Journal of Econometric Modelling

Journal of Econometric Modelling

Keyword Index
A
  • Agricultural sector employment Investigating the Effect of Oil Rent on Agricultural Sector Employment in Iran’s Economy [Volume 8, Issue 2, 2023, Pages 97-119]
  • ARDL Bounding Test An application of the ARDL Bounding Test in the relationship between central bank independence and the stock market in Iran [Volume 8, Issue 3, 2023, Pages 59-89]
  • Autoregressive Distributed Lag method Investigating the Effect of Oil Rent on Agricultural Sector Employment in Iran’s Economy [Volume 8, Issue 2, 2023, Pages 97-119]
B
  • Banking Crisis Examining the effects of productivity shock on nominal prices of the economy in the conditions of banking crisis [Volume 8, Issue 3, 2023, Pages 35-57]
  • Banking Groups Comparison of factors affecting the credit risk of different groups in the banking system of Iran [Volume 8, Issue 2, 2023, Pages 69-95]
C
  • Cement Analysis of the Effects of Economic Variables on the Price of Cement and Forecasting its Price Trend [Volume 8, Issue 4, 2023, Pages 161-195]
  • Central Bank Independence An application of the ARDL Bounding Test in the relationship between central bank independence and the stock market in Iran [Volume 8, Issue 3, 2023, Pages 59-89]
  • Classic populism.new populism Compilation of petro-populism index and evaluation of populist policies on inflation rate in Iran using synthetic control method (SCM). [Volume 8, Issue 2, 2023, Pages 9-34]
  • COVID-19 Investigating the Effect of Covid-19 Crisis on Publicsector economies: Some Evidences from Developed and Developing Countries [Volume 8, Issue 1, 2023, Pages 9-36]
  • Credit cycles Dynamics Relationship between Credit Cycles and Currency Crises in Iran with a Time Varying Parameter Vector Auto-Regression Approach [Volume 8, Issue 3, 2023, Pages 9-33]
  • Credit Risk Comparison of factors affecting the credit risk of different groups in the banking system of Iran [Volume 8, Issue 2, 2023, Pages 69-95]
  • Currency Crises Dynamics Relationship between Credit Cycles and Currency Crises in Iran with a Time Varying Parameter Vector Auto-Regression Approach [Volume 8, Issue 3, 2023, Pages 9-33]
D
  • Digitalization Investigating the Impact of Digitalization and Energy Intensity on Economic Growth in Mena Selected Countries [Volume 8, Issue 4, 2023, Pages 43-65]
  • Dynamic Threshold Panel Approach Examining the Threshold Effect of Entrepreneurship on Economic Growth: A Dynamic Threshold Panel Approach [Volume 8, Issue 3, 2023, Pages 91-128]
E
  • Economic Growth Predicting the effect of factors affecting economic growth of Iran with the approach of time-varying parameters -dynamic model averaging [Volume 8, Issue 2, 2023, Pages 35-67]
  • Economic Growth Examining the Threshold Effect of Entrepreneurship on Economic Growth: A Dynamic Threshold Panel Approach [Volume 8, Issue 3, 2023, Pages 91-128]
  • Economic Growth Investigating the Impact of Digitalization and Energy Intensity on Economic Growth in Mena Selected Countries [Volume 8, Issue 4, 2023, Pages 43-65]
  • Emerging Countries Examining the Threshold Effect of Entrepreneurship on Economic Growth: A Dynamic Threshold Panel Approach [Volume 8, Issue 3, 2023, Pages 91-128]
  • Energy Intensity Investigating the Impact of Digitalization and Energy Intensity on Economic Growth in Mena Selected Countries [Volume 8, Issue 4, 2023, Pages 43-65]
  • Entrepreneurship Density Examining the Threshold Effect of Entrepreneurship on Economic Growth: A Dynamic Threshold Panel Approach [Volume 8, Issue 3, 2023, Pages 91-128]
  • Exchange Rate Investigating the quantile time-varying relationship between exchange rate, current account deficit, government budget deficit, and inflation in the Iranian economy [Volume 8, Issue 1, 2023, Pages 129-157]
F
  • Fluctuation prediction Comparison of predicting volatility of Tehran stock index in GARCH-MIDAS approach and quantile regression [Volume 8, Issue 2, 2023, Pages 163-194]
G
  • Garch-Midas model Comparison of predicting volatility of Tehran stock index in GARCH-MIDAS approach and quantile regression [Volume 8, Issue 2, 2023, Pages 163-194]
  • Government Debts Investigating the effects of government debt components to commercial banks on liquidity components in Iran [Volume 8, Issue 1, 2023, Pages 159-200]
H
  • Herding Behavior The Effect of Heterogeneous Behavior of Investors of Housing Sector on Inflation from the Housing Price Channel [Volume 8, Issue 3, 2023, Pages 163-188]
  • Herding Behavior The dynamic Effects of speculation sectors returns on beta-herding behavior in Tehran Stock Exchange [Volume 8, Issue 4, 2023, Pages 9-42]
  • Housing Economics The Effect of Heterogeneous Behavior of Investors of Housing Sector on Inflation from the Housing Price Channel [Volume 8, Issue 3, 2023, Pages 163-188]
  • Housing prices The Effect of Heterogeneous Behavior of Investors of Housing Sector on Inflation from the Housing Price Channel [Volume 8, Issue 3, 2023, Pages 163-188]
I
  • Inflation The Effect of Heterogeneous Behavior of Investors of Housing Sector on Inflation from the Housing Price Channel [Volume 8, Issue 3, 2023, Pages 163-188]
  • Inflation Rate Examining the effects of productivity shock on nominal prices of the economy in the conditions of banking crisis [Volume 8, Issue 3, 2023, Pages 35-57]
  • Instability Dynamics Relationship between Credit Cycles and Currency Crises in Iran with a Time Varying Parameter Vector Auto-Regression Approach [Volume 8, Issue 3, 2023, Pages 9-33]
  • Iran’s Economy Investigating the Effect of Oil Rent on Agricultural Sector Employment in Iran’s Economy [Volume 8, Issue 2, 2023, Pages 97-119]
K
  • Kalman filter. control of corruption Investigation the factors affecting the unrecorded economy by Kalman filter method (state –space approach) [Volume 8, Issue 3, 2023, Pages 129-161]
L
  • Liquidity Investigating the effects of government debt components to commercial banks on liquidity components in Iran [Volume 8, Issue 1, 2023, Pages 159-200]
M
  • Monetary Policy The Asymmetric effect of monetary policy on service production in Iran: hidden cointegration approach [Volume 8, Issue 1, 2023, Pages 37-65]
  • Monetary Policy Dynamics Relationship between Credit Cycles and Currency Crises in Iran with a Time Varying Parameter Vector Auto-Regression Approach [Volume 8, Issue 3, 2023, Pages 9-33]
N
O
  • Oil Price Investigating the impact of crude oil prices on economic activity in selected OPEC member countries [Volume 8, Issue 4, 2023, Pages 135-160]
  • Oil Price Uncertainty Investigating the effect of oil price uncertainty on the consumer price index in Iran: a quantile regression approach based on wavelet transformation [Volume 8, Issue 1, 2023, Pages 67-101]
  • Oil Rent Investigating the Effect of Oil Rent on Agricultural Sector Employment in Iran’s Economy [Volume 8, Issue 2, 2023, Pages 97-119]
  • Oil trade Pattern of Global Oil Trade Network: A Network Theory Approach [Volume 8, Issue 2, 2023, Pages 121-162]
  • OPEC member countries Investigating the impact of crude oil prices on economic activity in selected OPEC member countries [Volume 8, Issue 4, 2023, Pages 135-160]
  • Overconfidence The Effect of Heterogeneous Behavior of Investors of Housing Sector on Inflation from the Housing Price Channel [Volume 8, Issue 3, 2023, Pages 163-188]
P
  • Patinkin Effect Investigating the quantile time-varying relationship between exchange rate, current account deficit, government budget deficit, and inflation in the Iranian economy [Volume 8, Issue 1, 2023, Pages 129-157]
  • Price Forecasting Analysis of the Effects of Economic Variables on the Price of Cement and Forecasting its Price Trend [Volume 8, Issue 4, 2023, Pages 161-195]
  • Probability of Default Comparison of factors affecting the credit risk of different groups in the banking system of Iran [Volume 8, Issue 2, 2023, Pages 69-95]
Q
  • Quantile model Comparison of predicting volatility of Tehran stock index in GARCH-MIDAS approach and quantile regression [Volume 8, Issue 2, 2023, Pages 163-194]
  • Quantile Regression Investigating the effect of oil price uncertainty on the consumer price index in Iran: a quantile regression approach based on wavelet transformation [Volume 8, Issue 1, 2023, Pages 67-101]
S
  • Stock Exchange An application of the ARDL Bounding Test in the relationship between central bank independence and the stock market in Iran [Volume 8, Issue 3, 2023, Pages 59-89]
  • Stock Market The dynamic Effects of speculation sectors returns on beta-herding behavior in Tehran Stock Exchange [Volume 8, Issue 4, 2023, Pages 9-42]
  • Stock Return An application of the ARDL Bounding Test in the relationship between central bank independence and the stock market in Iran [Volume 8, Issue 3, 2023, Pages 59-89]
  • Stock returns Comparison of predicting volatility of Tehran stock index in GARCH-MIDAS approach and quantile regression [Volume 8, Issue 2, 2023, Pages 163-194]
  • Structural Vector Auto Regression Model Short-term and long-term monetary transmission policy based on structural vector auto regression model in Iran [Volume 8, Issue 4, 2023, Pages 103-134]
  • Sustainability Pattern of Global Oil Trade Network: A Network Theory Approach [Volume 8, Issue 2, 2023, Pages 121-162]
T
  • Time Varying Parameter Vector Auto-Regression Dynamics Relationship between Credit Cycles and Currency Crises in Iran with a Time Varying Parameter Vector Auto-Regression Approach [Volume 8, Issue 3, 2023, Pages 9-33]
  • TVP-DMA Model Predicting the effect of factors affecting economic growth of Iran with the approach of time-varying parameters -dynamic model averaging [Volume 8, Issue 2, 2023, Pages 35-67]
  • TVP-FAVAR model The dynamic Effects of speculation sectors returns on beta-herding behavior in Tehran Stock Exchange [Volume 8, Issue 4, 2023, Pages 9-42]
  • TVP-QVAR Investigating the quantile time-varying relationship between exchange rate, current account deficit, government budget deficit, and inflation in the Iranian economy [Volume 8, Issue 1, 2023, Pages 129-157]
  • Twins Deficit Investigating the quantile time-varying relationship between exchange rate, current account deficit, government budget deficit, and inflation in the Iranian economy [Volume 8, Issue 1, 2023, Pages 129-157]
V
  • VAR Model Analysis of the Effects of Economic Variables on the Price of Cement and Forecasting its Price Trend [Volume 8, Issue 4, 2023, Pages 161-195]