دانلود مقالات ISI درباره C32 + ترجمه فارسی

Permanent disinflationary effects on unemployment in a small open economy: Italy 1979-1995

Keywords: C32; E32; Structural cointegrated VAR; Identification; Disinflation; Unemployment;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2007 سفارش ترجمه

How much has labour taxation contributed to European structural unemployment?

Keywords: C32; E24; E32; NAIRU; Unemployment tax elasticity; Unobserved components; Diffuse Kalman filter;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2007 سفارش ترجمه

Extreme co-movements and extreme impacts in high frequency data in finance

Keywords: C12; C13; C4; C32; C53; High frequency data; Exchange rate; Extreme dependence;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2007 سفارش ترجمه

A time-varying “natural” rate of interest for the euro area

Keywords: C32; E32; E43; E52; Natural rate of interest; Interest rate gap; Monetary policy; Kalman filter; Output gap; Euro area;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2007 سفارش ترجمه

Global influences on UK manufacturing prices: 1970-2000

Keywords: C22; C32; C81; D43; F12; F14; L13; L60; Pricing; Global influences; Estimation; Tariffs; Exchange rates;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2007 سفارش ترجمه

Interdependence of international equity variances: Evidence from East Asian markets

Keywords: C32; G14; G15; Volatility spillover; Equity volatility; GARCH; VAR;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2007 سفارش ترجمه

The dynamics of aggregate UK consumers' non-durable expenditure

Keywords: E21; C32; Consumption; Dynamics; Budget constraint;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2007 سفارش ترجمه

Nonlinear Phillips curve, sacrifice ratio, and the natural rate of unemployment

Keywords: C32; E32; E52; Phillips curve; Nonlinearity; Sacrifice ratio; Natural rate of unemployment;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2007 سفارش ترجمه

Why are stock returns and volatility negatively correlated?

Keywords: C32; C51; G12Asymmetric volatility; Volatility feedback; Leverage effect; Regime switching; GARCH

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2007 سفارش ترجمه

Energy consumption and GDP revisited: A panel analysis of developed and developing countries

Keywords: Q43; C32; Energy consumption; Real GDP; Multiple structural breaks; Panel VARs; Impulse response functions;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2007 سفارش ترجمه

Common shocks, common dynamics, and the international business cycle

Keywords: C32; E32; International business cycles; Permanent-transitory decomposition; Serial correlation common features; Frequency domain analysis;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2007 سفارش ترجمه

Intra- and inter-regional spillovers between emerging capital markets around the world

Keywords: C32; F30; F36; G15Return and volatility linkages; Emerging markets; Financial integration

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2007 سفارش ترجمه

All time cheaters versus cheaters in distress: An examination of cheating and oil prices in OPEC

Keywords: D40; L13; C32; OPEC; Cartels; Oil market; Time series models;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2007 سفارش ترجمه

Do central banks respond to exchange rate movements? A structural investigation

Keywords: C32; E52; F41Small open economy models; Monetary policy rules; Exchange rates; Structural estimation; Bayesian analysis

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2007 سفارش ترجمه

Core inflation for India

Keywords: C32; E31; E52; Core inflation; Limited influence methods; Common trends model;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2007 سفارش ترجمه

Do actions speak louder than words? Evaluating monetary policy at the Bundesbank

Keywords: E52; E58; C31; C32; C53; Bundesbank; Taylor rule; Central bank communication;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2007 سفارش ترجمه

Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom

Keywords: C32; E31; Inflation; Price setting; Relative price variability; Cointegration;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2007 سفارش ترجمه

Regime dependence between the official and parallel foreign currency markets for US dollars in Greece

Keywords: C32; F31; Parallel market premium; Non-linearity; Regime switching; Impulse response function;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2007 سفارش ترجمه

Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises

Keywords: C32; F36Contagion; Russian crisis; LTCM; Factor models; Multiple regimes

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2007 سفارش ترجمه

Examination of the efficient market hypothesis-the case of post-crisis Asia Pacific countries

Keywords: C32; F41; Cointegration; Market efficiency; Asia-Pacific exchange rates;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2007 سفارش ترجمه

Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets

Keywords: C32; G12; G15; Market integration; Contagion; Currency risk; Multivariate GARCH-in-Mean;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2007 سفارش ترجمه

Multivariate autoregressive modeling of time series count data using copulas

Keywords: C32; C35; G10Copula continued extension; Counts; Factor model; Market microstructure

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2007 سفارش ترجمه

Yield-factor volatility models

Keywords: E43; C32; C51; Yields; GARCH; Level effect; Regime shifts;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2007 سفارش ترجمه

Market integration and currency risk in Asian emerging markets

Keywords: C32; G12; G15Market integration; Currency risk; Asset pricing; Multivariate GARCH-M

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2007 سفارش ترجمه

The second-order bias and mean squared error of estimators in time-series models

Keywords: C10; C22; C32; Higher-order moments; Stochastic expansion; Time series;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2007 سفارش ترجمه

Macroeconomic shocks, structural change and real exchange rates: Evidence from historical data

Keywords: F31; E44; C32; Real exchange rates; Macroeconomic fluctuations; Structural change;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2007 سفارش ترجمه

