دانلود مقالات ISI درباره C22 + ترجمه فارسی

Segmenting mean-nonstationary time series via trending regressions

Keywords: C01; C22; C60; Change-point analysis; Circular bootstrap; Extreme value asymptotics; Gaussian processes; Gumbel distribution; Linear models; Polynomial regression; Resampling; Trending regression;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels

Keywords: C13; C14; C22; E43; G13; Nonparametric regression; Gamma kernel; Diffusion estimation; Spot interest rate; Derivative pricing;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

Local GMM estimation of time series models with conditional moment restrictions

Keywords: C13; C22; G12; Conditional moment restriction; Local GMM; Higher-order expansion; Conditional heteroskedasticity;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

Dynamic misspecification in nonparametric cointegrating regression

Keywords: C22; C32; Dynamic misspecification; Functional regression; Integrable function; Integrated process; Linearity test; Local time; Misspecification; Mixed normality; Nonlinear cointegration; Nonparametric regression;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

Libor manipulation?

Keywords: C10; C22; G14; G24; K20; Libor; Manipulations; Conspiracies; Collusion; Price-fixing; Bid-rigging; Credit default swap spreads;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity

Keywords: C22; Asymptotic distribution; Autoregression; Conditional heteroskedasticity; Generalized least squares; Least squares;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

Semiparametric inference in a GARCH-in-mean model

Keywords: C13; C14; C22; G12; Efficiency bound; GARCH-M model; Profile likelihood; Risk-return relation; Semiparametric inference;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

Functional regression of continuous state distributions

Keywords: C12; C13; C22; Functional regression; Time-varying density; Moment dependence;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2012 سفارش ترجمه

Modeling hedge fund exposure to risk factors

Keywords: G12; G29; C22; Hedge funds; Style analysis; Nonlinearity; Switching Transition Regression models;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2012 سفارش ترجمه

Testing for jumps in noisy high frequency data

Keywords: C22; Semimartingale; Testing for jumps; High frequency data; Market microstructure noise; Pre-averaging;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2012 سفارش ترجمه

Is the Chinese stock market really inefficient?

Keywords: C22; G10; G12; Efficient market hypothesis; SETAR model; Bootstrapping; SOE reform;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2012 سفارش ترجمه

On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries

Keywords: C14; C22; F02Globalization; Market integration; Vector Error Correction; Mutual Information; Singular Spectrum Analysis

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2012 سفارش ترجمه

Common trends and common cycles among interest rates of the G7-countries

Keywords: C22; E43; F30; G12; Interest rates; Comovement; Cointegration; Serial correlation common feature; Codependence;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2012 سفارش ترجمه

The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Keywords: C14; C22; Sequential moment models; Semiparametric efficiency bounds; Optimally weighted orthogonalized sieve minimum distance; Nonparametric IV regression; Weighted average derivatives; Partially linear quantile IV;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2012 سفارش ترجمه

Residual based tests for cointegration in dependent panels

Keywords: C12; C15; C22; Panel cointegration tests; Testing instruments; Nonstationary panel; Cross-sectional dependency;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2012 سفارش ترجمه

Moments of multivariate regime switching with application to risk-return trade-off

Keywords: C22; G11; G19Markov switching; Characteristic function; Multivariate moments; Mean–variance; Term structure

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2012 سفارش ترجمه

Functional coefficient regression models with time trend

Keywords: C14; C22; Varying coefficient model; Time trend; Partially linear model; Specification tests;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2012 سفارش ترجمه

REGIME SHIFTS AND INFLATION UNCERTAINTY IN PERU

Keywords: C22; E31; E42; E52; inflation dynamics; monetary policy; Markov-switching models; unobserved components models; stochastic trends;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2012 سفارش ترجمه

New regulatory authority over significant price discovery contracts: An example of natural gas swaps with econometric applications

Keywords: C22; E47; G18; Q48Significant price discovery contracts; Natural gas; Exempt commercial markets; Time series methods; Vector autoregression

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2012 سفارش ترجمه

ARCH/GARCH with persistent covariate: Asymptotic theory of MLE

Keywords: C22; C50; G12; ARCH; GARCH; Persistent covariate; Maximum likelihood estimator; Asymptotic distribution theory;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2012 سفارش ترجمه

Trends in real commodity prices: How real is real?

Keywords: Prebisch–Singer hypothesis; Real commodity pricesE31; O13; C22

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2012 سفارش ترجمه

Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data

Keywords: E52; E37; C22; C53Monetary policy reaction function; Interest rate uncertainty; state-space model

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2012 سفارش ترجمه

Testing the profitability of moving-average rules as a portfolio selection strategy

Keywords: C22; C53Stock returns; Technical analysis; Moving-average trading rules; Bootstrapping

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2012 سفارش ترجمه

Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia

Keywords: C22; E52; G15; Interest rates; Volatility; Pass through; Asymmetric cointegration;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2012 سفارش ترجمه

