List of Articles Autoregressive

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  1 - Inflation and Inflation Uncertainty in Iran: A New Approach to the Study of Interactive Communication
  K. Emami A. Salmanpoor
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  2 - A semiparametric first-order nonlinear autoregressive model with dependent and skew normal errors
  Leila Sakhabakhsh rahman Farnoosh Afshin Fallah Mohammad Hassan Behzadi
  10.30495/jnrm.2022.59422.2059
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  3 - Autoregressive stochastic frontier model with nonlinear function of exogenous variable and dynamic technical inefficiency
  Bahareh Feizi Ahmad Poyrdarvish
  10.30495/jnrm.2022.63544.2155
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  4 - Semi-parametric estimation of the strategic goods (OPEC oil price)
  R. farnoosh M. Hajebi
• Open Access Article
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  5 - Estimation of tail Risk measures in Tehran Stock Exchange Using Generalized Multi-Dimensional Autoregressive Ranking Approach (DMS-GAS)
  Seyed Ali Mousavi Sarhadi Hosein Izadi mojghan safa Mohammadreza pour Fakharan
• Open Access Article
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  6 - Estimating Conditional VaR Using Symmetric and Non-Symmetric Autoregressive Models in Old and Oil Markets
  Saeid Fallahpour Fatemeh Rezvani Mohammadreza Rahimi
• Open Access Article
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  7 - Long memory in four main cryptocurrencies
  gholamreza zomorodian Babak Mahboubi
  10.30495/jfksa.2022.20209
• Open Access Article
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  8 - پیش بینی نرخ ارز در بازار سرمایه با استفاده از مدل های میانگین متحرک خود رگرسیون انباشته و شبکه عصبی )مطالعه موردی: دلار استرالیا، دلار کانادا، ین ژاپن و پوند انگلستان(
  Mohammad Ehsanifar Reza Ehtesham Rasi
• Open Access Article
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  9 - Hypothesis testing of Heterogeneous agents using STAR model with multivariate transition function: A case study of Tehran Stock market
  Hassan Heidari Parisa Johari Salmasi Saeid Rasekhi Hamidreza Faaljoo
• Open Access Article
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  10 - A new time series robust forecasting approach with application in finance
  حمید شهریاری نیما شریعتی امیر مسلمی
• Open Access Article
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  11 - Survey Of Reduction Procedure Of Facilities Interest Rate And Its Role On Inflation Indicator And Presantiation Apporpriate Pattern For Management And Control In Iran Between 1375-86
  منوچهر جفره خدابخش داشگرزاده محمد عقبائی
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  12 - Investigating the Impact of Oil Price and Exchange Rate Uncertainty on Stock Return using Whitening Linear Transformation and Vector Autoregressive Model
  Alireza Heidarzadeh Hanzaee Mohammad Farahani
• Open Access Article
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  13 - Estimation of Economic Growth Model for Iran Using Feder’s Model
  ریحانه گسکری مالیکا میستری
• Open Access Article
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  14 - Comparison of Autoregressive Static and Artificial Dynamic Neural Network for the Forecasting of Monthly Inflow of Dez Reservoir
  Mohammad Ebrahim Banihabib Mohammad Valipoor S. Mahmood Behbahani
• Open Access Article
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  15 - Investigating the Relationship between Energy Consumption, Financial Development and Trade Openness in the Middle East Countries
  hadi rahmani fazli
  10.30495/jik.2023.62760.3690
• Open Access Article
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  16 - Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach)
  shahrzad kashanitabar Miffeiz Fallahshams Ebrahim Chirani gholMREZA ZOMORODIAN
• Open Access Article
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  17 - Investigation of the role of macroeconomic variables in Tehran Stock Exchange uncertainty using risk filtering, MCMC simulation and ARDL approaches.
