Journal of Econometric Modelling

Journal of Econometric Modelling

Keyword Index
A
  • Absolute Deviations Approach Studying of Volatility and Risk in Portfolio-Optimization Model Using of Imperialist Competitive Algorithm [Volume 3, Issue 4, 2018, Pages 11-35]
  • Allocation of Talent The Effect of Corruption on Allocation of Talent in Iran's Economy: Structural Time Series Approach [Volume 3, Issue 1, 2018, Pages 1-26]
  • ARIMA models Forecasting West Texas Intermediate Crude Oil Price: Stochastic Differential Approach [Volume 3, Issue 2, 2018, Pages 155-177]
B
  • Bahar Azadi Coin Futures Optimal Hedge Ratio of Bahar Azadi Coin Futures: Application of Markov Regime Switching Models [Volume 3, Issue 2, 2018, Pages 23-47]
  • Banking resources shock Investigating the Effects of Banking Resources Shock on Consumption and Investment in IRAN, by DSGE Approach [Volume 3, Issue 3, 2018, Pages 113-146]
  • Banking Sector Investigating the Effects of Banking Resources Shock on Consumption and Investment in IRAN, by DSGE Approach [Volume 3, Issue 3, 2018, Pages 113-146]
  • Bank Run Investigating the Effects of Banking Resources Shock on Consumption and Investment in IRAN, by DSGE Approach [Volume 3, Issue 3, 2018, Pages 113-146]
C
  • Capital Survey Reaction of Labor Demand and Capital in Selected ISIC Industries Respect to Energy Price Index Deviation [Volume 3, Issue 1, 2018, Pages 111-133]
  • Cell manufacturing Multi-objective modeling of industrial clusters from the perspective of dynamic cellular manufacturing systems and sustainable economic development [Volume 3, Issue 2, 2018, Pages 93-122]
  • Cell manufacturing Multi-objective modeling of industrial clusters from the perspective of dynamic cellular manufacturing systems and sustainable economic development [Volume 3, Issue 2, 2018, Pages 49-91]
  • Conditional Value at Risk Studying of Volatility and Risk in Portfolio-Optimization Model Using of Imperialist Competitive Algorithm [Volume 3, Issue 4, 2018, Pages 11-35]
  • Corruption The Effect of Corruption on Allocation of Talent in Iran's Economy: Structural Time Series Approach [Volume 3, Issue 1, 2018, Pages 1-26]
  • Crude Oil Price Forecasting West Texas Intermediate Crude Oil Price: Stochastic Differential Approach [Volume 3, Issue 2, 2018, Pages 155-177]
D
  • Democracy The Relationship between Economic Freedom and Income Inequality: A Case Study OECD and Non-OECD countries [Volume 3, Issue 1, 2018, Pages 55-84]
  • Deposit Withdrawal Investigating the Effects of Banking Resources Shock on Consumption and Investment in IRAN, by DSGE Approach [Volume 3, Issue 3, 2018, Pages 113-146]
  • Dynamic Panel Survey Reaction of Labor Demand and Capital in Selected ISIC Industries Respect to Energy Price Index Deviation [Volume 3, Issue 1, 2018, Pages 111-133]
  • Dynamic Stochastic General Equilibrium method Investigating the Effects of Banking Resources Shock on Consumption and Investment in IRAN, by DSGE Approach [Volume 3, Issue 3, 2018, Pages 113-146]
E
  • Economic Freedom The Relationship between Economic Freedom and Income Inequality: A Case Study OECD and Non-OECD countries [Volume 3, Issue 1, 2018, Pages 55-84]
  • Economic Growth The Relationship between Economic Freedom and Income Inequality: A Case Study OECD and Non-OECD countries [Volume 3, Issue 1, 2018, Pages 55-84]
  • Economic Growth The causality Relationship between Oil Price, Industrial Products, Economic Growth and Inflation: A Case Study of Iran [Volume 3, Issue 3, 2018, Pages 83-111]
  • Economics of Network Effective Factors on Formation of Internal Migrant Networks Evidence from Sari [Volume 3, Issue 4, 2018, Pages 85-111]
F
  • Financial Development The Effect of Corruption on Allocation of Talent in Iran's Economy: Structural Time Series Approach [Volume 3, Issue 1, 2018, Pages 1-26]
  • Forecast An inquiry into the stock market's sustainability as a result of changes in inflation rate and its uncertainty: A Markov Regime-Switching GARCH approach [Volume 3, Issue 1, 2018, Pages 85-110]
