Journal of Econometric Modelling

Journal of Econometric Modelling

Keyword Index
A
  • Asymmetric Effect Investigating Asymmetric Effects of Monetary Shocks on the Production and Employment in Automotive Industry: Non-Linear ARDL Approach [Volume 4, Issue 4, 2019, Pages 9-29]
  • Automotive Industry Investigating Asymmetric Effects of Monetary Shocks on the Production and Employment in Automotive Industry: Non-Linear ARDL Approach [Volume 4, Issue 4, 2019, Pages 9-29]
B
  • Banking Sector Measuring and Analysis of Systemic Risk in Iranian Banking Sector and Investigating Its Determinants [Volume 4, Issue 3, 2019, Pages 11-36]
  • Bankruptcy Bank Macroeconomic resilience and bankruptcy of the banking system (Cross-country study) [Volume 4, Issue 4, 2019, Pages 107-153]
  • Base Metals Group Comparing the Impact of Global Metals Price Index on Stock Returns of Base Metals and Extraction of Metal Minerals Group: Fixed Transition Probabilities Approach of Markov Switching Method [Volume 4, Issue 4, 2019, Pages 31-58]
  • Bayesian Approach A Comparison between Maximum Likelihood and Bayesian Approaches for Estimating the Parameters of Three Spatial Econometrics Models [Volume 4, Issue 1, 2019, Pages 121-144]
  • Bayesian Approach Bayesian Modeling of Innovation Effect on the Human Development Index in Developing Countries [Volume 4, Issue 2, 2019, Pages 53-75]
  • Bayesian Approach Bayesian Unit Root Test with Outliers Observations: The Case of Daily Returns of 50 Active in Tehran Stock Exchange Companies [Volume 4, Issue 3, 2019, Pages 59-86]
  • Budget Investigating the effect of budget shocks on economic growth of provinces in terms of distribution of inter-provincial credits [Volume 4, Issue 2, 2019, Pages 9-32]
  • Budget Credits Investigating the effect of budget shocks on economic growth of provinces in terms of distribution of inter-provincial credits [Volume 4, Issue 2, 2019, Pages 9-32]
  • Budgeting Modelling the budget distribution in Iran with using game theory [Volume 4, Issue 2, 2019, Pages 133-153]
C
  • Central Bank Independence (CBI) The Effect of Corruption and Central Bank Independence on Volume of Money in Iran: Using the Model (STAR) [Volume 4, Issue 3, 2019, Pages 111-140]
  • Cooperative Game Modelling the budget distribution in Iran with using game theory [Volume 4, Issue 2, 2019, Pages 133-153]
  • Corruption The Effect of Corruption and Central Bank Independence on Volume of Money in Iran: Using the Model (STAR) [Volume 4, Issue 3, 2019, Pages 111-140]
  • Criminal Behavior Criminal Behavior and doing business: evidence from dynamic panel data model for selected countries (2009-2015) [Volume 4, Issue 3, 2019, Pages 141-171]
  • Curse of Resources The Effects of Natural Resources Exporting on Unnatural Resources Exporting [Volume 4, Issue 2, 2019, Pages 109-132]
D
  • Developing Countries The Impact of Oil Price Uncertainty on the Interdependence of Stock Markets in Selected Developing Countries: Dynamic Gravity Panel Approach [Volume 4, Issue 1, 2019, Pages 145-172]
  • Divisible Labor Investigating the Role of Labor Division into Internal and External Sectors in the Iranian Economy within the Framework of Dynamic Stochastic General Equilibrium Model [Volume 4, Issue 3, 2019, Pages 87-110]
  • Doing Business Criminal Behavior and doing business: evidence from dynamic panel data model for selected countries (2009-2015) [Volume 4, Issue 3, 2019, Pages 141-171]
  • Domestic Investment The Interactive Effect of Financial Development and Foreign Direct Investment on Domestic Investment (Evidence from the East and West Asia, including Iran) [Volume 4, Issue 4, 2019, Pages 155-178]
  • DPD Model Criminal Behavior and doing business: evidence from dynamic panel data model for selected countries (2009-2015) [Volume 4, Issue 3, 2019, Pages 141-171]
  • DSGE Model Investigating the Role of Labor Division into Internal and External Sectors in the Iranian Economy within the Framework of Dynamic Stochastic General Equilibrium Model [Volume 4, Issue 3, 2019, Pages 87-110]
  • Dutch Disease The Effects of Natural Resources Exporting on Unnatural Resources Exporting [Volume 4, Issue 2, 2019, Pages 109-132]
  • Dynamic system of strategic games Modelling the budget distribution in Iran with using game theory [Volume 4, Issue 2, 2019, Pages 133-153]
E