  Amir Sarabadani Ali Baghani mohsen hamidian Ghodratollah Emamverdi Norooz Noroolahzadeh
• Open Access Article
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  18 - Designing Investment conditions uncertainty index
  Ezatollah Abbasian Tahmaseb Mazaheri Saied Sehhat Mehri Akbari
• Open Access Article
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  19 - Mathematical Modeling of Information Risk Pricing with Autoregressive Distributed Lag (ARDL) Approach in the Iranian Capital Market
  Fatemeh Lotfaliyan Mahmud Hematfar Mohammad Hasan Janani
• Open Access Article
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  20 - A comparative study between the effectiveness of ARIMA and ARFIMA models in predicting the interest rate and the treasury exchange rate in Iran
  mohadeseh razaghi hashem nikomaram Alireza Heidarzadeh Hanzaei farhad ghaffari Mahdi Madanchi Zaj
• Open Access Article
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  21 - Efficiency compared to ARIMA and ARFIMA models for modeling and prediction of Tehran Price Index (TEPIX)
  Habibollah salarzehi Mansoor kasha kasha Seyed-Hasan Hosseini Mohammad Donyaei
• Open Access Article
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  22 - Weekly crude oil price forecasting by hybrid support vector machine model and Autoregressive Integrated Moving Average
  Shapor Mohammadi Reza Raeie Hossein karami
• Open Access Article
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  23 - Fuzzy efficiency evaluation: Multiplier and enveloping FCCR models
  A. A. Hosseinzadeh
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  24 - Investigating Time Varying Herd Behavior in Tehran Stock Exchange: Generalized Autoregressive Score Approach
  Mohammad Ebrahim Samavi Hashem Nikoomaram Mahdi Madanchi Zaj Ahmad Yaghobnezhad
  10.30486/fbra.2022.1953468.1084
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  25 - Improved NARX-ANFIS Network structure with Genetic Algorithm to optimizing Cash Flow of ATM Model
  Neda kiani Ghasem Tohidi Shabnam Razavyan Nosratallah Shadnoosh Masood Sanei
  10.22034/amfa.2020.1882625.1327
• Open Access Article
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  26 - Analysis of the Asymmetric Effect of Exchange and Bank Facility Rates on Labor Productivity in Iran: NARDL Approach
  Saeed Dehghan Manshadi Mohsen Zayandehroodi Abdolmajid Jalaee
  10.22034/amfa.2022.1943859.1652
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  27 - Impact of Globalization and Economic Sanctions on Human Capital in Iran
  Seyedeh Safia Hosseini Yazdi Mostafa Emadzadeh Saeed Daei Karimzadeh
• Open Access Article
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  28 - Assessment of NARX Neural Network in Prediction of Daily Precipitation in Kerman Province
  Kamal Omidvar Maasomeh Nabavizadeh Meysam Samarehghasem
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  29 - Detecting of Turning Points in Business Cycles of Iranian Economy Through Autoregressive Markov Switching Model
  kambiz hojabr kiani Alireza moradi
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  30 - Effect of Shock Factors Affecting Financial Crises in Iran's Economy: Autoregressive Vector Models Variable-Time Parameters
  ozra bayani teimur mohammadi javid bahrami Hossein Tavakolian
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  31 - Comparing the Exchange Rates Predicted by STAR Non-linear Models and Alternative Models
  Hasan Khodavaisi Ali Vafamand
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  32 - Impact of the Government Expenditure on Private Consumption and Investment in VAR and FAVAR Model
  mansour khalili araghi Hassan Sharifi
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  33 - Stock Price Forecasting through Using ANN and ARIMA Techniques: A Case Study of Pars Petroleum Company
  Seyed Nezame aldin Makian Fateme sadat Mousavi
• Open Access Article
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  34 - Improving the Performance of Forecasting Models with Classical Statistical and Intelligent Models in Industrial Productions
  Maryam Bahrami Mehdi Khashei Atefeh Amindoust
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  35 - New Prognostic Index to Detect the Severity of Asthma Automatically Using Signal Processing Techniques of Capnogram
  Mohsen Kazemi Aik Howe Teo
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  36 - بررسی رفتار فصلی و پیش بینی قیمت ماهانه گوشت مرغ در ایران
  آزاده فلسفیان
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  37 - Study of the Effects of Globalization on Iranian Caviar Export
  Abolghasem Barghandan Kamran Barghandan Mohammadreza Naeemi Abdolghafoor Mohammadzadeh
• Open Access Article
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  38 - The Effects of Financial Integration on Total Factor Productivity In the Iranian Economy; Evidence for Vector Autoregressive Distributed Lag
  masoud taherinia Ali Hassanvand Morteza Habibizadeh
  10.30495/fed.2023.698839
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  39 - The Evaluating of the Effectiveness of Expansionary Fiscal Policies: Comparative Linear and Threshold VAR
  الهام غلامی کامبیز هژبر کیانی
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  40 - The Effect of tourism industry on economic growth : the case of Iran
  Hosein Sharifi-Renani Maryam Safaei-Shakib Mostafa Emadzadeh
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  41 - The Evaluating of the Effectiveness of Expansionary Fiscal Policies: Comparative Linear and Threshold VAR
  عبدالرسول قاسمی صبا نظری
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  42 - Analysis The Role of Financial Development in Iran's Carbon Emissions Reduction; Application of Space Durbin Model
  elham ataei kachooei kaveh azinfar Iman dadashi Maryam shafiee kakhaki
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  43 - Analyzing the demand side of commonality liquidity in the Tehran Stock Exchange market: a non-linear autoregressive approach with NARDL distribution breaks.