  • Forecasting Forecasting West Texas Intermediate Crude Oil Price: Stochastic Differential Approach [Volume 3, Issue 2, 2018, Pages 155-177]
  • Fuzzy Realized GARCH Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH [Volume 3, Issue 4, 2018, Pages 37-58]
G
  • GARCH models Forecasting West Texas Intermediate Crude Oil Price: Stochastic Differential Approach [Volume 3, Issue 2, 2018, Pages 155-177]
  • GARCH models Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH [Volume 3, Issue 4, 2018, Pages 37-58]
  • Generalized Method of Moments Investing of dynamic effect of immigration from rural to urban on income inequality: case study of rural regions in Iran [Volume 3, Issue 3, 2018, Pages 39-62]
  • Gini coefficient The Zanga index in measuring income inequality [Volume 3, Issue 4, 2018, Pages 113-133]
  • Government Size The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach [Volume 3, Issue 2, 2018, Pages 123-153]
  • Government Size The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach [Volume 3, Issue 3, 2018, Pages 11-37]
  • Granger causality The causality Relationship between Oil Price, Industrial Products, Economic Growth and Inflation: A Case Study of Iran [Volume 3, Issue 3, 2018, Pages 83-111]
  • Gross Domestic Production Effect of Judicial Independence on Gross Domestic Production (Cross-Country Study Using Panel Data Method) [Volume 3, Issue 3, 2018, Pages 63-82]
  • GRS test Emprical Validity of Asset pricing models in Iran's Stock Market: Application of Optimal Significance Level and Equal Probability Test [Volume 3, Issue 1, 2018, Pages 135-163]
H
  • Hedging Effectiveness Optimal Hedge Ratio of Bahar Azadi Coin Futures: Application of Markov Regime Switching Models [Volume 3, Issue 2, 2018, Pages 23-47]
I
  • Imperialist-competitive Algorithm Studying of Volatility and Risk in Portfolio-Optimization Model Using of Imperialist Competitive Algorithm [Volume 3, Issue 4, 2018, Pages 11-35]
  • Income inequality The Relationship between Economic Freedom and Income Inequality: A Case Study OECD and Non-OECD countries [Volume 3, Issue 1, 2018, Pages 55-84]
  • Income inequality Investing of dynamic effect of immigration from rural to urban on income inequality: case study of rural regions in Iran [Volume 3, Issue 3, 2018, Pages 39-62]
  • Income inequality The Zanga index in measuring income inequality [Volume 3, Issue 4, 2018, Pages 113-133]
  • Industrial cluster Multi-objective modeling of industrial clusters from the perspective of dynamic cellular manufacturing systems and sustainable economic development [Volume 3, Issue 2, 2018, Pages 93-122]
  • Industrial cluster Multi-objective modeling of industrial clusters from the perspective of dynamic cellular manufacturing systems and sustainable economic development [Volume 3, Issue 2, 2018, Pages 49-91]
  • Industrial growth The causality Relationship between Oil Price, Industrial Products, Economic Growth and Inflation: A Case Study of Iran [Volume 3, Issue 3, 2018, Pages 83-111]
  • Inflation The causality Relationship between Oil Price, Industrial Products, Economic Growth and Inflation: A Case Study of Iran [Volume 3, Issue 3, 2018, Pages 83-111]
  • Institutions Effect of Judicial Independence on Gross Domestic Production (Cross-Country Study Using Panel Data Method) [Volume 3, Issue 3, 2018, Pages 63-82]
  • Insurance Companies Improving Risk Factor of Market Risk Capital Requirement in Solvency Model of Iranian Insurance Industry [Volume 3, Issue 4, 2018, Pages 59-84]
  • Iran Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH [Volume 3, Issue 4, 2018, Pages 37-58]
  • ISIC Industries Survey Reaction of Labor Demand and Capital in Selected ISIC Industries Respect to Energy Price Index Deviation [Volume 3, Issue 1, 2018, Pages 111-133]
J
  • Judicial Independence Effect of Judicial Independence on Gross Domestic Production (Cross-Country Study Using Panel Data Method) [Volume 3, Issue 3, 2018, Pages 63-82]
L
