Journal of Econometric Modelling - Articles List

Volume & Issue: Volume 6, Issue 3 - Serial Number 22, December 2021

Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange

Pages 9-31

10.22075/jem.2021.23961.1619

Gholamhossein Asadi; Esmaeil Fadaeenezhad; Hamid Faroughi

Examination of Contagion and Oil Price Volatility on Returns of the Stock Market, Exchange Rate and Gold Price in Iran: VAR-DCC-GARCH, Continuous Wavelet, and Time-Varying Wavelet Approach

Pages 33-62

10.22075/jem.2021.23728.1613

Maryam Nafisi Moghadam; Shahram Fattahi

Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model

Pages 63-96

10.22075/jem.2021.23659.1607

reza Taleblou; Parisa Mohajeri

The effect of social capital on household water consumption: A provincial study

Pages 97-122

10.22075/jem.2021.23505.1598

Samira Riga; Zahra Nasrollahi

Investigating the role of institutional quality in relation to the abundance of natural resources on economic growth in Iran: Kalman filter approach

Pages 123-149

10.22075/jem.2021.23863.1616

Forod Bayat Baghaee; Roya Seifipour; Teimour Mohammadi,; Azadeh Mehrabian

Modeling the role of banking risks on the performance of the banking system and macroeconomic variables with the DSGE model approach

Pages 151-181

10.22075/jem.2021.24007.1620

Yazdan Gudarzi Farahani; Seyedhadi Arabi; Omid Ali Adeli

Journal of Econometric Modelling

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