  Omid Aghaei meybodi sayed yahya abtahi hamid khajeh mahmoodabadi gholamreza Askarzadeh
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  44 - Forecasting the bank's financial resources using the linear model (ARIMA) and nonlinear artificial fuzzy networks
  omid mehrinamakawarani reza ehteshamrasi
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  45 - Determining the nonlinear effect of the money market interest rate on the Tehran stock exchange by the means of generalized autoregressive conditional heteroskedasticity (GARCH) model and smooth transition regression (STR) model
  Mohammad Mehdiabadi Rahmatollah Mohammadipour
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  46 - A Survey of Long-Term Memory in the Digital Currency Index
  Shima Alizadeh hossein safarzadeh
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  47 - Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach)
  shahrzad kashanitabar Fereydoon rahnamaroodposhti Mirfeiz Fallah Ebrahim Chirani Gholamreza zomorodian
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  48 - Survey on the Effect of Remittances on Financial Development in Iran
  karam sina Payam Naderi
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  49 - Seasonal Autoregressive Models for Estimating the Probability of Frost in Rafsanjan
  A. Hosseini M.S. FallahNezhad Y. ZareMehrjardi R. Hosseini
  10.22034/jon.2012.515721
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  50 - The Empirical Analysis of the Effect of Fiscal Policies Shocks on Trade Balance in Iran (The Application of Structural VAR)
  Majid Maddah Elham Rastegarnia
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  51 - The Effect of Foreign Direct Investment on Domestic Private Investment in Iran (In Two Sectors of Building and Machinery)
  Roohollah Babaki Mahnaz Efati
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  52 - The Effects of Oil Price Shocks on Economic Growth In Iran and Japan Using Autoregressive Distributed Lag Model (ARDL)
  S. Bahmanyar M. H. Fotros
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  53 - The Impact of Government Size on the Resistance Economics Index of Iran: Vector Autoregressive (VAR) Approach
  Ali Shahinpour Hassan Abbasi
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  54 - An economic analysis of the relationship between agricultural credit and rural poverty in Iran: Bayesian approach
  Tahereh Ahani Ahmad Ali Rezaee Mohammad Bakhshoodeh
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  55 - Determine the appropriate model to predict the price of Agricultural crops “A case of wheat, Alfa- Alfa and Potato crops”
  Hamed Ghaderzadeh khaled Ahmadzadeh susan ganji
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  56 - The Effects of Exchange Rate Volatility on Foreign Agricultural Trade in Iran
  حسین محمدی مرتضی محمدی فاطمه سخی
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  57 - Investigating the Effect of Technology Development on Economic Growth and Controlling the Spread of Pollution in the Agricultural Sector (by Implementing the Law on Targeted Energy Subsidies)
  Fatemeh Taei Sadegh Khalilian
  10.30495/jae.2023.27979.2242
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  58 - Relationship between governance and environmental pollution in selected developing and developed countries
  reza moghaddasi leila talebmarandi
  10.30495/jae.2024.31529.2371
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  59 - Factors Affecting Energy Productivity in Agricultural Sector of Iran
  A. GH S. KH.A H. KH.A
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  60 - Impacts of Government Supporting Policies on Wheat Supply, Cropping Area and Yield in Iran: Application of Autoregressive Distributed Lag Model
  F. Taheri S. Yazdani H. Mohammdi