دانلود مقالات ISI درباره C32 + ترجمه فارسی

Continuous time ARMA processes: Discrete time representation and likelihood evaluation

Keywords: Continuous time; ARMA process; State space; Discrete time representation; Mixed frequency; C32;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2017 سفارش ترجمه

Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data

Keywords: Stock price dynamics; Tick structure; Hawkes process; Volatility; Diffusion model; C13; C32; C58;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2017 سفارش ترجمه

A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets

Keywords: Day-ahead electricity prices; Market coupling; Copula models; Tail dependence; Financial transmission rights; Tail quantile forecasting; C32; C51; G13; G17; Q4;

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2017 سفارش ترجمه

DSGE pileups

Keywords: C32; C51; E12; E52; Global identification; Maximum likelihood estimation; Posterior probability;

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2017 سفارش ترجمه

Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model

Keywords: Economic policy uncertainty; Stock returns; Panel vector autoregressive model; Pacific-rim countries; C32; G10;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2017 سفارش ترجمه

Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model

Keywords: C32; C58; E32; Q41; Q47; Crude oil; Volatility; Regime switching; Mixed-frequency data sampling; Forecasting;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2017 سفارش ترجمه

Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach

Keywords: C32; G10; Economic policy and equity market uncertainties; Emerging and mature stock markets; Quantile vector autoregressive model;

دانلود رایگان متن کامل مقاله ISI 36 صفحه سال انتشار : 2017 سفارش ترجمه

Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach

Keywords: C32; E52; F42; Monetary policy; Euro area; Central and Eastern Europe; Exchange rate regime; Factor-augmented VAR (FAVAR);

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2017 سفارش ترجمه

Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR

Keywords: C11; C32; E44; G12; Stock market liquidity; House market liquidity; Liquidity shocks; Time-varying parameter VAR;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2017 سفارش ترجمه

Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach

Keywords: C32; E44; F42; Financial stress; Financial stability; Threshold-VAR; Monetary policy;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2017 سفارش ترجمه

Statistical inference for independent component analysis: Application to structural VAR models

Keywords: C14; C32; Independent component analysis; Pseudo maximum likelihood; Identification; Cayley transform; Structural shocks; Structural VAR; Impulse response functions;

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2017 سفارش ترجمه

Asymptotic F and t tests in an efficient GMM setting

Keywords: C12; C32; Efficient GMM; F distribution; Fixed-smoothing asymptotics; Heteroskedasticity and autocorrelation robust; t distribution; Two-step GMM;

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2017 سفارش ترجمه

The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model

Keywords: Dynamic factor model; Bond yields convergence; European monetary union; International finance; C32; C11; E42; E44; E4; F3;

دانلود رایگان متن کامل مقاله ISI 44 صفحه سال انتشار : 2017 سفارش ترجمه

On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas

Keywords: Continuous wavelet transform; Housing cycles; Regional house price synchronization; Wavelet distance matrix; C32; C33; E32; R11; R31;

دانلود رایگان متن کامل مقاله ISI 45 صفحه سال انتشار : 2017 سفارش ترجمه

Assessing DSGE model nonlinearities

Keywords: Asymmetric adjustment costs; Bayesian analysis; Econometric model evaluation; Perturbation solution; Predictive checks; Quadratic autoregressions; C11; C32; C52; E32;

دانلود رایگان متن کامل مقاله ISI 46 صفحه سال انتشار : 2017 سفارش ترجمه

Tests for conditional ellipticity in multivariate GARCH models

Keywords: C12; C15; C32; C58; MGARCH; Spherical symmetry; Empirical characteristic function; Conditional Monte Carlo test; Extended CCC-GARCH;

دانلود رایگان متن کامل مقاله ISI 48 صفحه سال انتشار : 2017 سفارش ترجمه

Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama-French factors

Keywords: C32; G12; Asset pricing; Timescale betas; Cross section of stock returns; Fama-French factors; Wavelets;

دانلود رایگان متن کامل مقاله ISI 52 صفحه سال انتشار : 2017 سفارش ترجمه

VARMA representation of DSGE models

Keywords: C32; C51; E12; E52; DSGE; Identification; VARMA;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

On the identification of multivariate correlated unobserved components models

Keywords: C32; E32; Unobserved components models; Identification; VARMA;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

Linear time-varying regression with Copula-DCC-GARCH models for volatility

Keywords: C32; C53; G10; Volatility; Time-varying parameter; Copula; GARCH; Forecasting;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

Detecting unemployment hysteresis: A simultaneous unobserved components model with Markov switching

Keywords: E24; E32; J64; C32; Hysteresis; Structural unemployment; Business cycle; Unobserved components; Markov switching;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

Testing for deterministic seasonality in mixed-frequency VARs

Keywords: C32; Deterministic seasonal features; Mixed frequency VARs;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2016 سفارش ترجمه

Dynamic responses to oil price shocks: Conditional vs unconditional (a)symmetry

Keywords: C32; Q43; Asymmetry; Impulse response; Job creation and destruction; Nonlinearity; Oil price; SVAR;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2016 سفارش ترجمه

Comparing different data descriptors in Indirect Inference tests on DSGE models

Keywords: C12; C32; C52; E1; Indirect Inference; DGSE model; Auxiliary models; Simulated Moments Method;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2016 سفارش ترجمه

