1393
    The main objective of this study is to evaluate the level of response of world trade fluctuations caused by maritime transport based on the Wavelet approach and Spatial Panel Econometrics. For this purpose, at first, by using the second level of bior2.2 wavelet, variables instability index of GDP, Consumer Price Index, income per capita, geographic concentration, commodity concentration and exchange rate along with the maritime transportation were created and then for 34 major countries in international trade and maritime transport, for the period 1990-2012, based on maximum likelihood estimation in spatial models framework were tested on international trade instability index. Also, the spatial effects were used through geographical distance matrices. Based on tests of LM, LR and Hausman, results of the model, the Spatial Fixed Effect model of SAR confirms. Based on these results, the spatial effect of the dependent variable on trade instability has been approved and is significant. So that abrupt and 100% rise of trade in neighboring countries will result in 38 percent abrupt reductions in their own domestic trade. The estimation results, also, indicate that the direct and indirect effects, contrary to the original hypothesis of the research, marine transportation had no noticeable effect on the instability of international trade and the geographic concentration is the most important variable.
  7. بررسی تاثیر توسعه بازارهای مالی بر نابرابری درآمدی در اقتصاد ایران با استفاده از تکنیک همجمعی غیرخطی
    عبدالكریم حسین پور 1393

     Different theories have different predictions about the relationship between financial development and income inequality that leads to two broad categories of thought with two conflicting theoretical hypotheses. This study examines the effect of financial development on income inequality in the Iran’s economy by using a Threshold Error Correction Model (TVECM) form 1971 to 2011. The results of TVAR.LR test show that the model has only one threshold. The results of the TVECM.Seo and TVECM.HS tests represent a threshold cointegration between the variables. Also, the results of Threshold Error Correction equation indicate that before reaching the threshold value, an increase in financial development causes increases in the Gini coefficient. But after reaching the threshold value, financial development reduces income inequality (decreases Gini coefficient) in the Iran’s economy. Also, speeds of adjustment before and after threshold value are 41% and 80% respectively. The adjustment speed will increase after reaching the threshold value and in each period 80 percent of non-equilibrium is adjusted in the next period after threshold value.


  8. بررسی عوامل تعیین کننده رشد در کشورهای در حال توسعه با استفاده از روش تحلیل مرزهای نهایی (EBA)
    فاطمه حسین پور 1392
  9. تعیین سیاست های بهینه مالی و پولی در راستای رشد با ثبات اقتصادی ایران با استفاده از تئوری کنترل بهینه در فضای نا اطمینانی
    ابراهیم انواری 1391
  10. همگرایی اقتصادی بین کشورهای اسلامی با استفاده از مدل جاذبه تعمیم یافته
    علی فقه مجیدی 1391

Master Theses

  1. تأثیر توسعه مالی بر رشد اقتصادی عراق
    علی زبون حسن 1401
  2. تاثیر قیمت نفت بر روی رشد اقتصادی کشور عراق
    میثم طربوش 1400
  3. بررسی تأثیر متقابل توسعۀ مالی و اقتصاد زیرزمینی در ایران.
    صغری خشانی كیش 1397
  4. بررسی تأثیر چرخه های تجاری و تکانه های فناوری سرمایه ای بر بازده سهام در بورس تهران
    نسا گودرزی زاده 1397
  5. بررسی تأثیر توسعه مالی و سیکل های تجاری بر ریسک اعتباری بانک در ایران
    نیلوفر خدیوی 1396

     Banks as financial institutions of the economy have a significant role in financial intermediation. Savings, investment, production, employment and growth in the national economy are affected by the decisions and operations of banks. Lending credits have been always considered as the main function of banks. Change of the economic circumstances can affect the banking risk. Since repayment of borrowers may decrease over time, the main issues that all banks usually face with are credit risk or loan default. On the other hand, business cycles and financial development are considered as two main factors which affect the credit risk and the failure to repay the loan.
    Therefore, the purpose of the current study was to investigate the effects of financial development and business cycles on credit risk of banks for a selection of Iranian banks during the period from 2005-2014 using panel data approach.
    The results of the study indicated that financial development and business cycles have negative effects on the credit risk of banks.


