دانلود مقالات ISI درباره C11 + ترجمه فارسی

QUEST III: An estimated open-economy DSGE model of the euro area with fiscal and monetary policy

Keywords: E32; E62; C11; DSGE modeling; Fiscal policy; Stabilisation policies; Euro area;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation

Keywords: C11; C14; G12; Black-Scholes formula; Bootstrapping; Cross-validation; Markov chain Monte Carlo; Time to maturity;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

Bayesian and classical estimation of mixed logit: An application to genetic testing

Keywords: D1; I1; C11; Genetic testing; Discrete choice experiments; Hierarchical Bayes; Maximum simulated likelihood estimation;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

Market volatility and retail interest rate pass-through

Keywords: C11; C22; D53; G15; Interest rate pass-through; Interest rate volatility; Asymmetric cointegration; EC-EGARCH-M model;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

A naïve sticky information model of households' inflation expectations

Keywords: E31; D84; C11; C53; C82; Inflation expectations; Heterogeneous expectations; Survey expectations; Sticky information; Bayesian analysis;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

Bayesian analysis of random coefficient logit models using aggregate data

Keywords: C11; M3; Random coefficient logit; Aggregate share models; Bayesian analysis;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

Informational externalities and emergence of consensus

Keywords: C72; C73; D83; C11;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

On the statistical identification of DSGE models

Keywords: C11; C52; Bayesian analysis; Dynamic stochastic general equilibrium model; Model evaluation; Statistical identification; Vector autoregression; Factor-augmented vector autoregression;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

The credit rating process and estimation of transition probabilities: A Bayesian approach

Keywords: G21; G28; G32; C11; C13; C52Ratings transitions; Bayesian inference; Latent factors; Markov Chain Monte Carlo

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

Regression density estimation using smooth adaptive Gaussian mixtures

Keywords: C11; C50; Bayesian inference; Markov chain Monte Carlo; Mixture of experts; Nonparametric estimation; Splines; Value-at-Risk; Variable selection;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

Comparing DSGE-VAR forecasting models: How big are the differences?

Keywords: C11; C52; E32; Model evaluation; Priors from DSGE models; Economic fluctuations; Hours debate; Business cycles;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

On the evolution of the monetary policy transmission mechanism

Keywords: C11; C32; E52; Structural VAR; Monetary policy; Bayesian; Mixture innovation model; Time-varying parameter model;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2009 سفارش ترجمه

Sectoral price data and models of price setting

Keywords: C11; D21; D83; E31Bayesian dynamic factor model; Calvo model; Menu cost; Sticky information; Rational inattention

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

Technical analysis: An asset allocation perspective on the use of moving averages

Keywords: G11; G12; G14; C11; C61Technical analysis; Trading rules; Asset allocation; Predictability; Learning

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2009 سفارش ترجمه

The role of labor markets for euro area monetary policy

Keywords: E32; E52; J64; C11; Labor market; Wage rigidity; Bargaining; Bayesian estimation;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2009 سفارش ترجمه

Semiparametric Bayesian estimation of mixed count regression models

Keywords: C11; C14; C15; C25; Bayesian; Poisson regressions; Unobserved heterogeneity; Dirichlet process prior; Infinite mixture of normals; Markov chain Monte Carlo;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2008 سفارش ترجمه

Real-time rational expectations and indeterminacy

Keywords: Indeterminacy; Monetary policy rules; Real-time data; Bayesian estimation; C11; C62; E32; E52;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2008 سفارش ترجمه

A generalization of the credibility theory obtained by using the weighted balanced loss function

Keywords: IM30; C11; Loss function; Credibility premium; Net; Esscher; Distribution free approach;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2008 سفارش ترجمه

Bayesian inference for issuer heterogeneity in credit ratings migration

Keywords: C11; C13; C41; G12; Credit risk; Risk capital; Markov chains; Bayesian inference; Heterogeneity;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

A Bayesian dichotomous model with asymmetric link for fraud in insurance

Keywords: IB40; IM20; C11; Bayesian statistics; Logit model; Gibbs sampling; Automobile insurance; Fraud;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Explaining individual response using aggregated data

Keywords: C11; C51; Aggregated explanatory variables; Mixture regression; Bayesian analysis; Markov Chain Monte Carlo;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

Bayesian modelling of financial guarantee insurance

Keywords: C11; G22; G32; IM22; IM41; Business cycle; Gibbs sampler; Hamilton model; Risk capital; Surety insurance;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

Robustness of the risk-return relationship in the U.S. stock market

Keywords: C11; C13; C22; G12; ICAPM model; GARCH-in-Mean model; Bayesian analysis;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

Incorporating model uncertainty in cost-effectiveness analysis: A Bayesian model averaging approach

Keywords: C11; C51; Bayesian model averaging; Cost-effectiveness; Fractional Bayes factor; Uncertainty;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach

Keywords: G11; G12; C11; Bayesian inference; Forward-backward algorithm; Hedge funds; Market events; Risk factors; Structural breaks;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?

