Journal of Econometric Modelling

Journal of Econometric Modelling

Keyword Index
A
  • Abrams curve The Effect of Government Size on Unemployment: Study of Abrams Curve in Developed and Developing Countries [Volume 2, Issue 1, 2016, Pages 113-134]
  • ADL Model Investigating the Impact of Value Added Tax on Government Size in Iranian Economy Using the Bounds Test [Volume 2, Issue 1, 2016, Pages 135-156]
  • ARDL Income Inequality and Environmental Quality: A Case Study of Iran [Volume 2, Issue 1, 2016, Pages 59-79]
B
  • Bank Loans Investigating the Relationship between Borrowing from the Central Bank and Selected Internal Bank Variables in Iran: Application of the Dumitrescu-Hurlin Causality Test in Heterogeneous Panels [Volume 2, Issue 4, 2016, Pages 107-129]
  • Bank Profitability Investigating the Relationship between Borrowing from the Central Bank and Selected Internal Bank Variables in Iran: Application of the Dumitrescu-Hurlin Causality Test in Heterogeneous Panels [Volume 2, Issue 4, 2016, Pages 107-129]
  • Borrowing From the Central Bank Investigating the Relationship between Borrowing from the Central Bank and Selected Internal Bank Variables in Iran: Application of the Dumitrescu-Hurlin Causality Test in Heterogeneous Panels [Volume 2, Issue 4, 2016, Pages 107-129]
C
  • Chemical and Petrochemical Companies The Impact of Macroeconomic Variables on Chemical and Petrochemical Companies Stock Return in the Framework of PVAR [Volume 2, Issue 3, 2016, Pages 159-186]
  • Coherency Wavelet Approach considering the Relationship between the Housing Sector and Some Macroeconomic Variables of Iran: The Wavelet Coherency Approach [Volume 2, Issue 4, 2016, Pages 85-106]
  • Continuous Wavelet transform Examination of contagion in financial markets in Iran Using a Combination of Ornstein Uhlenbeck Process and Continuous Wavelet Transform [Volume 2, Issue 4, 2016, Pages 33-54]
  • Corruption Determinants of Government Size in Oil Exporting Countries With Emphasis on Institutional-Political and Governance Factors: Case Study of OPEC Countries [Volume 2, Issue 4, 2016, Pages 9-32]
  • Cyclical Nature of Government Expenditures The Investigation of Cyclical Nature of Government Expenditures in Iran (Markov-Switching Non-linear Approach) [Volume 2, Issue 2, 2016, Pages 89-116]
D
  • Demographic variables Determinants of Government Size in Oil Exporting Countries With Emphasis on Institutional-Political and Governance Factors: Case Study of OPEC Countries [Volume 2, Issue 4, 2016, Pages 9-32]
  • Deposit insurance premium Assessing the cost of Iran deposit insurance (Iran) [Volume 2, Issue 2, 2016, Pages 151-178]
  • Dumitrescu-Hurlin Causality Test Investigating the Relationship between Borrowing from the Central Bank and Selected Internal Bank Variables in Iran: Application of the Dumitrescu-Hurlin Causality Test in Heterogeneous Panels [Volume 2, Issue 4, 2016, Pages 107-129]
  • Dynamic Stochastic General Equilibrium (DSGE) Model Oil shocks and National Development Fund dynamics, new Keynesians Dynamic Stochastic General Equilibrium (DSGE) [Volume 2, Issue 3, 2016, Pages 33-64]
E
  • Economic Growth The Investigation of Cyclical Nature of Government Expenditures in Iran (Markov-Switching Non-linear Approach) [Volume 2, Issue 2, 2016, Pages 89-116]
  • Economic Growth Investigating the Short-Term and Long-Term Effects of Electricity Consumption on Economic Growth in Iranian Provinces (An Analysis of PMG-FMOLS Models and VECM Causality) [Volume 2, Issue 2, 2016, Pages 117-149]
  • Economic sustainability The Nonlinear Impact of Human Development Index on Economic Sustainability in developed countries [Volume 2, Issue 3, 2016, Pages 65-98]
  • Economy Sectors Evaluation of Virtual Water Flows in Iran's Economy: Analysing Intersectoral Water Relationships Using Inpu-Output Model [Volume 2, Issue 4, 2016, Pages 131-157]
  • EGARCH Model Study of the Instability Trend of Rural House Price in Iran [Volume 2, Issue 3, 2016, Pages 99-127]
  • Electricity Consumption Investigating the Short-Term and Long-Term Effects of Electricity Consumption on Economic Growth in Iranian Provinces (An Analysis of PMG-FMOLS Models and VECM Causality) [Volume 2, Issue 2, 2016, Pages 117-149]
  • Energy Intensity Decomposition Modeling Energy Intensity in Iranian Manufacturing Industries [Volume 2, Issue 1, 2016, Pages 33-57]
  • Exchange Market Econometric Modeling the Impact of Sanctions on the Foreign Exchange Market and Its Transmission mechanism to macroeconomic variables Iran [Volume 2, Issue 2, 2016, Pages 61-87]
  • Exchange rate overshooting Investigate the Relationship between Exchange Rate Overshooting and Business Cycles in Iran (Using Lucas Experimental Method and Vector Auto-Regressive Model) [Volume 2, Issue 3, 2016, Pages 9-31]
F
  • Financial markets Examination of contagion in financial markets in Iran Using a Combination of Ornstein Uhlenbeck Process and Continuous Wavelet Transform [Volume 2, Issue 4, 2016, Pages 33-54]
  • Fiscal Decentralization The Effect of Fiscal Decentralization on Inflation in Iran: An Application of Panel Smooth Transition Regression Model [Volume 2, Issue 1, 2016, Pages 9-32]
  • FMOLS Investigating the Short-Term and Long-Term Effects of Electricity Consumption on Economic Growth in Iranian Provinces (An Analysis of PMG-FMOLS Models and VECM Causality) [Volume 2, Issue 2, 2016, Pages 117-149]
G
  • GDP considering the Relationship between the Housing Sector and Some Macroeconomic Variables of Iran: The Wavelet Coherency Approach [Volume 2, Issue 4, 2016, Pages 85-106]
  • GMM The Impact of Macroeconomic Variables on Chemical and Petrochemical Companies Stock Return in the Framework of PVAR [Volume 2, Issue 3, 2016, Pages 159-186]
  • Gold Multiple Bubbles of the Gold Market: Origination, Explosion and Complete Deletion [Volume 2, Issue 1, 2016, Pages 81-111]
  • Governance variables Determinants of Government Size in Oil Exporting Countries With Emphasis on Institutional-Political and Governance Factors: Case Study of OPEC Countries [Volume 2, Issue 4, 2016, Pages 9-32]
  • Government Size The Effect of Government Size on Unemployment: Study of Abrams Curve in Developed and Developing Countries [Volume 2, Issue 1, 2016, Pages 113-134]
  • Government Size Investigating the Impact of Value Added Tax on Government Size in Iranian Economy Using the Bounds Test [Volume 2, Issue 1, 2016, Pages 135-156]
H
  • Housing Sector considering the Relationship between the Housing Sector and Some Macroeconomic Variables of Iran: The Wavelet Coherency Approach [Volume 2, Issue 4, 2016, Pages 85-106]
  • Human capital The Effect of Human Capital on the Net Marriage in Semnan [Volume 2, Issue 1, 2016, Pages 157-182]
  • Human development The Nonlinear Impact of Human Development Index on Economic Sustainability in developed countries [Volume 2, Issue 3, 2016, Pages 65-98]
  • Hybrid New Keynesian Phillips curve The Effect of Fiscal Decentralization on Inflation in Iran: An Application of Panel Smooth Transition Regression Model [Volume 2, Issue 1, 2016, Pages 9-32]
I
  • Income inequality Income Inequality and Environmental Quality: A Case Study of Iran [Volume 2, Issue 1, 2016, Pages 59-79]
  • Indirect Water Use Evaluation of Virtual Water Flows in Iran's Economy: Analysing Intersectoral Water Relationships Using Inpu-Output Model [Volume 2, Issue 4, 2016, Pages 131-157]
  • Inflation The Effect of Fiscal Decentralization on Inflation in Iran: An Application of Panel Smooth Transition Regression Model [Volume 2, Issue 1, 2016, Pages 9-32]
  • Inflation considering the Relationship between the Housing Sector and Some Macroeconomic Variables of Iran: The Wavelet Coherency Approach [Volume 2, Issue 4, 2016, Pages 85-106]
  • Input-output Model Evaluation of Virtual Water Flows in Iran's Economy: Analysing Intersectoral Water Relationships Using Inpu-Output Model [Volume 2, Issue 4, 2016, Pages 131-157]
