Journal of Econometric Modelling

Journal of Econometric Modelling

Keyword Index
A
  • Adaptive market hypothesis Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange [Volume 6, Issue 3, 2021, Pages 9-31]
  • Analysis table of variance Investigating the Impact of Economic Sanctions Shock on the Construction Sector in Iran (SVAR Approach) [Volume 6, Issue 1, 2021, Pages 77-98]
  • Asset Markets Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model [Volume 6, Issue 3, 2021, Pages 63-96]
  • Augmented Gravity Model Has Iranian Emigration been reducing Iran’s Intra industry Trade? [Volume 6, Issue 4, 2021, Pages 125-150]
B
  • Banking efficiency Symmetry test of the effect of monetary policy on the performance of commercial banks in the Mena region [Volume 6, Issue 5, 2021, Pages 155-182]
  • Banking Performance Symmetry test of the effect of monetary policy on the performance of commercial banks in the Mena region [Volume 6, Issue 5, 2021, Pages 155-182]
  • Banking system performance Modeling the role of banking risks on the performance of the banking system and macroeconomic variables with the DSGE model approach [Volume 6, Issue 3, 2021, Pages 151-181]
  • Bayesian Approach Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model [Volume 6, Issue 3, 2021, Pages 63-96]
  • Bayesian Model Averaging Nowcasting of Service Sector by Using Traffic Counting Data in Iran [Volume 6, Issue 5, 2021, Pages 41-68]
  • Bayesian quantile method The effect of education on economic growth in Iran: Using a Bayesian quantile method [Volume 6, Issue 2, 2021, Pages 65-93]
  • Board Independency Investigating the Relationship between Corruption, Corporate Governance and Corporate Performance: A Provincial Survey [Volume 6, Issue 1, 2021, Pages 33-55]
  • Budget Deficit. Elections Effect of Central Bank Independence on Political Business Cycles in Iran: An Application of Smooth Transition Autoregressive Regression [Volume 6, Issue 4, 2021, Pages 93-124]
C
  • Capital structure Determinants of Capital Structure of Companies Listed in Tehran Stock Exchange; Multilevel Regression Approach(2005-2018) [Volume 6, Issue 2, 2021, Pages 119-146]
  • Cash Holding Investigating the Relationship between Corruption, Corporate Governance and Corporate Performance: A Provincial Survey [Volume 6, Issue 1, 2021, Pages 33-55]
  • Central Bank Independence Effect of Central Bank Independence on Political Business Cycles in Iran: An Application of Smooth Transition Autoregressive Regression [Volume 6, Issue 4, 2021, Pages 93-124]
  • Corporate Governance Investigating the Relationship between Corruption, Corporate Governance and Corporate Performance: A Provincial Survey [Volume 6, Issue 1, 2021, Pages 33-55]
  • Correlation 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 [Volume 6, Issue 3, 2021, Pages 33-62]
  • Corruption Investigating the Relationship between Corruption, Corporate Governance and Corporate Performance: A Provincial Survey [Volume 6, Issue 1, 2021, Pages 33-55]
  • Corruption The effect of corruption control and economic policies on economic growth in the Middle East and North Africa (MENA) [Volume 6, Issue 4, 2021, Pages 61-91]
  • Cost of Service Regulation Pricing of Iran Electricity Distribution Services in Different Price Regulation Schemes with Focusing in Incentive Regulation [Volume 6, Issue 1, 2021, Pages 99-129]
  • Credit Risk Analysis of the Impact of Financial Supervision Components on the Credit Risk of Equity Mutual Funds in Iran: A Panel Quantile Regression Approach [Volume 6, Issue 4, 2021, Pages 9-35]
  • Credit Risk Modeling the role of banking risks on the performance of the banking system and macroeconomic variables with the DSGE model approach [Volume 6, Issue 3, 2021, Pages 151-181]
  • Cultural Products The effect of trade in cultural products on the economic growth of selected countries of the Shanghai Group [Volume 6, Issue 4, 2021, Pages 37-59]
D
  • Developing Countries Trade Openness and Happiness in Selected Developing Countries [Volume 6, Issue 2, 2021, Pages 95-117]
  • Developing Countries Impact of Institutional Reforms on Export Diversification in Selected Developing Countries [Volume 6, Issue 5, 2021, Pages 91-121]
  • Dynamic Correlation Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model [Volume 6, Issue 3, 2021, Pages 63-96]
  • Dynamic Panel Data Comparing the Home Market Effects on Competitive Industries and Multilateral Monopoly [Volume 6, Issue 1, 2021, Pages 9-32]
  • Dynamic Stochastic General Equilibrium (DSGE) Modeling the role of banking risks on the performance of the banking system and macroeconomic variables with the DSGE model approach [Volume 6, Issue 3, 2021, Pages 151-181]
