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International Econometric Review
Arşiv
International Econometric Review
2022
Cilt: 14 - Sayı : 1
Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey
Estimation of Consumption Functions Using Savings Motive Hypothesis (SMH)
2021
Cilt: 13 - Sayı : 4
Optimal Dynamic Hedging in Selected Markets
Scholarly Impact of Core Econometrics Journals: A Catalog and Citations-Based Ranking
Cilt: 13 - Sayı : 3
Demand Deficiency and Inflation in the G7 Countries
Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate
Cilt: 13 - Sayı : 2
Panel Stochastic Frontier Analysis with Dependent Error Terms
Do Green and Energy Indices Outperform BSESENSEX in India? Some evidence on investors’ commitment towards climate change
Cilt: 13 - Sayı : 1
A Starting Note: A Historical Perspective in Lasso
Inflation and Inflation Uncertainty in Growth Model of Barro: An Application of Random Forest Model
2020
Cilt: 12 - Sayı : 2
Estimating the Price and Income Elasticities of Crude Oil Import Demand for Turkey
Employing Machine Learning Algorithms to build Trading Strategies with higher than Risk-Free Returns
Cilt: 12 - Sayı : 1
New Directions in Macroeceonomics
Models and Reality: How Did Models Divorced from Reality Become Epistemologically Acceptable?
Causality, Confounding, and Simpson’s Paradox
Using Numbers to Persuade: Hidden Rhetoric of Statistics
2019
Cilt: 11 - Sayı : 2
Demonetization and Its Effects on BSESENSEX and Some Sectoral Indices: An Exploratory Econometric Analysis
Power Comparison of Autocorrelation Tests in Dynamic Models
Performance of Methods Determining Structural Break in Linear Regression Models
Cilt: 11 - Sayı : 1
Regional Economic Convergence and Spatial Spillovers in Turkey
Learning from Errors While Forecasting Inflation: A Case for Intercept Correction
2018
Cilt: 10 - Sayı : 2
Cycle Duration in Production with Periodicity – Evidence from Turkey
The Commodity Futures Volatility and Macroeconomic Fundamentals - The Case of Oil and Oilseed Commodities in India
Cilt: 10 - Sayı : 1
DOES INTERNATIONAL LIQUIDITY MATTER FOR G-7 COUNTRIES? A PVAR APPROACH
Infinite-Variance Error Structure in Finance and Economics
2017
Cilt: 9 - Sayı : 2
An Investigation OfStationarity Properties Of The Turkish Tourism Income Variable
Lessons in Econometric Methodology: The Axiom of Correct Specification
Effect of Government Expenditure on GDP in the Turkish Economy
Cilt: 9 - Sayı : 1
The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter
Determinants of Corporate Philanthropy: A Case of Karachi Stock Exchange
2016
Cilt: 8 - Sayı : 2
Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study
Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study
Cilt: 8 - Sayı : 1
The Impact of Investor Sentiment on the 'Leverage Effect'
Business and Economic Forecasting: Analyzing and Interpreting Econometric Results
2015
Cilt: 7 - Sayı : 2
Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis
Forecasting Turkish Industrial Production Growth With Static Factor Models
Cilt: 7 - Sayı : 1
Comparison of the r- (k, d) class estimator with some estimators for multicollinearity under the Mahalanobis loss function
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets
The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model
2014
Cilt: 6 - Sayı : 2
Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach
Cilt: 6 - Sayı : 1
Forecasting House Prices in the United States with Multiple Structural Breaks
A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring
An Empirical Evaluation of the Relationship between Trade Openness and External Debt: Turkish Case
2013
Cilt: 5 - Sayı : 2
Confirmation, Correction and Improvement for Outlier Validation using Dummy Variables
ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price
Cilt: 5 - Sayı : 1
Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India
A Review of Kernel Density Estimation with Applications to Econometrics
2012
Cilt: 4 - Sayı : 2
Cost Function Estimation with Proportional Errors in Variables
Evaluating the performance of inflation targeting regime in three Asian economies
Methodological Mistakes and Econometric Consequences
Cilt: 4 - Sayı : 1
An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors
A k-sample homogeneity test: the Harmonic Weighted Mass index
WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
2011
Cilt: 3 - Sayı : 2
A Structural Approach for Testing Causality
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics
Impact of Model Specification Decisions on Unit Root Tests
Cilt: 3 - Sayı : 1
Intra-European Trade of Manufacturing Goods: An Extension of the Gravity Model
Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices
2010
Cilt: 2 - Sayı : 2
Variance Estimates and Model Selection
Behavior of realized volatility and correlation in exchange markets
Cilt: 2 - Sayı : 1
Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment
Causal Relations via Econometrics
2009
Cilt: 1 - Sayı : 2
A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run
Testing Stationarity of Budgetary Position in Developing Countries
Cilt: 1 - Sayı : 1
Asad Zaman, In Memoriam David Freedman (March 5, 1938 - October 17, 2008)
Limits of Econometrics
What Now? Some Brief Reflections on Model-Free Data Analysis
Comments on 'Limits of Econometrics' by David Freedman
A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model
Information Spillover, Volatility and the Currency Markets
ISSN:
1308-8793
Başlangıç:
2009
Yayıncı:
Ekonometrik Araştırmalar Derneği
8b
1.2b
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