دانلود مقالات ISI درباره C52 + ترجمه فارسی

Confronting model misspecification in macroeconomics

Keywords: C52; E2; E4; Markov-switching mixture; Heterogenous models; Regime-dependent weights; Model uncertainty; Parameter uncertainty; Impulse responses; Policy analysis;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2012 سفارش ترجمه

Term structure models and the zero bound: An empirical investigation of Japanese yields

Keywords: C32; C51; C52; E43; G12;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2012 سفارش ترجمه

The single monetary policy and domestic macro-fundamentals: Evidence from Spain

Keywords: C51; C52; E43; E58; F37Spain; ECB; Monetary policy; Domestic fundamentals; Compatibility

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2012 سفارش ترجمه

Financial constraints and occupational choice in Thai villages

Keywords: O12; C52; D82; Occupational choice; Financial constraints; Maximum likelihood;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2012 سفارش ترجمه

Information criteria for impulse response function matching estimation of DSGE models

Keywords: C32; E47; C52; C53;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2012 سفارش ترجمه

A simple approach to standardized-residuals-based higher-moment tests

Keywords: C12; C22; C52; Conditional distribution; Estimation effect; GARCH-type models; Higher-moment tests; Standardized errors;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2012 سفارش ترجمه

The role of model uncertainty and learning in the US postwar policy response to oil prices

Keywords: Model uncertainty; Learning; Robust policy; Bayesian model averaging; Oil prices; C52; E43; E58; E65;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2012 سفارش ترجمه

Evaluating the robustness of the effect of public subsidies on firms' R&D: an application to Italy

Keywords: O32; C52; O38; business R&D; public incentives; econometric evaluation; robustness;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2012 سفارش ترجمه

On public capital hypothesis with breaks

Keywords: C22; C52; O4; Public capital hypothesis; Structural breaks; Cointegrated system;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2011 سفارش ترجمه

Return behaviour in Africa's emerging equity markets

Keywords: C22; C52; G10Return predictability; Volatility; Long memory; Nonlinearity; African stock markets

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence

Keywords: C32; C52; C63; Long-run exclusion; Cointegrating rank; Cointegrated vector autoregressive model; Monte Carlo experiment;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa

Keywords: C51; C52; E52; E58; Monetary policy preferences; Target zones; Asymmetries;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa

Keywords: C12; C13; C22; C52; C53; R31; Bayesian autoregressive models; Housing market; Smooth transition autoregressive models; Forecast accuracy;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Value-at-risk estimation with the optimal dynamic biofuel portfolio

Keywords: C52; C53; Q20; Q42; VaR; Dynamic biofuel portfolio; ARJI model;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Econometric analysis of jump-driven stochastic volatility models

Keywords: G12; C51; C52; Lévy process; Method-of-moments; Power variation; Quadratic variation; Realized variance; Stochastic volatility;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Nonparametric estimation and testing of stochastic discount factor

Keywords: C13; C14; C52; G12; Stochastic discount factor; Nonparametric estimation; HJ distance;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

Keywords: G12; G13; C51; C52; Stochastic volatility risk premium; Model-free implied volatility; Model-free realized volatility; Black-Scholes; GMM estimation; Return predictability;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Volatility forecast comparison using imperfect volatility proxies

Keywords: C53; C52; C22; Forecast evaluation; Forecast comparison; Loss functions; Realised variance; Range;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Jumps and stochastic volatility in oil prices: Time series evidence

Keywords: C11; C15; C52; C22; G13; Q40; Oil prices; Stochastic volatility; Jump diffusion; Markov Chain Monte Carlo; Investment;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape

Keywords: C01; C18; C32; C52; C53; Q40; Electricity market price; Point forecasting; Interval forecasting; GAMLSS models; Liberalized energy markets;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Evaluating alternative methods for testing asset pricing models with historical data

Keywords: C51; C52; G12Beta pricing models; Stochastic discount factor; Pricing errors; Evaluation of factor models

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Modeling volatility with time-varying FIGARCH models

Keywords: C12; C15; C22; C51; C52; G1; Q4; FIGARCH; Long memory; Nonlinear time series; Structural change; Time-varying parameter model;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Testing the bounds: Empirical behavior of target zone fundamentals

Keywords: F31; C22; C52; Target zone exchange rates; Economic fundamental; Unscented Kalman filter; Rescaled range statistic;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea

Keywords: F31; C22; C52; Emerging markets; Real stock price; Oil price shocks; Industrial production; Generalized variance decompositions; Impulse response functions;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Global identification of risk preferences with revealed preference data

Keywords: C51; C52; D21; D81; Q12; Risk; Risk preferences; Identification; Stochastic technology;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Structural models, information and inherited restrictions

Keywords: C15; C18; C51; C52; Qualitative analysis; Structural form; Reduced form; Identification; Entropy; Model falsification;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