  6. بررسی اثرات سیاست مالی بر رشد اقتصادی در ایران: مقایسه اثر مخارج دولت در رویکرد کینزی با مدل سنت لوئیس
    توفیق بیگی 1395

     Monetary and fiscal policies are the most important demand-side policies and have an undeniable role in the management of politics. The relative impact of macroeconomic policies rooted in Keynesian and monetarist arguments. Until the Great Depression of the 1930s, the macroeconomic was not formed and the classic thinking was governing the economy. Great Recession of 1929-1933 had undermined the foundations of classical doctrine. Thoughts and theories of classical and neoclassical economics that prevailed for 150 years, could no longer be useful in identifying problems and solutions out of the depression. Keynes success in this period led to the general acceptance of his views about the relative importance of fiscal policy. Then reaction of the theorist of quantity theory especially Milton Friedman developed to the quantity theory of money. Monetary rules of Friedman and the increase of central bank independence in the 1980s (with the intensification of the stagflation phenomenon) led the importance of coordination of monetary and fiscal policy be approved in this period. But it was the right solution for countries that have an independent central bank, or a central bank with a rising degree of independence. Hence, the Keynesian view that fiscal policy priority in countries that do not have independent central bank still retains its importance. According to the central bank's dependence on government policies, investigation of the fiscal policy effects on economic growth in Iran is of great importance. Hence, the present study by indicating a Keynesian model has investigated the effects of various tools of fiscal policy on economic growth in Iran during the 1981-2013 period using the Auto Regressive Distributed Lag Model (ARDL). The study hypotheses include: “The effect of government expenditure on economic growth is positive and significant” and “Algebraic value of the government expenditure coefficient in the Keynesian approach is greater than the government expenditure in the St. Louis model. The results showed that the effect of government expenditure (purchase of goods and services) on economic growth is positive and significant. In order to compare the effect of government expenditure in the Keynesian approach and monetarist approach, comparable models were specified. The first model is the adjusted Keynesian model and the second model is the model of St. Louis (monetarist approach). Both models were estimated using the Johansen- Joselius approach. The results indicated that the algebraic ratio of government expenditure coefficient in the Keynesian model is much larger than the value of the same coefficient in the model of St. Louis, which approves the second hypothesis.


  7. تخمین تابع تقاضای تعدیل یافته پول با توجه به اقتصاد زیرزمینی در ایران
    اكبرزاده-محمدهادی 1393


    Demand for money is one of the most influencing factors in making monetary policies and it is affected by different variables such as interest rates, income, exchange rates, etc. But all these variables are attributed to the formal economy. One of the most important factors that can affect the demand for money is the underground economy. The underground economy can create monetary and financial issues, obscure statistics and cause the wrong performance of economic policies. More the volume of the underground economy leads to more demand for money in informal and underground markets. The purpose of this study was to estimate the long-run demand for money in Iran with respect to the underground economy as one of the most important variables for the period of 1997-2012 using the ARDL Approach. Three models were estimated for demand for money in Iran. The first model only included the income of the formal sector. In the second model, the underground economy was included to the demand function for money as an independent variable.In the third model, the sum of incomes in formal and underground sectors were were used to estimate the model. Theresults of the study indicated that the underground economy has a positive significant effect on the long-run demand for money in Iran. On the other hand, taking into account the effects of the underground economy, the long-run elasticity of demand for money to income decreases. The results stability tests confirmed the stability of demand for money taking into account the underground economy.
     


