نتایج جستجو برای: varx model jel classification f33
تعداد نتایج: 2502470 فیلتر نتایج به سال:
in this paper, i investigated the determinants of financial development with emphasis on social capital. first, i explain the relationship between financial development and its determinants, then estimate the model with gregory–hansen (1996) and johansen-juselious cointegration techniques in i.r. of iran (1971-2006). the results showed that, inflation and decline in social capital and weak prop...
there are different studies in urban literature on the determinants of urban growth, from the theoretical and empirical points of view. the most completed theoretical model is henderson model (1988, 1997, and 1999), which is tested by some empirical studies. as henderson model shows, the set of national product, specialization and technological progress are the determinants of urban growth. usi...
This paper argues that the IMF financial and good technical assistance to Russia in the 1990s has been less than generous. Not only the size of the assistance might have not been adequate but also the timing and actual disbursements of these funds were in sharp discord with pledges. More importantly, the IMF made a number of serious policy mistakes in both design and the implementation of the r...
Tall structures, during their service lifetime, face many scenarios and are often prone to damages. Generally, static or dynamic measurements from the entire structure used while formulating Structural Health Monitoring (SHM) techniques for damage diagnosis. In this paper, an output-only diagnostic technique using decentralized concept (subdomain-based) high-rise buildings, employing Vector for...
Since August 1995, Japanese banks have had to pay a premium on Eurodollar and Euroyen interbank loans relative to their U.S. and U.K. competitors. This so-called “Japan premium” provides a market indicator of investor anxiety about the ability of Japanese banks to repay loans. We examine the determinants of the Japan premium and find that events indicating concrete actions by the Japanese gover...
factor demand behavior such as energy demand has an important role in the economic analysis. this issue is a major concern in the developing countries (e.g. iran) which are benefited from vast energy resources. in this paper, the third generation of factor demand models is used to analyze the behavior of capital adjustment in the iranian manufacturing industries. the dataset covers the two-digi...
In most of the developing countries, particularly in Asian countries, the initial step of electricity industry restructuring has begun by spot market design. In addition, electricity industry, all around the world, is approaching competitive markets. Meanwhile there are many unanswered questions including deregulation mechanism. In this new framework, producers are considered as private compani...
return and volatility spillovers are important for portfolio selection, asset valuation and market efficiency investigation. using a var-bekk framework model, this paper investigates return and volatility spillover effects between three size-sorted equity indices in tehran stock exchange (tse). although daily return of large stocks leads small stocks (lead-lag effect), there wasn’t any spillove...
in this paper using catastrophe theory, we investigate non-smooth changes in tehran stock exchange. stock market crashes bring not only panic among investors, but also in deeper market lead to recession and decrease in consumer's confidence. as catastrophe theory is strong tool in explaining nonlinear phenomena, by applying stochastic cusp catastrophe model we examine sudden change in tehr...
This article introduces the symposium on model uncertainty and robustness. © 2006 Elsevier Inc. All rights reserved. JEL classification: D81; D91
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