Keywords: Autoregression بردار ساختاری; C32; E44; E52; G12Conditional heteroskedasticity; Identification; Monetary policy; Stock return; Structural vector autoregression
مقالات ISI ترجمه شده Autoregression بردار ساختاری
مقالات ISI Autoregression بردار ساختاری (ترجمه نشده)
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Keywords: Autoregression بردار ساختاری; C30; D80; F40; Macroeconomic uncertainty; Spillover effect; Structural vector autoregression;
Keywords: Autoregression بردار ساختاری; Stock and bond market volatility; Two-factor volatility model; Macroeconomic fundamentals; Structural vector autoregression; Bayesian estimation; C32; E32; E44;
Keywords: Autoregression بردار ساختاری; Uncertainty shocks; EPU index; Unemployment; Structural vector autoregression; Identification via heteroskedasticity; Bayesian inference; D80; C32; C11; E24;
Keywords: Autoregression بردار ساختاری; Oil price shocks; Stock market; Connectedness; Structural Vector Autoregression; Geopolitical unrest; Economic crisis; C32; C51; G11; G15; Q41; Q43;
Keywords: Autoregression بردار ساختاری; E31; E32; E65; The Great Moderation; The Postwar Moderation; The Roaring Twenties Inflation Moderation; Stochastic volatility; Markov switching; Time-varying parameters; Markov chain Monte Carlo; Structural vector autoregression;
Keywords: Autoregression بردار ساختاری; Marketing attribution; Content integration; Customer initiated; Structural vector autoregression; Restricted impulse response function;
Keywords: Autoregression بردار ساختاری; E32; E37; E44; Time-varying uncertainty; Financial conditions; Structural vector autoregression; Optimization-based identification;
Keywords: Autoregression بردار ساختاری; C32; C34; G12Markov switching model; Structural vector autoregression; Heteroskedasticity; Stock price fundamentals
Keywords: Autoregression بردار ساختاری; E62; H20; H50; Fiscal policy; Government spending; Net revenues; Structural vector autoregression;
Keywords: Autoregression بردار ساختاری; Economic Policy Uncertainty; Oil price shock; Spillover index; Structural vector autoregression; Variance decomposition; Impulse response function; C32; C51; E60; Q43; Q48;
Keywords: Autoregression بردار ساختاری; Current account; Exchange rate; Government spending; Structural vector autoregression; Taxes; Twin deficitsC32; E62; F41; H20; H50; H60
Structural vector autoregressions with heteroskedasticity: A review of different volatility models
Keywords: Autoregression بردار ساختاری; Structural vector autoregression; Identification via heteroskedasticity; Conditional heteroskedasticity; Smooth transition; Markov switching; GARCH;
Testing for identification in SVAR-GARCH models
Keywords: Autoregression بردار ساختاری; C32; Structural vector autoregression; Conditional heteroskedasticity; GARCH; Identification via heteroskedasticity;
Hong Kong's growth synchronization with China and the US: A trend and cycle analysis
Keywords: Autoregression بردار ساختاری; C32; E21; E32; F44; Business cycle synchronization; Permanent income hypothesis; Stochastic trend; Structural vector autoregression;
How vulnerable are emerging markets to external shocks?
Keywords: Autoregression بردار ساختاری; Growth spillovers; External conditions; Financial shocks; Structural vector autoregression
Long- versus medium-run identification in fractionally integrated VAR models
Keywords: Autoregression بردار ساختاری; C32; C50; Structural vector autoregression; Long-run restriction; Finite-horizon identification; Fractional integration; Impulse response function;
What drives natural gas prices? - A structural VAR approach
Keywords: Autoregression بردار ساختاری; Natural gas; Structural vector autoregression; SVAR; Supply interruption; Security of supply; Q41;
Does the source of oil price shocks matter for South African stock returns? A structural VAR approach
Keywords: Autoregression بردار ساختاری; C32; C58; G1; Q43; Oil price shocks; Stock returns; Sign-restrictions; Structural vector autoregression;
The long-run impact of inflation in South Africa
Keywords: Autoregression بردار ساختاری; E5; E31; Money superneutrality; Structural vector autoregression;
Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan
Keywords: Autoregression بردار ساختاری; E43; E51; E52; E58Monetary policy; Zero lower bound; Quantitative easing; Structural vector autoregression
Greater moderations
Keywords: Autoregression بردار ساختاری; E30; E31; E65; The Great Moderation; The Postwar Moderation; Time-varying parameters; Stochastic volatility; Structural vector autoregression;
China's energy consumption and sustainable development: Comparative evidence from GDP and genuine savings
Keywords: Autoregression بردار ساختاری; Elasticity of energy consumption; Sustainable development; Genuine savings; Structural vector autoregression; Generalized impulse response
Structural vector autoregressions with Markov switching
Keywords: Autoregression بردار ساختاری; Cointegration; Markov regime switching model; Vector error correction model; Structural vector autoregression; C32;
Fluctuations in the foreign exchange market: How important are monetary policy shocks?
Keywords: Autoregression بردار ساختاری; C32; E52; F31; F41; Conditional heteroscedasticity; Delayed overshooting; Identification; Structural vector autoregression; Uncovered interest rate parity;
What do technology shocks tell us about the New Keynesian paradigm?
Keywords: Autoregression بردار ساختاری; E12; E32; E52Technology shocks; Structural vector autoregression; New Keynesian paradigm
External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets
Keywords: Autoregression بردار ساختاری; F41; E3; O11; Structural vector autoregression; Monetary policy shocks; International spillover effects of monetary policy; External shocks; Emerging markets;
The expectations theory works for monetary policy shocks
Keywords: Autoregression بردار ساختاری; C11; C32; E43; E44; E52; Term structure; Monetary policy; Structural vector autoregression; Simultaneity; Identification;
In search of the natural rate of unemployment
Keywords: Autoregression بردار ساختاری; E24; E32; J64; Structural vector autoregression; Natural rate of unemployment; Search theory; Sectoral shifts; Phillips curve;
What does the Bank of Japan do to East Asia?
Keywords: Autoregression بردار ساختاری; Structural vector autoregression; Sign restrictions; Monetary policy shocks; Spillover effects; Beggar-thy-neighbor; Japan; East Asia; F41; E3; E52;
The exchange rate - A shock-absorber or source of shocks? A study of four open economies
Keywords: Autoregression بردار ساختاری; C32; E42; F31; F33; Exchange rates; Structural vector autoregression; UK; Canada; Denmark; Sweden; EMU;
The Bank of Japan's operating procedures and the identification of monetary policy shocks: A reexamination using the Bernanke-Mihov approach
Keywords: Autoregression بردار ساختاری; C32; E52; E58; Operating procedures; Monetary policy shock; Structural vector autoregression;
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process
Keywords: Autoregression بردار ساختاری; C32; C12; C13; Structural vector autoregression; Unit root; Cointegration; Asymptotic properties; Hypothesis testing;