Nonlinear approaches in testing PPP: Evidence from Southern African development community

Keywords: C22; C32; F15; F31; Optimal currency area; Purchasing power parity; Real exchange rate; Fourier; Stationary test;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2016 سفارش ترجمه

A test of the adaptive market hypothesis using a time-varying AR model in Japan

Keywords: The adaptive market hypothesis; The efficient market hypothesis; Time-varying model approach; Degree of market efficiency; C22; C32; G12; G14;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2016 سفارش ترجمه

A unit root test against globally stationary ESTAR models when local condition is non-stationary

Keywords: C12; C32; C52; Unit root; Wald-type test; ESTAR models; Monte Carlo simulation;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2016 سفارش ترجمه

Labor market impacts of U.S. tight oil development: The case of the Bakken

Keywords: Q43; Q48; J23; J43; C32; O13; Energy boom; Oil; Labor market; Employment; Wages; Natural resource curse; Dutch disease;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2016 سفارش ترجمه

Does the S&P500 index lead the crude oil dynamics? A complexity-based approach*

Keywords: Nonlinear causality; S&P500; Petroleum complex; Futures-spot price spread; Speculation; C14; C32; E32; G10; Q40;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2016 سفارش ترجمه

Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models

Keywords: C01; C32; C50; Q41; Q43; Q47; OPEC; Political risk; Oil price; SVAR;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2016 سفارش ترجمه

Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market

Keywords: Speculative positions; Currency futures; Exchange rates; Predictive regressions; Multiple testing; C32; F31; G15;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2016 سفارش ترجمه

Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis

Keywords: C32; C58; G1; Oil prices; Real estate investment trusts; Smooth shift Granger causality; Volatility spillover;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2016 سفارش ترجمه

Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania

Keywords: Likelihood ratio test; Marcellus; Model evaluation; Natural gas; Structural change; VAR; C12; C32; C52; L95;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2016 سفارش ترجمه

Root-TT consistent density estimation in GARCH models

Keywords: C14; C22; C32; Autoregression; Consistency; Convergence rates; Financial econometrics; Nonparametric statistics; Time series;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2016 سفارش ترجمه

Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis

Keywords: C32; F36; G15; Macro news; Volatility spillovers; VAR-GARCH-in-mean model;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2016 سفارش ترجمه

Volatility and a century of energy markets dynamics

Keywords: E32; C32; Oil; Natural gas; Coal; Volatility; VARMA; GARCH-in-Mean model;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2016 سفارش ترجمه

The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries

Keywords: C32; E44; Q41; Stock Price Volatility; Oil Price Shocks; G7 countries;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2016 سفارش ترجمه

Unveiling heterogeneities of relations between the entire oil-stock interaction and its components across time scales

Keywords: C22; C32; G12; Q40; Multiscale; Oil-stock; Heterogeneities;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2016 سفارش ترجمه

Financial development and the shadow economy: A panel VAR analysis

Keywords: O17; G2; C32; Shadow economy; Financial development; Panel vector autoregression;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2016 سفارش ترجمه

Size and power of tests based on Permanent-Transitory Component Models

Keywords: C32; F47; G17; Efficient Markets Hypothesis; Permanent-Transitory Component Models; MC simulations;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2016 سفارش ترجمه

Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis

Keywords: C32; Q18; Q42; Oil/food price uncertainty; Crude oil; Edible oil; Multivariate GARCH; VIRF;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2016 سفارش ترجمه

Explosive bubbles in house prices? Evidence from the OECD countries

Keywords: C22; C32; G12; Co-explosive VAR model; Right-tailed unit root tests; Date-stamping bubble periods; Price-to-rent ratio;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2016 سفارش ترجمه

Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach

Keywords: C11; C32; C53; E17; E31; E37; Q47; Q41; Forecasting oil prices; Model uncertainty; Parameter uncertainty;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Forecasting wind power - Modeling periodic and non-linear effects under conditional heteroscedasticity

Keywords: C13; C32; C53; Q47; Renewable energy; Wind speed; Wind power; Heteroscedasticity; Stochastic modeling; Lasso;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models

Keywords: G1; G10; G11; C32; Crude oil market; Stock market; Dynamic conditional correlation; VAR GARCH models;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration

Keywords: C32; F31; Real interest rate parity; BRICS countries; ADL test; Threshold cointegration;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Gaussian mixture vector autoregression

Keywords: C32; Mixture models; Nonlinear vector autoregressive models; Regime switching;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2016 سفارش ترجمه

Volatility linkages between energy and agricultural commodity prices

Keywords: Energy; Agriculture; Biodiesel; Volatility model; Interdependencies; Dynamic hedging; C01; C14; C32; Q02; Q41; Q16;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2016 سفارش ترجمه

Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis

Keywords: C32; F31; G15; Correlations; Market volatilities; US financial crisis; TED spread; Stock-market volatility index; Foreign-exchange market volatility index;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2016 سفارش ترجمه

Testing for Granger causality in large mixed-frequency VARs

Keywords: C11; C12; C32; Granger causality; Mixed frequency VAR; Bayesian VAR; Reduced rank model; Bootstrap test;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2016 سفارش ترجمه