Volume 12 (2023)
Volume 11 (2022)
Volume 10 (2021)
Volume 9 (2020)
Volume 8 (2019)
Volume 7 (2018)
Volume 6 (2017)
Volume 5 (2016)
Volume 4 (2015)
Volume 3 (2014)
Volume 2 (2013)
Volume 1 (2012)
Econometrics
The Effect of Artificial Intelligence on The Total Factor Productivity in Iranian Industries

Forough Esmaeily Sadrabadi; Maedeh Khanari

Volume 12, Issue 2 , December 2023, , Pages 315-343

https://doi.org/10.22099/ijes.2025.51153.1970

Abstract
  This study explores the effects of artificial intelligence (AI) investment on total factor productivity (TFP) in Iranian industries from 1997 to 2020, utilizing a comprehensive dataset organized by four-digit International Standard Industrial Classification (ISIC) codes. We employ the generalized method ...  Read More

Econometrics
How the asymmetric information affects the Stock Returns: Approach of VPIN on the Tehran Stock Exchange

Neda Esmaeeli; Maryam Ihami

Volume 12, Issue 1 , September 2023, , Pages 31-49

https://doi.org/10.22099/ijes.2024.47570.1909

Abstract
  This paper aims to assess the existence of information asymmetry on the Iranian stock market and its impact on expected portfolio returns by applying Volume-Synchronized Probability of Informed Trading (VPIN) as a measurement tool. To this end, we used the actual data of 40 companies on the Tehran Stock ...  Read More

Econometrics
The effect of inflation targeting and money growth rate on banks' balance sheets during Covid-19

Azam Ahmadyan

Volume 12, Issue 1 , September 2023, , Pages 123-154

https://doi.org/10.22099/ijes.2024.49424.1949

Abstract
  This article explores the effects of inflation targeting and money growth rate targeting on the balance sheets of Iranian banks during the COVID-19 pandemic. To achieve this, the study focuses on three key objectives using annual macroeconomic and banking sector data from a developing oil-exporting country, ...  Read More

Econometrics
Measuring Economic Uncertainty in Iran: Integrating Economic and Institutional Factors

Tofigh Beigi; Ahmad Sadraei Javaheri; Ali Hussein Samadi; Ebrahim Hadian

Volume 11, Issue 2 , December 2022, , Pages 323-350

https://doi.org/10.22099/ijes.2024.49143.1946

Abstract
  Uncertainty is a controversial issue in the philosophy and methodology of economics. Since economic uncertainty is not directly observable, quantifying it is confronted with significant complexities. A common method in this context involves computing the proxy of uncertainty using time series models. ...  Read More

Econometrics
Dynamic Causal Effects in Econometrics with a Focus on the Nonparametric Method: A Review Paper

Pegah Mahdavi; Mohammad Ali Ehsani

Volume 11, Issue 2 , December 2022, , Pages 427-449

https://doi.org/10.22099/ijes.2023.44459.1885

Abstract
  The understanding of applied modeling in causal effects is of particular importance in econometrics, according to recent developments and research in causal inference applications. We also provide an outline of econometrics’ use of causal inference. The majority of economists would agree that the ...  Read More

Econometrics
The Role of Feature Engineering in Prediction of Tehran Stock Exchange Index Based on LSTM

Amin Aminimehr; Ali Raoofi; Akbar Aminimehr; Amirhossein Aminimehr

Volume 9, Issue 2 , December 2020, , Pages 527-548

https://doi.org/10.22099/ijes.2021.39877.1739

Abstract
  In this research, the impact of different preprocessing methods on the Long-Short term memory in predicting the financial time series was examined. At first, the model was implemented on the Tehran stock exchange index by utilizing the Principal Component Analysis (PCA) model on 78 technical indicators. ...  Read More

Econometrics
Comparing Different Methods of Estimating the Variance of Propensity Score Matching Estimator

Alireza Kamalian; Seyed Komail Tayebi; Alimorad Sharifi; Hadi Amiri

Volume 9, Issue 1 , March 2020, , Pages 181-212

https://doi.org/10.22099/ijes.2021.38054.1692

Abstract
  Propensity score matching is extensively utilized in estimating the effects of policy interventions and programs for data observations. This method compares two treatment and control groups to make statistical inferences about the significance of the effects of these policies on target variables. Therefore, ...  Read More