دانلود مقالات ISI درباره C51 + ترجمه فارسی

Short and long run causality measures: Theory and inference

Keywords: C1; C12; C15; C32; C51; C53; E3; E4; E52; Time series; Granger causality; Indirect causality; Multiple horizon causality; Causality measure; Predictability; Autoregressive model; Vector autoregression; VAR; Bootstrap; Monte Carlo; Macroeconomics; Money; I

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?

Keywords: C51; C53; G12Stock market bubbles; Fundamental values; Dividends; Regime switching; Speculative bubble tests

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Dependence structure between the equity market and the foreign exchange market–A copula approach

Keywords: C32; C51; C52; G15; F30Copulas; Tail dependence; Dependence structure; GARCH; Stock return; Foreign exchange rate return

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Asymmetries in the Volatility of Precious Metals Returns: The TA-ARSV Modelling Strategy

Keywords: C22; C51; Asymmetric stochastic volatility; TA-ARSV model; Conditional heteroskedasticity; Stylized fact;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2010 سفارش ترجمه

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Keywords: C51; C52; G11; Volatilities and correlations; Weekly returns; Multivariate t; Financial interdependence; VaR diagnostics; 2008 stock market crash;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2010 سفارش ترجمه

Pricing the term structure of inflation risk premia: Theory and evidence from TIPS

Keywords: C51; E31; E43; G12Quadratic term structure model of interest rates; TIPS; Unscented Kalman filter; Inflation risk premium

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2010 سفارش ترجمه

A happy “half way-house”? Medium term inflation targeting in New Zealand

Keywords: C51; E52; F41Medium-term; Inflation targeting; Monetary policy; DSGE

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2010 سفارش ترجمه

Testing conditional asset pricing models: An emerging market perspective

Keywords: C51; G12Stochastic discount factor; Conditioning information; Kurtosis; Emerging markets

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2010 سفارش ترجمه

Does domestic saving cause economic growth? A time-series evidence from India

Keywords: C50; C51; O40; O41; O49Cointegration; FMOLS; DOLS; NLLS; Bounds test

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2010 سفارش ترجمه

Surprising information, the MDH, and the relationship between volatility and trading volume

Keywords: F31; C22; C51; Surprising information with a sign effect; Modified MDH; Information-type switching GARCH-V model; Trading volume; Realized volatility; Quantile regression;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2010 سفارش ترجمه

Quasi-structural estimation of a model of childcare choices and child cognitive ability production

Keywords: C51; J13; J24; Child cognitive development; Childcare; Human capital; Female labor supply;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2010 سفارش ترجمه

Automatic linear causal relationship identification for financial factor modeling

Keywords: C30; C51; C68Causality; Causal Discovery; SEM; Financial factors

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2009 سفارش ترجمه

Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing

Keywords: D24; C51; Two-step semiparametric estimator; Technical efficiency; Marginal effects; Local linear estimator;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2009 سفارش ترجمه

Bootstrapping covariate stationarity tests for inflation rates

Keywords: C32; C51; E31; Inflation rate; Covariate stationarity unit-root test; Bootstrap;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2009 سفارش ترجمه

Higher education institutions’ costs and efficiency: Taking the decomposition a further step

Keywords: C14; C23; C51; D20; I20Stochastic frontier; Random parameter models; Costs; Higher education

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Empirical evaluation of nominal convergence in Czech Republic, Poland and Hungary (CPH)

Keywords: C51; E31; E52; E58; O11; F41; CPH; Nominal convergence; Monetary policy shock; Structural VAR;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

A fractionally integrated exponential STAR model applied to the US real effective exchange rate

Keywords: C22; C51; C52; F31; Fractional integration; Non-linearity; STAR models; Long-memory; Real effective exchange rate; Forecasting;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

A priori ratemaking using bivariate Poisson regression models

Keywords: IB40; IM11; C51; Bivariate Poisson regression models; Zero-inflated models; Automobile insurance; Bootstrap methods; A priori ratemaking;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Does unemployment increase suicide rates? The OECD panel evidence

Keywords: 2220C23; C51; J17Suicide; Unemployment; Interaction effects

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

Extreme return-volume dependence in East-Asian stock markets: A copula approach

Keywords: C14; C51; G01; G12; Return-volume dependence; Extreme returns; Copulas; Tail dependence;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

Dynamic modeling under linear-exponential loss

Keywords: C22; C51; C52; Linear-exponential loss; Optimal predictor; Quasi-maximum likelihood; Multiplicative error model; Autoregressive conditional durations;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

Assessing the impact of the 2004 Olympic Games on the Greek economy: A small macroeconometric model

Keywords: C3; C51; C52; E17; Macroeconometric model; Cointegration; Forecasting; Major sporting events; Olympic Games; Greece;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

Estimation of default probabilities using incomplete contracts data

Keywords: C21; C51; G21Beta-binomial distribution; Credit scoring; Population drift

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity

Keywords: C32; C51; E43; Interest rates; Cointegration; Nonlinear adjustment; Conditional heteroskedasticity;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets

Keywords: C32; C51; L94; Q40; Wholesale spot electricity price markets; Constant and dynamic conditional correlation; Multivariate GARCH;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

A dissensus based online Delphi approach: An explorative research tool

Keywords: C23; C51; C81Computer supported expert model; Dissensus based Delphi; Factor generation; Methodology proposition

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Assessing value at risk with CARE, the Conditional Autoregressive Expectile models

Keywords: C22; C51; Asymmetric least squares; CARE model; Expectile; Quantile; Prudentiality; Value at Risk;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Testing the assumptions behind importance sampling

Keywords: C10; C22; C32; C51; Extreme value theory; Importance sampling; Simulation; Stochastic volatility;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case

Keywords: C13; C51; Q31; Q41; Q43; Electricity price; Exchange rate; Unit roots; Cointegration; Short and long-run relationships; Volatility;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Inference on transformed stationary time series

Keywords: C12; C13; C15; C32; C51; ARMA model; Asymptotic theory; Box-Cox transformation; Instantaneous transformation; Whittle likelihood;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Sequential conditional correlations: Inference and evaluation

Keywords: C51; C52; C61; G1; Multivariate GARCH; High dimensional GARCH models; Conditional correlations; Sequential estimation;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach

Keywords: C12; C32; C51; E58; F31; FOREX efficiency; BEER; Linearity test; Unit root;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

Linking global economic dynamics to a South African-specific credit risk correlation model

Keywords: C32; C51; E44; Credit portfolio management; Multifactor model; Vector error-correcting model (VECM); Credit correlations;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

Forecasting financial crises and contagion in Asia using dynamic factor analysis

Keywords: C32; C51; F34; Financial contagion; Dynamic Factor model;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

An econometric analysis of willingness-to-pay for sustainable development: A case study of the Volčji Potok landscape area

Keywords: Bivariate probit model; Contingent valuation method; Discrete choice method; Embedding effects; Starting point bias; Willingness-to-pay; C51; Q51; Q56;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

Labour adjustment costs: Estimation of a dynamic discrete choice model using panel data for Greek manufacturing firms

Keywords: C02; C13; C15; C44; C51; C61; C63; C81; J01; D21Labour adjustment costs; Employment growth; Dynamic discrete choice model; Structural estimation; Panel data; Method of simulated moments

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

Financial market stability—A test

Keywords: C22; C51; G15Financial stability; Systematic risk; Contagion; Quantile regression

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

Multivariate contagion and interdependence

Keywords: C10; C51; F36; G14; G15; Contagion; Panel data; Fixed time effects; Asian crisis; Endogenous crisis period; Asymmetries;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

The bank lending channel and monetary transmission in Central and Eastern European countries

Keywords: E51; G21; P34; C23; C51; Monetary transmission; Bank lending channel; CEE countries;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

The Wishart Autoregressive process of multivariate stochastic volatility

Keywords: G13; C51; Stochastic volatility; Car process; Autoregressive gamma process; Factor analysis; Reduced rank; Realized volatility;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2009 سفارش ترجمه

Admissible monetary aggregates for the euro area

Keywords: E41; C43; C51; Weak separability tests; IS curve; Euro area; Divisia aggregates; Forecasting;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Modelling dynamic portfolio risk using risk drivers of elliptical processes

Keywords: C51; C16; C13; Portfolio risk modelling; Elliptical processes; Credit risk; Multiplicative error model; Volatility clustering; Moody's KMV Credit Monitor database;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Range-based multivariate volatility model with double smooth transition in conditional correlation

Keywords: C12; C32; C51; C52; G15; Multivariate volatility; CARR; Smooth transition; GARCH;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Are fundamentals still relevant for European economies in the post-Euro period?

Keywords: C51; E44; G15; Structural VAR; Stock prices; Economic activity; Pre- and post-Euro; Fundamentals;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Output, inflation, and interest rates in an estimated optimizing model of monetary policy

Keywords: C51; E31; E32; E52Monetary policy; Business cycles; Sticky prices; Limited participation

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Credit rating impact on CDO evaluation

Keywords: G20; G28; C51; Business cycle; Collateralized Debt Obligation; Correlation; Credit risk; Default probability; Point-in-time; Portfolio; Through-the-cycle;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Estimation of continuous-time stochastic volatility models with jumps using high-frequency data

Keywords: C51; C52; G12; Continuous-time stochastic volatility models; Jump processes; Method-of-moments estimation; Realized multipower variation;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

Opinion dynamics using majority functions

Keywords: C15; C51; C61Majority function; Opinion dynamics; Transient length; Period; Quasi-symmetry; Lyapunov functional

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?

Keywords: C51; E31; E32; Price puzzle; New Keynesian model; Cost channel; Minimum distance estimation;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

Inter-regional and region-specific transmission of international stock market returns: The role of foreign information

Keywords: C51; G15; International stock markets; Return predictability; Information transmission; Time-varying regressions; Kalman filter;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه