Journal of Econometric Modelling

Journal of Econometric Modelling

Keyword Index
B
  • Banking System The effect of macroeconomic and specific banking variables on systemic risk Cupola Covar approach [Volume 5, Issue 3, 2020, Pages 9-33]
  • BOD Measuring the costs of industrial water pollution control: A study of sugar industry [Volume 5, Issue 2, 2020, Pages 9-33]
C
  • Capula Function The effect of macroeconomic and specific banking variables on systemic risk Cupola Covar approach [Volume 5, Issue 3, 2020, Pages 9-33]
  • Central Bank The Role of the Media in Shaping Dynamic Economic Expectations and asset markets [Volume 5, Issue 1, 2020, Pages 11-36]
  • Conditional Value at Risk The effect of macroeconomic and specific banking variables on systemic risk Cupola Covar approach [Volume 5, Issue 3, 2020, Pages 9-33]
  • Copula Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [Volume 5, Issue 2, 2020, Pages 65-93]
  • Corruption The Impact of Corruption on Human Development (A Quantile Regression Model) [Volume 5, Issue 1, 2020, Pages 37-66]
  • Crime Crime and Democracy: A Test of Modernization Theory Using the Dynamic Panel Threshold Regression Model (DPTR) [Volume 5, Issue 3, 2020, Pages 35-61]
D
  • D8 group Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [Volume 5, Issue 2, 2020, Pages 95-117]
  • Democracy Crime and Democracy: A Test of Modernization Theory Using the Dynamic Panel Threshold Regression Model (DPTR) [Volume 5, Issue 3, 2020, Pages 35-61]
  • Direct Taxes The Trade-Off Between Direct and Indirect Taxes in Iran: Self-Exciting (SE)TAR Approach [Volume 5, Issue 1, 2020, Pages 111-130]
  • Distortion function The Total time on test transform in measuring income inequality [Volume 5, Issue 4, 2020, Pages 89-120]
  • Duhem problem Errors of Econometric Methodology in the Study of Economics Theories [Volume 5, Issue 4, 2020, Pages 121-145]
  • Dynamic Conditional Correlation Model The dynamic correlation of global economic policy uncertainty index with stock, exchange rate and gold markets in Iran: Application of M-GARRCH and DCC approach [Volume 5, Issue 2, 2020, Pages 147-172]
  • Dynamic Panel Threshold Crime and Democracy: A Test of Modernization Theory Using the Dynamic Panel Threshold Regression Model (DPTR) [Volume 5, Issue 3, 2020, Pages 35-61]
  • Dynamic Stochastic General Equilibrium Model The effect of interest rate and exchange rate on inflation targeting with heterogeneous inflation expectations approach [Volume 5, Issue 1, 2020, Pages 87-110]
E
  • Econometrics Errors of Econometric Methodology in the Study of Economics Theories [Volume 5, Issue 4, 2020, Pages 121-145]
  • Economic Corruption The Role of Corruption in Increasing Non-Performing Loans [Volume 5, Issue 3, 2020, Pages 121-139]
  • Economic policies The Impact of Economic Policy Uncertainty on Exchange Rate Fluctuations with using the Nonlinear Autoregressive distributed lags Model (NARDL) [Volume 5, Issue 4, 2020, Pages 147-171]
  • Environmental performance Studying the Effect of Economic Sanctions on Iran's Environmental Indexes (SVAR Approach) [Volume 5, Issue 3, 2020, Pages 93-119]
  • Exchange Rate The effect of interest rate and exchange rate on inflation targeting with heterogeneous inflation expectations approach [Volume 5, Issue 1, 2020, Pages 87-110]
  • Exchange Rate The Impact of Economic Policy Uncertainty on Exchange Rate Fluctuations with using the Nonlinear Autoregressive distributed lags Model (NARDL) [Volume 5, Issue 4, 2020, Pages 147-171]
  • Exchange Rate Regimes Exchange Rate Regimes and International Trade Evidence oF Trade Relations Iran and Major Trading Partners (PPML Approach) [Volume 5, Issue 3, 2020, Pages 141-173]
