دانلود مقالات ISI درباره C32 + ترجمه فارسی

The cointegrated vector autoregressive model with general deterministic terms

Keywords: C32; Additive formulation; Cointegration; Deterministic terms; Extended model; Likelihood inference; VAR model;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2018 سفارش ترجمه

Nexus between clean energy consumption, economic growth and CO2 emissions

Keywords: Clean energy consumption; Economic growth; CO2 emissions; Bootstrap ARDL cointegration and causality test; C32; Q43; Q53;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2018 سفارش ترجمه

Do house prices hedge inflation in the US? A quantile cointegration approach

Keywords: House prices; Inflation; Hedging; Quantile cointegration; C22; C32; E31; R31;

دانلود رایگان متن کامل مقاله ISI 36 صفحه سال انتشار : 2018 سفارش ترجمه

Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme

Keywords: G1; F3; C32; C58; Index futures market; Volatility spillover; Multivariate GARCH model; Return;

دانلود رایگان متن کامل مقاله ISI 36 صفحه سال انتشار : 2018 سفارش ترجمه

Oil volatility and sovereign risk of BRICS

Keywords: C14; C32; G11; G15; Oil implied volatility; Sovereign risk; BRICS CDS; Cross-quantilogram; Quantile dependence; Spillover;

دانلود رایگان متن کامل مقاله ISI 38 صفحه سال انتشار : 2018 سفارش ترجمه

Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model

Keywords: C32; G15; Bayesian Graphical Structural VAR; Volatility predictability; Implied volatility index; VIX; Strategic commodities; BRICS;

دانلود رایگان متن کامل مقاله ISI 38 صفحه سال انتشار : 2018 سفارش ترجمه

Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model

Keywords: Functional coefficient; Mixed-frequency data sampling; Crude oil price; Real GDP growth; Forecasting; C32; C53; Q43;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2018 سفارش ترجمه

Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty

Keywords: Common business cycles; Common stochastic volatility; Time-varying dynamic factor models; Quantile-on-quantile regressions; C11; C22; C32; E30; R10;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2018 سفارش ترجمه

Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?

Keywords: C32; C58; G1; Islamic equity index; Conventional finance; Global risk factors; Spillover index; Dynamic conditional correlations;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2018 سفارش ترجمه

Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries

Keywords: Unconventional monetary policy; Euro area; GVAR; Heterogeneity; Spillovers; C32; E52; E58;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2018 سفارش ترجمه

Estimation and forecasting in vector autoregressive moving average models for rich datasets

Keywords: C13; C32; C53; C63; E0; VARMA; Weak VARMA; Iterative ordinary least squares (IOLS) estimator; Asymptotic contraction mapping; Forecasting; Rich and large datasets;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2018 سفارش ترجمه

The impact of ECB monetary policy surprises on the German stock market

Keywords: Monetary policy shocks; Stock market; Variance decomposition; VAR model; Unconventional monetary policy; C32; E44; G12;

دانلود رایگان متن کامل مقاله ISI 48 صفحه سال انتشار : 2018 سفارش ترجمه

The zero lower bound and market spillovers: Evidence from the G7 and Norway

Keywords: C32; E32; E52; G15; Crude oil; Financial markets; Mean and volatility spillovers; Structural breaks; VARMA-BEKK model;

دانلود رایگان متن کامل مقاله ISI 51 صفحه سال انتشار : 2018 سفارش ترجمه

The microstructure of a U.S. Treasury ECN: The BrokerTec platform

Keywords: G12; G14; C32; Microstructure; Treasury market; Bid-ask spread; Price impact; Information;

دانلود رایگان متن کامل مقاله ISI 54 صفحه سال انتشار : 2018 سفارش ترجمه

Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions

Keywords: C32; C58; G11; G32; Common risks; Realized covariances; Forecasting; Asset allocation; Portfolio construction;

