seyed Aziz Arman

Professor

Update: 2025-03-03

seyed Aziz Arman

دانشکده اقتصاد و علوم اجتماعی / گروه علوم اقتصادی

P.H.D dissertations

  1. بررسی نسلی اثر شوک بازار پول بر رفاه خانوارهای شهری و روستایی در ایران به تفکیک پویایی متغیرهای اقتصادی خانوار
    بتول آذری بنی 1403
  2. بررسی رابطه پویای بین متغیرهای کلان اقتصادی و تورم در ایران: رویکرد موجک
    حمیده دانش 1402
  3. مدل سازی پویای شاخص وضعیت مالی و بررسی نحوه اثرگذاری آن بر قابلیت پیش‌بینی بازدهی سهام: مورد ایران
    سامره راكی كیانپور 1401
  4. بررسی آثار سرریز نوسانات در متغیرهای کلان اقتصادی (تجارت، نرخ ارز و تولید) شرکای عمده تجاری ایران: کاربردی از مدل GVAR
    عزیز ساكی 1400
  5. فارسی: بررسی اثرگذاری نااطمینانی نرخ ارز بر نااطمینانی تورم و نرخ بهره و نقش اعتبار سیاست‌های پولی و ‏مالی بر آن: مورد مطالعه ایران
    فرزانه شالیاری 1400
  6. تخمین و پیش‌بینی تابع تعدیل شده تقاضای پول ایران با وجود تحریم‌های اقتصادی
    اشكان بذرافكن 1400
  7. بررسی اثر سیاست‌های پولی داخلی و خارجی بر متغیرهای کلان اقتصادی ایران در قالب یک مدل جهانی
    سیمین اكبری دهباغی 1399
  8. بررسی و تحلیل اثرات سرریز عوامل موثر بر نابرابری دستمزد در کارگاههای صنعتی ده نفر کارکن و بیشتر در استانهای کشور( با رویکرد اقتصادسنجی فضایی).
    سیما تمنایی فر 1399
  9. بررسی و مقایسه تاثیر بحران مالی جهانی بر اقتصاد نسبتا بسته ایران واقتصاد نسبتا باز ترکیه با استفاده از روش DSGE
    ناهید كردزنگنه 1399
  10. بررسی تغییر پذیری اثر متقابل قیمت نفت خام و سرمایه گذاری در انرژی های جایگزین در کشورهای منتخب: رویکرد فضا حالت
    سهیل قهریه 1399
  11. تعیین کننده های اقتصادی اجتماعی جرم و تاثیر آن بر همگرائی رشد و توسعه در ایران
    وحید كفیلی خواجه 1395

     In this study we investigate social and economic factors affecting crime and then the impact of crime on the convergence of the development of Iran's provinces. Time series analysis shows the impacts of industrialization, per capita GDP and inequality mass index are significant in explaining the crime in the short and long term, but the rate of misery mass index (1360 to 1392) affects only in the short term. PSTR(panel smooth transition regression) results with two regimes and a threshold indicate that in the first regime (low levels of inflation) per capita real income does not have a significant effect on crime, but at high levels of inflation (the regime) has negative and significant impact. Income inequality in low levels of inflation (first regime) are positive and significant in crime, but at a high level (the regime) Does not affect. The impact of industrialization in low levels of inflation is non-significant, but in the second regime shows a significant and positive impact. Unemployment in both regimes has significant and positive impact in crime. Conditional beta convergence and spatial econometric is also used to check integration. The results show that the convergence of growth, though slow, is established. Crime index has negative and non-significant impact on the integration. Investigation of deterrence of crime on convergence in development among the provinces of Iran (during the period 1375 to 1390) show, using spatial econometrics, is confirmed. But crime index does not have a deterrent effect on the speed of development.


  12. طراحی یک الگوی تعادل عمومی قابل محاسبه جهت تعیین اولویتهای سرمایه گذاری در زیرساختهای حمل و نقل ایران
    امین تبعه ایزدی 1393

     Transport has always been one of the key sectors of the economy and good transport provision improves the economic performance. Infrastructures inadequacy is the main constraint of transport sector. Hence, the governments spend a large part of their budget to build and maintain these infrastructures. Identify priorities for investment in transport infrastructure can increase the effectiveness of government spending. Therefore, the present paper attempts to design a country scale Computational General Equilibrium (CGE) model to assessment the effects of investment in transport infrastructure. Unlike the previous studies, our model covers impacts of infrastructure expansion on time travel and efficiency of transport capital, simultaneously. After designing, using Iran’s Social Accounting Matrix (SAM) data we apply the model for evaluating the impacts of infrastructure expansion in different modes of transport. Simulation results show that investment in railways has the most effects on Iran’s economic growth and employment than other modes. On the other hand, our results also show that investment in roads can affect household’s welfare more than other infrastructure expansions.


