دانلود مقالات ISI درباره C52 + ترجمه فارسی

Technology shocks and aggregate fluctuations in an estimated hybrid RBC model

Keywords: Real business cycle; Bayesian estimation; Technology shocks; Measurement errors; C11; C52; E32;

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

Does money matter for the identification of monetary policy shocks: A DSGE perspective

Keywords: SVAR model; DSGE model; Non-recursive identification; Money; E41; E52; C52;

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

Evaluating asset pricing models using the second Hansen-Jagannathan distance

Keywords: Stochastic discount factor; Specification test; Model selection; Hansen-Jagannathan distance; ArbitrageC51; C52; G12

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

What determines differences in foreign bank efficiency? Australian evidence

Keywords: G15; G21; C15; C52; Foreign bank efficiency; Distance functions; Extreme bounds analysis; Barriers to entry; Following clients;

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

Estimating affine multifactor term structure models using closed-form likelihood expansions

Keywords: Term structure; Multifactor; Interest rates; Affine; Closed-form maximum-likelihoodC51; C52; G12

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2010 سفارش ترجمه

Forecasting volatility of crude oil markets

Keywords: Q40; E30; C32; C52; Persistence; Long memory; CGARCH; FIGARCH;

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

Impact of the adoption of information and communication technologies on firm efficiency in the Tunisian manufacturing sector

Keywords: C23; D2; C52; D24; Stochastic frontier; Technical efficiency; Information and communication technologies (ICT); Tunisia industry; Panel data;

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

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

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

The impact of crisis events and macroeconomic activity on Taiwan's international inbound tourism demand

Keywords: Inbound tourism; Tourism demand; ARDL; Bound test; TaiwanC22; L83; C52

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

Forecasting Value-at-Risk using high frequency data: The realized range model

Keywords: C22; C52; C53; VaR; Realized range; High frequency data;

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

Long-run determinants of pollution: A robustness analysis

Keywords: C52; O13; Q53; Pollution; Environmental Kuznets curve; Sensitivity analysis; Bayesian model averaging;

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

The impact of information signals on market prices when agents have non-linear trading rules

Keywords: C15; C22; C52; G14; Information signals; Economic modelling; Non-linear trading strategies; Heteroskedastic Mackey-Glass model;

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

An empirical investigation of the relationship between the real economy and stock returns for the United States

Keywords: C52; E44; G12ARCH; Excess returns; Exogeneity; Long-run returns; SURE

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

A test of non-identifying restrictions and confidence regions for partially identified parameters

Keywords: C10; C12; C13; C14; C52; C61; Partial identification; Mass transportation; Specification test;

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

Evaluation of linear asset pricing models by implied portfolio performance

Keywords: G12; C52; G11; Linear asset pricing models; Model evaluation; Portfolio performance;

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

Modelling stock returns in Africa's emerging equity markets

Keywords: C22; C52; G10; Stock returns; Weak form efficiency; Asymmetric volatility; African stock markets;

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

Extreme Value Theory and Value at Risk: Application to oil market

Keywords: C22; C52; G13; Q40; Extreme Value Theory; Value at Risk; Oil price volatility; GARCH; Historical Simulation; Filtered Historical Simulation;

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

Hedging credit: Equity liquidity matters

Keywords: M41; G1; G12; C41; C52; Credit default swap; Basis; Liquidity;

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

Model selection for the mixed logit with Bayesian estimation

Keywords: C11; C25; C52; L92; Q51Mixed logit; Willingness-to-pay; Model comparison

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

Accounting-based versus market-based cross-sectional models of CDS spreads

Keywords: M41; G1; G12; C41; C52; Credit default swap; Credit risk; Bankruptcy prediction;

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

Could the jump diffusion technique enhance the effectiveness of futures hedging models?: A reality test

Keywords: C52; C53; G32Stock index futures; Hedge ratio; Markov-switching model; Volatility

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

Dual long-memory, structural breaks and the link between turnover and the range-based volatility

Keywords: C32; C52; G12; G15Range-based volatility; Financial crisis; Foreign investors; Long-memory; Turnover volume

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

Markov-switching in target stocks during takeover bids

Keywords: C32; C52; G12; G14; G34Takeover bids; Stock price dynamics; Markov-switching models