  • Labor Survey Reaction of Labor Demand and Capital in Selected ISIC Industries Respect to Energy Price Index Deviation [Volume 3, Issue 1, 2018, Pages 111-133]
  • Lorenz curve The Zanga index in measuring income inequality [Volume 3, Issue 4, 2018, Pages 113-133]
M
  • Macroeconomic Volatility The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach [Volume 3, Issue 2, 2018, Pages 123-153]
  • Macroeconomic Volatility The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach [Volume 3, Issue 3, 2018, Pages 11-37]
  • Markov Regime Switching GARCH model An inquiry into the stock market's sustainability as a result of changes in inflation rate and its uncertainty: A Markov Regime-Switching GARCH approach [Volume 3, Issue 1, 2018, Pages 85-110]
  • Markov Switching Optimal Hedge Ratio of Bahar Azadi Coin Futures: Application of Markov Regime Switching Models [Volume 3, Issue 2, 2018, Pages 23-47]
  • Migration Effective Factors on Formation of Internal Migrant Networks Evidence from Sari [Volume 3, Issue 4, 2018, Pages 85-111]
  • Minimum-Variance Optimal Hedge Ratio of Bahar Azadi Coin Futures: Application of Markov Regime Switching Models [Volume 3, Issue 2, 2018, Pages 23-47]
  • Monetary Policy Nonlinear Reaction of Monetary Policies to the Risks of Financial Markets in Iran [Volume 3, Issue 4, 2018, Pages 135-161]
  • Monte Carlo simulation Improving Risk Factor of Market Risk Capital Requirement in Solvency Model of Iranian Insurance Industry [Volume 3, Issue 4, 2018, Pages 59-84]
  • Mork Price Decomposition Survey Reaction of Labor Demand and Capital in Selected ISIC Industries Respect to Energy Price Index Deviation [Volume 3, Issue 1, 2018, Pages 111-133]
  • Multi Objective Model Multi-objective modeling of industrial clusters from the perspective of dynamic cellular manufacturing systems and sustainable economic development [Volume 3, Issue 2, 2018, Pages 93-122]
  • Multi Objective Model Multi-objective modeling of industrial clusters from the perspective of dynamic cellular manufacturing systems and sustainable economic development [Volume 3, Issue 2, 2018, Pages 49-91]
N
  • Network Multi-objective modeling of industrial clusters from the perspective of dynamic cellular manufacturing systems and sustainable economic development [Volume 3, Issue 2, 2018, Pages 93-122]
  • Network Multi-objective modeling of industrial clusters from the perspective of dynamic cellular manufacturing systems and sustainable economic development [Volume 3, Issue 2, 2018, Pages 49-91]
  • Network Formation Effective Factors on Formation of Internal Migrant Networks Evidence from Sari [Volume 3, Issue 4, 2018, Pages 85-111]
  • Non-Conditional Probabilities An inquiry into the stock market's sustainability as a result of changes in inflation rate and its uncertainty: A Markov Regime-Switching GARCH approach [Volume 3, Issue 1, 2018, Pages 85-110]
  • Nonlinear behavior Nonlinear Reaction of Monetary Policies to the Risks of Financial Markets in Iran [Volume 3, Issue 4, 2018, Pages 135-161]
O
  • Ohlson model Comparing the Accuracy of Ohlson and Piotroski Models in Explanation Stock Prices Changes in Tehran Stock Exchange [Volume 3, Issue 3, 2018, Pages 147-163]
  • Oil price growth The causality Relationship between Oil Price, Industrial Products, Economic Growth and Inflation: A Case Study of Iran [Volume 3, Issue 3, 2018, Pages 83-111]
  • Optimal Hedge Ratio Optimal Hedge Ratio of Bahar Azadi Coin Futures: Application of Markov Regime Switching Models [Volume 3, Issue 2, 2018, Pages 23-47]
P
  • Panel Data Investing of dynamic effect of immigration from rural to urban on income inequality: case study of rural regions in Iran [Volume 3, Issue 3, 2018, Pages 39-62]
  • Panel Regression Analysis Effect of Judicial Independence on Gross Domestic Production (Cross-Country Study Using Panel Data Method) [Volume 3, Issue 3, 2018, Pages 63-82]
  • Piotroski model Comparing the Accuracy of Ohlson and Piotroski Models in Explanation Stock Prices Changes in Tehran Stock Exchange [Volume 3, Issue 3, 2018, Pages 147-163]
