نتایج جستجو برای: exchange model
تعداد نتایج: 2253821 فیلتر نتایج به سال:
Using a State-space model, this paper investigates the contribution of both observed and unobserved fundamentals to nominal exchange rate movement in Iran for the period 1991:2-2011:4. To this end, we follow Engel and West (2005) and Balke et al. (2013) and use an asset-pricing approach to develop a rational expectations present value exchange rate model. In order to examine the role of fun...
nowadays, non-oil exports growth and increase of share in the world trade with the aim of stopping the dependence of irans economy on oil are considered an important responsibility for the decision-makers in the state and a crucial economic goal as well. thus from among the factors influencing non-oil exports, the exchange rate policies have always played a very important role. this paper tries...
This paper investigates the relationship between real exchange rate uncertainty and stock price index in Tehran stock exchange for the period of 1995-2009 by using monthly data and applying Bivariate Generalized Autoregressive Conditional Heteroskedasticity model (Bivariate GARCH). The results show that there is a negative and significant relationship between real exchange rate uncertainty an...
The purpose of this study is presentation a method for clustering bank customers based on RFM model in terms of uncertainty. According to the proposed framework in this study after determination the parameter values of the RFM model, including recently exchange (R), frequency exchange (F), and monetary value of the exchange (M), grey theory is used to eliminate the uncertainty and customers are...
The purpose of this study is to investigate the effect of central bank interventions in the foreign exchange market on exchange rate instability in Iran. Multiple regression method has been used to estimate the research model. The GARCH model (1, 1) has also been used to estimate exchange rate volatility. The Stavarek index was used to calculate the central bank intervention index. The closer t...
Equilibrium or meta-equilibrium incomplete thermostatistics with different q indices Abstract We discuss a possibility of establishing a nonextensive incomplete statistics based on Tsallis entropy for equilibrium systems with different q values.
The exchange rate plays an essential role for firms which export goods and import raw materials. In this paper, the effects of real specific exchange rate fluctuations in imports, exports and aggregate trade on industry sector, chemical and transportation industries outputs in 49 OIC countries were investigated by using a panel data model over 1990-2014. Particularly, this paper presents eviden...
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
Abstract I n this paper, we investigate the existence and the nature of real exchange rate misalignment in Organization of the Petroleum Exporting Countries (OPEC). To do this we estimated a cross country basic real exchange rate determination model for 1990-2012 and extracted historic trend of misalignment. The results imply that all OPEC countries have had misalignment -...
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