  • Economic Growth Comparison of the Effect of Financial Integration on Economic Growth of Developed and Developing Countries: Empirical Evidence from Generalized Method of Moments [Volume 4, Issue 1, 2019, Pages 9-25]
  • Economic Growth Investigating the effect of budget shocks on economic growth of provinces in terms of distribution of inter-provincial credits [Volume 4, Issue 2, 2019, Pages 9-32]
  • Economic Growth Asymmetric adjustment in order to re-examine the size of government and production of Wagner's law in Iran [Volume 4, Issue 2, 2019, Pages 33-52]
  • Economic Growth New Evidence from Oil Rent and Economic Growth in OPEC Countries: An Application of the Hybrid Model of Threshold Markov Switching Model [Volume 4, Issue 3, 2019, Pages 37-58]
  • Economic Resilience Macroeconomic resilience and bankruptcy of the banking system (Cross-country study) [Volume 4, Issue 4, 2019, Pages 107-153]
  • Extraction of Metal Minerals Group Comparing the Impact of Global Metals Price Index on Stock Returns of Base Metals and Extraction of Metal Minerals Group: Fixed Transition Probabilities Approach of Markov Switching Method [Volume 4, Issue 4, 2019, Pages 31-58]
F
  • Financial Development The Interactive Effect of Financial Development and Foreign Direct Investment on Domestic Investment (Evidence from the East and West Asia, including Iran) [Volume 4, Issue 4, 2019, Pages 155-178]
  • Financial Integration Comparison of the Effect of Financial Integration on Economic Growth of Developed and Developing Countries: Empirical Evidence from Generalized Method of Moments [Volume 4, Issue 1, 2019, Pages 9-25]
  • Financial stability Optimal Monetary Poily and Finansial stability in Iran (VAR under Policy Approach) [Volume 4, Issue 1, 2019, Pages 57-91]
  • Fixed Transition Probabilities Approach Comparing the Impact of Global Metals Price Index on Stock Returns of Base Metals and Extraction of Metal Minerals Group: Fixed Transition Probabilities Approach of Markov Switching Method [Volume 4, Issue 4, 2019, Pages 31-58]
  • Fluctuation overflow Investigation the financial risk contagion between Iran and selected financial partners [Volume 4, Issue 1, 2019, Pages 93-119]
  • Foreign Direct Investment The Interactive Effect of Financial Development and Foreign Direct Investment on Domestic Investment (Evidence from the East and West Asia, including Iran) [Volume 4, Issue 4, 2019, Pages 155-178]
G
  • Garch Risk Management of Selected Products Imported by Iranian Agriculture Using quasi-futures contracts [Volume 4, Issue 1, 2019, Pages 27-55]
  • Generalized Method of Moment Comparison of the Effect of Financial Integration on Economic Growth of Developed and Developing Countries: Empirical Evidence from Generalized Method of Moments [Volume 4, Issue 1, 2019, Pages 9-25]
  • Gibbs Sampling Algorithm Bayesian Unit Root Test with Outliers Observations: The Case of Daily Returns of 50 Active in Tehran Stock Exchange Companies [Volume 4, Issue 3, 2019, Pages 59-86]
  • Global Metals Price Index Comparing the Impact of Global Metals Price Index on Stock Returns of Base Metals and Extraction of Metal Minerals Group: Fixed Transition Probabilities Approach of Markov Switching Method [Volume 4, Issue 4, 2019, Pages 31-58]
  • Good Governance Macroeconomic resilience and bankruptcy of the banking system (Cross-country study) [Volume 4, Issue 4, 2019, Pages 107-153]
  • Gravity Panel Model The Impact of Oil Price Uncertainty on the Interdependence of Stock Markets in Selected Developing Countries: Dynamic Gravity Panel Approach [Volume 4, Issue 1, 2019, Pages 145-172]
H
  • Hodrick-Prescott Filter Investigating Asymmetric Effects of Monetary Shocks on the Production and Employment in Automotive Industry: Non-Linear ARDL Approach [Volume 4, Issue 4, 2019, Pages 9-29]
  • Human development index Bayesian Modeling of Innovation Effect on the Human Development Index in Developing Countries [Volume 4, Issue 2, 2019, Pages 53-75]
I
  • Innovation Bayesian Modeling of Innovation Effect on the Human Development Index in Developing Countries [Volume 4, Issue 2, 2019, Pages 53-75]
  • Interest rate Effect of U.S. Monetary policy shock on GDP of oil-exporting countries: A GVAR Approach [Volume 4, Issue 4, 2019, Pages 59-84]
