This paper has two aims. The first is forecasting ination in Iran using Macroeconomic variables data in Iran (Ination rate, liquidity, GDP, prices of imported goods and exchange rates), and the second is comparing the performance of forecasting vector auto regression (VAR), Bayesian Vector-AUTOREGRESSIVE (BVAR), GARCH, time series and neural network models by which Iran's ination is forecasted. The comparison of performance of forecasting models used to forecast Iran's ination has been done based on the Root Mean Square Error (RMSE) and Mean Absolute Percentage Error (MAPE) of the models. Due to the annual values of Ination, liquidity, GDP, prices of imported goods and exchange rates at free market to estimate di erent models in this paper and compare root mean square error and Mean Absolute Percentage Error of models by which ination has been forecasted, neural network model had better performance than others models in forecasting Iran' s ination. Indeed root mean square error and Mean Absolute Percentage Error of neural network model have less value rather than root mean square error and Mean Absolute Percentage Error of other forecasting models.

The main objective of this study is to analyze the impact of macroeconomic uncertainty on economic growth and investment in Iran during 1980 to 2011 (1359 to 1390 corresponding to Iranian calendar). Hence, macroeconomic uncertainty vectors for both macro indicators, including the budget deficit and the volume of money are estimated using the generalized AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (GARCH), and the impact of each macroeconomic uncertainty vectors on investment and economic growth is studied. The results show that the macroeconomic uncertainty indicators have statistically significant negative impact on investment and economic growth in Iran during the mentioned period. So that increasing 1 percentage in the budget deficit uncertainty causes to decrease 0.23 percent and 0.31 percent in investment and in economic growth, respectively, and also increasing 1 percentage in the money uncertainty leads to reduce 0.25 percent in investment and 0.17 percent in economic growth. In addition, the budget deficit uncertainty has had more effect on reducing in economic growth and investment than the money uncertainty.

The purpose of this paper is to examine the impact of uncertainty in macroeconomics on imports from selected developing countries. Exchange rate fluctuations, growth rate and inflation rate have been considered as indicators of uncertainty in macroeconomics. Uncertainty in macroeconomics causes uncertain environment in market and therefore creates some changes in the volume of imports. This paper tries to use Panel data model during 1980-2009 and General AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY to measure uncertainty and then examines the impact of uncertainty in macroeconomics on imports. The results of estimation of models indicate that uncertainty of economy influences the rate of imports.