  • Exchange Rates Quantile regression approach in investigation of the effects of oil price shocks on exchange rates of selected OPEC member countries [Volume 5, Issue 4, 2020, Pages 33-62]
  • Expectations The Role of the Media in Shaping Dynamic Economic Expectations and asset markets [Volume 5, Issue 1, 2020, Pages 11-36]
F
  • Falsifiability Errors of Econometric Methodology in the Study of Economics Theories [Volume 5, Issue 4, 2020, Pages 121-145]
  • Fiscal and Monetary Policy Investigating the Effect of Macroeconomic Variables on Business Cycles in Iran, Markov-Switching Model Approach [Volume 5, Issue 4, 2020, Pages 63-87]
  • Foreign Direct Investment An Investigation of the Effective Factors on Foreign Direct Investment with Emphasis on the Optimal Tax Rate in Selected Countries (Spatial Durbin Model for Panel Data) [Volume 5, Issue 3, 2020, Pages 63-91]
  • Foreign Exchange Market The dynamic correlation of global economic policy uncertainty index with stock, exchange rate and gold markets in Iran: Application of M-GARRCH and DCC approach [Volume 5, Issue 2, 2020, Pages 147-172]
  • Future contract Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [Volume 5, Issue 2, 2020, Pages 65-93]
G
  • Generalized Method of Movments (GMM) Behavior pattern within the trading day based on trading hours on the Tehran Stock Exchange [Volume 5, Issue 1, 2020, Pages 131-153]
  • Global Economic Policy Uncertainty The dynamic correlation of global economic policy uncertainty index with stock, exchange rate and gold markets in Iran: Application of M-GARRCH and DCC approach [Volume 5, Issue 2, 2020, Pages 147-172]
  • Gold Price Market The dynamic correlation of global economic policy uncertainty index with stock, exchange rate and gold markets in Iran: Application of M-GARRCH and DCC approach [Volume 5, Issue 2, 2020, Pages 147-172]
  • Gravity model Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [Volume 5, Issue 2, 2020, Pages 95-117]
  • Gravity model Exchange Rate Regimes and International Trade Evidence oF Trade Relations Iran and Major Trading Partners (PPML Approach) [Volume 5, Issue 3, 2020, Pages 141-173]
H
  • Hedging Risk Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [Volume 5, Issue 2, 2020, Pages 65-93]
  • Heterogeneous Expectations The effect of interest rate and exchange rate on inflation targeting with heterogeneous inflation expectations approach [Volume 5, Issue 1, 2020, Pages 87-110]
  • Human capital Investigating the Effect of Human Capital on Regional Convergence in Iranian Economy: Spatial Econometric Approach [Volume 5, Issue 1, 2020, Pages 67-85]
  • Human development The Impact of Corruption on Human Development (A Quantile Regression Model) [Volume 5, Issue 1, 2020, Pages 37-66]
I
  • Income inequality The Total time on test transform in measuring income inequality [Volume 5, Issue 4, 2020, Pages 89-120]
  • Indirect Taxes The Trade-Off Between Direct and Indirect Taxes in Iran: Self-Exciting (SE)TAR Approach [Volume 5, Issue 1, 2020, Pages 111-130]
  • Industrial Features The Impact of industry's features on financial risk contagion of Companies Listed in Tehran Stock Exchange [Volume 5, Issue 2, 2020, Pages 35-63]
  • Inflation Rate The effect of interest rate and exchange rate on inflation targeting with heterogeneous inflation expectations approach [Volume 5, Issue 1, 2020, Pages 87-110]
  • Inflation Rate The Effect of Intra Industry Trade on Inflation Rate in Iran [Volume 5, Issue 2, 2020, Pages 119-146]