  8. بررسی ساختار هزینه کارخانه ی سیمان فارس با استفاده از تابع هزینه ترکیبی
    اسكندری-هانیه 1393

     Industrial development is considered as a necessary condition for economic development. among other industries authors paid special attention to cement industry in the process of industrial development, since it absorbs capital, job creation opportunities, consumption of fuel and electricity and the creation of value added in the industrial sector. It is also considered as one of the most important institutions in the construction sector due to national demand in both terms of reconstruction and completion of infrastructure projects. Due to high share of added value and great contribution of cement industry in national production and construction projects, it is important to analyze the relationship between input and economies of scale in the production. So the main question of this study is to estimate the cost function of Fars Cement Company by using combination function, and then analyzing its cost structure. Investigating the structure of an enterprise by using the cost function is based on the of microeconomic theories that is considered as duality. In order to extract the cost function, the Iterated Nonlinear Seemingly Unrelated Regression (NLSUR) method and quarterly data from 2002 to 2012 with Limdep8 Software were used. In this paper, by using the composite cost function and dual cost approach, we could extract economies of scale, returns to scale and substitution elasticity of Fars Cement Company. Allen cross partial elasticity results for each pair of inputs showed that labor is a substitution for capital and other services. Also, capital input and other services are complementary. In addition, demand price elasticity indicate inelasticity of production factors against changes in price of those factors. According to results, production of cement in Fars Cement Company showed increasing economies of scale and returns to scale.


  9. برآورد حجم پول‌های کثیف در ایران
    بابعالی-وحید 1393


    The informal economy includes all activities that are not recorded in GDP of countries. Unlike the formal economy, the informal economy doesn’t follow passed rules and it’s the activities are based on a behavioral criteria. Due to the nature of the informal economy, the money that circulates in this sector of the economy is dirty money. Dirty Money is the money obtained illegally or illegally transported or consumed in the economy. Dirty money in addition to the negative effects of their source activities (the informal economy) has destructive impacts on the economy. Tax evasion and money laundering are among the socio-economic impacts of dirty money that have destructive effects on the economy. In general the dirty money can be considered the cause of currency and financial markets disorders which do not have a clear economic justification. Therefore, this study estimated the volume of dirty money in the economy over the period 1976-2012. To this end, the size of the informal economy was estimated using logic and fuzzy sets, and therefore the results of the study, the informal economy during the related period an average of 17.22% of the GDP in Iran. Due to the results, the size of the informal economy has increased during this period and had an increasing trend 1996 onward. After estimating the size of the informal economy, based on quirk (1996) model, this variable was added as a dependent variable in the equation of money demand function and the volume of dirty money was calculated in the economy, respectively. As the time series used in the model were not co-integrated the ARDL method was used to estimate the model. The results indicated that the dirty money has constituted 10.13 percent of the country's liquidity. There is a significant positive relationship between liquidity and the informal economy. According to the results, the volume of dirty money has increased during the period under discussion. From 2004 onwards, the volume of dirty money has increased with greater intensity.
     


  10. شناسایی سیستم مولد داده های شاخص بورس اوراق بهادار تهران، مدل سازی و پیش بینی آن با استفاده از محاسبات نرم
    علی رئوفی 1392

     The main question of this research is studying the data generator system of Tehran Stock Exchange index return. Recent studies show that once data generator system of a variable (linear or nonlinear) is gained, it will be easier to predict that variable with less error. Data used in this research is in the form of daily time series from March 28, 2009 to May 22, 2013. For this purpose, variance ratio test, lyapunov exponent, correlation dimension, and BDS were used as chaos detection tests, and GPH, MRS, R/S and AFRIMA model tests were used to identify long-term memory in stock index return time series. GARCH family asymmetry models were used in order to study data symmetry or asymmetry. The results of MRS, R/S, and GPH tests indicated a long-term memory in the stock index return time series. Moreover, the results of these tests indicate that the Iranian stock market become more efficient during the said time interval. The variance ratio test (VR) shows the biased nature of the data series generator process. But one cannot discover the linearity or nonlinearity of data generator system through the results of this test. It is only possible to ensure that data is not martingale and are capable of prediction. To review any chaotic process in data, lyapunov exponent and correlation dimension tests were used. The results of these tests indicate chaos in the time series of stock index return. The results of BDS test prove a nonlinear process in the ARMA fit model residue. This test confirms chaotic process in GARCH nonlinear model residues. The results of asymmetrical models of GARCH family show the asymmetric behavior of data toward positive and negative shocks. According to the obtained results, it is tried to choose an optimum model to predict the stock index return series. For this purpose, 6 different time series models including linear and nonlinear models and those models that consider long-term memory are used for modeling and prediction. The results indicate the priority of ANFIS fuzzy neural network method by entering the virtual variable in its structure.


