Keywords: International reserves; Inflation; Central bank policies; Panel data analysis; VAR; E31; E58; F31; C23; C32;
مقالات ISI (ترجمه نشده)
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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; C50; E31; E44; G1; N1; Conditional correlation; GARCH; Inflation and stock price comovement; US economy;
Keywords: C32; C58; E44; Leverage; Volatility; VARMA; GARCH-in-Mean model;
Keywords: Food prices; Asymmetric volatility; EGARCH model; News impact; C32; C58; E31;
Keywords: C01; C02; C13; C14; C22; C32; C58; Asymptotic bias; Asynchronous times; Endogenous model; Hayashi-Yoshida estimator; High-frequency data; Quadratic covariation; Time endogeneity;
Keywords: C32; G13; G14; Freight derivatives; Options contracts; Price discovery; Volatility spillovers; Liquidity; Impulse responses;
Keywords: C32; F31; F32; Bayesian econometrics; Capital flows; Exchange rates; FDI; Panel VAR;
Keywords: Macro-financial linkages; Financial intermediation; Euro Area business cycles; Markov-switching structural Bayesian VARs; E44; C11; C32;
Keywords: C15; C32; E32; FAVAR; Stochastic volatility; Uncertainty shocks; DSGE model;
Keywords: C14; C22; C32; F31; G15; Purchasing power parity; Nonlinear adjustment; Structural change; Outliers;
Keywords: C32; G20; G32; Credit default swap; Stock; Bootstrap rolling windows; Granger non-causality; Probit;
Keywords: deuda subnacional; corrupción; transparencia; finanzas públicas; modelos econométricos; entidades federativas; C32; C33; H63; H68; Subnational debt; corruption; transparency; public finance; econometric models; states; la dette sous-national; la corrup
Keywords: C12; C14; C32; C58; Deterministic trends; Factor models; Fractional cointegration; Long memory; Realized variance; Semiparametric estimation; Structural change;
Keywords: C32; D83; G12; G14; GARCH model; Google Trends database; Information demand; Information supply; Multiple correspondence analysis (MCA); Chow structural break test;
Keywords: E31; E52; E62; C32; Fiscal policy; Monetary policy; Inflation; Bayesian methods; Markov-switching DSGE;
Keywords: C32; E31; International inflation; Globalisation; Co-movement; Core inflation; Multiple structural breaks;
Keywords: C32; C38; C58; Volatility; Dynamic factor models; GARCH models; High-dimensional time series;
Keywords: C32; G12; E43; E62; Euro area; Bond spreads; Debt crisis; OMT; Time-varying coefficients; Good governance; Default risk;
Keywords: G12; C32; Momentum; Cross-Sectional dynamics; Long-run risk; Bayesian filtering;
Keywords: C32; F36; G15; Energy and food prices; VAR-GARCH BEKK model; Mean and volatility spillovers;
Keywords: F31; F37; C32; C53; G15; Exchange rate forecasting; Carry trade; Return decomposition; Copula; Joint predictive distribution;
Keywords: E32; R31; C11; C32; Clustered Markov switching; Business cycles; Building permits; Co-movements;
Keywords: G15; F36; C32; C58; DCC models; Copula; Equity market; Left-tail dependence; Spillover effect;
Keywords: C32; G15; Excess comovement; Investor sentiment; International equity markets;
Keywords: C14; C32; C50; G11; G15; ARFIMA model; HAR model; Intra-day data; Predictive ability; Realized volatility; Ultra-high frequency modelling;
Keywords: C32; G13; Q14; Agricultural commodities; Price discovery; Unique information shares; Futures speculation;
Keywords: G12; G15; C32; C58; R30; R39; Real estate; Spectral analysis; Transaction indices; Disaggregated data;
Keywords: G17; G15; C15; C32; C53; Basel II; Basel III; Value-at-risk; Expected shortfall; Volatility forecasting; Intra-day data; Multi-period-ahead; Forecasting accuracy; Risk modeling;
Keywords: E43; E52; E3; C32; Natural rate; Real interest rate; Monetary policy stance; Kalman filter; Time-varying estimates;
Keywords: C11; E44; C32; Non-linearity; Fat tails; Bayesian VAR; Density forecasting;
Keywords: Q02; E32; C32; Macroeconomic uncertainty; Commodity prices; Threshold vector autoregressive model;
Keywords: C32; Q41; Crude oil; Market integration; Cointegration; Markov-switching vector error correction model;
Keywords: C32; E31; E32; Oil prices; China; TVP-VAR-SV; Sign restrictions; Combining zero and sign restrictions;
Keywords: Uncertainty shocks; EPU index; Unemployment; Structural vector autoregression; Identification via heteroskedasticity; Bayesian inference; D80; C32; C11; E24;
Keywords: G15; F31; D83; C32; Taylor rules; Adaptive learning; Fractional cointegration; Exchange rates;
Keywords: G1; C14; C32; C51; Equity markets; Copulas; Gold; Time-scale analysis;
Keywords: C12; C32; G10; Dynamic hedge ratios; Conditional correlation; Commodity market; Equity index; Risk management;
Keywords: C32; E31; E52; F40; Inflation; Global VAR (GVAR); Monetary policy; Spillovers; Sub-Saharan Africa;
Keywords: C32; E43; E52; F31; Exchange rates; Monetary policy shocks; Small open economy; Stock prices; SVAR;
Keywords: C32; C52; C53; Cointegration; Error correction model; Model averaging; Pre-testing; Time-varying variance;
Keywords: Safe assets; Zero lower bound; Treasury bonds; Shortage; Global VAR; C32; E23; E32;
Keywords: C13; C32; Regime switching model; Latent factor; Endogeneity; Mean reversion; Leverage effect; Maximum likelihood estimation; Markov chain;
Keywords: C32; E43; E52; O40; Natural rate of output; Monetary policy rules; Kalman filter; Trend growth;
Keywords: C32; C51; C52; E10; E30; Inflation; Output growth; Inflation uncertainty; Output uncertainty; South Asia;
Keywords: C32; C58; Q4; Volatility transmission; Crude oil; Equity sectors; Contagion; Realized volatility; Structural breaks;
Keywords: C32; C58; F36; G15; Correlation; DCC-MIDAS; GARCH; Volatility;
Keywords: F15; C32; C58; G1; Quantile regression; Financial fragility; Subprime crisis; Islamic stock markets; Conventional stock markets;
Keywords: C11; C13; C32; E21; E32; E37; DSGE; Limited asset market participation; Bayesian estimation; US economy; Business cycle; Monetary policy; Fiscal policy;
Keywords: Oil price shocks; Stock market; Connectedness; Structural Vector Autoregression; Geopolitical unrest; Economic crisis; C32; C51; G11; G15; Q41; Q43;
Keywords: C12; C32; C38; C52; Factor model; Out-of-sample forecasts; Recursive estimation;