DEA approach for unified efficiency measurement: Assessment of Japanese fossil fuel power generation

Keywords: C52; Q43; Q57; Environment; Efficiency; DEA; Electric power industry;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study

Keywords: C13; C22; C32; C52; C53Asymmetric power ARCH; Fractional integration; Stock returns; Volatility forecast evaluation

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

A characterization of vector autoregressive processes with common cyclical features

Keywords: C32; C51; C52; Multiple time series; Common cycles; Cointegration; I(1); I(2);

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Did globalization drive convergence? Identifying cross-country growth regimes in the long run

Keywords: Globalization; Economic growth; Income convergence; Multiple regimes; Mixture models; C52; N10; O47;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Functional data analysis for volatility

Keywords: C14; C51; C52; G12; G17; Diffusion model; Functional principal component; Functional regression; High frequency trading; Market returns; Prediction; Volatility process; Trajectories of volatility;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?

Keywords: C52; C53; E43; E47; Forecast combination; Encompassing; Loss functions; Instability; Affine term structure models;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Subjective model selection rules versus passive model selection rules

Keywords: C51; C52; D24; Subjective model selection rule; Passive model selection rule; Regularity; Globally flexible functional form;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation

Keywords: C52; C53; G15; Value-at-risk; ARJI models; Jump effect; Skewness effect; Heavy-tail effect;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

The dynamics of market structure and firm-level adjustment to India's pro-market economic liberalizing reforms, 1988-2006: A Time Varying Panel Smooth Transition Regression (TV-PSTR) approach

Keywords: C52; D24; F12; F13; L60; Panel Smooth Transition Regression model; Market efficiency; Total factor productivity (TFP) growth; Liberalizing reforms;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Realized Laplace transforms for estimation of jump diffusive volatility models

Keywords: C51; C52; G12; Jumps; High-frequency data; Laplace transform; Stochastic volatility models;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Understanding models' forecasting performance

Keywords: C22; C52; C53; Forecasting; Forecast evaluation; Instabilities; Over-fitting; Exchange rates;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Variable selection, estimation and inference for multi-period forecasting problems

Keywords: C22; C32; C52; C53; Direct forecasts; Iterated forecasts; Factor- augmented VARs; SURE estimation; Akaike information criterion;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Realized volatility forecasting and market microstructure noise

Keywords: C14; C22; C52; G14; Volatility forecasting; High-frequency data; Market microstructure noise; Integrated volatility; Realized volatility; Robust volatility measures; Eigenfunction stochastic volatility models;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Is there an equilibrating relationship between house prices and replacement cost? Empirical evidence from Berlin

Keywords: C52; C53; R31Tobin’s Q; Housing market efficiency; Real estate valuation

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Likelihood-based scoring rules for comparing density forecasts in tails

Keywords: C12; C22; C52; C53; Density forecast evaluation; Scoring rules; Weighted likelihood ratio scores; Conditional likelihood; Censored likelihood; Risk management;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

An analysis on technical efficiency in post-reform China

Keywords: C52; D24; O47; Fully nonparametric stochastic frontier; Time effects and individual effects; Time variant; Technical efficiency; Tobit model;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Weights and pools for a Norwegian density combination

Keywords: C32; C52; C53; E52Model combination; Evaluation; Density forecasting; KLIC

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

The economic value of range-based covariance between stock and bond returns with dynamic copulas

Keywords: C52; C53; G11Asset allocation strategy; CARR model; Dynamic copula; Economic value

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Stock market momentum, business conditions, and GARCH option pricing models

Keywords: C52; C53; G13GARCH; Options; Market momentum; Business condition; Financial crisis

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada

Keywords: I10; I12; C14; C23; C52; GP utilization; Kernel conditional density estimator; Latent class models; Count data; Panel data;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2011 سفارش ترجمه

Data-based ranking of realised volatility estimators

Keywords: C52; C22; C53; Realized variance; Volatility forecasting; Forecast comparison;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2011 سفارش ترجمه

A nearly complete test of a capital accumulating, vertically integrated, nonrenewable resource extracting theory of a competitive firm

Keywords: C52; L72; Q30Nonrenewable resource economics; Optimal control; Shadow prices; Testable implications

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2011 سفارش ترجمه

Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models

Keywords: C01; C32; C52; E23; E32; G12; G15; Q43; Q47; Q54; Carbon price; Industrial production; Cointegration; Threshold cointegration test; Threshold vector error-correction; VAR; Markov-switching VAR;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2011 سفارش ترجمه

How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference

Keywords: Bootstrap; US model; DSGE; VAR; New Keynesian; New Classical; Indirect inference; Wald statistic; Regime change; Structural break; Great moderation; C12; C32; C52; E1;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2011 سفارش ترجمه