دانلود رایگان متن کامل مقاله ISI 56 صفحه سال انتشار : 2018 سفارش ترجمه

The impact of credit supply shocks and a new Financial Conditions Index based on a FAVAR approach

Keywords: C32; C38; C58; E17; G21; Dynamic factor model; Financial conditions index; Credit supply shocks; Time-varying parameter VAR;

دانلود رایگان متن کامل مقاله ISI 62 صفحه سال انتشار : 2018 سفارش ترجمه

Asymptotics of Cholesky GARCH models and time-varying conditional betas

Keywords: C13; C32; C53; C58; Multivariate-GARCH; Conditional betas; Covariance;

دانلود رایگان متن کامل مقاله ISI 67 صفحه سال انتشار : 2018 سفارش ترجمه

Macro news and exchange rates in the BRICS

Keywords: BRICS; Exchange rates; GARCH model; Macro news; C32; F36; G15;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2017 سفارش ترجمه

Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes

Keywords: C32; Long run variance estimation; Fractional integration; Large-m and fixed-m asymptotic theory;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2017 سفارش ترجمه

Google It Up! A Google Trends-based Uncertainty index for the United States and Australia

Keywords: C32; E32; E52; Google Trends Uncertainty indices; Uncertainty shocks; Unemployment dynamics; VAR analysis;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2017 سفارش ترجمه

On weak identification in structural VARMA models

Keywords: C15; C52; C32; VARMA; VAR; DSGE; Impulse response analysis;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2017 سفارش ترجمه

Oil price shocks and stock returns of oil and gas corporations

Keywords: C32; G10; Q43; Oil prices; Linear and nonlinear specifications; Vector autoregressive model; Stock returns; Oil and gas corporations;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2017 سفارش ترجمه

A small-scale DSGE-VAR model for the Romanian economy

Keywords: C32; C51; C53; F41; DSGE-VAR; Minnesota-VAR; Unrestricted VAR; Forecast;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

Natural gas price effects in China based on the CGE model

Keywords: CGE model; China; Natural gas; C32; Q43;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

Spillover effects of debt and growth in the euro area: Evidence from a GVAR model

Keywords: C32; H63; O47; Government debt; Economic growth; International transmission; Global vector autoregression;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2017 سفارش ترجمه

Investigation of the causal relationships between combustible renewables and waste consumption and CO2 emissions in the case of Tunisian maritime and rail transport

Keywords: C32; O55; Q53; Combustible renewables and waste; Rail and maritime transport; ARDL bounds testing to cointegration; Granger causality tests; Tunisia;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2017 سفارش ترجمه

How are Africa's emerging stock markets related to advanced markets? Evidence from copulas

Keywords: C32; F36; F37; G10; G11; G15; Copula; Quantile; Tail dependence; Comovement; African Stock Markets; Spillover;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2017 سفارش ترجمه

Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test

Keywords: C22; C32; C53; Q41; Stock returns; Housing returns; Causality-in-quantiles test; Nonparametric;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots

Keywords: Emissions allowances; China's emissions trading scheme; Price dynamics; Asymmetry effect; GARCH model; Regime-switching process; C32; G12; N55; Q21; Q56;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Oil prices and the global economy: Is it different this time around?

Keywords: C32; E32; F44; F47; O51; Q43; Oil prices; Equity prices; Dividends; Economic growth; Oil supply; Global oil markets; International business cycle;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

The growth-volatility nexus: New evidence from an augmented GARCH-M model

Keywords: C5; C32; E32; GARCH-M; Global VAR; Structural breaks; Bounce back effect;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula

Keywords: C32; C51; E31; G15; Inflation rate; REIT return; Tail dependence; Inflation hedge ability; Markov-switching copula;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2017 سفارش ترجمه

Dynamic spillover between commodities and commodity currencies during United States Q.E.

Keywords: C32; C5; E52; F31; Quantitative easing; Commodity markets; Commodity currencies; Static and dynamic spillovers; FIVAR;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2017 سفارش ترجمه

The long-term relationship between CO2 emissions and economic activity in a small open economy: Uruguay 1882-2010

Keywords: Q43; C32; Q56; Carbon dioxide; Cointegration; Environmental Kuznets curve; Uruguay;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2017 سفارش ترجمه

An empirical comparison of transformed diffusion models for VIX and VIX futures

Keywords: C13; C32; G13; G15; Transformation model; Nonlinear diffusion; Skewed Student-t distribution; Volatility index; VIX futures;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2017 سفارش ترجمه

A Monte Carlo procedure for checking identification in DSGE models

Keywords: C32; C51; C52; E32; Identification; Indirect inference; Monte Carlo; VAR; Reduced form;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2017 سفارش ترجمه

Impulse response matching estimators for DSGE models

Keywords: C32; C52; E30; E50; DSGE; VAR; Impulse response; Bootstrap; Weak identification;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2017 سفارش ترجمه

The international REIT's time-varying response to the U.S. monetary policy and macroeconomic surprises

Keywords: E44; E52; C32; F42; G14; Monetary policy; Macroeconomic surprises; International REITs; Time-varying model;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

El impacto del gasto público sobre la inversión privada en México (1980-2015)

Keywords: C32; H50; Inversión Pública; Inversión Privada; pib; Gasto Público Primario; Series de Tiempo; Efectos Crowding out y Crowding in; Public Investment; Private Investment; gdp; Primary Public Expenditure; Time Series; Crowding out and Crowding in; effec

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

Structural vector autoregressions with smooth transition in variances

Keywords: Identification via heteroskedasticity; Monetary policy shocks; Smooth transition VAR models; C32;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics

Keywords: C01; C14; C22; C23; C26; C32; C33; C36; C57; C70; C78; D20; D31; D44; D83; D90; E24; I20; J21; J24; J60; L10; Measurement error model; Errors-in-variables; Latent variable; Unobserved heterogeneity; Unobserved state variable; Mixture model; Hidden Markov

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

Does the J-curve hypothesis hold for a small open economy? Evidence from time-varying coefficients of a distributed-lag model for Tunisia

Keywords: F14; F31; F32; C32; Trade balance; Effective real exchange rate; J- curve; Kalman Filter;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2017 سفارش ترجمه

Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks

Keywords: G12; G15; C32; Dynamic conditional correlation; Sector portfolio; Investment-specific shock; Investment opportunity;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

How credible is inflation targeting in Asia? A quantile unit root perspective

Keywords: C32; E31; E58; Quantile ADF regression model; Inflation targeting; Inflation persistence;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

Currency volatility and bid-ask spreads of ADRs and local shares

Keywords: C32; E44; E47; G15; ADRs; Exchange rate; FX; International equity; Volatility;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2017 سفارش ترجمه

Fair weather or foul? The macroeconomic effects of El Niño

Keywords: C32; F44; O13; Q54; El Niño weather shocks; Oil and non-fuel commodity prices; Global macroeconometric modelling; International business cycle;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2017 سفارش ترجمه

The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries

Keywords: C32; E32; F44; International business cycles; International transmission channels; Dynamic factor models; Sign restrictions; Non-stationarity;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2017 سفارش ترجمه

Exchange rate forecasting with DSGE models

Keywords: Forecasting; Exchange rates; New open economy macroeconomics; Mean reversion; C32; F31; F41; F47;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2017 سفارش ترجمه

Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach

Keywords: C32; E52; F65; G01; Industry CDS index spreads; Asymmetries; Cointegration; NARDL model;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2017 سفارش ترجمه

Forecasting oil and stock returns with a Qual VAR using over 150 years off data

Keywords: C32; C53; C55; E32; G10; Q41; Vector autoregressions; Business cycle turning points; Forecasting; Oil and stock prices;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2017 سفارش ترجمه