Keywords: مدل VAR; Fiscal foresight; Fiscal spillovers; VAR model; Fiscal policy; C32; E62; F42; H68;
مقالات ISI مدل VAR (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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Keywords: مدل VAR; VAR model; VECM model; Cointegration; Residual autocorrelations; Portmanteau tests; Lagrange multiplier tests;
Keywords: مدل VAR; PM2.5; Granger causality test; VAR model; Variance decomposition; Carbon and nitrogen isotope;
Keywords: مدل VAR; House price; Coefficient heterogeneity model; VAR model; Ripple effect; Structure differentiation;
Keywords: مدل VAR; Buyer-seller sentiment; Developer sentiment; Housing returns; Dynamic effects; Principal components analysis; VAR model;
Keywords: مدل VAR; E62; F45; H62; Fiscal policy; VAR model; Fiscal spillovers; Fiscal multiplier;
Keywords: مدل VAR; Energy efficiency index; Thermal power plant; GARCH model; VAR model;
Keywords: مدل VAR; C32; E17; F44; Q43; Oil prices shock; European stock markets; Transmission effects; Impulse responses; Bayesian analysis; VAR model;
Keywords: مدل VAR; Investor sentiment; ISE; VAR model; G12; G14;
Keywords: مدل VAR; F32; F33; F34Global banking glut; Global savings glut; Cross-border banking transactions; House prices; Mortgage loans; VAR model
Keywords: مدل VAR; Oil price; VAR model; Sanction; Iran; E37; Q32; Q34; Q38; Q43;
Keywords: مدل VAR; Eurozone; VAR model; Structural break; Bootstrap methods; C32; C5;
Keywords: مدل VAR; G12; G17Stock returns; Mutual fund flows; Spillover; Financial crisis; VAR model
Keywords: مدل VAR; G14; Limit order book; Chinese stock market; Microstructure; VAR model;
Keywords: مدل VAR; Car sales; VAR model; GIRF; Granger causality; Greece; Recession; Crisis;
Keywords: مدل VAR; F31; F41; Q43Oil prices; Exchange rates; African economies; VAR model
Handling missing data in multivariate time series using a vector autoregressive model-imputation (VAR-IM) algorithm
Keywords: مدل VAR; Missing data; EM algorithm; VAR model; ECG;
Maritime Shipping and Export Trade on “Maritime Silk Road”
Keywords: مدل VAR; The 21st-Century Maritime Silk Road; SCFI; Export Trade; VAR Model;
Combining official and Google Trends data to forecast the Italian youth unemployment rate
Keywords: مدل VAR; Labour force survey; Google Trends query share; ARIMA model; VAR model;
Oil price and USD-Naira exchange rate crash: Can economic diversification save the Naira?
Keywords: مدل VAR; E6; F3; F4; Oil price; Exchange rate; Economic diversification; ARDL model; VAR model;
The cointegrated vector autoregressive model with general deterministic terms
Keywords: مدل VAR; C32; Additive formulation; Cointegration; Deterministic terms; Extended model; Likelihood inference; VAR model;
The impact of ECB monetary policy surprises on the German stock market
Keywords: مدل VAR; Monetary policy shocks; Stock market; Variance decomposition; VAR model; Unconventional monetary policy; C32; E44; G12;
Combined Lagrange multiplier test for ARCH in vector autoregressive models
Keywords: مدل VAR; ARCH; Bootstrap; Lagrange multiplier test; Monte Carlo test; VAR model;
Dynamic Correlations between Real Estate Prices and International Speculative Capital Flows: An Empirical Study Based on DCC-MGARCH Method
Keywords: مدل VAR; real estate prices; international speculative capital flows; dynamic conditional correlation coefficient; VAR model
An improvement on local FDR analysis applied to functional MRI data
Keywords: مدل VAR; Brodmann area; Granger causality; Hub-correlates; Mixture distribution; VAR model; Partial correlation coefficient;
Improved GMM estimation of panel VAR models
Keywords: مدل VAR; Dynamic panel data models; GMM; VAR model; Granger causality; Impulse response analysis;
Measuring the dynamics of COMESA output connectedness with the global economy
Keywords: مدل VAR; Connectedness; Network approach; VAR model; COMESA; F43; C53; C32; F15;
The application of a general time series model to floodplain fisheries in the Amazon
Keywords: مدل VAR; Time series; Common features; VAR model; Forecast; Manaus fishery
The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study
Keywords: مدل VAR; C32; C53; E17Pooling of forecasts; Model uncertainty; VAR model; Monte Carlo study
Causality analysis of groundwater dynamics based on a Vector Autoregressive model in the semi-arid basin of Gundal (South India)
Keywords: مدل VAR; Groundwater; Time space analysis; Causality; VAR model; Semi-arid region
Pitfalls in VAR based return decompositions: A clarification
Keywords: مدل VAR; C32; G12; G17; Return variance decomposition; News components; VAR model; Information set; Predictive variables; Redundant models;
Interpreting the evidence for New Keynesian models of inflation dynamics
Keywords: مدل VAR; B41; C22; E31; E52; New Keynesian Phillips curve; Forward-looking price setting; Rational expectations; VAR model;
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
Keywords: مدل VAR; C32; G11; G12Intertemporal portfolio choice; Return predictability; VAR model; Small-sample bias; Utility calculations; Out-of-sample evaluation
Adaptive estimation of vector autoregressive models with time-varying variance: Application to testing linear causality in mean
Keywords: مدل VAR; VAR model; Heteroscedastic errors; Adaptive least squares; Ordinary least squares; Kernel smoothing; Linear causality in mean; Bahadur relative efficiency
Generalized method of moments estimation for cointegrated vector autoregressive models
Keywords: مدل VAR; Cointegration; GMM estimation; VAR model
Oil revenue shocks and government spending behavior in Iran
Keywords: مدل VAR; E37; Q32; Q34; Q38; Q43; Oil shock; Government expenditures; VAR model; Impulse response; Sanctions; Iran;
Home country macroeconomic factors and outward FDI of China and India
Keywords: مدل VAR; F23; C32; C51Outward FDI; Home country; FDI determinants; Chinese MNCs; Indian MNCs; VAR model
The dividend–price ratio does predict dividend growth: International evidence
Keywords: مدل VAR; G12; E44Dividend–price ratio; Equity return and dividend growth; Short- and long-horizon predictability; Dividend smoothing; VAR model; Asymptotic and small-sample tests
Recent oil price shock and Tunisian economy
Keywords: مدل VAR; Oil price; Subsidy policy; VAR Model
The impact of individual and institutional investor sentiment on the market price of risk
Keywords: مدل VAR; G12, G14, C3Stock returns; Investor sentiment; VAR model
Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?
Keywords: مدل VAR; Causality; Direction of change; Econometric model; Exchange rates; Forecasting; Inflation; Model reduction; Pass-through; VAR model; VARMA model
Are survey forecasts of individual and institutional investor sentiments rational?
Keywords: مدل VAR; G12; G14; C22; Stock returns; Investor sentiment; VAR model;
The comovement of US and German bond markets
Keywords: مدل VAR; C32; E43; E44; F21; F36; G12; G15; International bond markets; VAR model; Return variance decomposition; Small-sample bias; Bootstrap simulation;
Liberalisation, consumption heterogeneity and the dynamics of energy prices
Keywords: مدل VAR; Energy prices; Liberalisation; Var model
Determinants of the semiconductor industry cycles
Keywords: مدل VAR; C51; L16; L63; Semiconductor; Fluctuations; Industry cycles; VAR model;