Journal of Econometric Modelling

Journal of Econometric Modelling

Keyword Index
A
  • Adjusted Probability of Informed Trading (AdjPIN) Estimating the Adjusted Probability of Informed Trading Model; the Case Study of Financial Sector [Volume 9, Issue 2, 2024, Pages 35-67]
  • ARDL Model Financial Development and Green Investment: Role of Natural Resource Rent [Volume 9, Issue 4, 2024, Pages 159-193]
  • Asia The Effect of Information and Communication Technology on the Productivity of the Agricultural Sector in South and West Asian Countries [Volume 9, Issue 4, 2024, Pages 49-76]
  • Asymmetric Examining the asymmetric effects of geopolitical risks on Iran's crude oil price: new evidence from the QARDL approach [Volume 9, Issue 1, 2024, Pages 33-54]
B
  • Banking System Investigating the asymmetric effects of fluctuations of macroeconomic variables on the liquidity risk of banks in Iran [Volume 9, Issue 3, 2024, Pages 139-167]
  • Bank Lending Investigating the impact of International Monetary Policy Spillover on Bank Lending in Upper Middle –Income Countries: A Panel Smooth Transition Regression approach [Volume 9, Issue 2, 2024, Pages 69-102]
  • Behavior Pattern Investigating the Effect of Macroeconomic Indicators on the Behavior Pattern of the Central Bank of Iran in Different Quantiles [Volume 9, Issue 4, 2024, Pages 99-132]
  • Bitcoin Evaluating the Systemic Risk of the Cryptocurrency Market Using the Threshold Approach [Volume 9, Issue 4, 2024, Pages 77-97]
C
  • Central Bank Investigating the Effect of Macroeconomic Indicators on the Behavior Pattern of the Central Bank of Iran in Different Quantiles [Volume 9, Issue 4, 2024, Pages 99-132]
  • Convolutional Neural Network Calculating the stock crash probability using complex neural networks and investigating the relationship between the stock crash probability and the expected stock return in the Iranian capital market (2007-2022) [Volume 9, Issue 1, 2024, Pages 9-32]
  • Crash risk Calculating the stock crash probability using complex neural networks and investigating the relationship between the stock crash probability and the expected stock return in the Iranian capital market (2007-2022) [Volume 9, Issue 1, 2024, Pages 9-32]
D
  • Dynamic Conditional Correlation Spillover Effects of Selected Macroeconomic Variables on Exchange Market Pressure: a VAR-DCC-GARCH Approach [Volume 9, Issue 2, 2024, Pages 9-34]
E
  • Economic Freedom Value Added in Different Economic Sectors, Foreign Direct Investment and Economic Freedom in Iran [Volume 9, Issue 3, 2024, Pages 9-36]
  • Economic Growth Investigating the impact of military spending on economic growth through the public debt channel [Volume 9, Issue 2, 2024, Pages 131-160]
  • Economic Growth Factors affecting on Economic Growth of Iran's provinces: The Role of Government Expenditures, Income Inequality and Government Grants [Volume 9, Issue 3, 2024, Pages 73-105]
  • Economic Growth Investigating the asymmetric effects of fluctuations of macroeconomic variables on the liquidity risk of banks in Iran [Volume 9, Issue 3, 2024, Pages 139-167]
  • Economic Uncertainty Spillover Effects of Selected Macroeconomic Variables on Exchange Market Pressure: a VAR-DCC-GARCH Approach [Volume 9, Issue 2, 2024, Pages 9-34]
  • Exchange Market Pressure Spillover Effects of Selected Macroeconomic Variables on Exchange Market Pressure: a VAR-DCC-GARCH Approach [Volume 9, Issue 2, 2024, Pages 9-34]
  • Exchange Rate Non-linear relationship between exchange rate and inflation rate in Iran: A nonparametric quantile-on-quantile approach [Volume 9, Issue 1, 2024, Pages 83-112]
  • Exchange Rate The Impact of Trade and Investment Risk on Exchange Rate in Iran [Volume 9, Issue 1, 2024, Pages 113-154]
  • Exchange Rate Volatility The Important Factors Affecting Exchange Rate Volatility in Iran: Dynamic Averaging Approach with Time-varying Coefficients (TVP-DMA) [Volume 9, Issue 4, 2024, Pages 9-47]
  • Expected return Calculating the stock crash probability using complex neural networks and investigating the relationship between the stock crash probability and the expected stock return in the Iranian capital market (2007-2022) [Volume 9, Issue 1, 2024, Pages 9-32]
F
  • Financial Competence Financial competence model of insurance companies using fuzzy Delphi approach and structural equation modeling [Volume 9, Issue 3, 2024, Pages 169-209]
  • Financial Crisis Evaluating the Systemic Risk of the Cryptocurrency Market Using the Threshold Approach [Volume 9, Issue 4, 2024, Pages 77-97]
  • Financial Development Financial Development and Green Investment: Role of Natural Resource Rent [Volume 9, Issue 4, 2024, Pages 159-193]
  • Financial Intermediation Estimating the Adjusted Probability of Informed Trading Model; the Case Study of Financial Sector [Volume 9, Issue 2, 2024, Pages 35-67]
  • Financial Market Microstructure Estimating the Adjusted Probability of Informed Trading Model; the Case Study of Financial Sector [Volume 9, Issue 2, 2024, Pages 35-67]
  • Financial Solvency Financial competence model of insurance companies using fuzzy Delphi approach and structural equation modeling [Volume 9, Issue 3, 2024, Pages 169-209]
  • Financial Soundness Financial competence model of insurance companies using fuzzy Delphi approach and structural equation modeling [Volume 9, Issue 3, 2024, Pages 169-209]
  • Financing Analytical comparison between sukuk and public debt financing on the relationship of Twin Deficit [Volume 9, Issue 3, 2024, Pages 37-71]
  • Foreign Direct Investment Analysis of the Sensitivity of Health Indicators on the Flow of Foreign Direct Investment [Volume 9, Issue 1, 2024, Pages 55-81]
  • Foreign Direct Investment Value Added in Different Economic Sectors, Foreign Direct Investment and Economic Freedom in Iran [Volume 9, Issue 3, 2024, Pages 9-36]
  • Fuzzy regression model Investigating factors affecting the trade of cultural and artistic goods, a case study: selected OPEC countries (using fuzzy regression) [Volume 9, Issue 2, 2024, Pages 161-193]
G
  • Generalized Autoregressive Conditional Heteroskedasticity The Important Factors Affecting Exchange Rate Volatility in Iran: Dynamic Averaging Approach with Time-varying Coefficients (TVP-DMA) [Volume 9, Issue 4, 2024, Pages 9-47]
  • Generalized Method of Moments Analytical comparison between sukuk and public debt financing on the relationship of Twin Deficit [Volume 9, Issue 3, 2024, Pages 37-71]
  • Geopolitical Risk Examining the asymmetric effects of geopolitical risks on Iran's crude oil price: new evidence from the QARDL approach [Volume 9, Issue 1, 2024, Pages 33-54]
  • Government expenditures Factors affecting on Economic Growth of Iran's provinces: The Role of Government Expenditures, Income Inequality and Government Grants [Volume 9, Issue 3, 2024, Pages 73-105]
  • Green Investment Financial Development and Green Investment: Role of Natural Resource Rent [Volume 9, Issue 4, 2024, Pages 159-193]
I
  • Income inequality Factors affecting on Economic Growth of Iran's provinces: The Role of Government Expenditures, Income Inequality and Government Grants [Volume 9, Issue 3, 2024, Pages 73-105]
  • Inflation Non-linear relationship between exchange rate and inflation rate in Iran: A nonparametric quantile-on-quantile approach [Volume 9, Issue 1, 2024, Pages 83-112]
  • Inflation Gap Investigating the Effect of Macroeconomic Indicators on the Behavior Pattern of the Central Bank of Iran in Different Quantiles [Volume 9, Issue 4, 2024, Pages 99-132]
  • Inflation Rate Spillover Effects of Selected Macroeconomic Variables on Exchange Market Pressure: a VAR-DCC-GARCH Approach [Volume 9, Issue 2, 2024, Pages 9-34]
  • Inflation Rate Investigating the asymmetric effects of fluctuations of macroeconomic variables on the liquidity risk of banks in Iran [Volume 9, Issue 3, 2024, Pages 139-167]
  • Infrastructure The Effect of Information and Communication Technology on the Productivity of the Agricultural Sector in South and West Asian Countries [Volume 9, Issue 4, 2024, Pages 49-76]
  • Insurance Firms Financial competence model of insurance companies using fuzzy Delphi approach and structural equation modeling [Volume 9, Issue 3, 2024, Pages 169-209]
  • Interest rate Investigating the Effect of Macroeconomic Indicators on the Behavior Pattern of the Central Bank of Iran in Different Quantiles [Volume 9, Issue 4, 2024, Pages 99-132]
  • Intergovernmental Grants Factors affecting on Economic Growth of Iran's provinces: The Role of Government Expenditures, Income Inequality and Government Grants [Volume 9, Issue 3, 2024, Pages 73-105]
  • International Spillover Investigating the impact of International Monetary Policy Spillover on Bank Lending in Upper Middle –Income Countries: A Panel Smooth Transition Regression approach [Volume 9, Issue 2, 2024, Pages 69-102]
  • Iran The Impact of Trade and Investment Risk on Exchange Rate in Iran [Volume 9, Issue 1, 2024, Pages 113-154]
L
  • Life Expectancy Analysis of the Sensitivity of Health Indicators on the Flow of Foreign Direct Investment [Volume 9, Issue 1, 2024, Pages 55-81]
  • Liquidity risk Investigating the asymmetric effects of fluctuations of macroeconomic variables on the liquidity risk of banks in Iran [Volume 9, Issue 3, 2024, Pages 139-167]
M
  • Military Spending Investigating the impact of military spending on economic growth through the public debt channel [Volume 9, Issue 2, 2024, Pages 131-160]
  • Monetary policies Investigating the impact of International Monetary Policy Spillover on Bank Lending in Upper Middle –Income Countries: A Panel Smooth Transition Regression approach [Volume 9, Issue 2, 2024, Pages 69-102]
  • Mortality Rate Analysis of the Sensitivity of Health Indicators on the Flow of Foreign Direct Investment [Volume 9, Issue 1, 2024, Pages 55-81]
N
  • NARDL nonlinear model Testing the asymmetric effects of tax burden and production on the shadow economy and estimating the size of the underground economy [Volume 9, Issue 3, 2024, Pages 107-137]
  • Natural Resource Abundance (Resource Curse) Financial Development and Green Investment: Role of Natural Resource Rent [Volume 9, Issue 4, 2024, Pages 159-193]
  • Nigeria Econometric Analysis of Projected Oil and Non-Oil Export Data for Sustainable Growth in Nigeria [Volume 9, Issue 1, 2024, Pages 155-163]
  • Nonlinear Autoregressive distributed lags (NARDL) Investigating the asymmetric effects of fluctuations of macroeconomic variables on the liquidity risk of banks in Iran [Volume 9, Issue 3, 2024, Pages 139-167]
O
  • Oil Export Econometric Analysis of Projected Oil and Non-Oil Export Data for Sustainable Growth in Nigeria [Volume 9, Issue 1, 2024, Pages 155-163]
  • Oil Price Examining the asymmetric effects of geopolitical risks on Iran's crude oil price: new evidence from the QARDL approach [Volume 9, Issue 1, 2024, Pages 33-54]
  • Output Gap Investigating the Effect of Macroeconomic Indicators on the Behavior Pattern of the Central Bank of Iran in Different Quantiles [Volume 9, Issue 4, 2024, Pages 99-132]
P
  • Panel Smooth Transition Regression (PSTR) Investigating the impact of International Monetary Policy Spillover on Bank Lending in Upper Middle –Income Countries: A Panel Smooth Transition Regression approach [Volume 9, Issue 2, 2024, Pages 69-102]
  • Population Health Analysis of the Sensitivity of Health Indicators on the Flow of Foreign Direct Investment [Volume 9, Issue 1, 2024, Pages 55-81]
  • Portfolio Calculating the stock crash probability using complex neural networks and investigating the relationship between the stock crash probability and the expected stock return in the Iranian capital market (2007-2022) [Volume 9, Issue 1, 2024, Pages 9-32]
  • Probability of Informed Trading (PIN) Estimating the Adjusted Probability of Informed Trading Model; the Case Study of Financial Sector [Volume 9, Issue 2, 2024, Pages 35-67]
  • Productivity The Effect of Information and Communication Technology on the Productivity of the Agricultural Sector in South and West Asian Countries [Volume 9, Issue 4, 2024, Pages 49-76]
  • Projected Data Econometric Analysis of Projected Oil and Non-Oil Export Data for Sustainable Growth in Nigeria [Volume 9, Issue 1, 2024, Pages 155-163]
  • Public Debt Investigating the impact of military spending on economic growth through the public debt channel [Volume 9, Issue 2, 2024, Pages 131-160]
  • Public Debt Analytical comparison between sukuk and public debt financing on the relationship of Twin Deficit [Volume 9, Issue 3, 2024, Pages 37-71]
Q
  • Quantile Examining the asymmetric effects of geopolitical risks on Iran's crude oil price: new evidence from the QARDL approach [Volume 9, Issue 1, 2024, Pages 33-54]
  • Quantile Regression Value Added in Different Economic Sectors, Foreign Direct Investment and Economic Freedom in Iran [Volume 9, Issue 3, 2024, Pages 9-36]
S
  • Structural Vector Regression The Impact of Trade and Investment Risk on Exchange Rate in Iran [Volume 9, Issue 1, 2024, Pages 113-154]
  • Sukuk Analytical comparison between sukuk and public debt financing on the relationship of Twin Deficit [Volume 9, Issue 3, 2024, Pages 37-71]
  • Sustainable growth Econometric Analysis of Projected Oil and Non-Oil Export Data for Sustainable Growth in Nigeria [Volume 9, Issue 1, 2024, Pages 155-163]
  • System Dynamic The Impact of Monetary Policy on Triple Deficit in Iran: An Application of System Dynamic Approach [Volume 9, Issue 2, 2024, Pages 103-130]
  • Systemic Risk Evaluating the Systemic Risk of the Cryptocurrency Market Using the Threshold Approach [Volume 9, Issue 4, 2024, Pages 77-97]
T
  • Tax Factors affecting on Economic Growth of Iran's provinces: The Role of Government Expenditures, Income Inequality and Government Grants [Volume 9, Issue 3, 2024, Pages 73-105]
  • Tax burden Testing the asymmetric effects of tax burden and production on the shadow economy and estimating the size of the underground economy [Volume 9, Issue 3, 2024, Pages 107-137]
  • Time-varying Parameter Dynamic Model Averaging The Important Factors Affecting Exchange Rate Volatility in Iran: Dynamic Averaging Approach with Time-varying Coefficients (TVP-DMA) [Volume 9, Issue 4, 2024, Pages 9-47]
  • Trade and Investment Risks The Impact of Trade and Investment Risk on Exchange Rate in Iran [Volume 9, Issue 1, 2024, Pages 113-154]
  • Triple Deficit The Impact of Monetary Policy on Triple Deficit in Iran: An Application of System Dynamic Approach [Volume 9, Issue 2, 2024, Pages 103-130]
  • Twin Deficit The Impact of Monetary Policy on Triple Deficit in Iran: An Application of System Dynamic Approach [Volume 9, Issue 2, 2024, Pages 103-130]
  • Twin Deficit Hypothesis Analytical comparison between sukuk and public debt financing on the relationship of Twin Deficit [Volume 9, Issue 3, 2024, Pages 37-71]
V
  • Value Added Value Added in Different Economic Sectors, Foreign Direct Investment and Economic Freedom in Iran [Volume 9, Issue 3, 2024, Pages 9-36]
  • VAR-DCC-GARCH Spillover Effects of Selected Macroeconomic Variables on Exchange Market Pressure: a VAR-DCC-GARCH Approach [Volume 9, Issue 2, 2024, Pages 9-34]