Keywords: Q43; C53; E32; C32; E31; Q41; Real oil prices; Time-varying parameter; Forecasting combination; Predictive regression; Density forecasting;
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: Unconventional monetary policy; Corporate bonds; Term structure of treasury yields; Impulse response functions; Markov switching vector autoregressions; G12; E43; C32;
Keywords: C32; F36; F37; G10; G11; G15; Asia banking sector; International correlation; Dependence; Copula model;
Keywords: Soviet economy; Money; Government debts; Flow of funds; TVP-VAR model; C32; E51; N14; N24; P24; P34;
Keywords: C32; G12; G15; Religious practice; Ramadan effect; Islamic calendar anomaly; Stock return; Stock volatility;
Keywords: C32; C51; C53; Multivariate dynamic copulas; Regime-switching copulas; Dynamic conditional correlation (DCC) model; Forecast performance; Commodity portfolio;
Keywords: Clustering; Credit booms; Credit cycles; Synchronization; C32; F34; G15;
Keywords: C23; C32; Endogeneity; Exact distributions; Partial identification; Partially restricted reduced form; Structural inference; Unidentified structure; Weak reduced form;
Keywords: C32; C58; G1; Islamic indexes; Conventional indexes; Volatility spillovers; Vector autoregression; Safe haven;
Keywords: C32; G01; F15; Equity index; Factor analysis; Equi-correlation; Weighting scheme;
Keywords: Credit rating; Yield curve; Markov model; G32; C32;
Keywords: C32; Smooth transition VAR models; Identification via heteroskedasticity; Long-run neutrality;
Keywords: B41; C18; C22; C32; C50; Mean lag; Autoregressive distributed lag model; Error correction model;
Keywords: E31; C32; Cointegrations; Inflation forecasting; Quantity theory of money; Phillips Curve;
Keywords: C1; C18; C32; SVAR; Identification; Group action; Haar measure; Perturbation;
Keywords: C32; E52; Cogley-Nason-Sims approach; Small sample properties; Structural Vector Auto-Regression; Identification; Monte-Carlo simulation;
Keywords: C22; C32; E30; E50; E51; G01; Unobserved component time series model; Kalman filter; Maximum likelihood estimation; Band-pass filter; Medium-term cycles;
Keywords: Price limits; Hawkes processes; Order flow; High frequency modelling; C32; C51; G14;
Keywords: C32; C53; E60; Q02; Gold returns; Gold volatility; Causality; Nonparametric quantile regression; Uncertainty;
Keywords: Gold price; Silver price; Quantile cointegration; QARDL model; Market states; C32; E30; G11;
Keywords: R31; C32; G12; Present value model; Price-rent ratio; Fundamentals; Periodically collapsing bubble; Korean housing market;
Keywords: C32; G13; Q41; Oil futures; Fundamental models; Latent factors; Vuong model comparison;
Keywords: Q31; C32; Long-run demand; Fossil fuels; United States; Time-series econometrics;
Keywords: E32; C32; Crude Oil; Volatility; Vector Autoregression; Bivariate GARCH-in-Mean;
Keywords: C13; C14; C32; Conditioning variables; Kernel smoothing; Model averaging; Portfolio choice; Utility function;
Keywords: C14; C32; E44; H62; Sovereign debt; Debt crisis; Contagion; Global financial crisis; Semi-parametric method;
Keywords: Commodities futures markets; Speculation; Working's T; GARCH models; C32; G13; Q43;
Keywords: C31; C32; C33; D43; Q40; Fuel pricing behavior; Asymmetric adjustment; Cross-sectional aggregation;
Keywords: C32; C51; Q43; Causality; Mean; Variance; Oil prices; Stock market sector; Political risk; Jordan; Arab uprisings;
Keywords: C32; Q16; Q42; Contemporaneous interactions; Biofuel; Structural VAR;
Keywords: DSGE; Limited asset market participation; Bayesian estimation; Euro area; Business cycle; Monetary policy; Fiscal policy; C11; C13; C32; E21; E32; E37;
Keywords: C32; E44; E51; E52; VAR; Nonlinearity; Bank lending channel; Monetary policy;
Keywords: E31; E58; C32; Monetary policy; Taylor curve; Optimal control; Euro;
Keywords: Q4; F1; F64; O4; C32; Energy use; International trade; Economic growth; Australia;
Keywords: Electricity market; Spot prices; Wind and solar power dynamics; Structural vector autoregressive model; Structural impulse response functions; Q42; Q41; C32; C51;
Keywords: Asymmetry; Equi-correlation; Petroleum futures; Stock market; Portfolio; C22; C32; G17; G32;
Keywords: Electricity price spikes; Multivariate binary choice models; Copulas; Vector autoregression; C32; C35; C53; Q41; Q47;
Keywords: G11; G12; G15; C32; Islamic finance; Financial contagion; Global financial crisis; Eurozone sovereign debt crisis; Dynamic conditional correlation;
Keywords: C32; E40; E50; G10; G20; Housing market; Stock market; Economic policy uncertainty; Spillover; Vector autoregression; Impulse response;
Keywords: C32; C52; C53; Joint inference; Shotgun plots; Confidence bands; Impulse response shapes; Bootstrap; Degenerate limiting distribution;
Keywords: Copula; Dependence structure; Energy commodity; Stock market; Tail risk; C16; C32; D81;
Keywords: C14; C32; High frequency data; Covariation; Microstructure; Endogenous durations;
Keywords: Consumer confidence; Regime switching models; News; Animal spirits; Local projections; E21; E32; D12; C32;
Keywords: Bayesian forecasting; Dynamic model averaging; DMA; Dynamic model selection; DMS; Forecasting oil price; Oil price; Predicting oil price; Spot oil price; Time-varying parameters; C32; C53; C58; G17; Q31; Q47;
Keywords: G15; G21; C32; C33; Stock markets; Banking sector; Emerging markets integration; Panel convergence methodology;
Keywords: C14; C32; F31; G15; US dollar; Crude oil; Gold; Dynamic interdependence; Wavelet analysis; Monetary policy;
Keywords: C13; C32; C53; E17; Asymptotic theory; Kalman filter; Nowcasting; State space;
Keywords: C32; E52; Oil price shocks; Chinese macro-economy; Impulse response; Frequency domain causality;
Keywords: C32; G15; G32; Global risk aversion; US monetary policy; Asset price; Exchange rate; SVAR; Block exogeneity;
Keywords: Q43; Q48; C32; International oil price; Oil product price; Price regulation; China; VAR;