in this study, the relationship between inflation and economic growth of iran is conciliated with a perspective on uncertainty of inflation. we use a generalized autoregressive conditional heteroskedasticity (garch) model that make possible this advantage that conditional variance of error term changes along the time, also, vector error correction model (vecm) is stable. for surveying the co-in...

The paper is concerned with the control of the nonlinear plant using multiple models. The DR-300 servo is single-input/single-output model which consists of a permanent magnet DC motor connected via clutch to a permanent magnet DC generator. The servo is connected to the PC through the Advantech multifunction card and controlled using Matlab/Simulink environment. The nonlinear dynamical system ...

This paper generalizes the cointegrated vector autoregressive model of Johansen (1988) to allow for structural changes. Estimation under various hypotheses is made possible by a new estimation technique, that makes it simple to derive a number of interesting likelihood ratio tests. E.g., the test for m structural changes against m+ k structural changes (occurring at fixed points in time), m ∈ N...

abstract comparison of food prices in different periods, indicates fluctuations and continually upward trend. any change in agricultural sector variables, as main food supplier, will affect food price. productivity shocks and production gap are examples of such variables. in this paper ,hodrick prescott and kalman filters are used as generators of productivity shocks and production gap series. ...

according to amount of oil seeds import in iran are more than 80% of domestic needs, in this study, import comparative advantage in soybeans using rca and rsca index is calculated in 1961-2008 periods for iran and ten important importer countries. iran’s competition state is investigated. also long run relation between production and import comparative advantage index is estimated using johanse...

The paper examined how the growth of foreign grants and gross fixed capital formation impact GDP in Bangladesh. We studied relationships between those variables for a period spanning 1983 2017. Johansen cointegration test indicated that there is long-run relationship variables. Therefore, by employing vector error correction model (VECM), we found previous year’s divergence adjusted 69% followi...

the purpose of this study is to examine the dynamic effects of some macroeconomic variables: money stock, gross domestic product, consumer price index and exchange rates on determining housing price index behavior in iran using the error correction model. using seasonal data, the model is estimated by johansen-juselius cointegration approach during 1990-2007. the results reveal that all variabl...