  11. بررسی عوامل مؤثر بر تلاش مالیاتی در ایران و منتخبی از کشور های در حال توسعه
    فرزانه شیرالی 1392

     The government needs revenue sources to perform its plans. Tax is one of the most important sources of government revenue which, in addition to its income characteristic, is the most important tool of fiscal policy and plays a significant role in achieving economic goals such as social justice, the improvement of revenue distribution, resources allocation and economic stability.The aim of this research is thus to investigate factors influencing tax effort in Iran and some selected, developing countries.


  12. بررسی اثر تورم بر نابرابری درآمدی در مناطق شهری ایران
    محمدیاسین نقی ترابی 1392
  13. بررسی وابستگی بین متغیرهای کلان اقتصادی و شاخص قیمت سهام در بورس اوراق بهادار تهران: رویکرد تابع مفصل
    علی كارگربرزی 1392
  14. اثر ICT بر رشد اقتصادی منتخبی از کشورهای در حال توسعه و توسعه یافته
    منا دلفی 1392
  15. رابطه بین تورم و رشد بهره وری در کشورهای منتخب عضو سازمان کنفرانس اسلامی
    نازنین نصیریان 1392
  16. برآورد حجم قاچاق کالا در ایران به روش فازی
    صلاح ابراهیمی 1391
  17. پیش بینی رشد اقتصادی ایران با استفاده از رگرسیون فازی
    پویان كیانی 1391
  18. بررسی رفتار آشوبناک در سری زمانی قیمت طلا
    وحید رضایی 1390
  19. اندازه گیری خط فقر درمناطق شهری و روستایی استان خوزستان
    یدالله دیوسالار 1390
  20. تجزیه و تحلیل اثرات متقابل تورم و بهره وری بر یکدیگر در اقتصاد ایران
    سیدمهدی حسینی نژاد 1390
  21. تأثیر مخارج بهداشتی دولت بر بهره وری نیروی کار در اقتصاد ایران
    صغری سورانی 1390
  22. اندازه گیری بهره‌وری کل عوامل تولید در صنایع بزرگ استان خوزستان وتاثیر نرخ تورم بر آن
    هدی جورابیان 1389
  23. بررسی تاثیر قیمت نفت و نرخ ارز بر شاخص قیمت سهام در بورس اوراق بهادار تهران
    سحر معتمدی 1389
  24. اثر اندازه دولت بر روی نرخ بیکاری در اقتصاد ایران
    عبدالكریم حسین پور 1389
  25. بررسی سرکوب مالی و تاثیر آن بر بازارهای سرمایه در قسمتی از کشورهای نفتی
    سجاد باری‌تبان 1388
  26. مالیه عمومی با نگرش اقتصاد اسلامی
    موسی سعادتی ایمیر 1388
  27. پیش بینی نرخ تورم در اقتصاد ایران با استفاده از شبکه‌های عصبی مصنوعی پویا
    شهرام حمید 1387
  28. بررسی رابطه بین تورم و بیکاری در اقتصاد ایران
    زهرا علی اولاد 1387
  29. بررسی عوامل موثر بر بهره‌وری سرمایه در بخش صنایع استان خوزستان
    الهه انصاری 1385
  30. برآورد و تحلیل تابع قیمت مسکن در شهر اهواز به روش هدانیک
    ابراهیم انواری 1384
  31. برآورد تابع تولید مزارع پرورش ماهیان سردآبی (قزل آلا) مزارع استان کهگیلویه و بویراحمد
    نصیب‌اله رضائی 1382
  32. تخمین تابع تولید و عرضه و تقاضای نیروی کار استان خوزستان
    یوسف الباجی 1381
  33. بررسی بهره وری نیروی کار در صنایع استان خوزستان
    - -- 1381
  34. تخمین تابع مصرف شهری و روستایی ایران
    عبدالكریم دویده 1380
  35. بررسی تأثیر طرح توسعه نیشکر بر اشتغال استان خوزستان
    ناصر سعیدی 1380