Keywords: C11; C13; C33; C53; Bayesian shrinkage; Bayesian VAR; Ridge regression; Lasso regression; Principal components; Large cross-sections;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications

Keywords: C10; C11; IM01; IM31; Compound negative binomial distribution; Inverse Gaussian distribution; Overdispersion; Recursion; Premium;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints

Keywords: C11; C31; D12; L66; Demand systems; Translog; Coherency; Data augmentation; Markov Chain Monte Carlo; Gibbs' Sampling;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

Capital–skill complementarity and inequality: A sensitivity analysis

Keywords: C11; C82; E24; J31Capital–skill complementarity; Technological change; Equipment prices

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

Hedge fund pricing and model uncertainty

Keywords: G11; G12; C11; Model uncertainty; Hedge funds; GARCH; Bayesian model averaging; MCMC;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Smooth-time-varying Okun's coefficients

Keywords: C11; C14; C22; E24; E32; Okun's law; Smooth-time-varying parameter; Productivity; Bayesian approach;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

A Bayesian view of temporary components in asset prices

Keywords: G12; G14; C11; C32; Predictability; Long run reversal; Kalman filter;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

A Gaussian approximation scheme for computation of option prices in stochastic volatility models

Keywords: G12; G13; G15; C11; C13; C15; C63; Central limit theorem; Option pricing; Stochastic volatility; Foreign exchange; Markov chain Monte Carlo;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

A Bayesian mixed logit-probit model for multinomial choice

Keywords: C11; C13; C14; C15; C23; C25; Multinomial discrete choice model; Dirichlet process prior; Non-conjugate priors; Hierarchical latent class models;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

The value of a stochastic information structure

Keywords: C11; D80; Information structure; Bayesian decision making; Information function; Preference order;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

Interdependent preferential trade agreement memberships: An empirical analysis

Keywords: Preferential trade agreements; Probit model; Spatial econometrics; F15; C11; C15; C25;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2008 سفارش ترجمه

Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)

Keywords: C11; C32; E3; Bayesian analysis; DSGE models; Model comparisons; Prior elicitation; Nominal rigidities;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions

Keywords: C11; C13; C53Vector Autoregression; Longitudinal Model; Parsimonious Covariance; Asymmetry; Continuous Ranked Probability Score; Electricity Spot Price Forecasting

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Bayesian estimation and evaluation of the segmented markets friction in equilibrium monetary models

Keywords: C11; C52; E52; Segmented markets; Limited participation; Markov chain Monte Carlo; Taylor rule; Monetary policy shocks;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Bayesian analysis of a Markov switching temporal cointegration model

Keywords: C11; C12; C32; Bayesian inference; Nonlinear cointegration; Markov switching model; Gibbs sampling; Bayes factor;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Learning, monetary policy rules, and macroeconomic stability

Keywords: C11; D84; E30; E50; E52; E58; Monetary policy; Learnability; Constant-gain learning; Expectations; Bayesian estimation; Macroeconomic instability;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer

Keywords: C11; C33; C81; Q23; Q26Benefit transfer; Bayesian model averaging; Exchangeability; Non-market valuation; Panel data

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2008 سفارش ترجمه

Regression discontinuity inference with specification error

Keywords: C21; C14; C51; C11; Regression discontinuity; Specification error; Random effects; Functional from; Bayesian estimation;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade

Keywords: E52; C11; C32; Monetary policy; Markov switching; VAR; MCMC;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2008 سفارش ترجمه

On Bayesian analysis and computation for functions with monotonicity and curvature restrictions

Keywords: C11; C14; C15; D12; D21; Bayesian methods; Flexible functional forms; Shape restrictions; Consumer demand;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2008 سفارش ترجمه

Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models

Keywords: C11; C14; C31; Regularization; Bayesian variable selection; Bayesian semiparametric regression; Intrinsic Gaussian Markov random fields; Seemingly unrelated regression; Intra-day electricity load modelling; P-splines;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2008 سفارش ترجمه

Bayesian stochastic search for VAR model restrictions

Keywords: C11; C15; C32; Bayesian VAR; Stochastic search; Markov chain Monte Carlo;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2008 سفارش ترجمه

A semi-parametric Bayesian approach to the instrumental variable problem

Keywords: C11; C14; C3; Instrumental variables; Semi-parametric Bayesian inference; Dirichlet process priors;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2008 سفارش ترجمه

Evaluating an estimated new Keynesian small open economy model

Keywords: E17; C11; C53; DSGE; VAR; VECM; Open economy; Bayesian inference;

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2008 سفارش ترجمه

Complementarities between grants and loans

Keywords: C11; F35; O11; Foreign aid; Economic development; Concessional loans; Grant element; Cross-country IV regression;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2008 سفارش ترجمه