  13. ارزیابی اثرات رویکردهای مختلف هزینه کرد درآمدهای نفتی بر هسته تورم در ایران(88-1338)
    عبداله زینی‌وند 1391

Master Theses

  1. بررسی تأثیر شاخص توسعه انسانی بر رشد اقتصادی در ایران (به تفكیك استان‌ها)
    فاطمه سروش مقدم 1403
  2. بررسی نقش مصارف فرهنگی _هنری بر بهره وری نیروی كار در سطح استان های ایران
    فروغ میثمی 1402
  3. بررسی رابطه بین تورم و شكاف بیكاری جنسیتی در ایران (مطالعه ی موردی مقرری بگیران بیمه بیكاری سازمان تأمین اجتماعی)
    الناز نصیرزاده 1402
  4. بررسی تأثیر زیر ساخت ها بر کاهش فقر روستایی در استان‌‌‌های منتخب ایران
    نسرین سلیمانی بابادی 1402
  5. بررسی تاثیر نااطمینانی های اقتصادی-تجاری بر صادرات غیرنفتی ایران
    فاطمه ناصری 1401
  6. بررسی تاثیر نماگر فلاکت بر هزینه های عمومی بهداشت و درمان در ایران طی دوره 1398- 1350
    مهرزاد نظری 1401
  7. بررسی تاثیر تورم و نااطمینانی تورم بر رشد اقتصادی در ایران
    سیده گلشن جمشیدی دوركی 1401
  8. تأثیر شهرنشینی و سرریزهای فضایی آن بر بهره‌وری نیروی‌کار در استان‌های ایران
    فاطمه محیسنی 1401
  9. تاثیر شاخص های سلامت مالی برسود آوری بانکداری در ایران: مورد مطالعه بانک های پذیرفته در بورس اوراق بهادار تهران
    زینب حسینی 1400
  10. بررسی عوامل موثر بر شاخص قیمت واسطه‌گری‌های مالی در اقتصاد ایران
    زهرا طاهری 1400
  11. بررسی اندازه پیوند آب درزیربخش های کشاورزی و بهره وری آن در استان خوزستان.
    منصوره جابری 1400
  12. فساد اقتصادی و مالی و پیامدهای زیانبار آن بر توسعه اقتصادی در عراق پس از سال 2003
    صلاح محمدفعل 1400
  13. تأثیر برنامه های سازمان یافته اصلاحات اقتصادی بر برخی شاخص های توسعه در عراق ، یک مطالعه موردی برای دوره 2004-2018
    عبدالامیر ضرغام 1400
  14. اثر رقابت پذیری و قدرت بازاری بنگاه های منتخب صنعتی بر تراز تجاری ایران
    رضا نجفی كلگه 1399
  15. اثر کیفیت حکمرانی بر کارایی انرژی در منتخبی از کشورهای در حال توسعه
    محبوبه جاودانیان 1398
  16. بررسی تأثیر توسعه مالی بر نوسانات قیمت مسکن در ایران
    سیده كبری میراحمدی باباحیدری 1397
  17. بررسی اثر توسعه مالی بر تقاضای پول در ایران
    مریم صبور 1397
  18. بررسی آثار شوک های درآمدنفت بر ادوار تجاری بازار مسکن ایران.
    سارا دانش 1396

    Housing today is not just about the concept of a shelter, but also an economic and political commodity, with a significant share of the household's cost. On the other hand, the housing sector accumulates an average of 15% of GDP. The housing sector in the oil exporting countries will receive the most outsider impact from the shock of oil revenues and then the growth of the exchange rate. Considering the importance of the issue, in this paper, the short-run and long-run effects of oil income shocks on the economic cycle of the Iranian housing sector using the self-explanatory method of Distributed Disturbance (ARDL) in the period of 1393- 1344 Been investigated. Also, in order to investigate the asymmetry of oil income shocks on the business cycle of housing, the dynamic equation was first estimated and then, using the parent test, oil income shocks asymmetry was investigated in the short run. The results of the model estimation showed that there is a meaningful relationship between oil revenue shocks and the business cycle of the housing sector, and depending on the type of shock (positive or negative), the mode of influence will vary. Also, in both short and long run, the impact of shock differs, and in the end, according to the results of the Wald test, as well as the estimation of the long-run relationship, the effects of oil shocks on the economic cycle of the housing sector Is asymmetric.