  • Internal and External equilibrium The Internal and External Disequilibrium Relationship in Economy and Extending of Monetary Trilemma (The Case Study of Iran Economy) [Volume 4, Issue 2, 2019, Pages 77-108]
  • Iran The Internal and External Disequilibrium Relationship in Economy and Extending of Monetary Trilemma (The Case Study of Iran Economy) [Volume 4, Issue 2, 2019, Pages 77-108]
L
  • Long-term memory The Impact of data conversion on the long-term memory of time series and its consequences Case Study: Oil Price Data [Volume 4, Issue 4, 2019, Pages 85-105]
M
  • Markov Switching Method Comparing the Impact of Global Metals Price Index on Stock Returns of Base Metals and Extraction of Metal Minerals Group: Fixed Transition Probabilities Approach of Markov Switching Method [Volume 4, Issue 4, 2019, Pages 31-58]
  • Markov switching model Risk Management of Selected Products Imported by Iranian Agriculture Using quasi-futures contracts [Volume 4, Issue 1, 2019, Pages 27-55]
  • Maximum Likelihood Approach A Comparison between Maximum Likelihood and Bayesian Approaches for Estimating the Parameters of Three Spatial Econometrics Models [Volume 4, Issue 1, 2019, Pages 121-144]
  • MES Measuring and Analysis of Systemic Risk in Iranian Banking Sector and Investigating Its Determinants [Volume 4, Issue 3, 2019, Pages 11-36]
  • Middle East and North Africa Comparison of the Effect of Financial Integration on Economic Growth of Developed and Developing Countries: Empirical Evidence from Generalized Method of Moments [Volume 4, Issue 1, 2019, Pages 9-25]
  • Monetary Policy The Effect of Corruption and Central Bank Independence on Volume of Money in Iran: Using the Model (STAR) [Volume 4, Issue 3, 2019, Pages 111-140]
  • Monetary Shocks Investigating Asymmetric Effects of Monetary Shocks on the Production and Employment in Automotive Industry: Non-Linear ARDL Approach [Volume 4, Issue 4, 2019, Pages 9-29]
N
  • NARDL Model Investigating Asymmetric Effects of Monetary Shocks on the Production and Employment in Automotive Industry: Non-Linear ARDL Approach [Volume 4, Issue 4, 2019, Pages 9-29]
  • Natural Resources Exporting The Effects of Natural Resources Exporting on Unnatural Resources Exporting [Volume 4, Issue 2, 2019, Pages 109-132]
  • Nonperformance loan Macroeconomic resilience and bankruptcy of the banking system (Cross-country study) [Volume 4, Issue 4, 2019, Pages 107-153]
O
  • Oil-exporting countries Effect of U.S. Monetary policy shock on GDP of oil-exporting countries: A GVAR Approach [Volume 4, Issue 4, 2019, Pages 59-84]
  • Oil Price Uncertainty The Impact of Oil Price Uncertainty on the Interdependence of Stock Markets in Selected Developing Countries: Dynamic Gravity Panel Approach [Volume 4, Issue 1, 2019, Pages 145-172]
  • Oil Rent New Evidence from Oil Rent and Economic Growth in OPEC Countries: An Application of the Hybrid Model of Threshold Markov Switching Model [Volume 4, Issue 3, 2019, Pages 37-58]
  • OPEC Countries New Evidence from Oil Rent and Economic Growth in OPEC Countries: An Application of the Hybrid Model of Threshold Markov Switching Model [Volume 4, Issue 3, 2019, Pages 37-58]
  • Open Economy Investigating the Role of Labor Division into Internal and External Sectors in the Iranian Economy within the Framework of Dynamic Stochastic General Equilibrium Model [Volume 4, Issue 3, 2019, Pages 87-110]
  • Optimal Monetary Policy Optimal Monetary Poily and Finansial stability in Iran (VAR under Policy Approach) [Volume 4, Issue 1, 2019, Pages 57-91]
  • Organization for Economic Cooperation and Development Comparison of the Effect of Financial Integration on Economic Growth of Developed and Developing Countries: Empirical Evidence from Generalized Method of Moments [Volume 4, Issue 1, 2019, Pages 9-25]
  • Outliers Bayesian Unit Root Test with Outliers Observations: The Case of Daily Returns of 50 Active in Tehran Stock Exchange Companies [Volume 4, Issue 3, 2019, Pages 59-86]
P
  • Panel Data The Effects of Natural Resources Exporting on Unnatural Resources Exporting [Volume 4, Issue 2, 2019, Pages 109-132]
  • Panel Data The Interactive Effect of Financial Development and Foreign Direct Investment on Domestic Investment (Evidence from the East and West Asia, including Iran) [Volume 4, Issue 4, 2019, Pages 155-178]
