Volume 28 (2023)
Volume 27 (2022)
Volume 26 (2021)
Volume 25 (2020)
Volume 24 (2019)
Volume 23 (2018)
Volume 22 (2017)
Volume 21 (2016)
Volume 20 (2015)
Volume 19 (2014)
Volume 18 (2013)
Volume 17 (2012)
Volume 16 (2011)
Volume 15 (2010)
Volume 14 (2010)
Volume 13 (2009)
Volume 12 (2008)
Volume 11 (2008)
Volume 10 (2008)
Volume 9 (2007)
Volume 8 (2006)
Volume 7 (2005)
Volume 6 (2004)
Volume 5 (2003)
Volume 4 (2002)
Volume 3 (2001)
Volume 2 (2000)
Volume 1 (1995)
Number of Articles: 6
Introduction and Performance Comparison of some Common Multi-period VaR Forecasting Methods: A Case Study of the Tehran Stock Exchange
Volume 19, Issue 60 , October 2014, Pages 1-35
Abstract
According to the Basel accords, financial institutions should forecast VaR of their portfolio over multi-period time horizons in order to determine their capital adequacy. Hence, finding efficient models for forecasting multi-period VaR is crucial for Chief Risk Officers (CRO) in general and Financial ... Read MoreAsymmetric Exchange Rate Pass-Through to Domestic Price Indexes with the Approach of SVAR
Volume 19, Issue 60 , October 2014, Pages 37-65
Abstract
Tracing the impact of exchange rate movements on prices is one the most important issues in monetary policy making. In this paper by applying a SVAR model to a quarterly data set spanning from 1990q1 to 2013q4, we assess the effect of exchange rate variations on domestic prices in Iran. In addition to ... Read MoreParental Bargaining Power and Child’s Time Allocation among Iranian Households
Volume 19, Issue 60 , October 2014, Pages 67-99
Abstract
This article intends to examine the time allocation of children among Iranian households. It is well established that parents have different attitudes towards male and female children’s wellbeing. By making use of mother’s bargaining power and households’ expenditures and income survey ... Read MoreThe Rule of Law and Inflation Rate Nexus: Some Evidence from Selected MENA Countries
Volume 19, Issue 60 , October 2014, Pages 101-132
Abstract
This study investigates the effect of rule of law on inflation rate for the 16 selected MENA countries over the period of 1996-2012. The relationship between variables has been estimated by applying Panel Smooth Transition Regression (PSTR) model and using Non-linear Least Squares (NLS) method of estimation. ... Read MoreDetermination of Factors Affecting on the Iran’s Non-oil Exports: Bayesian Averaging Approach
Volume 19, Issue 60 , October 2014, Pages 133-156
Abstract
This paper investigates the factors affecting Iran’s non-oil export using the Bayesian model framework approach. With the estimation of over 9,600,000 regressions and using Bayesian model averaging in the framework of uncertainty model, six variables of exchange rate, gross domestic product, inflation, ... Read MoreDeterminants of Growth Rate of Industrial Production in Iran (1996-2011)
Volume 19, Issue 60 , October 2014, Pages 157-180