  19. تأثیر توزیع درآمد بر رشد اقتصادی در ایران (1394-1350)
    علی فریدن اصفهانی 1396

     The relationship between economic growth and income distribution is one of the most
    important economic issues that has attracted the attention of many economists, especially
    economists of development, and expressed their views on them. In the Iranian economy,
    gaining the interconnection between economic growth and income distribution is of
    paramount importance because of the importance that social justice issues have on the
    basis of value, as well as the social sensitivities that exist in this field. With regard to
    different and even contradictory views on the relationship between income dispersion and
    economic growth inequality, this research tries to use the updated Iranian economy over
    the period of 2013- 1970 to relate the distribution of income and economic growth with
    The ARDL method is tested and tested. The results showed that inequality in distribution
    of income on economic growth during the studied period had a negative and significant
    effect. In other words, the increase in disparity in income distribution will reduce economic
    growth in Iran. These results suggest that increasing inequality will lead the government to
    pay more attention to distribution policies and target subsidies and transfer payments.


  20. بررسی تأثیر بهره وری نیروی کار سه بخش خدمات ، صنعت و کشاورزی بر رشد اقتصادی ایران
    پروین ظاهری بیرگانی 1395

     The aim of this study is analysis the effect of labor productivity in agriculture, services and industry sectors on economic growth in Iran. This study uses the data during 1973-2011 which extracted from Central Bank, Statistical Center of Iran, Iranian National Productivity Organization, Macroeconomic office of Management and Planning Organization. This study uses the Mean years of employment to employee's education (as an indicator measuring human capital named H), spending of research and development (R & D) and the ratio of capital/labor (capital per capita) as explanatory variables addition to labor productivity in agriculture, services and industry sectors. It is used Autoregressive Distributed Lag (ARDL) approach for evaluating the long-term relationship between labor productivity and economic growth. The results of this study show that labor productivity in services and industry sectors has a positive effect on economic labor, but labor productivity in agricultural sector has no effect on economic growth in the long period


  21. بررسی تاثیر ساختار سنی جمعیت بر رشد اقتصادی ایران (رهیافت خود رگرسیون برداری)
    مجید زاده -فاطمه 1395

    Achievement to the high rates of economic growth needed to understand the causes and potential of the economy. Age structure is a key factor based on growth theory point of view. Young or old population is an important factor in economic growth and short and long term socio-economic programs. In the survey of economic growth communities, age composition population is an important indicator. Educational programs, health and especially experts training, is designed according to the age composition of the population. Therefore, consideration the direction the age composition of the society move and the role the age structure would play in the economic growth is essential to the future of each country.
    In this study, using the VAR method, we analyze the impact of age structure on the economic growth of Iran in the period 1357-1387 and then explained the results of this evaluation. Therefore, after specifying the model, we examined the stationarity of variables under consideration. Then, using the VAR procedure, we tried to capture the most appropriate and optimized model to fit the data under examination. Impulse response functions and variance decomposition of the estimated model show that the growth of life expectancy, growth of society share of 65 years old and older from all society and growth of society share of 30-64 years old from all society have a positive and meaningful effect on non-oil economic growth. In addition, growth of society share of 14 years old and younger from all society and growth of society share of 15-29 years old from all society have a negative effect on economic growth. In total, approximately 8% of the population structure variables can explain changes in economic growth, but the share of life expectancy in explaining changes in long-term economic growth is around 18.8%.


  22. بررسی اثر فناوری اطلاعات و ارتباطات بر نابرابری جنسیتی در منتخبی از کشورهای در حال توسعه و توسعه یافته
    دانش-حمیده 1393

    Growth and development in information and communication technology (ICT), is including the goal of developed and developing countries. One of the unique advantages of ICT is seen as an effective tool to improve gender equality, And since one of the issues related with regard to gender equality as an economic and social development in recent decades has been of great importance. Researchers had particular attention to the impact of ICT on gender inequality.
    The purpose of this paper is to survey the impact of information and communication technology (ICT) on gender inequality in selected developing and developed countries in the period of 2005-2012. Using Get Data software, data of the research is extracted from UNDP and the International Monetary Fund and world bank. Eviews 8 software is used for analyzing and estimating of models in this research. At First, stability of research variables were examined and then the model was estimated. In this study two variables were used: Gender Inequality Index that is a composite index, and the rate of female participation in the labor force. Two variables were considered as the alternative for ICT variables; The number of the Mobile cellular subscriptions and Telephone lines, and the number of Internet users per 100 persons.
    According to the results, ICT has a positive impact on gender equality that means an increase an of ICT leads to a reduction of gender inequalities and an increase in women's participation in the labor market.
     


