دانلود مقالات ISI درباره C32 + ترجمه فارسی

Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan

Keywords: C32; F21; G15; Exchange rates; Stock prices; Threshold cointegration; Threshold error-correction model (TECM);

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Government expenditure on public order and safety, economic growth and private investment: Empirical evidence from the United States

Keywords: C32; H53; Government expenditure; Unit root; Cointegration; Granger causality; Impulse response function;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Energy prices, energy conservation, and economic growth: Evidence from the postwar United States

Keywords: Q43; C32; Energy conservation; Economic growth; Energy prices; Variance decompositions; Impulse responses;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Optimum currency area in South Asia: A state space approach

Keywords: C32; F02; F15; Optimum currency area; South Asia; State space modeling;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Investment and uncertainty in the international oil and gas industry

Keywords: C32; G31; L72; Capital formation; Uncertainty; Dynamic panel data models;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets

Keywords: C32; C51; L94; Q40; Wholesale spot electricity price markets; Constant and dynamic conditional correlation; Multivariate GARCH;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity

Keywords: C32; C51; E43; Interest rates; Cointegration; Nonlinear adjustment; Conditional heteroskedasticity;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Long memory and long run variation

Keywords: C22; C32; Asymptotic expansion; Autocovariance function; Fractional pole; Fourier integral; Generalized function; Long memory; Long range dependence; Singularity;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Evaluating growth cycle synchronisation in the EU

Keywords: C15; C22; C32; E32; Common cycles; Codependence; Scalar component models; Multivariate Beveridge-Nelson decomposition;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Heterogeneity in asset allocation decisions: Empirical evidence from Switzerland

Keywords: E44; G11; E32; C32; Asset allocation; Stock return predictability; Business cycle; Investor heterogeneity; Vector error correction;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Crude oil and stock markets: Stability, instability, and bubbles

Keywords: C13; C32; Q43; Crude oil; Stock market prices; Cointegrated VECM; Structural stability; Stock market bubble; Oil price bubble;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Explaining international stock correlations with CPI fluctuations and market volatility

Keywords: C32; E44; G15; International stock markets; CPI rates; Global volatility; Smooth transition; CARR;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Is U.S. money causing China's output?

Keywords: C32; E40; E51; E52; E58; China; United States; Monetary policy; Causality; Output; VECM;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Stock market development and economic growth: Evidence from seven sub-Sahara African countries

Keywords: C12; C32; 016 52Stock market development; Economic growth; Causality; ARDL and sub-Saharan

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Markov-switching models with endogenous explanatory variables II: A two-step MLE procedure

Keywords: C13; C32; Control function approach; Curse of dimensionality; Endogeneity; Markov switching; Two-step estimation procedure; Smoothed probability;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Testing the assumptions behind importance sampling

Keywords: C10; C22; C32; C51; Extreme value theory; Importance sampling; Simulation; Stochastic volatility;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

The impact of structural breaks on the integration of the ASEAN-5 stock markets

Keywords: C12; C22; C32; F36; G15Cointegration rank; Structural break; Asian financial crisis; Stock market

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Inference on transformed stationary time series

Keywords: C12; C13; C15; C32; C51; ARMA model; Asymptotic theory; Box-Cox transformation; Instantaneous transformation; Whittle likelihood;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Studying co-movements in large multivariate data prior to multivariate modelling

Keywords: C32; Interactions; Multiple time series; Co-movements; ARIMA; Cointegration; Common cycles; Dynamic panel data;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Are there waves in merger activity after all?

Keywords: G34; C32; C11; C15; Merger waves; Markov regime-switching regression model; Gibbs sampling;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Structural change and international stock market interdependence: Evidence from Asian emerging markets

Keywords: G15; C32; Asian stock markets; Rolling cointegration analysis; Directed acyclic graphs;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Savings and economic growth in South Africa: A multivariate causality test

Keywords: E21; C32; 040Savings; Economic growth; Causality

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach

Keywords: C12; C32; C51; E58; F31; FOREX efficiency; BEER; Linearity test; Unit root;

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

Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns

Keywords: C32; G12Campbell–Cochrane model; 25 Fama–French portfolios; GMM; Return predictability by surplus consumption ratio

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

Using extraneous information to analyze monetary policy in transition economies

Keywords: C32; C33; E52; F41Transition economy; Monetary transmission mechanisms; Structural VAR; Mixed estimation

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

Modelling non-linear comovements between time series

Keywords: C22; C32; E43; E59; BEKK Garch and Mackey-Glass processes; Structural changes; Comovements; Interest rates; Non-linear dynamics;