  • Interest rate The effect of interest rate and exchange rate on inflation targeting with heterogeneous inflation expectations approach [Volume 5, Issue 1, 2020, Pages 87-110]
  • International Trade Exchange Rate Regimes and International Trade Evidence oF Trade Relations Iran and Major Trading Partners (PPML Approach) [Volume 5, Issue 3, 2020, Pages 141-173]
  • Intraday Trading Behavior pattern within the trading day based on trading hours on the Tehran Stock Exchange [Volume 5, Issue 1, 2020, Pages 131-153]
  • Intra-Industry Trade The Effect of Intra Industry Trade on Inflation Rate in Iran [Volume 5, Issue 2, 2020, Pages 119-146]
  • Iran The Impact of Corruption on Human Development (A Quantile Regression Model) [Volume 5, Issue 1, 2020, Pages 37-66]
  • Iran Economy Investigating the Effect of Macroeconomic Variables on Business Cycles in Iran, Markov-Switching Model Approach [Volume 5, Issue 4, 2020, Pages 63-87]
  • Iranian Economy The Role of Corruption in Increasing Non-Performing Loans [Volume 5, Issue 3, 2020, Pages 121-139]
  • Iran's Economy The Trade-Off Between Direct and Indirect Taxes in Iran: Self-Exciting (SE)TAR Approach [Volume 5, Issue 1, 2020, Pages 111-130]
  • IRF Studying the Effect of Economic Sanctions on Iran's Environmental Indexes (SVAR Approach) [Volume 5, Issue 3, 2020, Pages 93-119]
L
  • Lorenz curve The Total time on test transform in measuring income inequality [Volume 5, Issue 4, 2020, Pages 89-120]
M
  • Markov-Switching Investigating the Effect of Macroeconomic Variables on Business Cycles in Iran, Markov-Switching Model Approach [Volume 5, Issue 4, 2020, Pages 63-87]
  • MCPC Measuring the costs of industrial water pollution control: A study of sugar industry [Volume 5, Issue 2, 2020, Pages 9-33]
  • Media The Role of the Media in Shaping Dynamic Economic Expectations and asset markets [Volume 5, Issue 1, 2020, Pages 11-36]
  • MGARCH Variability Models The Role of the Media in Shaping Dynamic Economic Expectations and asset markets [Volume 5, Issue 1, 2020, Pages 11-36]
  • Minimum variance Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [Volume 5, Issue 2, 2020, Pages 65-93]
N
  • Nonlinear Autoregressive distributed lags (NARDL) The Impact of Economic Policy Uncertainty on Exchange Rate Fluctuations with using the Nonlinear Autoregressive distributed lags Model (NARDL) [Volume 5, Issue 4, 2020, Pages 147-171]
  • Non-Performing Loans The Role of Corruption in Increasing Non-Performing Loans [Volume 5, Issue 3, 2020, Pages 121-139]
O
  • Oil Price Shocks Quantile regression approach in investigation of the effects of oil price shocks on exchange rates of selected OPEC member countries [Volume 5, Issue 4, 2020, Pages 33-62]
  • Oil Revenues Oil Rent: Joyful or Calamitous? [Volume 5, Issue 4, 2020, Pages 9-31]
  • OPEC Countries Oil Rent: Joyful or Calamitous? [Volume 5, Issue 4, 2020, Pages 9-31]
  • Optimal tax rate An Investigation of the Effective Factors on Foreign Direct Investment with Emphasis on the Optimal Tax Rate in Selected Countries (Spatial Durbin Model for Panel Data) [Volume 5, Issue 3, 2020, Pages 63-91]
P
  • Panel Data The Role of Corruption in Increasing Non-Performing Loans [Volume 5, Issue 3, 2020, Pages 121-139]
  • Poisson Panel Regression The Impact of industry's features on financial risk contagion of Companies Listed in Tehran Stock Exchange [Volume 5, Issue 2, 2020, Pages 35-63]
  • Poisson-Pseudo Maximum Likelihood Exchange Rate Regimes and International Trade Evidence oF Trade Relations Iran and Major Trading Partners (PPML Approach) [Volume 5, Issue 3, 2020, Pages 141-173]
  • Purchase Price Behavior pattern within the trading day based on trading hours on the Tehran Stock Exchange [Volume 5, Issue 1, 2020, Pages 131-153]