  23. بررسی پویایی بین نرخ ارز و قیمت نفت در اقتصاد ایران
    شهریور -بهاره 1393

    Oil is a strategic commodity in the world, which is considered as one of the main inputs of production. Therefore, fluctuation in oil prices, which is called oil shock (positive and negative) has numerous effects on the economies of both the oil exporter and importer countries. On the other hand, the economy of Iran which is based on an economic monoculture indicating that oil prices and incomes resulting from it, have acted as an exogenous factor in Iran. So, Iran is a country whose economy is based on oil, hence attention to the volatility of oil prices and its results on other macroeconomic variables such as exchange rates, has crucial importance. Instability, the volatility of the price for an asset, is a rate or index, which is usually defined as the variance or standard deviation. Changes in oil prices is one the important factors of economic crisis among oil-exporter and oil-importer countries and exchange rate is the channel for transferring the oil price shocks from the world oil market to the internal economy of the countries. In this study, using daily nominal price (five days per week) of heavy oil of Iran and unofficial exchange rates of Iran during 3 December 2007 and 7 December 2012, the GARCH, TGARCH and EGARCH methods are applied to examine the relationship between these two variables. According to the results, an increase in the growth rate of heavy oil price (Roilp) decreases the growth rate of the informal exchange rate in Iran. It means that with an increase in the growth rate of oil price, the value of the national currency of Iran would increase. According to the results of the first model, the optimal GARCH model, 10 percent increase in the price of heavy oil reduces 0/57 percent in the unofficial exchange rate. According to the optimal EGARCH model, 10 percent of the increase in the price of heavy oil reduces 0/44 percent of unofficial exchange rate. As a more appropriate model, a model with the fifth lag of the growth rate of exchange rate as an explanatory variable was estimated. The results of the optimal GARCH model show that a 10 percent increase in the growth of the heavy oil price reduces 0/60 percent in the growth of the unofficial exchange rate. As a result of TGARCH model,10 percent increase in the growth of the oil price reduces 0/66 percent of the growth in the unofficial exchange rate.


  24. بررسی کارایی بورس اوراق بهادار تهران در سطح ضعیف
    اشكان بذرافكن 1393

    The issue of the capital market efficiency is one of the most important and most controversial issues during the past three decades in the financial literature. Today, the capital market in Developing countries has been regarded as a tool for increasing the rate of investment and economic growth. As the efficiency is the main and the most important feature of the capital market in every country, this issue has turned into one of the most controversial subjects in the field of financial and economic researches.
    Over the recent half-century, the topic of capital market efficiency has been the subject of many experimental and theoretical studies. Since the efficiency of the capital market has been tested along with the growth of econometric models, the objective of this study is to focus on the efficiency of the Tehran Stock Exchange in weak form by using more sophisticated economic models.
    In this research, the efficiency of the Tehran Stock Exchange at the weak form along with the examination of revenue of the index price of the enlisted firms in Tehran Stock Exchange by using ARCH, GARCH, GARCH-M, EGARCH and GJR models, for the period of 1 Dec, 2008 to 2 Dec, 2013 was examined on a daily basis. The results showed that the Tehran Stock Exchange does not have efficiency in its weak form.
     


  25. بررسی رابطه بین اعتبارات بانکی و رشد اقتصادی به روش داده های ترکیبی: مورد مطالعه کشورهای اسلامی
    سمیه فیاضی 1393

    The banking sector plays a central role in development and economic growth, The relationship between banking sector development and economic growth appears to be essential. This study explores the effect of the savings bank sector development on economic growth is discussed. . Period studied, 2000-2011 Econometric methods are used, Generalized method of moments (Panel Data) for selected countries are Islamic. The results showed that the development of the banking sector and a significant positive effect on economic growth in the countries studied. The effect of the savings and business On economic growth is positive and significant. The effect of inflation on economic growth is negative


  26. بررسی روابط پویا بین قیمت کالاهای استراتژیک(نفت و طلا) و متغیرهای مهم مالی در ایران
    زهرا امیدی 1393
  27. تجزیه و تحلیل شدت انرژی در بخش صنعت ایران
    سمیرا تقی زاده 1392
  28. تجزیه و تحلیل اثر شوک های نفتی بر توزیع درآمد در ایران
    وفا مولا هویزه 1392
  29. تجزیه و تحلیل و تعیین عوامل موثر بر شدت انرژی در اقتصاد ایران
    نرگس رخصتی 1392

