List of Articles مدل VAR

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  1 - مدلسازی عوامل موثر بر تورم در اقتصاد ایران و مقایسه آن با منتخب کشورهای صنعتی بر اساس مدلهای VAR و Panel - VAR
  یزدان نقدی سهیلا کاغذیان مریم لشکری زاده فرشید عفتی باران
• Open Access Article
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  2 - Volatility of financial stress index on consumer overflow check indicator, the Producer Price Index and Consumer Price Index, with an emphasis on models GARCH-BEKK, VAR and Granger causality
  rohollah rezazadeh hashem nikomaram Mirfeiz Falah Shams
• Open Access Article
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  3 - Predictive Power Stock Market IndicesFor The Future Economic Activity,In The Frequency Domain
  Amir Mohammad zadeh Parisa Karim khani
• Open Access Article
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  4 - Examine The Asymmetric Effects of oil Price shocks on Iran’s Economic Growth and Interest Rate: Nonlinear VAR Model
  saeed samadi ali sarkhosh-sara Omid Amini Darrevazan
• Open Access Article
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  5 - Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models)
  soqra razi kazemi gholamreza zomorodian Ebrahim Chirani
• Open Access Article
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  6 - Investigating and analyzing the spillover effects of stock market in interaction with currency, gold-coin, crude oil and housing markets: VARMA-BEKK-AGARCH Approach
  mohammadbagher mohammadinejad pashaki seyed jalal sadeghi sharid Mohammad Eqbalnia
• Open Access Article
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  7 - Study in order to measure nexus and spillover effects from world commodities to Tehran overall stock index: A VAR-BEKK-GARCH Approach
  mohammadbagher mohammadinejad pashaki seyyed jalal sadeghi sharif Mehdi Zolfaghari Mohammad Eqbalnia
• Open Access Article
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  8 - Dynamic survey of the relationship between gold and crude oil’s price uncertainty with banks stock index -method of state space
  Reza Eyvazlu Saeed Bajalan Mostafa CHaharrahi
• Open Access Article
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  9 - Volatility Spillover between Oil Price, Exchange Rates, Gold Price and Stock Market Indexes with Structural Breaks
  elaheh sefidbakht Mohammad Hossein Ranjbar
• Open Access Article
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  10 - Examining the overflow of financial stress index fluctuations on inflation, interest rate, liquidity and industry index using GARCH-BEKK and VAR models and Granger causality
  Rohollah Rezazadeh Mirfeiz Falah