E
  • Economic Growth The effect of education on economic growth in Iran: Using a Bayesian quantile method [Volume 6, Issue 2, 2021, Pages 65-93]
  • Economic Growth Investigating the role of institutional quality in relation to the abundance of natural resources on economic growth in Iran: Kalman filter approach [Volume 6, Issue 3, 2021, Pages 123-149]
  • Economic Growth The effect of corruption control and economic policies on economic growth in the Middle East and North Africa (MENA) [Volume 6, Issue 4, 2021, Pages 61-91]
  • Economies of scale The Effect of Economies of scale and Variety on the Export of Iran's Automotive Industry [Volume 6, Issue 5, 2021, Pages 69-90]
  • Electricity Distribution Companies Incentive Regulation of Investment Costs: The Case Study of Iranian Electricity Distribution Companies [Volume 6, Issue 4, 2021, Pages 151-184]
  • Electricity Distribution Services Pricing of Iran Electricity Distribution Services in Different Price Regulation Schemes with Focusing in Incentive Regulation [Volume 6, Issue 1, 2021, Pages 99-129]
  • Equity Mutual Funds Analysis of the Impact of Financial Supervision Components on the Credit Risk of Equity Mutual Funds in Iran: A Panel Quantile Regression Approach [Volume 6, Issue 4, 2021, Pages 9-35]
  • Export Diversification Impact of Institutional Reforms on Export Diversification in Selected Developing Countries [Volume 6, Issue 5, 2021, Pages 91-121]
  • Exports Comparing the Home Market Effects on Competitive Industries and Multilateral Monopoly [Volume 6, Issue 1, 2021, Pages 9-32]
F
  • Factor Stochastic Volatility Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model [Volume 6, Issue 3, 2021, Pages 63-96]
  • Financial decentralization Investigating the effect of financial decentralization on the efficiency of educational services in the provinces of Iran during the years 1385-1397: Spatial econometrics approach [Volume 6, Issue 2, 2021, Pages 147-177]
  • Financial Supervision Analysis of the Impact of Financial Supervision Components on the Credit Risk of Equity Mutual Funds in Iran: A Panel Quantile Regression Approach [Volume 6, Issue 4, 2021, Pages 9-35]
  • Fiscal Decentralization Analyzing the effects of fiscal decentralization on social welfare in Iran provinces; Generalized Method of Moments approach [Volume 6, Issue 2, 2021, Pages 33-63]
G
  • Generalized Method of Moments Impact of Institutional Reforms on Export Diversification in Selected Developing Countries [Volume 6, Issue 5, 2021, Pages 91-121]
  • Generalized method of moments (GMM) Analyzing the effects of fiscal decentralization on social welfare in Iran provinces; Generalized Method of Moments approach [Volume 6, Issue 2, 2021, Pages 33-63]
  • GMM Panel Method Trade Openness and Happiness in Selected Developing Countries [Volume 6, Issue 2, 2021, Pages 95-117]
  • Government final consumption expenditures The effect of corruption control and economic policies on economic growth in the Middle East and North Africa (MENA) [Volume 6, Issue 4, 2021, Pages 61-91]
  • Gross Domestic Product (GDP) The effect of trade in cultural products on the economic growth of selected countries of the Shanghai Group [Volume 6, Issue 4, 2021, Pages 37-59]
  • Growth Analysis of Income gaps and wealth distribution in Iran: Piketty Approach [Volume 6, Issue 1, 2021, Pages 57-75]
H
  • Heteroscedastic Stochastic Frontier Models Incentive Regulation of Investment Costs: The Case Study of Iranian Electricity Distribution Companies [Volume 6, Issue 4, 2021, Pages 151-184]
  • Heteroskedasticity Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model [Volume 6, Issue 3, 2021, Pages 63-96]
  • Home Market Effect Comparing the Home Market Effects on Competitive Industries and Multilateral Monopoly [Volume 6, Issue 1, 2021, Pages 9-32]
  • Human capital The effect of education on economic growth in Iran: Using a Bayesian quantile method [Volume 6, Issue 2, 2021, Pages 65-93]
  • Human capital The Effect of Public Education Expenditures and Macroeconomic Instability on Human Capital in Iran [Volume 6, Issue 5, 2021, Pages 123-153]
I
  • Immigration Has Iranian Emigration been reducing Iran’s Intra industry Trade? [Volume 6, Issue 4, 2021, Pages 125-150]
  • Incentive Regulation Incentive Regulation of Investment Costs: The Case Study of Iranian Electricity Distribution Companies [Volume 6, Issue 4, 2021, Pages 151-184]
  • Income and Wealth Distribution Analysis of Income gaps and wealth distribution in Iran: Piketty Approach [Volume 6, Issue 1, 2021, Pages 57-75]
  • Income Distribution The Impact of Social Security Expenditures on Convergence of Income Distribution in Provinces: A Spatial Econometric Approach [Volume 6, Issue 5, 2021, Pages 9-39]
  • Industries of Iran Comparing the Home Market Effects on Competitive Industries and Multilateral Monopoly [Volume 6, Issue 1, 2021, Pages 9-32]
  • Institutional quality Investigating the role of institutional quality in relation to the abundance of natural resources on economic growth in Iran: Kalman filter approach [Volume 6, Issue 3, 2021, Pages 123-149]
  • Institutional Reforms Impact of Institutional Reforms on Export Diversification in Selected Developing Countries [Volume 6, Issue 5, 2021, Pages 91-121]
  • Intra industry Trade Has Iranian Emigration been reducing Iran’s Intra industry Trade? [Volume 6, Issue 4, 2021, Pages 125-150]
  • Investment Costs Incentive Regulation of Investment Costs: The Case Study of Iranian Electricity Distribution Companies [Volume 6, Issue 4, 2021, Pages 151-184]
  • Iran Analyzing the effects of fiscal decentralization on social welfare in Iran provinces; Generalized Method of Moments approach [Volume 6, Issue 2, 2021, Pages 33-63]
  • Iran Effect of Central Bank Independence on Political Business Cycles in Iran: An Application of Smooth Transition Autoregressive Regression [Volume 6, Issue 4, 2021, Pages 93-124]
  • Iran Has Iranian Emigration been reducing Iran’s Intra industry Trade? [Volume 6, Issue 4, 2021, Pages 125-150]
  • Iran Incentive Regulation of Investment Costs: The Case Study of Iranian Electricity Distribution Companies [Volume 6, Issue 4, 2021, Pages 151-184]
  • Iranian Economy Constructing a Mixed frequency Data Sampling Macro Econometric Model (MIDAS - EME) to assess the impact of sanctions imposed on the Iranian economy [Volume 6, Issue 1, 2021, Pages 131-161]
  • Iranian Electricity Distribution Industry Pricing of Iran Electricity Distribution Services in Different Price Regulation Schemes with Focusing in Incentive Regulation [Volume 6, Issue 1, 2021, Pages 99-129]
  • Iran's Automotive Industry The Effect of Economies of scale and Variety on the Export of Iran's Automotive Industry [Volume 6, Issue 5, 2021, Pages 69-90]
K
  • Kalman filter approach Investigating the role of institutional quality in relation to the abundance of natural resources on economic growth in Iran: Kalman filter approach [Volume 6, Issue 3, 2021, Pages 123-149]
  • Kao Cointegration Test The effect of trade in cultural products on the economic growth of selected countries of the Shanghai Group [Volume 6, Issue 4, 2021, Pages 37-59]
L
  • Liquidity risk Modeling the role of banking risks on the performance of the banking system and macroeconomic variables with the DSGE model approach [Volume 6, Issue 3, 2021, Pages 151-181]
  • Logistic Transformation Has Iranian Emigration been reducing Iran’s Intra industry Trade? [Volume 6, Issue 4, 2021, Pages 125-150]
M
  • Macroeconomic Instability The Effect of Public Education Expenditures and Macroeconomic Instability on Human Capital in Iran [Volume 6, Issue 5, 2021, Pages 123-153]
  • Markov Switching-Garch Model The Effect of Public Education Expenditures and Macroeconomic Instability on Human Capital in Iran [Volume 6, Issue 5, 2021, Pages 123-153]
  • Mena Region Symmetry test of the effect of monetary policy on the performance of commercial banks in the Mena region [Volume 6, Issue 5, 2021, Pages 155-182]
  • MIDAS-Macro Econometric Model (MIDAS-MEM) Constructing a Mixed frequency Data Sampling Macro Econometric Model (MIDAS - EME) to assess the impact of sanctions imposed on the Iranian economy [Volume 6, Issue 1, 2021, Pages 131-161]
  • Monetary Policy Symmetry test of the effect of monetary policy on the performance of commercial banks in the Mena region [Volume 6, Issue 5, 2021, Pages 155-182]
  • Multilevel regression Determinants of Capital Structure of Companies Listed in Tehran Stock Exchange; Multilevel Regression Approach(2005-2018) [Volume 6, Issue 2, 2021, Pages 119-146]
  • Multiple Correlation 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 [Volume 6, Issue 3, 2021, Pages 33-62]
N
  • Neural Network Nowcasting of Service Sector by Using Traffic Counting Data in Iran [Volume 6, Issue 5, 2021, Pages 41-68]
  • Nonlinear AutoRegressive Distributed Lag Model The Effect of Public Education Expenditures and Macroeconomic Instability on Human Capital in Iran [Volume 6, Issue 5, 2021, Pages 123-153]
  • Nowcasting Nowcasting of Service Sector by Using Traffic Counting Data in Iran [Volume 6, Issue 5, 2021, Pages 41-68]
O