    : Energy intensity is the real level of energy consumption per
    production unit or activity and the mathematical definition of energy
    intensity is the ratio between energy consumption and GDP. In this paper
    we examine changes in aggregate energy intensity in Iran over the period
    1346-85 using the Fisher Ideal Index method. The decomposition analysis
    was performed in order to separate structural and intensity effects. It was
    found that, the energy intensity effect in all years except 1376 was less than
    one, and the aggregate energy intensity was highly dependent on the
    changes in the energy intensity effect. Then we examined the impact of
    K/L, energy price, PPP, Openness and GDP per capita on energy intensity
    using the ARDL approach with Microfit.4 software. The results show that
    the energy intensity reacts negatively to an increase in GDP pc and energy
    price and reacts positively to an increase in PPP and K/L ratio.


  30. تجزیه و تحلیل و سنجش آثار درآمد نفت بر دریافتی های مالیاتی در اقتصاد ایران
    زهره كریمی 1391
  31. بررسی گزینه های مختلف نرخ بهره و ارتباط متقابل آن با تورم در اقتصاد ایران
    حمیده شجاع 1390
  32. سیاست های پولی و آثرات آن بر بازار سهام ایران
    فاطمه داودی زاده 1390
  33. تحلیل و تخمین تقاضای آب خانگی بر اساس بلوک بندی قیمت آب(مطالعه موردی شهر اهواز)
    راضیه داودیان رنجبر 1390
  34. سیستم تقاضای پویای مصرفی در گروه های درآمدی مناطق شهری : کاربرد داده های ادغام شده در الگوی سیستم تقاضای تقریباً ایده آل (AIDS)
    ایمان فرح بخش 1389
  35. بررسی اثر بی ثباتی درآمد نفت بر رشد مخارج مصرفی و سرمایه گذاری دولت در اقتصاد ایران
    راضیه قدرت 1389
  36. بررسی رابطه تورم و رشد اقتصادی در منتخبی از کشورهای عضو اوپک
    معصومه میرابی زاده 1389
  37. بررسی عدم تقارن در اداور تجاری ایران و نقش تکانه‌های نفتی در ایجاد آن
    فرزانه پیرو 1389
  38. بررسی رابطه بین مصرف حامل‌های عمده انرژی و تولید صنعتی در ایران
    رضا هیبتی گوجانی 1388
  39. بررسی رابطه بین مصرف فایل های انرژی و تولید صنعتی در ایران
    رضا حیبتی 1388
  40. پیش بینی رشد اقتصادی ایران و مقایسه روش های اقتصاد سنجی
    امین تبعه ایزدی 1388
  41. بررسی نقش مخارج کارایی دولت در رشد اقتصادی برای قسمتی از کشورهای عضو اپک
    آرشیا امیری 1388
  42. تحلیل و بررسی هسته تودم و رابطه آن با رشد اقتصادی در ایران
    فاطمه حسین پور 1388
  43. بررسی آمار تغییر درآمدی های نفتی بر بازار پول ایران
    حسین افشار صفوی 1388
  44. بررسی روند همگرایی سطح رفاه استان‌های کشور با سطح مصرف سرانه
    آرش یاوری 1387
  45. بررسی آثار تغییرات نرخ ارز برتر از تجاری در یک کشور در حال توسعه صادر کننده نفت: مورد ایران
    شراره حمید 1386
  46. بررسی چگونگی و سنجش اثرگذاری و نوسانات درآمدهای نفت بر مخارج دولت در یک کشور صادرکننده نفت(مورد ایران)
    اصغر پیكرآرا 1386
  47. بررسی اثربخشی تغییرات نرخ برابری پول بر تصمیمات سرمایه‌گذاری در زیربخش‌های صنعت و معدن (طی دوره زمانی 1377-1350)
    ندا قربانی 1383
  48. بررسی و تخمین عوامل موثر بر صادرات فرش دستباف پشمی ایران
    مهدی محمدی 1382
  49. بررسی و تخمین تابع مصرف کل در ایران با استفاده از روش‌های جدید اقتصاد سنجی
    راحله خاتمی 1382
  50. تخمین تابع تولید کارخانه شماره 4 شرکت لوله سازی اهواز
    علی اصغر زارع براتپور 1380