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

A Wald test for the cointegration rank in nonstationary fractional systems

Keywords: C12; C32; Fractional integration; Fractional error correction model; Singular value decomposition; Cointegration test;

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

Linking global economic dynamics to a South African-specific credit risk correlation model

Keywords: C32; C51; E44; Credit portfolio management; Multifactor model; Vector error-correcting model (VECM); Credit correlations;

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

Structural change in the export demand function for Indonesia: Estimation, analysis and policy implications

Keywords: C32; F11Export demand; Cointegration; Bounds testing; Indonesia

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

Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy

Keywords: C32; Q43; O13Oil price volatility; Thailand; Granger causality test; Impulse response function; Variance decomposition

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

A panel data approach to economic forecasting: The bias-corrected average forecast

Keywords: C32; C33; E21; E44; G12; Forecast combination; Forecast-combination puzzle; Common features; Panel-data; Bias-corrected average forecast;

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

Modeling the volatility of real GDP growth: The case of Japan revisited

Keywords: C32; E32; O40; Japan; Real GDP growth; The Great Moderation; Outlier; Structural changes; IGARCH effect;

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

A stable systemic risk ranking in China's banking sector: Based on principal component analysis

Keywords: C13; C32; C53; E17; Systemic risk rankings; Principal component analysis; Fundamentals; Banking supervision;

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

Computing the mean square error of unobserved components extracted by misspecified time series models

Keywords: C32; Detrending; Exponentially weighted moving average; Hodrick-Prescott filter; Kalman filter; Smoother;

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

Trade, FDI, and productivity convergence: A dynamic panel data approach in 25 countries

Keywords: C32; F14; F43; Trade; FDI; Productivity convergence; Panel unit-root test;

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

Institutional investors and stock returns volatility: Empirical evidence from a natural experiment

Keywords: C32; G14; G23Institutional traders; Polish stock market; Pension fund investors; Stock market volatility; Markov-switching-GARCH model

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

Forecasting financial crises and contagion in Asia using dynamic factor analysis

Keywords: C32; C51; F34; Financial contagion; Dynamic Factor model;

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

Macroeconomic shocks and the co-movement of stock returns in Latin America

Keywords: E44; G12; C32; Real stock returns; Structural shocks; Co-movement;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

Leveraged carry trade portfolios

Keywords: C32; F31; G11; G15; Bootstrap; Currency market; Diversification; Leverage; Uncovered interest rate parity;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

The identification of fiscal and monetary policy in a structural VAR

Keywords: E62; E63; C32; C50; Identification; Fiscal policy; Monetary policy; SVAR; Permanent and transitory shocks; Sign restrictions;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis

Keywords: C32; G15Multivariate GARCH; Volatility spillovers; Russian financial crisis; Contagion; Partial integration

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models

Keywords: C1; C12; C13; C15; C32; G1; Testing; Exact test; Monte Carlo test; Maximized Monte Carlo test; Wald test; LR test; LM test; C(α) test; Homoskedasticity; Stochastic volatility; Two-factor volatility; Identification; Singular moment conditions; Finance; St

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

Monetary policy and exchange rate overshooting: Dornbusch was right after all

Keywords: C32; E52; F31; F41; Exchange rate; Uncovered interest parity (UIP); Dornbusch overshooting; Monetary policy; Structural vector autoregressive (VAR);

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate

Keywords: C14; C22; C32; C50; Nonlinear models; Quantile regression; Threshold models; Exchange rates;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

Dual long-memory, structural breaks and the link between turnover and the range-based volatility

Keywords: C32; C52; G12; G15Range-based volatility; Financial crisis; Foreign investors; Long-memory; Turnover volume

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

Markov-switching in target stocks during takeover bids

Keywords: C32; C52; G12; G14; G34Takeover bids; Stock price dynamics; Markov-switching models

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules

Keywords: C32; E52; E58; Cointegration; Impulse response analysis; Monetary policy; Taylor rule; Vector error correction model; Deutsche Bundesbank;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2009 سفارش ترجمه

Forecasts of US short-term interest rates: A flexible forecast combination approach

Keywords: C53; C32; E47; Forecast combinations; Regime switches; Short term interest rates; Expectations hypothesis;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2009 سفارش ترجمه

Technology shocks around the world

Keywords: C32; E32; F41Technology shocks; Labor input; Vector autoregressions; Multi-country economy

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

Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility

Keywords: C32; E58; F31; F33; G15Realized volatility; Structural change; GMM; Foreign exchange intervention; Japan

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