the price volatility spillover effect indicates that price volatility in different markets can be mutually affected. the objective of the study is to analyze volatility price spillover effects on the vertical levels including input, wholesale and retail sale levels in the tehran beef supply chain. the multivariate generalized autoregressive conditional heteroskedastic (mvgarch) model was used b...

The main objective of this study is to analyze spillover fluctuations between inflation fluctuation and (un)employment fluctuation in relation to agriculture, industry and services sectors of Iran. In line with this, PANEL in Mean-MGARCH model has been used concerning Iran’s agriculture, industry and services sectors over the period of time from spring 2002 to winter 2016. The results show that...

In this paper, parametric technology display and a mathematical model of technology spillover as a different approach based on the technology changes would be discussed. The recently action that will be accomplished through formation matrices of technological changes, measure of technology spillover and other concepts along with a variety of matrices types. Several examples are given and the re...

introduction: the growth of agricultural production and natural resources are from primary objectives of any political system, because this section has a vital role in providing food security. according to the production theories, production growth will come from two sources; more use of production factors within the framework of existing technologies and second, with using more advanced and mo...

Measuring the dynamic relationship between banking and industries with systemic importance has attracted much attention after the recent financial crisis. This paper examines the dynamic conditional correlations and volatility spillover using three popular multivariate GARCH models in the twelve-year period (from the beginning of 2005 to the beginning of 2016) among the fourteen systemically im...

human capital has important role on economic growth. this factor can increase labor and capital productivity. it can increase capacity of new technology and reduce criminal participation and improve voters’ political behavior and migration of people with high human capital to another region has effects on region and spatial spillover on other regions. the present study aimed to analyze the dire...

firms invest in their learning activities to improve their innovative efforts. these kinds of activities are either internal or external. knowledge which flows among local actors is one of the external learning factors. spontaneous knowledge flows among firms without any compensation or with compensation less than the real value is called knowledge spillover. this paper analyzes the effect of k...

This working paper series is intended to facilitate discussion and encourage the exchange of ideas. Inclusion here does not preclude publication elsewhere. It is the original work of the author(s) and subject to copyright regulations. ABSTRACT We believe that conflicting decision signals resulting from examining Shewhart Mean and Variability Control Charts produce undesirable consequences. Ther...