Keywords: C32; E32; Identification; (Multi-)Cointegration; I(d); Stocks and flows; Inventory models;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: C32; G28; Q41; Q43; Oil price shock; Country risk; Structural VAR; Impulse response function;
Keywords: F17; F36; C32; Regional integration; Dependency theory; Cyprus; Greece; Turkey; The European Union;
Keywords: F31; E52; C32; Early warning system (EWS); Currency crisis; Global shock; Exchange market pressure (EMP); Viet Nam;
Keywords: C32; E31; E37; Latent class analysis; Reliability analysis; Consumer confidence survey; India;
Keywords: E43; E52; E58; C32; Interest rate; Policy deviations; Taylor rule; Bayesian estimation; Time varying inflation target;
Keywords: C32; C58; D81; CDS; Cointegration; Credit risk; Fat tail; Implied volatility; Market risk; Quantile regression; Regime shifts; Risk management; Risk signal; Skewness;
Keywords: C32; C58; F36; G15; Multivariate GARCH; Smooth transition conditional correlation; Portfolio diversification; Financialization of commodity markets; Equity-Commodity Co-movements;
Keywords: Regional natural gas market; Crude oil market; Ensemble empirical mode decomposition; Nonlinear Granger causality test; Multi-scale analysis; C01; C32; C58; Q40; Q41; Q47;
Keywords: Value-at-risk; Islamic stock index; BEKK-GARCH model; C32; C58;
Keywords: C32; D31; E52; Income inequality; Monetary policy; Cointegration; Identification;
Keywords: C32; C45; C53; Extreme learning machine; High-dimensional space; Value-at-Risk; Random mapping; GARCH model; Time series;
Keywords: C32; E31; N15; Stock return; Hyperinflation; The Fisher hypothesis;
Keywords: O33; O47; C53; C62; C32; C33; Technology diffusion; Countries' convergence and stability; Future targets; Continuous time estimation; Nonlinear dynamic systems;
Keywords: C32; C5; G1; Energy prices transmission; Cointegration; Quantile regression;
Keywords: C32; C58; E32; F44; G15; Equity market network; Propagation value; Cycle; Synchronization; Wavelet analysis; Phase difference;
Keywords: Stock market linkages; Financial integration; Smooth transition model; Diversification effect; C32; G15;
Keywords: C32; C36; E27; State space models; Bayesian estimation; Moment equations; Structural models; DSGE models; Particle filter;
Keywords: G10; C32; K32; L11; G12; G14; Intraday electricity prices; Bidding behavior; Renewable energies;
Keywords: C32; G14; G15; Crude oil; Speculative ratio; Herd behavior; Equity return dispersion; Markov-switching;
Keywords: C32; C50; E24; Labor reallocation; Unemployment; Sectoral shifts;
Keywords: Energy consumption; Economic growth; VECM; Causal links; Structural breaks; C32; C51; Q43;
Keywords: G10; C32; Q02; Platinum-group elements (PGE); Vine copula; Principal components;
Keywords: C32; F41; O47; R11; Exports; Export-led growth; Regional; Export sectors;
Keywords: E30; E50; C32; Oil price shocks; Oil price-macroeconomy relationship; Risk factors; Semiparametric dynamic conditional correlation model; Time-varying parameter models;
Keywords: Global macroeconomic uncertainty; Dynamic factor models; Stochastic volatility; C32; F44;
Keywords: Real exchange rate; Supply shocks; SVAR; Spectral variance decomposition; C32; F31; F32; F41;
Keywords: C32; C58; G1; Volatility spillover; Emerging markets; Islamic finance;
Keywords: F32; Q43; C32; Current account; Oil prices; Time-varying parameters;
Keywords: C32; C58; G10; Q02; Leverage effect; Commodities; Mixture of normal distribution; Recursive estimation; EGARCH;
Keywords: C32; C51; E12; E52; DSGE; GMM; Phillips curve; Weak identification;
Keywords: C13; C14; C32; Cointegration; Endogeneity; Kernel degeneracy; Nonparametric regression; Super-consistency; Time varying coefficients;
Keywords: C32; G14; G15; Return spillovers; Trading volume; Interaction effects; GARCH models;
Keywords: C32; C53; E17; Small open economy of Korea; Global VAR; Forecast error variance decomposition; Generalised connectedness measures;
Keywords: C32; G12; G15; G32; G33; Credit risk; Credit spreads; Dynamic conditional correlation; Interdependence of financial markets;
Keywords: Systemic risk; Uncertainty; Global banking; Quantile breaks; C32; E44; G21; G32;
Keywords: C32; C63; D31; Wealth distribution; Fair zero-sum games; Wright-Fisher diffusions; Inequalities; Impact of modes of taxation;
Keywords: Models validation; Agent-based models; Causality; Structural vector autoregressions; C32; C52; E37;
Keywords: C32; C51; E52; Structural vector autoregressive model; Identification; Impulse responses; Non-Gaussianity;
Keywords: C32; E17; E32; F41; Consumer confidence; Consumption; International Linkages; Vector Autoregression (VAR); Factor-Augmented VAR (FAVAR);
Keywords: C32; F32; F41; International capital mobility; Feldstein-Horioka puzzle; Kalman filter;
Keywords: Contagion channels; Markov switching models; Vector autoregressions; Impulse response function; Flight-to-quality; Flight-to-liquidity; Risk premium; G12; E43; C32;
Keywords: C32; C51; C54; E30; E31; E32; E52; Economic policy uncertainty; Monetary policy; Interacted structural vector autoregressive model;
Keywords: C32; G15; Price discovery; Tick time models; Nasdaq; Ultra-high frequency data; Microstructure;
Keywords: C22; C32; E47; Interest rates; Long memory; Fractional integration and cointegration;
Keywords: C32; C53; C58; F37; F47; G17; Dynamic model averaging; State space representation; Dynamic occam's window; Forecasting; Trading rule;
Keywords: F17; F36; C32; Financial integration; Cyprus; Greece; Turkey; Turkish Republic of Northern Cyprus;
Keywords: Monetary policy; Multiple monetary policy tools; FAVAR; E58; E43; C32;
Keywords: C32; C50; E31; E44; G1; N1; Conditional correlation; GARCH; Inflation and stock price comovement; US economy;
Keywords: C32; G14; High-frequency data; Market microstructure; Price discovery; Kalman filter;