Keywords: C13; C32; C53; E17; Asymptotic theory; Kalman filter; Nowcasting; State space;
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: Spot and futures markets; Volatility; Volume; Open interest; Spillovers; C32; G11; G12; G15;
Keywords: Q43; Q48; C32; International oil price; Oil product price; Price regulation; China; VAR;
Keywords: E43; E44; C32; Cointegration; Expectations theory; Uncovered interest parity; Eurocurrency markets; Temporal stability;
Keywords: C32; F65; G01; Sector CDS; Financial crisis; Asymmetric adjustments; NARDL model;
Keywords: C32; C51; C54; Financial stability; Monetary policy; Macroprudential policy; Sign restrictions;
Keywords: C32; G01; E44; E32; Financial conditions index; Nonlinear vector autoregression; LSTVAR; Asymmetry;
Keywords: Q02; E30; C32; Commodity prices; Co-movement; Time-series models;
Keywords: Multivariate regime-switching; Time-varying correlations; Hedging; CO2 allowance prices; C32; G11; G19; Q47; Q54;
Keywords: C32; Continuous time; Mixed frequency data; Exact discrete time models; Stock and flow variables;
Keywords: C32; E44; G12; China; Stock market; Industrial sector; Mean and volatility spillovers; VAR-GARCH model;
Keywords: C12; C32; G15; Dynamic conditional score; EGARCH; Lagrange multiplier test; Portmanteau test; Time-varying covariance matrices;
Keywords: Structural VARs; Sign restrictions; Instrumental variables; Exchange rate puzzles; C32; E52; F31; F41;
Keywords: C32; E31; E32; Q43Vector autoregression; Identification; Global oil market
Keywords: C32; D82; D84; G14; Q41; API; Crude oil futures; EIA; Intraday; Inventory shock; Volatility;
Keywords: C32; E31; E32; E37; E52; E58; Federal Reserve; Taylor rule; Vector autoregression;
Keywords: C14; C32; Cointegration model; Cointegration rank; Elliptical densities; Error-correction model; Lagrange multiplier test; Local asymptotic Brownian functional; Local asymptotic mixed normality; Local asymptotic normality; Multivariate ranks; Quasi-likeli
Keywords: C32; D84; E32; Information rigidities; Survey-based expectations; Output gap;
Keywords: E50; E51; C32; Monetary policy; Private sector credit; Cointegration; Error correction model; Developing economy;
Keywords: C32; G15Volatility impulse response function; BRICSs’ emerging markets; Financial crisis; Contagion
Keywords: C32; C51; G15; Excess comovement; Commodity return; Time-varying correlation; DCC; Smooth transition; Regime change; Financialization;
Keywords: C32; C38; D03; I12; I14; I21; Choice theory; Dynamic treatment effects; Factor models; Marginal treatment effects; Regret; Conditional independence; Matching on mismeasured variables; Instrumental variables; Ordered choice models; Unordered choice models;
Keywords: Monetary transmission; Cost channel; Sticky prices; Firm turnover; E32; C32;
Keywords: C22; C32; E24; unemployment rate; multivariate long memory; fractional integration;
Keywords: Spillovers; Monetary policy in China; Dynamic factor models; Financial sector shocks; E58; E52; C32;
Keywords: C32; C51; C58; High frequency data; Forecasting; Composite likelihood; Nonlinear dependence;
Keywords: C11; C22; C32; C53; E47; Bayesian econometrics; Inflation forecasts; State space models; Stochastic volatility; Student's-t errors; Time varying parameters;
Keywords: Stochastic calculus; Commodity prices; Refining margin; Crack spread; Kalman filter; C32; C51; C60; G13;
Keywords: Correlation of volatilities; Intra-day data; Realized volatility; Sampling frequency; Ultra-high frequency; Volatility signature plot; C14; C32; C50; G11; G15;
Keywords: C12; C22; C32; C52; G15; Bootstrap hybrid test; In-and-out-of sample likelihood; Power;
Keywords: C32; F31; G15; Spillovers; Fractionally integrated VAR; Long memory; Higher moments; Intraday data;
Keywords: C32; C52; Q43; Electricity demand; Panel cointegration; Agriculture sector; Industrial sector; Residential sector; Pakistan;
Keywords: C13; C22; C32; G12; Maximum-likelihood estimation; Jump-diffusion; Discrete observations; Transition density; Expansion;
Keywords: cópulas condicionales; dependencia en colas; mercado accionario; crecimiento económico; C14; C32; O43; conditional copulas; tail dependence; stock market; economic growth;
Keywords: C32; C11; E31; E52; G12; Markov-switching VAR; DSGE; Moments; Expectations; Uncertainty; Impulse responses;
Keywords: Credit supply; Great recession; VAR models; Sign restrictions; Zero restrictions; C32; E51; G01;
Keywords: C32; G10; Overconfident trading; Double-threshold GARCH model; Market regime; Market volatility; Market liquidity;
Keywords: C32; F43; Bayesian VAR; House prices; Private consumption; Unemployment; Small open economy;
Keywords: Finance-growth nexus; Islamic banking and finance; Real economy; Malaysia; ARDL; G21; O16; C32;
Keywords: E52; E58; E5; E32; C32; E31; Monetary discretion; Inflation bias; Empirical assessment; ARDL; Pakistan;
Keywords: C11; C32; E31; F31; Exchange rate pass-through; Bayesian analysis; Asymmetry; Threshold processes; Vector autoregression; MCMC methods;
Keywords: Bayesian econometrics; Dynamic Model Averaging; Forecasting; Gold; C32; G10; G15; F37;
Keywords: Commodity prices; Multi-class estimation; Vector AutoRegressive model; Q02; O13; C32;
Keywords: C32; E24; E31; Bayesian model selection; Stochastic volatility; Unobserved components; Output gap; Phillips curve; Okun׳s law;
Keywords: C32; E27; E31; E32; Mixed frequency; Ragged edges; Real-time; Nowcasting; Missing data; Nonlinear; Structural breaks; Dynamic factor; Monetary Policy;
Keywords: C13; C23; C32; α-mixing; Dynamic panels; High dimensionality; Least squares estimation; Spatial autoregression; Stationarity;
Keywords: C32; E31; Q02; Commodity prices; Food prices; New-Keynesian macroeconometric model; Inflation; India; Structural vector autoregressive model;
Keywords: F30; E30; C32; F42; Financial contagion; Equity market; Ukrainian crisis; Volatility spillover; Sanctions;
Keywords: Contagion; Financial crises; Interbank market; Liquidity shocks; Structural breaks; C32; G15;
Keywords: E32; C32; Oil price volatility; Equity volatility, directional connectedness; Implied volatility;