  • Ownership Concentration Investigating the Relationship between Corruption, Corporate Governance and Corporate Performance: A Provincial Survey [Volume 6, Issue 1, 2021, Pages 33-55]
P
  • Panel Data The effect of social capital on household water consumption: A provincial study [Volume 6, Issue 3, 2021, Pages 97-122]
  • Panel Quantile Regression  Analysis of the Impact of Financial Supervision Components on the Credit Risk of Equity Mutual Funds in Iran: A Panel Quantile Regression Approach [Volume 6, Issue 4, 2021, Pages 9-35]
  • PGMM The effect of corruption control and economic policies on economic growth in the Middle East and North Africa (MENA) [Volume 6, Issue 4, 2021, Pages 61-91]
  • Political Business Cycles Effect of Central Bank Independence on Political Business Cycles in Iran: An Application of Smooth Transition Autoregressive Regression [Volume 6, Issue 4, 2021, Pages 93-124]
  • Price-Cap Regulation Pricing of Iran Electricity Distribution Services in Different Price Regulation Schemes with Focusing in Incentive Regulation [Volume 6, Issue 1, 2021, Pages 99-129]
  • Public Education Expenditures The Effect of Public Education Expenditures and Macroeconomic Instability on Human Capital in Iran [Volume 6, Issue 5, 2021, Pages 123-153]
  • PVAR The effect of corruption control and economic policies on economic growth in the Middle East and North Africa (MENA) [Volume 6, Issue 4, 2021, Pages 61-91]
Q
  • Quality Quality selection in the consumption basket of urban and rural households: the comparison of the Hackman’s two-step method and the approach of Shankowiler and Yen [Volume 6, Issue 2, 2021, Pages 9-31]
R
  • Return Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange [Volume 6, Issue 3, 2021, Pages 9-31]
  • Revenue-Cap Regulation Pricing of Iran Electricity Distribution Services in Different Price Regulation Schemes with Focusing in Incentive Regulation [Volume 6, Issue 1, 2021, Pages 99-129]
S
  • Service Nowcasting of Service Sector by Using Traffic Counting Data in Iran [Volume 6, Issue 5, 2021, Pages 41-68]
  • Shanghai Cooperation Organization The effect of trade in cultural products on the economic growth of selected countries of the Shanghai Group [Volume 6, Issue 4, 2021, Pages 37-59]
  • Social capital The effect of social capital on household water consumption: A provincial study [Volume 6, Issue 3, 2021, Pages 97-122]
  • Social security The Impact of Social Security Expenditures on Convergence of Income Distribution in Provinces: A Spatial Econometric Approach [Volume 6, Issue 5, 2021, Pages 9-39]
  • Social Welfare Analyzing the effects of fiscal decentralization on social welfare in Iran provinces; Generalized Method of Moments approach [Volume 6, Issue 2, 2021, Pages 33-63]
  • Space-State Model Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model [Volume 6, Issue 3, 2021, Pages 63-96]
  • Spatial Econometrics Investigating the effect of financial decentralization on the efficiency of educational services in the provinces of Iran during the years 1385-1397: Spatial econometrics approach [Volume 6, Issue 2, 2021, Pages 147-177]
  • Spatial Econometrics The Impact of Social Security Expenditures on Convergence of Income Distribution in Provinces: A Spatial Econometric Approach [Volume 6, Issue 5, 2021, Pages 9-39]
  • Structural Vector Auto Regression Model Investigating the Impact of Economic Sanctions Shock on the Construction Sector in Iran (SVAR Approach) [Volume 6, Issue 1, 2021, Pages 77-98]
T
  • TEDPIX Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange [Volume 6, Issue 3, 2021, Pages 9-31]
  • Top destinations of Iranian emigrants Has Iranian Emigration been reducing Iran’s Intra industry Trade? [Volume 6, Issue 4, 2021, Pages 125-150]
  • Trade The effect of trade in cultural products on the economic growth of selected countries of the Shanghai Group [Volume 6, Issue 4, 2021, Pages 37-59]
  • Trade- Off Theory Determinants of Capital Structure of Companies Listed in Tehran Stock Exchange; Multilevel Regression Approach(2005-2018) [Volume 6, Issue 2, 2021, Pages 119-146]
  • Trade Openness Trade Openness and Happiness in Selected Developing Countries [Volume 6, Issue 2, 2021, Pages 95-117]
  • Transportation Nowcasting of Service Sector by Using Traffic Counting Data in Iran [Volume 6, Issue 5, 2021, Pages 41-68]
V
  • Variety The Effect of Economies of scale and Variety on the Export of Iran's Automotive Industry [Volume 6, Issue 5, 2021, Pages 69-90]
W
  • Water consumption The effect of social capital on household water consumption: A provincial study [Volume 6, Issue 3, 2021, Pages 97-122]