چكيده به لاتين
Price elasticities, crossovers, and revenue demand are crucial for policymaking and forecasting. Studies have generally assumed these important economic quantities to be constant over time. While the parameters producing these quantities may be unstable over time. In this case, the calculated elasticities will be skewed and incompatible due to the stipulation error. In this paper, we have tried to apply the Hansen test to reject parameter stability, using Kalman filter as a model of space-elasticity of demand and cross-demand models, thus estimating the demand elasticities while eliminating the damages of common models. Then, for a better comparison and demonstrating the superiority of the dynamics generated by the dynamic model, we will make an estimation of the drag by conventional OLS econometric models and compare the results in the end. The elasticities of the demand function of industrial electricity in Iran have been estimated for the years 1360-1385. The data used in this paper are: per capita electricity consumption, real electricity price, per capita income, industry added value and real gasoline price as representative energy substitutes for industrial electricity. The results show that price elasticities, revenue for industrial electricity demand, are changing over time TVP. Some mutations in these stretches can also be observed over time.
