Journal of Econometric Modelling

Journal of Econometric Modelling

Keyword Index
A
  • ARCH An analysis of the currency crises of the Iranian economy [Volume 10, Issue 1, 2025, Pages 77-99]
  • Artificial intelligence The impact of artificial intelligence on the added value ‎of selected industrial activities in Iran [Volume 10, Issue 1, 2025, Pages 101-122]
B
  • Banking Sector The role of financial development in expanding or controlling environmental pollution [Volume 10, Issue 1, 2025, Pages 39-75]
  • Banking System Identifying the factors affecting the liquidity risk of banks listed on the Tehran Stock Exchange using nonlinear models [Volume 10, Issue 3, 2025, Pages 163-191]
  • Bayesian averaging Modeling the Factors Affecting Uncertainty in the Capital Market Using BMA-PTVPFAVAR Approaches [Volume 10, Issue 2, 2025, Pages 31-71]
  • Bilateral Trade Balance Asymmetric Effects of the Real Exchange Rate on Iran’s Bilateral Trade Balance with Its Trading Partners (J-Curve): An Application of the Panel CS-ARDL Approach [Volume 10, Issue 2, 2025, Pages 149-194]
  • Bivariate total time on test transform Analysis of economic inequalities using bivariate total time on test transform and copula function [Volume 10, Issue 2, 2025, Pages 73-108]
  • BMA Modeling capital flight in Iran's economy (An approach based on reducing uncertainty in model selection) [Volume 10, Issue 3, 2025, Pages 53-88]
C
  • Capital Modeling capital flight in Iran's economy (An approach based on reducing uncertainty in model selection) [Volume 10, Issue 3, 2025, Pages 53-88]
  • Capital Flight Modeling capital flight in Iran's economy (An approach based on reducing uncertainty in model selection) [Volume 10, Issue 3, 2025, Pages 53-88]
  • Copula function Analysis of economic inequalities using bivariate total time on test transform and copula function [Volume 10, Issue 2, 2025, Pages 73-108]
  • Copula function Tax Revenues and Economic Welfare Inequality in Iran Provinces (Copula Approach) [Volume 10, Issue 3, 2025, Pages 125-162]
  • Credit Risk Identifying the factors affecting the liquidity risk of banks listed on the Tehran Stock Exchange using nonlinear models [Volume 10, Issue 3, 2025, Pages 163-191]
D
  • Developed Countries The Effect of Shadow Banking on Economic Growth in Selected Countries [Volume 10, Issue 4, 2025, Pages 53-85]
  • Developing Countries The Effect of Shadow Banking on Economic Growth in Selected Countries [Volume 10, Issue 4, 2025, Pages 53-85]
  • DOLS Investigating the Impact of Labor Market Risk on Urban Household Income in Iran [Volume 10, Issue 4, 2025, Pages 113-154]
E
  • Economic Complexity Index Estimating the Effects of Technology and Economic Complexity on Per Capita Carbon Emissions in Iran: A Quantile-on-Quantile Approach [Volume 10, Issue 1, 2025, Pages 123-156]
  • Economic Growth The Threshold Effect of Military Spending on Economic Growth: A Panel Smooth Transition Regression Model [Volume 10, Issue 2, 2025, Pages 9-29]
  • Economic Growth The impact of income inequality on the environmental Kuznets curve in Iran’s provinces [Volume 10, Issue 3, 2025, Pages 193-228]
  • Economic Growth The Effect of Shadow Banking on Economic Growth in Selected Countries [Volume 10, Issue 4, 2025, Pages 53-85]
  • Economic well-being Economic Globalization and Sustainable Society: A Comparative Study of Nonlinear Patterns in Developed and Developing Countries [Volume 10, Issue 2, 2025, Pages 195-241]
  • Environmental Pollution The impact of income inequality on the environmental Kuznets curve in Iran’s provinces [Volume 10, Issue 3, 2025, Pages 193-228]
  • Environmental well-being Economic Globalization and Sustainable Society: A Comparative Study of Nonlinear Patterns in Developed and Developing Countries [Volume 10, Issue 2, 2025, Pages 195-241]
  • Expected Shortfall Comparison of Parametric and Semi-Nonparametric Methods for Investment Risk Assessment in the Stock Market: A Case Study of the Main Indices of the Tehran Stock Exchange [Volume 10, Issue 4, 2025, Pages 155-194]
F
  • Financial Development The role of financial development in expanding or controlling environmental pollution [Volume 10, Issue 1, 2025, Pages 39-75]
  • Financial Ratios Identifying the factors affecting the liquidity risk of banks listed on the Tehran Stock Exchange using nonlinear models [Volume 10, Issue 3, 2025, Pages 163-191]
  • Foreign Direct Investment Determinants of Renewable Energy Consumption in OPEC Member Countries [Volume 10, Issue 4, 2025, Pages 87-111]
  • Foreign Exchange Intervention (FXI) Does the official exchange rate in Iran follow the exchange rate of parallel and shadow markets and is affected by them? [Volume 10, Issue 4, 2025, Pages 9-52]
G
  • Garch An analysis of the currency crises of the Iranian economy [Volume 10, Issue 1, 2025, Pages 77-99]
  • Generalized Additive Model (GAM) Does the official exchange rate in Iran follow the exchange rate of parallel and shadow markets and is affected by them? [Volume 10, Issue 4, 2025, Pages 9-52]
  • Generalized method of moments (GMM) The Effect of Shadow Banking on Economic Growth in Selected Countries [Volume 10, Issue 4, 2025, Pages 53-85]
  • Government Revenues Investigating the Effect of Government Revenue uncertainty on the Budget Deficit (Quantile Regression Approach Based on Wavelet Transform) [Volume 10, Issue 1, 2025, Pages 157-198]
  • Gram-Charlier Series Comparison of Parametric and Semi-Nonparametric Methods for Investment Risk Assessment in the Stock Market: A Case Study of the Main Indices of the Tehran Stock Exchange [Volume 10, Issue 4, 2025, Pages 155-194]
  • Granger causality Analysis of Lead–Lag Structure in the Iranian Stock Market: Path Signature and Lévy Model [Volume 10, Issue 4, 2025, Pages 195-233]
H
  • Hanke misery index Tax Revenues and Economic Welfare Inequality in Iran Provinces (Copula Approach) [Volume 10, Issue 3, 2025, Pages 125-162]
  • Hermitian Clustering Analysis of Lead–Lag Structure in the Iranian Stock Market: Path Signature and Lévy Model [Volume 10, Issue 4, 2025, Pages 195-233]
  • Human well-being Economic Globalization and Sustainable Society: A Comparative Study of Nonlinear Patterns in Developed and Developing Countries [Volume 10, Issue 2, 2025, Pages 195-241]
I
  • Income inequality Analysis of economic inequalities using bivariate total time on test transform and copula function [Volume 10, Issue 2, 2025, Pages 73-108]
  • Income inequality The impact of income inequality on the environmental Kuznets curve in Iran’s provinces [Volume 10, Issue 3, 2025, Pages 193-228]
  • Industrial Activities The impact of artificial intelligence on the added value ‎of selected industrial activities in Iran [Volume 10, Issue 1, 2025, Pages 101-122]
  • Industries The Role of Investor Sentiment in Decision Making and its Impact on Stock Returns in Different Companies and Industries [Volume 10, Issue 1, 2025, Pages 9-38]
  • Inflation targeting A Simulation Analysis of Forecast-Based Targeting for Inflation and Unemployment in Iran [Volume 10, Issue 3, 2025, Pages 9-52]
  • Innovation Determinants of Renewable Energy Consumption in OPEC Member Countries [Volume 10, Issue 4, 2025, Pages 87-111]
  • Institutional quality Examining the Impact of the Shadow Economy and Institutional Quality on Sustainable Development in Selected Countries: A Moment-Based Quantile Regression Approach (MM-QR) [Volume 10, Issue 2, 2025, Pages 109-147]
  • Insurance industry Prediction of Asset Returns in Iran's Insurance Industry: TVP-Graph and BSTS Approaches [Volume 10, Issue 3, 2025, Pages 89-124]
  • Iran An analysis of the currency crises of the Iranian economy [Volume 10, Issue 1, 2025, Pages 77-99]
  • Iran Asymmetric Effects of the Real Exchange Rate on Iran’s Bilateral Trade Balance with Its Trading Partners (J-Curve): An Application of the Panel CS-ARDL Approach [Volume 10, Issue 2, 2025, Pages 149-194]
  • Iran A Simulation Analysis of Forecast-Based Targeting for Inflation and Unemployment in Iran [Volume 10, Issue 3, 2025, Pages 9-52]
  • Iran Investigating the Impact of Labor Market Risk on Urban Household Income in Iran [Volume 10, Issue 4, 2025, Pages 113-154]
  • Iranian Provinces Tax Revenues and Economic Welfare Inequality in Iran Provinces (Copula Approach) [Volume 10, Issue 3, 2025, Pages 125-162]
  • Iran's Economy Modeling capital flight in Iran's economy (An approach based on reducing uncertainty in model selection) [Volume 10, Issue 3, 2025, Pages 53-88]
  • Iran’s provinces The impact of income inequality on the environmental Kuznets curve in Iran’s provinces [Volume 10, Issue 3, 2025, Pages 193-228]
J
  • J-Curve Asymmetric Effects of the Real Exchange Rate on Iran’s Bilateral Trade Balance with Its Trading Partners (J-Curve): An Application of the Panel CS-ARDL Approach [Volume 10, Issue 2, 2025, Pages 149-194]
K
  • Key indices of the Tehran Stock Exchange Comparison of Parametric and Semi-Nonparametric Methods for Investment Risk Assessment in the Stock Market: A Case Study of the Main Indices of the Tehran Stock Exchange [Volume 10, Issue 4, 2025, Pages 155-194]
L
  • Labor Market Risk Investigating the Impact of Labor Market Risk on Urban Household Income in Iran [Volume 10, Issue 4, 2025, Pages 113-154]
  • Lead Lag Structure Analysis of Lead–Lag Structure in the Iranian Stock Market: Path Signature and Lévy Model [Volume 10, Issue 4, 2025, Pages 195-233]
  • Levy Area Model Analysis of Lead–Lag Structure in the Iranian Stock Market: Path Signature and Lévy Model [Volume 10, Issue 4, 2025, Pages 195-233]
  • Liquidity risk Identifying the factors affecting the liquidity risk of banks listed on the Tehran Stock Exchange using nonlinear models [Volume 10, Issue 3, 2025, Pages 163-191]
  • Lorenz curve Analysis of economic inequalities using bivariate total time on test transform and copula function [Volume 10, Issue 2, 2025, Pages 73-108]
M
  • Macroeconomic Variables Prediction of Asset Returns in Iran's Insurance Industry: TVP-Graph and BSTS Approaches [Volume 10, Issue 3, 2025, Pages 89-124]
  • Median Shortfall Comparison of Parametric and Semi-Nonparametric Methods for Investment Risk Assessment in the Stock Market: A Case Study of the Main Indices of the Tehran Stock Exchange [Volume 10, Issue 4, 2025, Pages 155-194]
  • Military Spending The Threshold Effect of Military Spending on Economic Growth: A Panel Smooth Transition Regression Model [Volume 10, Issue 2, 2025, Pages 9-29]
  • Moment Quantile Regression Examining the Impact of the Shadow Economy and Institutional Quality on Sustainable Development in Selected Countries: A Moment-Based Quantile Regression Approach (MM-QR) [Volume 10, Issue 2, 2025, Pages 109-147]
  • Monetary policy strategy A Simulation Analysis of Forecast-Based Targeting for Inflation and Unemployment in Iran [Volume 10, Issue 3, 2025, Pages 9-52]
O
  • Official Exchange Rate Does the official exchange rate in Iran follow the exchange rate of parallel and shadow markets and is affected by them? [Volume 10, Issue 4, 2025, Pages 9-52]
  • OPEC Determinants of Renewable Energy Consumption in OPEC Member Countries [Volume 10, Issue 4, 2025, Pages 87-111]
P
  • Panel ARDL The impact of income inequality on the environmental Kuznets curve in Iran’s provinces [Volume 10, Issue 3, 2025, Pages 193-228]
  • Panel CS-ARDL Asymmetric Effects of the Real Exchange Rate on Iran’s Bilateral Trade Balance with Its Trading Partners (J-Curve): An Application of the Panel CS-ARDL Approach [Volume 10, Issue 2, 2025, Pages 149-194]
  • Panel Data The role of financial development in expanding or controlling environmental pollution [Volume 10, Issue 1, 2025, Pages 39-75]
  • Panel Quantile Regression The Role of Investor Sentiment in Decision Making and its Impact on Stock Returns in Different Companies and Industries [Volume 10, Issue 1, 2025, Pages 9-38]
  • Panel Smooth Transition Regression The Threshold Effect of Military Spending on Economic Growth: A Panel Smooth Transition Regression Model [Volume 10, Issue 2, 2025, Pages 9-29]
  • Parallel Exchange Rate Does the official exchange rate in Iran follow the exchange rate of parallel and shadow markets and is affected by them? [Volume 10, Issue 4, 2025, Pages 9-52]
  • Path Signature Analysis of Lead–Lag Structure in the Iranian Stock Market: Path Signature and Lévy Model [Volume 10, Issue 4, 2025, Pages 195-233]
  • Per capita Carbon Emissions Estimating the Effects of Technology and Economic Complexity on Per Capita Carbon Emissions in Iran: A Quantile-on-Quantile Approach [Volume 10, Issue 1, 2025, Pages 123-156]
  • Pollution The role of financial development in expanding or controlling environmental pollution [Volume 10, Issue 1, 2025, Pages 39-75]
Q
  • Quantile Investigating the Effect of Government Revenue uncertainty on the Budget Deficit (Quantile Regression Approach Based on Wavelet Transform) [Volume 10, Issue 1, 2025, Pages 157-198]
R
  • Real Exchange Rate Asymmetric Effects of the Real Exchange Rate on Iran’s Bilateral Trade Balance with Its Trading Partners (J-Curve): An Application of the Panel CS-ARDL Approach [Volume 10, Issue 2, 2025, Pages 149-194]
S
  • Sanctions Modeling capital flight in Iran's economy (An approach based on reducing uncertainty in model selection) [Volume 10, Issue 3, 2025, Pages 53-88]
  • Sentiment Index The Role of Investor Sentiment in Decision Making and its Impact on Stock Returns in Different Companies and Industries [Volume 10, Issue 1, 2025, Pages 9-38]
  • Shadow banking The Effect of Shadow Banking on Economic Growth in Selected Countries [Volume 10, Issue 4, 2025, Pages 53-85]
  • Shadow Economy Examining the Impact of the Shadow Economy and Institutional Quality on Sustainable Development in Selected Countries: A Moment-Based Quantile Regression Approach (MM-QR) [Volume 10, Issue 2, 2025, Pages 109-147]
  • Shadow Exchange Rate Does the official exchange rate in Iran follow the exchange rate of parallel and shadow markets and is affected by them? [Volume 10, Issue 4, 2025, Pages 9-52]
  • Smooth Transition Regression Identifying the factors affecting the liquidity risk of banks listed on the Tehran Stock Exchange using nonlinear models [Volume 10, Issue 3, 2025, Pages 163-191]
  • Stock Market The role of financial development in expanding or controlling environmental pollution [Volume 10, Issue 1, 2025, Pages 39-75]
  • Stock Return Modeling the Factors Affecting Uncertainty in the Capital Market Using BMA-PTVPFAVAR Approaches [Volume 10, Issue 2, 2025, Pages 31-71]
  • Stock returns The Role of Investor Sentiment in Decision Making and its Impact on Stock Returns in Different Companies and Industries [Volume 10, Issue 1, 2025, Pages 9-38]
  • Sustainable development Examining the Impact of the Shadow Economy and Institutional Quality on Sustainable Development in Selected Countries: A Moment-Based Quantile Regression Approach (MM-QR) [Volume 10, Issue 2, 2025, Pages 109-147]
  • Sustainable society Economic Globalization and Sustainable Society: A Comparative Study of Nonlinear Patterns in Developed and Developing Countries [Volume 10, Issue 2, 2025, Pages 195-241]
T
  • Technology Innovation Estimating the Effects of Technology and Economic Complexity on Per Capita Carbon Emissions in Iran: A Quantile-on-Quantile Approach [Volume 10, Issue 1, 2025, Pages 123-156]
  • Trade Openness Determinants of Renewable Energy Consumption in OPEC Member Countries [Volume 10, Issue 4, 2025, Pages 87-111]
  • TTT Plot Analysis of economic inequalities using bivariate total time on test transform and copula function [Volume 10, Issue 2, 2025, Pages 73-108]
  • TVP-Graph and BSTS Prediction of Asset Returns in Iran's Insurance Industry: TVP-Graph and BSTS Approaches [Volume 10, Issue 3, 2025, Pages 89-124]
U
  • Uncertainty Investigating the Effect of Government Revenue uncertainty on the Budget Deficit (Quantile Regression Approach Based on Wavelet Transform) [Volume 10, Issue 1, 2025, Pages 157-198]
  • Unemployment targeting A Simulation Analysis of Forecast-Based Targeting for Inflation and Unemployment in Iran [Volume 10, Issue 3, 2025, Pages 9-52]
  • Unsystematic risk Modeling the Factors Affecting Uncertainty in the Capital Market Using BMA-PTVPFAVAR Approaches [Volume 10, Issue 2, 2025, Pages 31-71]
  • Urban Household Income Investigating the Impact of Labor Market Risk on Urban Household Income in Iran [Volume 10, Issue 4, 2025, Pages 113-154]
V
  • Value-added‎ The impact of artificial intelligence on the added value ‎of selected industrial activities in Iran [Volume 10, Issue 1, 2025, Pages 101-122]
  • Value at Risk Comparison of Parametric and Semi-Nonparametric Methods for Investment Risk Assessment in the Stock Market: A Case Study of the Main Indices of the Tehran Stock Exchange [Volume 10, Issue 4, 2025, Pages 155-194]