Jump-robust volatility estimation using nearest neighbor truncation

Keywords: C14; C15; C22; C80; G10; High-frequency data; Integrated variance; Finite activity jumps; Realized volatility; Jump robustness; Nearest neighbor truncation; Intraday U-shape patterns;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2012 سفارش ترجمه

A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation

Keywords: C11; C15; C22; C26; C58; Mixture of Student-t distributions; Importance sampling; Kullback-Leibler divergence; Expectation Maximization; Metropolis-Hastings algorithm; Predictive likelihood; DCC GARCH; Mixture GARCH; Instrumental variables;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2012 سفارش ترجمه

‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables

Keywords: Conditional volatility; Realized volatility; Granger causality; Forecast evaluation; Forecast combinationG12; C22

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2012 سفارش ترجمه

The predictability of aggregate Japanese stock returns: Implications of dividend yield

Keywords: G12; G14; G15; C22; C53; Stock return predictability; Dividend yield; Japanese stock market; Dividend growth forecasts; Long-horizon return forecasts;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2012 سفارش ترجمه

Demographic transition, education and economic growth in Tunisia

Keywords: J13; C22; O11; Fertility; Education; Economic growth; Error correction model;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2012 سفارش ترجمه

Modelling oil price and exchange rate co-movements

Keywords: C22; C46; C51; F31; F41; G15; G32Oil prices; Exchange rates; Copulas; Co-movement

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2012 سفارش ترجمه

Local polynomial Whittle estimation of perturbed fractional processes

Keywords: C22; Bias reduction; Local Whittle; Long memory; Perturbed fractional process; Semiparametric estimation; Stochastic volatility;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2012 سفارش ترجمه

Interest rate pass-through in South East Europe: An empirical analysis

Keywords: C22; E4; E50; E52; Interest rate pass-through; Monetary policy; South East Europe; Time-series; Cointegration; Structural breaks;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2012 سفارش ترجمه

Estimation of semiparametric locally stationary diffusion models

Keywords: C13; C14; C22; Diffusion processes; Local stationarity; Term structure dynamics; Density matching; Derivative pricing;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2012 سفارش ترجمه

Causes of banking crises: Deregulation, credit booms and asset bubbles, then and now

Keywords: E32; E37; C22; C23; Banking crisis; Similarity; Logit;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2012 سفارش ترجمه

A model-based indicator of the fiscal stance

Keywords: Budget deficits; Government debt; Fiscal sustainability; VAR analysis; Economic policy; C22; C53; E62; E63;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2012 سفارش ترجمه

A simple approach to standardized-residuals-based higher-moment tests

Keywords: C12; C22; C52; Conditional distribution; Estimation effect; GARCH-type models; Higher-moment tests; Standardized errors;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2012 سفارش ترجمه

Exchange rate bubbles: Fundamental value estimation and rational expectations test

Keywords: E32; C22; Exchange rate bubbles; Regime-switching regression;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2012 سفارش ترجمه

The determinants of sovereign credit spread changes in the Euro-zone

Keywords: C22; E45; E43; C15; Credit risk; Structural models; Term structure of interest rates; Gaussian HJM multi-factor models;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2012 سفارش ترجمه

Unit root testing under a local break in trend

Keywords: C22; Unit root test; Local trend break; Union of rejections; Adaptive critical values; Asymptotic local power;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2012 سفارش ترجمه

U.S. stock market crash risk, 1926–2010

Keywords: C22; C46; G01; G13Lévy processes; Time-changed Lévy processes; Stock market crashes; Option pricing

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2012 سفارش ترجمه

Unilateral divorce versus child custody and child support in the U.S.

Keywords: C12; C22; J12; J18; K36Divorce rate; Child support; Joint custody; Unilateral divorce; Unit root; Structural break

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2012 سفارش ترجمه

Short-term growth effects of fiscal policy revisited: A Markov-switching approach

Keywords: C22; E62; H30; Fiscal policy; Markov-switching;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

Purchasing Power Parity analyzed through a continuous-time version of the ESTAR model

Keywords: F31; C22; PPP; Mean reversion; Stochastic differential equation;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

Markov-switching models and the unit root hypothesis in real US GDP

Keywords: E32; C22; E27; Business cycles; Output growth; Time series;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

The stability of long-run money demand in the United States: A new approach

Keywords: E41; C22; Money demand; Cointegration; Structural change; Structural instability; Johansen's tests;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

Further evidence regarding nonlinear trend reversion of real GDP and the CPI

Keywords: C22; E31; E32; Nonlinear unit root test; Wild bootstrap; Non-normality;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests

Keywords: C22; C12; Unit roots; Nonlinearity; Power;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

What is really common in the run-up to banking crises?

Keywords: E32; E37; C22; C23; Banking crises; Similarities; Prediction; Asset bubbles;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

Nonparametric lag selection for nonlinear additive autoregressive models

Keywords: C14; C22; Additive models; Consistent lag selection; Final prediction error; Nonlinear autoregression; Nonparametric regression;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

Testing the hypothesis of the natural suicide rates: Further evidence from OECD data

Keywords: C22; I12; Natural rate of suicides; Cointegration; Time series; OECD;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2011 سفارش ترجمه