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

Model selection strategies in a spatial setting: Some additional results

Keywords: C12; C13; C15; C52; R15Spatial econometrics; Specification strategy; Model selection techniques

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

Identification of a loan supply function: A cross-country test for the existence of a bank lending channel

Keywords: C23; C52; E44; E52; Bank lending channel; Financial structure; Dynamic panels;

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

Macroeconomic uncertainty and performance in the European Union

Keywords: C22; C52; E31; E52Inflation; Output growth; Macroeconomic uncertainty; Monetary policy; GARCH models

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

The pass through of oil prices into euro area consumer liquid fuel prices in an environment of high and volatile oil prices

Keywords: C22; C52; D40; E31; Q43; Energy; Prices; Macroeconomy;

دانلود رایگان متن کامل مقاله ISI 15 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

Business cycle analysis and VARMA models

Keywords: E32; C15; C52; Structural VARs; VARMA; State space models; Business cycles;

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

The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects

Keywords: C52; C14; C16; Realized volatility; Asymmetric dependence; Positive kernel; Contamination;

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

Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation

Keywords: C52; C32; G11; Generalised hyperbolic distribution; Maximum likelihood; Portfolio frontiers; Sortino ratio; Spanning tests; Tail dependence;

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

On the statistical identification of DSGE models

Keywords: C11; C52; Bayesian analysis; Dynamic stochastic general equilibrium model; Model evaluation; Statistical identification; Vector autoregression; Factor-augmented vector autoregression;

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

Mind the break! Accounting for changing patterns of growth during transition

Keywords: O47; P27; C52; Growth; Reform; Structural breaks; Transition;

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

Testing and imposing Slutsky symmetry in nonparametric demand systems

Keywords: D12; C14; C13; C31; C52; D11; Demand system; Slutsky symmetry; Rationality; Nonparametric regression; Nonparametric testing;

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

Comparing DSGE-VAR forecasting models: How big are the differences?

Keywords: C11; C52; E32; Model evaluation; Priors from DSGE models; Economic fluctuations; Hours debate; Business cycles;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

How well does a small structural model with sticky prices and wages fit postwar U.S. data?

Keywords: C52; E31; E32; Sticky prices; Sticky wages; Strategic complementarities; Watson's test;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

Back to square one: Identification issues in DSGE models

Keywords: C10; C52; E32; E50Identification; Impulse responses; DSGE models; Small samples

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data

Keywords: C52; F36; G15; P59Stock markets; Intraday data; Macroeconomic announcements; European Union; Volatility; Excess impact of news

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2009 سفارش ترجمه

Improvement in finite sample properties of the Hansen–Jagannathan distance test

Keywords: C13; C52; G12Covariance matrix estimation; Factor models; Finite sample properties; Hansen–Jagannathan distance; Shrinkage method

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2009 سفارش ترجمه

Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model

Keywords: C51; C52; E52; F41; Two-country DSGE; Bayesian estimation; Heterogeneity;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2009 سفارش ترجمه

Model averaging in risk management with an application to futures markets

Keywords: C32; C52; C53; G11; Model averaging; Value-at-Risk; Decision based evaluations;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2009 سفارش ترجمه

Doubts or variability?

Keywords: C12; C52; E13; E30Risk aversion; Model misspecification; Robustness; Market price of risk; Equity premium puzzle; Risk-free rate puzzle; Detection error probability; Costs of model uncertainty

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2009 سفارش ترجمه

Evaluating the information matrix in linearized DSGE models

Keywords: Information matrix; DSGE models; Hessian; C32; C51; C52; E32;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2008 سفارش ترجمه

A note on tests of partial parameter stability in the cointegrated system

Keywords: Cointegration; Local power analysis; Partial parameter stability; C12; C52;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2008 سفارش ترجمه

Testing heterogeneity within the euro area

Keywords: Euro area; Heterogeneity; Bayesian econometrics; Multi-country model; C51; C52; F4;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2008 سفارش ترجمه

The Beveridge-Nelson decomposition in retrospect and prospect

Keywords: C52; E32; E37; Beveridge-Nelson decomposition; Trend and cycle; Forecasting;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2008 سفارش ترجمه