Keywords: C22; C25; E32; E37; G17; Business cycles; Forecasting; Factor analysis; Probit model; Sentiment variables;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: Monetary policy; Mortgages; Interest rates; Asymmetric behavior; Australia; C22; E58; G21;
Keywords: Real interest rate parity; Transition countries; Nonlinearity; C22; F21; F32;
Keywords: C51; C22; Unpredictability; 'Black Swans'; Distributional shifts; Forecast failure; Model selection; Conditional expectations;
Keywords: C22; G11; G12Realized stock–bond correlation; Quantile regressions; Macro-finance variables; Factor analysis
Keywords: C22; G15; Real exchange rates; Stock return differentials; Dynamic conditional correlation; Trade balance; Interest rate differentials;
Keywords: E31; C22; Inflation targeting; Inflation convergence; Pair-wise approach; Unit roots;
Keywords: E32; C13; C22; Expected returns; Level shifts; Large shocks; State space model; Regime-shifts; Threshold models;
Keywords: C01; C22; Co-integration; Co-summability; Integrated processes; Non-linear balanced relationships; Non-linear processes; Summability;
Keywords: C14; C22; C53; Density forecast; Forecast evaluation; Semiparametric projections; Exponential titling;
Keywords: C22; G12; Q43; Oil price; Stock market; Multiple structural breaks; Industry equity returns;
Keywords: C22; C23; Per capita real GDP; Sequential panel selection method; Panel KSS unit root test; Fourier function; Policy implications; China;
Keywords: Stock returns; Dividend growth; Consumption growth; Predictability; Discount rates; Cash flow; C22; G12;
Keywords: C22; H23; Q41; Q42; Q48; Q52; Renewable electricity; Merit order effect; Industry exemptions; Distributional implications;
Keywords: C22; D21; D22; Q41; Oil production levels; Partial equilibrium model; Time-series econometric techniques; Asymmetric effects;
Keywords: C22; G14; Q43; Oil market; Futures prices; Structural breaks; Market efficiency; Volatility forecast;
Keywords: C22; D11; D12; Terrorism; Determinants; Socio-economic; Cointegration; Pakistan;
Keywords: Islamic finance; Stock market efficiency; Multifractal; C22; E44; G1;
Keywords: Interbank market; Intraday interest rate; Forecasting; Density forecasting; Linear opinion pooling; C22; C53; E4; E5;
Keywords: E24; E32; C22; Okun's law; Trend employment; Non-linear modeling;
Keywords: C22; E31; O13; Commodity prices; Price indices; Linear and non-linear Granger causality; Information criteria;
Keywords: Asymmetries; Forecasting; Gasoline; Crude oil; Rockets & Feathers; C22; C32; C53; Q40; Q47;
Keywords: C12; C22; GMM; Kernel function; KVB approach; Over-identifying restrictions; Robust test;
Keywords: C22; C32; C51; E6; Q28; Q48; New energy stocks; Fossil fuel stocks; Market spillovers; Asymmetric BEKK; China;
Keywords: F31; C22; G15; Exchange rate; Oil price; Jumps; GARCH; South Africa;
Keywords: C22; C51; G14; Trading frequency; Hazard models; Announcements effect;
Keywords: C12; C14; C22; Varying coefficient; Cointegration tests; PPP hypothesis; Bootstrapping; Semiparametric;
Keywords: C14; C22; C53; G13; Density forecasts; Time-series consistency; Affine jump diffusion; Time-varying jump risk premia; Particle filters; Beta transformation;
Keywords: Electricity demand; Income elasticity of demand; Output elasticity of conditional factor demand; Cointegration; Time-varying coefficients; C14; C22; Q41;
Keywords: C22 ;G22 ;O11 ;O16Insurance; Economic growth; ARDL; Causality; Ghana; Africa
Keywords: C22; C58; F01; O50; Q40; Oil price changes; Continuous wavelets; Sector stock markets; World index;
Keywords: C22; F31; F37; G12; G15; Stock return; Chinese stock market; Conditional heteroskedasticity; Leverage effect; Regime persistence;
Keywords: F32; C22; Current account; Sustainability; Unit root; Nonlinearity;
Keywords: Smoothing; Anti-smoothing; Appraisal; Time series; Alternative asset returns; C22; G12; G24;
Keywords: C22; C53; Long memory; Fractional integration; Filtering; Cross-validation; Forecasting;
Keywords: C22; Q4; Nonstationarity; Nonlinearity; Non-renewable resource; Markov switching;
Keywords: C13; C22; Group fused Lasso; Multiple breaks; Penalized least squares; Penalized GMM; Structural change;
Keywords: C22; Asymptotic efficiency; Cointegrated system; Coverage probability; Instrumental variables; Irrelevant instrument; Karhunen-Loève representation; Optimal estimation; Orthonormal basis; Sieve estimation of stochastic processes; Trend basis; Trend lik
Keywords: C22; F31; F37; G12; G15; Time-varying currency betas; MGARCH; ICAPM; Contagion; Long memory;
Keywords: C22; G00; Volatility; Realized volatility; High frequency data; Price jumps;
Keywords: C22; Seasonal unit root tests; Moving average; Frequency domain regression; Spectral density estimator; Brownian motion;
Keywords: C22; E32; G12Financial fragility; US; Macro–finance interface; International business cycle; Factor vector autoregressive models; Financial crisis; Great Recession
Keywords: C22; C23; J31; Income risk; Earnings dynamics; Median-unbiased estimation;
Keywords: C1; C22; C52; C58; Bagging; Bayesian model averaging; Boosting; Diffusion index; Elastic net; Forecasting; Least angle regression; Non-negative garotte; Prediction; Reality check; Ridge regression;
Keywords: C13; C22; C51; High frequency data; Integrated covariance matrix; Microstructure noises; Quasi-maximum likelihood;
Keywords: C22; C53; G12; G17Stock return predictability; Dividend–price ratio; Share repurchases; Out-of-sample tests; Economic value
Keywords: C22; C51; F41; G32; Dynamic dependence; Time-varying copulas; Oil price; Asia-Pacific market;
Keywords: C01; C02; C14; C22; C53; Q4; Component estimation; Filtering procedures; Electricity prices; Long-term dynamics; Nonparametric methods;
Keywords: C21; C22; C23; R11; R12; E3Housing prices; Impulse response functions; Linear projections; Spatial autocorrelation
Keywords: C22; G21; G32; Spurious long memory; Breaks in persistence; Lehman Brothers collapse; European sovereign debt;