  • Instability Study of the Instability Trend of Rural House Price in Iran [Volume 2, Issue 3, 2016, Pages 99-127]
  • Intersectoral Water Relationships Evaluation of Virtual Water Flows in Iran's Economy: Analysing Intersectoral Water Relationships Using Inpu-Output Model [Volume 2, Issue 4, 2016, Pages 131-157]
  • Iran Modeling Energy Intensity in Iranian Manufacturing Industries [Volume 2, Issue 1, 2016, Pages 33-57]
  • Iran The Investigation of Cyclical Nature of Government Expenditures in Iran (Markov-Switching Non-linear Approach) [Volume 2, Issue 2, 2016, Pages 89-116]
  • Iran Optimal level of demand and supply public goods in the general equilibrium model with Lindahl tax [Volume 2, Issue 3, 2016, Pages 129-157]
  • Iran’s Economy Econometric Modeling the Impact of Sanctions on the Foreign Exchange Market and Its Transmission mechanism to macroeconomic variables Iran [Volume 2, Issue 2, 2016, Pages 61-87]
K
  • Keywords: Size of government Determinants of Government Size in Oil Exporting Countries With Emphasis on Institutional-Political and Governance Factors: Case Study of OPEC Countries [Volume 2, Issue 4, 2016, Pages 9-32]
L
  • Lindahl tax Optimal level of demand and supply public goods in the general equilibrium model with Lindahl tax [Volume 2, Issue 3, 2016, Pages 129-157]
  • Liquidity Volume considering the Relationship between the Housing Sector and Some Macroeconomic Variables of Iran: The Wavelet Coherency Approach [Volume 2, Issue 4, 2016, Pages 85-106]
  • Lucas experienced method Investigate the Relationship between Exchange Rate Overshooting and Business Cycles in Iran (Using Lucas Experimental Method and Vector Auto-Regressive Model) [Volume 2, Issue 3, 2016, Pages 9-31]
M
  • Macroeconomic Variables Econometric Modeling the Impact of Sanctions on the Foreign Exchange Market and Its Transmission mechanism to macroeconomic variables Iran [Volume 2, Issue 2, 2016, Pages 61-87]
  • Manufacturing Industry Modeling Energy Intensity in Iranian Manufacturing Industries [Volume 2, Issue 1, 2016, Pages 33-57]
  • Markov-Switching Approach The Investigation of Cyclical Nature of Government Expenditures in Iran (Markov-Switching Non-linear Approach) [Volume 2, Issue 2, 2016, Pages 89-116]
  • Maximum likelihood estimation Assessing the cost of Iran deposit insurance (Iran) [Volume 2, Issue 2, 2016, Pages 151-178]
  • Merton Method Assessing the cost of Iran deposit insurance (Iran) [Volume 2, Issue 2, 2016, Pages 151-178]
  • Middle Explosive Behavior Multiple Bubbles of the Gold Market: Origination, Explosion and Complete Deletion [Volume 2, Issue 1, 2016, Pages 81-111]
  • Monetary Shocks A study about asymmetric effects of monetary shocks on the Iranian GDP during business cycles with focus on the banking credit [Volume 2, Issue 4, 2016, Pages 55-84]
N
  • Non-Performing Loans Investigating the Relationship between Borrowing from the Central Bank and Selected Internal Bank Variables in Iran: Application of the Dumitrescu-Hurlin Causality Test in Heterogeneous Panels [Volume 2, Issue 4, 2016, Pages 107-129]
O
  • Oil sector Oil shocks and National Development Fund dynamics, new Keynesians Dynamic Stochastic General Equilibrium (DSGE) [Volume 2, Issue 3, 2016, Pages 33-64]
  • Optimization Optimal level of demand and supply public goods in the general equilibrium model with Lindahl tax [Volume 2, Issue 3, 2016, Pages 129-157]
  • Ornstein Uhlenbeck process Examination of contagion in financial markets in Iran Using a Combination of Ornstein Uhlenbeck Process and Continuous Wavelet Transform [Volume 2, Issue 4, 2016, Pages 33-54]
P
  • Panel data method The Effect of Government Size on Unemployment: Study of Abrams Curve in Developed and Developing Countries [Volume 2, Issue 1, 2016, Pages 113-134]
  • Panel data method The Nonlinear Impact of Human Development Index on Economic Sustainability in developed countries [Volume 2, Issue 3, 2016, Pages 65-98]