Monetary policy, structural break and the monetary transmission mechanism in Thailand

Keywords: C32; E41; E58; F41; Thailand; Monetary policy; Monetary transmission mechanism; Asian financial crisis; Cointegration;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2007 سفارش ترجمه

Market power and exchange rate pass-through

Keywords: C32; C33; F39; F4; Exchange rate pass-through; Market power; Multivariate cointegration; Structural instability; Multivariate panel cointegration;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2007 سفارش ترجمه

Long memory and structural changes in the forward discount: An empirical investigation

Keywords: C32; F31Long memory; Structural changes; Forward discount rate unbiased hypothesis; Exchange rates

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2007 سفارش ترجمه

Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach

Keywords: C14; C32; Cointegration rank; Fractional cointegration; Fractional integration; Long memory; Nonstationarity; Semiparametric estimation; Exact local Whittle estimator;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2007 سفارش ترجمه

An adaptive empirical likelihood test for parametric time series regression models

Keywords: C12; C14; C32; Empirical likelihood; Goodness-of-fit test; Kernel estimation; Rate-optimal test; Nonparametric time series;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2007 سفارش ترجمه

A robust version of the KPSS test based on indicators

Keywords: C22; C32; Unit root testing; Time series; Asymptotic theory;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2007 سفارش ترجمه

Convergence and risk-return linkages across financial service firms

Keywords: G20; G21; G12; C32; Banks; Investment banks; Insurance companies; Convergence; Spillover; GARCH;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2007 سفارش ترجمه

Structural and reduced approaches of the equilibrium rate of unemployment, a comparison between France and the United States

Keywords: C13; C32; E24; E31; Equilibrium unemployment; TV-NAIRU; Phillips curve; Structural model; Kalman filter;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2007 سفارش ترجمه

Measuring the resiliency of an electronic limit order book

Keywords: C32; C51; C52; G10; Market microstructure; Limit order book; Resiliency; Point process; Conditional intensity;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2007 سفارش ترجمه

Does capital mobility finance or cause a current account imbalance?

Keywords: C32; F21; F32; F41Balance of payments; Current account; Financial account; Intertemporal balance; Capital mobility; Granger causality test

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2007 سفارش ترجمه

Trending time-varying coefficient time series models with serially correlated errors

Keywords: C13; C14; C32; C51; Boundary effects; Heteroscedasticity; Local linear estimation; Misspecification test; Nadaraya-Watson estimation; Nonlinearity; Nonstationarity; Stationarity; Time series errors;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2007 سفارش ترجمه

GDP growth and currency valuation: The case of the dollar

Keywords: C32; C61; E32; F31Rational expectations; Portfolio balance model; Taylor rule; Kalman filter; Foreign direct investment

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2007 سفارش ترجمه

Recursive robust estimation and control without commitment

Keywords: C32; C52; D81; D83; D84; Robustness; Hidden state Markov chains; Martingales; Risk sensitivity; Decision theory;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2007 سفارش ترجمه

Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule

Keywords: D50; E42; C32; P00; Disequilibrium; Monetary standard and regimes; Non-stationarity and cointegration; Transition; Poland;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2007 سفارش ترجمه

Self-fulfilling expectations and the inflation of the 1970s: Evidence from the Livingston Survey

Keywords: E52; E31; C32; Monetary policy; Inflation; Expectations; Time-series model;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2007 سفارش ترجمه

Testing constancy of the error covariance matrix in vector models

Keywords: C32; C52; Covariance constancy; Error covariance structure; Lagrange multiplier test; Model misspecification; Monte Carlo simulation;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2007 سفارش ترجمه

Natural rate doubts

Keywords: C32; E3; E43; E58; Natural rate; Phillips curve; Real interest rate; Cointegration;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2007 سفارش ترجمه

Frequency domain estimation of temporally aggregated Gaussian cointegrated systems

Keywords: C32; C51; Temporal aggregation; Cointegration; Continuous time; Frequency domain; Gaussian estimation;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2007 سفارش ترجمه

Testing for unit roots in time series models with non-stationary volatility

Keywords: C30; C32; Unit root test; Integrated process; Non-stationary volatility; Variance profile;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2007 سفارش ترجمه

Quest for central bank communication: Does it pay to be “talkative”?

Keywords: C32; E43; E52; E58; G12; Monetary policy; Transparency; Communication;

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2007 سفارش ترجمه

Business cycle transmission from the US to Germany-A structural factor approach

Keywords: F0; F41; C3; C32; International business cycles; International transmission channels; Dynamic factor models; Shock identification;

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2007 سفارش ترجمه

Trends and cycles in economic time series: A Bayesian approach

Keywords: C11; C32; E32; Output gap; Kalman filter; Markov chain Monte Carlo; Real-time estimation; Turning points; Unobserved components;

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2007 سفارش ترجمه

Tracking the new economy: Using growth theory to detect changes in trend productivity

Keywords: O4; O51; C32; Productivity growth; Regime-switching; Neoclassical growth model; Factor model;

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2007 سفارش ترجمه

Econometric analysis of linearized singular dynamic stochastic general equilibrium models

Keywords: C13; C32; C52; D90; Estimation; Dynamic general equilibrium; Singularity; Calibration;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2007 سفارش ترجمه