دانلود مقالات ISI درباره C53 + ترجمه فارسی

Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model

Keywords: Functional coefficient; Mixed-frequency data sampling; Crude oil price; Real GDP growth; Forecasting; C32; C53; Q43;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2018 سفارش ترجمه

Estimation and forecasting in vector autoregressive moving average models for rich datasets

Keywords: C13; C32; C53; C63; E0; VARMA; Weak VARMA; Iterative ordinary least squares (IOLS) estimator; Asymptotic contraction mapping; Forecasting; Rich and large datasets;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2018 سفارش ترجمه

Bayesian nonparametric vector autoregressive models

Keywords: C11; C15; C52; C53; C58; Vector autoregressive models; Dirichlet process prior; Infinite mixtures; Markov chain Monte Carlo;

دانلود رایگان متن کامل مقاله ISI 46 صفحه سال انتشار : 2018 سفارش ترجمه

Asymptotics of Cholesky GARCH models and time-varying conditional betas

Keywords: C13; C32; C53; C58; Multivariate-GARCH; Conditional betas; Covariance;

دانلود رایگان متن کامل مقاله ISI 67 صفحه سال انتشار : 2018 سفارش ترجمه

Quantifying the economic efficiency impact of inaccurate renewable energy price forecasts

Keywords: Economic efficiency; Electricity prices; Forecasts; Deadweight loss; Electricity supply and demand; C53; C81; D61; Q41;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2017 سفارش ترجمه

Homoclinic bifurcation and the Belyakov degeneracy in a variant of the Romer model of endogenous growth

Keywords: Romer model; Belyakov point degeneracy; Double-pulse homoclinic orbit; Global indeterminacy; C53; C62; O41; E32;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

A small-scale DSGE-VAR model for the Romanian economy

Keywords: C32; C51; C53; F41; DSGE-VAR; Minnesota-VAR; Unrestricted VAR; Forecast;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

Modeling and predicting oil VIX: Internet search volume versus traditional mariables

Keywords: C22; C53; G12; G17; Q41; Q47; Oil VIX; Internet search volume; Implied volatility; Heterogeneous autoregressive model;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test

Keywords: C22; C32; C53; Q41; Stock returns; Housing returns; Causality-in-quantiles test; Nonparametric;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

True or spurious long memory in European non-EMU currencies

Keywords: C22; C51; C53; C58; Conditional variance; Foreign exchange; GARCH; Spurious long memory; Value-at-Risk;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey

Keywords: C22; C52; C53; E37; Nowcasting GDP; Mixed-frequency data; Model selection; Real-time data;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

Pair trading based on quantile forecasting of smooth transition GARCH models

Keywords: C11; C22; C51; C53; C58; Pair trading; Bayesian inference; Smooth transition GARCH model; Second-order logistic transition function; Markov chain Monte Carlo methods; Out-of-sample forecasts; Quantile forecasting;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2017 سفارش ترجمه

On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area

Keywords: C53; D81; E22; E32; Uncertainty; Investment; Euro area;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2017 سفارش ترجمه

Forecasting oil and stock returns with a Qual VAR using over 150 years off data

Keywords: C32; C53; C55; E32; G10; Q41; Vector autoregressions; Business cycle turning points; Forecasting; Oil and stock prices;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2017 سفارش ترجمه

Energy efficiency and economic growth: A retrospective CGE analysis for Canada from 2002 to 2012

Keywords: Q43; Q47; O47; R13; C51; C53; Energy efficiency; Energy productivity; Economic growth; Rebound; Backfire;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2017 سفارش ترجمه

Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach

Keywords: C33; C53; R31; Real housing returns; Economic policy uncertainty; OECD countries; Panel vector autoregressions;

دانلود رایگان متن کامل مقاله ISI 37 صفحه سال انتشار : 2017 سفارش ترجمه

Forecasting the VaR of crude oil market: Do alternative distributions help?

Keywords: C22; C53; GO1; G17; Q43; Q47; Crude oil market; Value at risk; Generalized asymmetric Student-t distribution;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2017 سفارش ترجمه

The dynamic Black-Litterman approach to asset allocation

Keywords: C22; C53; G11; Finance; Black-Litterman model; Multivariate conditional volatility; Portfolio optimization; Tail risk;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2017 سفارش ترجمه

Shilnikov chaos in the Lucas model of endogenous growth

Keywords: C53; C62; O41; E32; Lucas model; Shilnikov chaos; Global indeterminacy; History versus expectations;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2017 سفارش ترجمه

Data revisions and DSGE models

Keywords: C53; Data revisions; Medium-sized DSGE models; Forecasting; Variance decomposition;

دانلود رایگان متن کامل مقاله ISI 61 صفحه سال انتشار : 2017 سفارش ترجمه

A refined asymptotic framework for dividend yield in predictive regressions

Keywords: C22; C53; G12; Local-to-unity; Local-to-zero; Long-horizon R2; Signal-to-noise ratio;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

Linear time-varying regression with Copula-DCC-GARCH models for volatility

Keywords: C32; C53; G10; Volatility; Time-varying parameter; Copula; GARCH; Forecasting;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

Asymptotic variance of Brier (skill) score in the presence of serial correlation

Keywords: C01; C12; C53; Probability forecasts; Serial correlation; Brier score; Brier skill score; Survey of Professional Forecasters;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2016 سفارش ترجمه

Value and granularity of ICT and smart meter data in demand response systems

Keywords: L94; C44; C53; D80; Q01; Q41; Demand response; Load shifting; Smart meters; Electricity markets; Information granularity; Business models;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2016 سفارش ترجمه

Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon

Keywords: C52; C53; R41; R48; Gravity model; Temporal transferability; Zoning; Lyon;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2016 سفارش ترجمه

House price cycles in Australia's four largest capital cities

Keywords: C20; C53; E37; R21; R31; Housing prices; Australia; Forecast; Threshold regression;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2016 سفارش ترجمه

Oil price volatility forecast with mixture memory GARCH*

Keywords: GARCH-type models; Long memory; Asymmetry; Mixture memory; Oil price volatility; Value-at-Risk; Volatility structure; C22; C53; G17; Q47;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach

Keywords: C11; C32; C53; E17; E31; E37; Q47; Q41; Forecasting oil prices; Model uncertainty; Parameter uncertainty;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Forecasting wind power - Modeling periodic and non-linear effects under conditional heteroscedasticity

Keywords: C13; C32; C53; Q47; Renewable energy; Wind speed; Wind power; Heteroscedasticity; Stochastic modeling; Lasso;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Prediction of the purchase cost of agricultural land: The example of Côte-d'Or, France

Keywords: Agricultural land; Forecasting; Hedonic price; C50; C53; Q15;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Directional analysis of fiscal sustainability: Revisiting Domar's debt sustainability condition

Keywords: C53; E17; H68; Government forecasts; Debt sustainability; Forecast evaluation; Market-timing test; Nonparametric methods;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Forecasting the volatility of crude oil futures using HAR-type models with structural breaks

Keywords: C53; G17; Q41; Q47; Volatility forecasting; Realized volatility; HAR-RV model; Structural breaks; PROMETHEE II method;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2016 سفارش ترجمه

Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR

Keywords: C53; E37; F47; GVAR; Global economy; Forecast evaluation; Log score; Copula;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2016 سفارش ترجمه

Can commodity returns forecast Canadian sector stock returns?

Keywords: C53; G11; G17; Return forecasting; Commodities; Transaction costs; Forecast combinations; Canada;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2016 سفارش ترجمه

Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility

Keywords: Sentiment dynamics; GMM estimation; Volatility forecasting; G12; C22; C53;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2016 سفارش ترجمه

Incorporating farm structural change in models assessing the Common Agricultural Policy: An application in the CAPRI farm type model

Keywords: Q18; C61; C53; Farm structural change; CAPRI-Farm Type; Baseline; Farm typologies;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2016 سفارش ترجمه

Forecasting distress in European SME portfolios

Keywords: C13; C41; C53; G33; Credit risk; Distress; Forecasting; SMEs; Logit;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2016 سفارش ترجمه

Evaluating Value-at-Risk forecasts: A new set of multivariate backtests

Keywords: Model risk; Multivariate backtesting; Value-at-Risk; Systemic risk; C52; C53; C58;

دانلود رایگان متن کامل مقاله ISI 39 صفحه سال انتشار : 2016 سفارش ترجمه

A MIDAS approach to modeling first and second moment dynamics

Keywords: C53; C11; C32; E37; MIDAS regressions; Bayesian estimation; Stochastic volatility; Out-of-sample forecasts; Inflation forecasts; Industrial production;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2016 سفارش ترجمه

A multi-country approach to forecasting output growth using PMIs

Keywords: C53; E37; Global VAR; High-dimensional VAR; Augmented GVAR; Forecasting; Nowcasting; Data-rich methods; GDP and PMIs;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2016 سفارش ترجمه

A time varying DSGE model with financial frictions

Keywords: C11; C53; E27; E52; DSGE models; Financial frictions; Bayesian methods; Time varying parameters;

دانلود رایگان متن کامل مقاله ISI 45 صفحه سال انتشار : 2016 سفارش ترجمه

Global prediction of recessions

Keywords: C53; E17; E37; F41; F47; GVAR; Recession forecast; QPS; Probability forecast;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2015 سفارش ترجمه

An alternative reference scenario for global CO2 emissions from fuel consumption: An ARFIMA approach

Keywords: C22; C53; O13; Q47; Q54; Forecasting; Reference scenario; CO2 emissions; Fuel; Long memory; ARFIMA;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2015 سفارش ترجمه

A note on using the Hodrick-Prescott filter in electricity markets

Keywords: C14; C51; C52; C53; C63; Q47; Hodrick-Prescott filter; Electricity spot price; Long-term seasonal component; Robust modeling;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2015 سفارش ترجمه

Value-at-Risk estimation of energy commodities: A long-memory GARCH-EVT approach

Keywords: Q40; G1; C4; C5; C58; C53; Extreme value theory; Long-range-memory; Value-at-Risk; Expected shortfall oil price and energy commodities volatility;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

Prediction and simulation using simple models characterized by nonstationarity and seasonality

Keywords: Seasonal unit root; Periodic autoregression; Difference stationary; Prediction; Simulation; C13; C22; C52; C53;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance

Keywords: C32; C53; C58; G17; Dimension reduction; Factor model; Multivariate stochastic volatility; Leverage effects; Long memory; Realized volatility;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

The course of realized volatility in the LME non-ferrous metal market

Keywords: Industrial metals; High-frequency data; HAR-GARCH model; Rolling estimation; Volatility forecasting; C13; C22; C53;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR

Keywords: Systemic risk; CoVaR; Quantile regressions; Risk management; Foreign banks; C21; C53; G20; G21; G28;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

ReviewThe financial econometrics of price discovery and predictability

Keywords: C53; C58; G12; G13; G14; Price discovery; Price predictability;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه