Journal of Econometric Modelling

Journal of Econometric Modelling

Keyword Index
A
  • Artificial Neural Network Forecasting inflation in Iran with two approaches of econometrics and artificial neural network; Comparison of NARDL, NARX nonlinear models [Volume 7, Issue 3, 2022, Pages 39-68]
B
  • Balance sheet The impact of monetary policy through the banking facility channel on macro variables in Iran's economy with the DSGE model approach [Volume 7, Issue 3, 2022, Pages 69-94]
  • Bank facilities The impact of monetary policy through the banking facility channel on macro variables in Iran's economy with the DSGE model approach [Volume 7, Issue 3, 2022, Pages 69-94]
  • Banking Crisis Banking Crisis Prediction: A Dynamic Early Warning System [Volume 7, Issue 1, 2022, Pages 9-38]
  • Bank System The Role of Liquidity Management on Profitability of the Banks [Volume 7, Issue 4, 2022, Pages 37-64]
  • Bayesian averaging Identifying the most important factors affecting tax evasion in Iran's economy and investigating how they affect over time [Volume 7, Issue 4, 2022, Pages 93-117]
  • Bayesian methods Jump test and Estimate the Size and Probability of Jump in the Stock Market Using Stochastic Volatility Models [Volume 7, Issue 1, 2022, Pages 71-96]
  • Bitcoin Predicting Bitcoin price changes using sentiment analysis in social media and celebrities along with data mining [Volume 7, Issue 3, 2022, Pages 163-182]
C
  • Comparative advantage Economic Complexity, Inefficiency, and Comparative Advantage [Volume 7, Issue 3, 2022, Pages 9-37]
  • Countercyclical Modeling the Determinant of Risk Aversion in the Iranian Economy [Volume 7, Issue 1, 2022, Pages 97-121]
D
  • Dynamic Conditional Correlation Model Investigating the Impact of International Sanctions on Performance Indicators of Tehran Stock Exchange with Industries Divided From 2010 to 2020 [Volume 7, Issue 4, 2022, Pages 9-36]
  • Dynamic Panel Logit Model Banking Crisis Prediction: A Dynamic Early Warning System [Volume 7, Issue 1, 2022, Pages 9-38]
  • Dynamic Stochastic General Equilibrium (DSGE) The impact of monetary policy through the banking facility channel on macro variables in Iran's economy with the DSGE model approach [Volume 7, Issue 3, 2022, Pages 69-94]
E
  • Early Warning System Banking Crisis Prediction: A Dynamic Early Warning System [Volume 7, Issue 1, 2022, Pages 9-38]
  • Economic Complexity Economic Complexity, Inefficiency, and Comparative Advantage [Volume 7, Issue 3, 2022, Pages 9-37]
  • Economic Growth Investigating the relationship between entrepreneurship, economic growth and employment; panel VAR approach [Volume 7, Issue 1, 2022, Pages 123-153]
  • Economic Growth The effect of some components of government expenditure on the economic growth Iran [Volume 7, Issue 2, 2022, Pages 43-66]
  • Economic trend Extraction of dynamic financial condition index in Iran by time-varying parameters approach [Volume 7, Issue 3, 2022, Pages 127-162]
  • Education Investigating the Impact of Women's Employment on Fertility [Volume 7, Issue 2, 2022, Pages 153-181]
  • Energy Consumption.Index Decomposition Analysis (IDA) Decomposition Analysis of Debt’s Impact on Energy Consumption of Iranian Economic Sectors with Using the Logarithmic Mean Divisia Index [Volume 7, Issue 2, 2022, Pages 9-41]
  • Engle Granger method Money and the rule of law in Iran [Volume 7, Issue 2, 2022, Pages 95-123]
  • Entrepreneurship Investigating the relationship between entrepreneurship, economic growth and employment; panel VAR approach [Volume 7, Issue 1, 2022, Pages 123-153]
  • European Union sanctions Extraction of a quantitative index of economic sanctions against the Islamic Republic of Iran [Volume 7, Issue 2, 2022, Pages 67-94]
F
  • Financial Conditions Index (FCI) Extraction of dynamic financial condition index in Iran by time-varying parameters approach [Volume 7, Issue 3, 2022, Pages 127-162]
  • Financial decentralization The effect of financial decentralization on the quality of education in the provinces of Iran: A panel co-integration approach [Volume 7, Issue 1, 2022, Pages 39-69]
  • Financial Development. PMG The effects of Economic Policy Uncertainty on the Insurance Industry (PMG approach) [Volume 7, Issue 1, 2022, Pages 155-178]
  • Fuzzy logic Extraction of a quantitative index of economic sanctions against the Islamic Republic of Iran [Volume 7, Issue 2, 2022, Pages 67-94]
G
  • GDP per capita Environmental pollution and the nonlinear effect of GDP per capita on health expenditures: Dynamic study for Oil exporting countries [Volume 7, Issue 2, 2022, Pages 125-152]
  • Generalized Method of Moments Environmental pollution and the nonlinear effect of GDP per capita on health expenditures: Dynamic study for Oil exporting countries [Volume 7, Issue 2, 2022, Pages 125-152]
H
  • Health Expenditures Environmental pollution and the nonlinear effect of GDP per capita on health expenditures: Dynamic study for Oil exporting countries [Volume 7, Issue 2, 2022, Pages 125-152]
I
  • Inefficiency Economic Complexity, Inefficiency, and Comparative Advantage [Volume 7, Issue 3, 2022, Pages 9-37]
  • Inflation Forecasting Forecasting inflation in Iran with two approaches of econometrics and artificial neural network; Comparison of NARDL, NARX nonlinear models [Volume 7, Issue 3, 2022, Pages 39-68]
  • Institutionalism Economic Complexity, Inefficiency, and Comparative Advantage [Volume 7, Issue 3, 2022, Pages 9-37]
  • Insurance The effects of Economic Policy Uncertainty on the Insurance Industry (PMG approach) [Volume 7, Issue 1, 2022, Pages 155-178]
  • Inter-Country Input-Output Tables (ICIO) Inserting Iran's input-output table in the inter-country input-output (ICIO) table [Volume 7, Issue 4, 2022, Pages 65-92]
  • International Markets Investigating the Impact of International Sanctions on Performance Indicators of Tehran Stock Exchange with Industries Divided From 2010 to 2020 [Volume 7, Issue 4, 2022, Pages 9-36]
  • Iran The effect of some components of government expenditure on the economic growth Iran [Volume 7, Issue 2, 2022, Pages 43-66]
  • Iran The Role of Liquidity Management on Profitability of the Banks [Volume 7, Issue 4, 2022, Pages 37-64]
  • Iran Time-varying effects of factors influencing speculation in Iran's housing market: state-space models [Volume 7, Issue 4, 2022, Pages 119-142]
  • Iran's National Input-Output Table Inserting Iran's input-output table in the inter-country input-output (ICIO) table [Volume 7, Issue 4, 2022, Pages 65-92]
J
  • Jump Jump test and Estimate the Size and Probability of Jump in the Stock Market Using Stochastic Volatility Models [Volume 7, Issue 1, 2022, Pages 71-96]
L
  • Lead-Lag Effect Connectedness and Risk Spillovers in Iranian Stock Market: Using TVP-VAR in a Sectoral Analysis [Volume 7, Issue 3, 2022, Pages 95-125]
  • Leverage effect Jump test and Estimate the Size and Probability of Jump in the Stock Market Using Stochastic Volatility Models [Volume 7, Issue 1, 2022, Pages 71-96]
  • Liquidity Management The Role of Liquidity Management on Profitability of the Banks [Volume 7, Issue 4, 2022, Pages 37-64]
  • Logarithmic Mean Divisia Index (LMDI) Decomposition Analysis of Debt’s Impact on Energy Consumption of Iranian Economic Sectors with Using the Logarithmic Mean Divisia Index [Volume 7, Issue 2, 2022, Pages 9-41]
M
  • Macroeconomics The Role of Liquidity Management on Profitability of the Banks [Volume 7, Issue 4, 2022, Pages 37-64]
  • Migration Analysis of Effective Factors on Employment Rate in Provinces of Iran: A Spatial Panel Data Approach [Volume 7, Issue 4, 2022, Pages 143-177]
  • Monetary Policy The impact of monetary policy through the banking facility channel on macro variables in Iran's economy with the DSGE model approach [Volume 7, Issue 3, 2022, Pages 69-94]
  • Monetary policy channel The impact of monetary policy through the banking facility channel on macro variables in Iran's economy with the DSGE model approach [Volume 7, Issue 3, 2022, Pages 69-94]
  • Money creation Money and the rule of law in Iran [Volume 7, Issue 2, 2022, Pages 95-123]
  • Multiplier Coefficient Inserting Iran's input-output table in the inter-country input-output (ICIO) table [Volume 7, Issue 4, 2022, Pages 65-92]
N
  • NARDL Forecasting inflation in Iran with two approaches of econometrics and artificial neural network; Comparison of NARDL, NARX nonlinear models [Volume 7, Issue 3, 2022, Pages 39-68]
  • NARX Forecasting inflation in Iran with two approaches of econometrics and artificial neural network; Comparison of NARDL, NARX nonlinear models [Volume 7, Issue 3, 2022, Pages 39-68]
  • Nonlinear Models Forecasting inflation in Iran with two approaches of econometrics and artificial neural network; Comparison of NARDL, NARX nonlinear models [Volume 7, Issue 3, 2022, Pages 39-68]
P
  • Pollution emission Environmental pollution and the nonlinear effect of GDP per capita on health expenditures: Dynamic study for Oil exporting countries [Volume 7, Issue 2, 2022, Pages 125-152]
  • Prediction Banking Crisis Prediction: A Dynamic Early Warning System [Volume 7, Issue 1, 2022, Pages 9-38]
  • Profitability The Role of Liquidity Management on Profitability of the Banks [Volume 7, Issue 4, 2022, Pages 37-64]
  • PVAR technique Investigating the relationship between entrepreneurship, economic growth and employment; panel VAR approach [Volume 7, Issue 1, 2022, Pages 123-153]
S
  • Sanction Index Modeling the Determinant of Risk Aversion in the Iranian Economy [Volume 7, Issue 1, 2022, Pages 97-121]
  • Sanctions Index Investigating the Impact of International Sanctions on Performance Indicators of Tehran Stock Exchange with Industries Divided From 2010 to 2020 [Volume 7, Issue 4, 2022, Pages 9-36]
  • Sentiment Analysis Predicting Bitcoin price changes using sentiment analysis in social media and celebrities along with data mining [Volume 7, Issue 3, 2022, Pages 163-182]
  • Spatial autocorrelation Spatial Spillover Analysis of Effective Factors on Employment Rate in Provinces of Iran: A Spatial Panel Data Approach [Volume 7, Issue 4, 2022, Pages 143-177]
  • Spatial Panel Data Analysis of Effective Factors on Employment Rate in Provinces of Iran: A Spatial Panel Data Approach [Volume 7, Issue 4, 2022, Pages 143-177]
  • Stochastic Volatility Jump test and Estimate the Size and Probability of Jump in the Stock Market Using Stochastic Volatility Models [Volume 7, Issue 1, 2022, Pages 71-96]
  • Stock Market Connectedness and Risk Spillovers in Iranian Stock Market: Using TVP-VAR in a Sectoral Analysis [Volume 7, Issue 3, 2022, Pages 95-125]
  • STR approach The effect of some components of government expenditure on the economic growth Iran [Volume 7, Issue 2, 2022, Pages 43-66]
  • Structural effect . Debt Decomposition Analysis of Debt’s Impact on Energy Consumption of Iranian Economic Sectors with Using the Logarithmic Mean Divisia Index [Volume 7, Issue 2, 2022, Pages 9-41]
T
  • Tax culture Identifying the most important factors affecting tax evasion in Iran's economy and investigating how they affect over time [Volume 7, Issue 4, 2022, Pages 93-117]
  • Tehran Stock Exchange indices Investigating the Impact of International Sanctions on Performance Indicators of Tehran Stock Exchange with Industries Divided From 2010 to 2020 [Volume 7, Issue 4, 2022, Pages 9-36]
  • Time-varying parameter factor-augmented vector autoregressive model Extraction of dynamic financial condition index in Iran by time-varying parameters approach [Volume 7, Issue 3, 2022, Pages 127-162]
  • Time-Varying Parameter Vector Autoregressive Connectedness and Risk Spillovers in Iranian Stock Market: Using TVP-VAR in a Sectoral Analysis [Volume 7, Issue 3, 2022, Pages 95-125]
  • Total Connectedness Index Connectedness and Risk Spillovers in Iranian Stock Market: Using TVP-VAR in a Sectoral Analysis [Volume 7, Issue 3, 2022, Pages 95-125]
  • Total index Jump test and Estimate the Size and Probability of Jump in the Stock Market Using Stochastic Volatility Models [Volume 7, Issue 1, 2022, Pages 71-96]
U
  • Uncertainty The effects of Economic Policy Uncertainty on the Insurance Industry (PMG approach) [Volume 7, Issue 1, 2022, Pages 155-178]
  • Urbanization rate Environmental pollution and the nonlinear effect of GDP per capita on health expenditures: Dynamic study for Oil exporting countries [Volume 7, Issue 2, 2022, Pages 125-152]
V
  • Volatility Spillovers Connectedness and Risk Spillovers in Iranian Stock Market: Using TVP-VAR in a Sectoral Analysis [Volume 7, Issue 3, 2022, Pages 95-125]