  • Panel VAR Model Investigating the effect of budget shocks on economic growth of provinces in terms of distribution of inter-provincial credits [Volume 4, Issue 2, 2019, Pages 9-32]
  • Policy Variables Tradeoff The Internal and External Disequilibrium Relationship in Economy and Extending of Monetary Trilemma (The Case Study of Iran Economy) [Volume 4, Issue 2, 2019, Pages 77-108]
  • Posterior distribution Bayesian Modeling of Innovation Effect on the Human Development Index in Developing Countries [Volume 4, Issue 2, 2019, Pages 53-75]
  • Principal Component Analysis (PCA) The Effect of Corruption and Central Bank Independence on Volume of Money in Iran: Using the Model (STAR) [Volume 4, Issue 3, 2019, Pages 111-140]
  • Prior distribution Bayesian Modeling of Innovation Effect on the Human Development Index in Developing Countries [Volume 4, Issue 2, 2019, Pages 53-75]
  • PVAR Approach Optimal Monetary Poily and Finansial stability in Iran (VAR under Policy Approach) [Volume 4, Issue 1, 2019, Pages 57-91]
R
  • Reaction Function Optimal Monetary Poily and Finansial stability in Iran (VAR under Policy Approach) [Volume 4, Issue 1, 2019, Pages 57-91]
  • Real GDP Effect of U.S. Monetary policy shock on GDP of oil-exporting countries: A GVAR Approach [Volume 4, Issue 4, 2019, Pages 59-84]
S
  • Shapley Value Modelling the budget distribution in Iran with using game theory [Volume 4, Issue 2, 2019, Pages 133-153]
  • Smooth Transition Autoregressive (STAR) The Effect of Corruption and Central Bank Independence on Volume of Money in Iran: Using the Model (STAR) [Volume 4, Issue 3, 2019, Pages 111-140]
  • Spatial Econometrics A Comparison between Maximum Likelihood and Bayesian Approaches for Estimating the Parameters of Three Spatial Econometrics Models [Volume 4, Issue 1, 2019, Pages 121-144]
  • Spot exchange rate Risk Management of Selected Products Imported by Iranian Agriculture Using quasi-futures contracts [Volume 4, Issue 1, 2019, Pages 27-55]
  • SRISK Measuring and Analysis of Systemic Risk in Iranian Banking Sector and Investigating Its Determinants [Volume 4, Issue 3, 2019, Pages 11-36]
  • Stock Markets Interdependence The Impact of Oil Price Uncertainty on the Interdependence of Stock Markets in Selected Developing Countries: Dynamic Gravity Panel Approach [Volume 4, Issue 1, 2019, Pages 145-172]
  • Stock Return Comparing the Impact of Global Metals Price Index on Stock Returns of Base Metals and Extraction of Metal Minerals Group: Fixed Transition Probabilities Approach of Markov Switching Method [Volume 4, Issue 4, 2019, Pages 31-58]
  • Systemic Risk Measuring and Analysis of Systemic Risk in Iranian Banking Sector and Investigating Its Determinants [Volume 4, Issue 3, 2019, Pages 11-36]
T
  • The Hybrid Threshold Markov Switching Model New Evidence from Oil Rent and Economic Growth in OPEC Countries: An Application of the Hybrid Model of Threshold Markov Switching Model [Volume 4, Issue 3, 2019, Pages 37-58]
  • The optimal hedge ratio Risk Management of Selected Products Imported by Iranian Agriculture Using quasi-futures contracts [Volume 4, Issue 1, 2019, Pages 27-55]
  • Transition of Regimes Comparing the Impact of Global Metals Price Index on Stock Returns of Base Metals and Extraction of Metal Minerals Group: Fixed Transition Probabilities Approach of Markov Switching Method [Volume 4, Issue 4, 2019, Pages 31-58]
  • Trilemma The Internal and External Disequilibrium Relationship in Economy and Extending of Monetary Trilemma (The Case Study of Iran Economy) [Volume 4, Issue 2, 2019, Pages 77-108]
U
  • Unit Root Tests Bayesian Unit Root Test with Outliers Observations: The Case of Daily Returns of 50 Active in Tehran Stock Exchange Companies [Volume 4, Issue 3, 2019, Pages 59-86]
  • Unnatural Resources Exporting The Effects of Natural Resources Exporting on Unnatural Resources Exporting [Volume 4, Issue 2, 2019, Pages 109-132]
  • US. Monetary policy shock Effect of U.S. Monetary policy shock on GDP of oil-exporting countries: A GVAR Approach [Volume 4, Issue 4, 2019, Pages 59-84]
V
  • Vector Auto regression model Investigation the financial risk contagion between Iran and selected financial partners [Volume 4, Issue 1, 2019, Pages 93-119]
W
  • Wagner law Asymmetric adjustment in order to re-examine the size of government and production of Wagner's law in Iran [Volume 4, Issue 2, 2019, Pages 33-52]