Q
  • Quantile Regression The Impact of Corruption on Human Development (A Quantile Regression Model) [Volume 5, Issue 1, 2020, Pages 37-66]
  • Quantile Regression Quantile regression approach in investigation of the effects of oil price shocks on exchange rates of selected OPEC member countries [Volume 5, Issue 4, 2020, Pages 33-62]
R
  • Regional convergence Investigating the Effect of Human Capital on Regional Convergence in Iranian Economy: Spatial Econometric Approach [Volume 5, Issue 1, 2020, Pages 67-85]
  • Resource Curse Hypothesis Oil Rent: Joyful or Calamitous? [Volume 5, Issue 4, 2020, Pages 9-31]
  • Return Fluctuations Behavior pattern within the trading day based on trading hours on the Tehran Stock Exchange [Volume 5, Issue 1, 2020, Pages 131-153]
  • Risk Contagion The Impact of industry's features on financial risk contagion of Companies Listed in Tehran Stock Exchange [Volume 5, Issue 2, 2020, Pages 35-63]
S
  • Sales Price Behavior pattern within the trading day based on trading hours on the Tehran Stock Exchange [Volume 5, Issue 1, 2020, Pages 131-153]
  • Self-Exciting (SE)TAR The Trade-Off Between Direct and Indirect Taxes in Iran: Self-Exciting (SE)TAR Approach [Volume 5, Issue 1, 2020, Pages 111-130]
  • SGMM method Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [Volume 5, Issue 2, 2020, Pages 95-117]
  • Shadow price Measuring the costs of industrial water pollution control: A study of sugar industry [Volume 5, Issue 2, 2020, Pages 9-33]
  • Small open economy An Investigation of the Effective Factors on Foreign Direct Investment with Emphasis on the Optimal Tax Rate in Selected Countries (Spatial Durbin Model for Panel Data) [Volume 5, Issue 3, 2020, Pages 63-91]
  • Smooth Transition Regression The Effect of Intra Industry Trade on Inflation Rate in Iran [Volume 5, Issue 2, 2020, Pages 119-146]
  • Statistical significance Errors of Econometric Methodology in the Study of Economics Theories [Volume 5, Issue 4, 2020, Pages 121-145]
  • Stock Market The dynamic correlation of global economic policy uncertainty index with stock, exchange rate and gold markets in Iran: Application of M-GARRCH and DCC approach [Volume 5, Issue 2, 2020, Pages 147-172]
  • Sugar industry Measuring the costs of industrial water pollution control: A study of sugar industry [Volume 5, Issue 2, 2020, Pages 9-33]
  • SVAR Studying the Effect of Economic Sanctions on Iran's Environmental Indexes (SVAR Approach) [Volume 5, Issue 3, 2020, Pages 93-119]
  • Systemic Risk The effect of macroeconomic and specific banking variables on systemic risk Cupola Covar approach [Volume 5, Issue 3, 2020, Pages 9-33]
T
  • Threshold Panel Model Oil Rent: Joyful or Calamitous? [Volume 5, Issue 4, 2020, Pages 9-31]
  • Total time on test transform The Total time on test transform in measuring income inequality [Volume 5, Issue 4, 2020, Pages 89-120]
  • Trade-Off The Trade-Off Between Direct and Indirect Taxes in Iran: Self-Exciting (SE)TAR Approach [Volume 5, Issue 1, 2020, Pages 111-130]
  • Trade potential Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [Volume 5, Issue 2, 2020, Pages 95-117]
  • Trading Volume Behavior pattern within the trading day based on trading hours on the Tehran Stock Exchange [Volume 5, Issue 1, 2020, Pages 131-153]
U
  • Uncertainty The Impact of Economic Policy Uncertainty on Exchange Rate Fluctuations with using the Nonlinear Autoregressive distributed lags Model (NARDL) [Volume 5, Issue 4, 2020, Pages 147-171]
Z
  • Zenga curve The Total time on test transform in measuring income inequality [Volume 5, Issue 4, 2020, Pages 89-120]