  • Panel Smooth Transition Regression The Effect of Fiscal Decentralization on Inflation in Iran: An Application of Panel Smooth Transition Regression Model [Volume 2, Issue 1, 2016, Pages 9-32]
  • PMG Investigating the Short-Term and Long-Term Effects of Electricity Consumption on Economic Growth in Iranian Provinces (An Analysis of PMG-FMOLS Models and VECM Causality) [Volume 2, Issue 2, 2016, Pages 117-149]
  • Political institutional variables Determinants of Government Size in Oil Exporting Countries With Emphasis on Institutional-Political and Governance Factors: Case Study of OPEC Countries [Volume 2, Issue 4, 2016, Pages 9-32]
  • Precious metals Volatility Transmissions in Precious Metals Using Volatility Impulse Response Function Approach [Volume 2, Issue 2, 2016, Pages 35-59]
  • Pricing based on APT The Impact of Macroeconomic Variables on Chemical and Petrochemical Companies Stock Return in the Framework of PVAR [Volume 2, Issue 3, 2016, Pages 159-186]
  • Pricing Patterns The Impact of Macroeconomic Variables on Chemical and Petrochemical Companies Stock Return in the Framework of PVAR [Volume 2, Issue 3, 2016, Pages 159-186]
  • Put option Assessing the cost of Iran deposit insurance (Iran) [Volume 2, Issue 2, 2016, Pages 151-178]
  • PVAR pattern The Impact of Macroeconomic Variables on Chemical and Petrochemical Companies Stock Return in the Framework of PVAR [Volume 2, Issue 3, 2016, Pages 159-186]
R
  • Return Volatility Transmissions in Precious Metals Using Volatility Impulse Response Function Approach [Volume 2, Issue 2, 2016, Pages 35-59]
  • Rolling Window ADF Multiple Bubbles of the Gold Market: Origination, Explosion and Complete Deletion [Volume 2, Issue 1, 2016, Pages 81-111]
  • Rural House Price Study of the Instability Trend of Rural House Price in Iran [Volume 2, Issue 3, 2016, Pages 99-127]
S
  • Sanctions Econometric Modeling the Impact of Sanctions on the Foreign Exchange Market and Its Transmission mechanism to macroeconomic variables Iran [Volume 2, Issue 2, 2016, Pages 61-87]
  • Select countries The Nonlinear Impact of Human Development Index on Economic Sustainability in developed countries [Volume 2, Issue 3, 2016, Pages 65-98]
  • Single and Multiple bubbles Multiple Bubbles of the Gold Market: Origination, Explosion and Complete Deletion [Volume 2, Issue 1, 2016, Pages 81-111]
  • Stochastic shocks Oil shocks and National Development Fund dynamics, new Keynesians Dynamic Stochastic General Equilibrium (DSGE) [Volume 2, Issue 3, 2016, Pages 33-64]
  • Structural and intensity effects Modeling Energy Intensity in Iranian Manufacturing Industries [Volume 2, Issue 1, 2016, Pages 33-57]
  • Sustainable development The Nonlinear Impact of Human Development Index on Economic Sustainability in developed countries [Volume 2, Issue 3, 2016, Pages 65-98]
U
  • Unemployment rate The Effect of Government Size on Unemployment: Study of Abrams Curve in Developed and Developing Countries [Volume 2, Issue 1, 2016, Pages 113-134]
V
  • Value Added Tax Investigating the Impact of Value Added Tax on Government Size in Iranian Economy Using the Bounds Test [Volume 2, Issue 1, 2016, Pages 135-156]
  • VECM Investigating the Short-Term and Long-Term Effects of Electricity Consumption on Economic Growth in Iranian Provinces (An Analysis of PMG-FMOLS Models and VECM Causality) [Volume 2, Issue 2, 2016, Pages 117-149]
  • Vector auto-regressive model Investigate the Relationship between Exchange Rate Overshooting and Business Cycles in Iran (Using Lucas Experimental Method and Vector Auto-Regressive Model) [Volume 2, Issue 3, 2016, Pages 9-31]
  • Volatility Volatility Transmissions in Precious Metals Using Volatility Impulse Response Function Approach [Volume 2, Issue 2, 2016, Pages 35-59]
  • Volatility impulse response function Volatility Transmissions in Precious Metals Using Volatility Impulse Response Function Approach [Volume 2, Issue 2, 2016, Pages 35-59]