  • Power analysis Emprical Validity of Asset pricing models in Iran's Stock Market: Application of Optimal Significance Level and Equal Probability Test [Volume 3, Issue 1, 2018, Pages 135-163]
R
  • Risk of financial market Nonlinear Reaction of Monetary Policies to the Risks of Financial Markets in Iran [Volume 3, Issue 4, 2018, Pages 135-161]
S
  • Security Valuation Comparing the Accuracy of Ohlson and Piotroski Models in Explanation Stock Prices Changes in Tehran Stock Exchange [Volume 3, Issue 3, 2018, Pages 147-163]
  • Semi-Variance Studying of Volatility and Risk in Portfolio-Optimization Model Using of Imperialist Competitive Algorithm [Volume 3, Issue 4, 2018, Pages 11-35]
  • Smooth transition regression model Nonlinear Reaction of Monetary Policies to the Risks of Financial Markets in Iran [Volume 3, Issue 4, 2018, Pages 135-161]
  • Stochastic Differential Equations Forecasting West Texas Intermediate Crude Oil Price: Stochastic Differential Approach [Volume 3, Issue 2, 2018, Pages 155-177]
  • Stochastic Volatility Model with Leverage Effect The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach [Volume 3, Issue 2, 2018, Pages 123-153]
  • Stochastic Volatility Model with Leverage Effect The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach [Volume 3, Issue 3, 2018, Pages 11-37]
  • Stock Market An inquiry into the stock market's sustainability as a result of changes in inflation rate and its uncertainty: A Markov Regime-Switching GARCH approach [Volume 3, Issue 1, 2018, Pages 85-110]
  • Stock portfolio-optimization Studying of Volatility and Risk in Portfolio-Optimization Model Using of Imperialist Competitive Algorithm [Volume 3, Issue 4, 2018, Pages 11-35]
  • Structural Time Series The Effect of Corruption on Allocation of Talent in Iran's Economy: Structural Time Series Approach [Volume 3, Issue 1, 2018, Pages 1-26]
  • Sustainability An inquiry into the stock market's sustainability as a result of changes in inflation rate and its uncertainty: A Markov Regime-Switching GARCH approach [Volume 3, Issue 1, 2018, Pages 85-110]
  • Sustainable Economic Development Multi-objective modeling of industrial clusters from the perspective of dynamic cellular manufacturing systems and sustainable economic development [Volume 3, Issue 2, 2018, Pages 93-122]
  • Sustainable Economic Development Multi-objective modeling of industrial clusters from the perspective of dynamic cellular manufacturing systems and sustainable economic development [Volume 3, Issue 2, 2018, Pages 49-91]
T
  • Tehran Stock Exchange Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH [Volume 3, Issue 4, 2018, Pages 37-58]
  • TGARCH model Improving Risk Factor of Market Risk Capital Requirement in Solvency Model of Iranian Insurance Industry [Volume 3, Issue 4, 2018, Pages 59-84]
  • The optimal hedge ratio Study the Optimal Hedge Ratio in Exchange Rate and gold in developing and newfound financial Markets: Case Study of Tehran Stock Exchange and Istanbul [Volume 3, Issue 2, 2018, Pages 1-21]
  • Trade Openness The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach [Volume 3, Issue 2, 2018, Pages 123-153]
  • Trade Openness The Effect of Trade Openness and Government Size on Macroeconomic Volatility in Iran: A Stochastic Volatility Model (SVM) Approach [Volume 3, Issue 3, 2018, Pages 11-37]
V
  • Value at Risk (VaR) Improving Risk Factor of Market Risk Capital Requirement in Solvency Model of Iranian Insurance Industry [Volume 3, Issue 4, 2018, Pages 59-84]
  • Variance Studying of Volatility and Risk in Portfolio-Optimization Model Using of Imperialist Competitive Algorithm [Volume 3, Issue 4, 2018, Pages 11-35]
W
  • Wage Inde The Effect of Corruption on Allocation of Talent in Iran's Economy: Structural Time Series Approach [Volume 3, Issue 1, 2018, Pages 1-26]
Z
  • Zenga index The Zanga index in measuring income inequality [Volume 3, Issue 4, 2018, Pages 113-133]