In this paper, we have examined abrupt changes in volatility of TEPIX index in Tehran stock exchange during August 23, 2010 to June 12, 2014. Applying the iterated cumulative sum of squares (ICSS) algorithm proposed by ...

There are many indices for measuring property rights (PR) security. They may be classified into two groups: subjective proxies and objective proxies. Most of the proxies are subjective. One contribution of this paper is ...

E nergy consumption has increased significantly in Iran during the recent decades. In this study, an inter-industrial model has been improved to investigate the sources of the changes in the energy consumption of the ...

I n addition to labor force and capital, energy plays a significant role in the production of commodities and services. Energy is the driving force of production activities. Therefore, it is an essential ingredient of ...

This study aims to evaluate the link between economic growth and consumer price index (CPI) in Japan for the period of 1980-2014. Initial series were adjusted for stationarity using the Augmented Dickey- Fuller (ADF) test ...

The presence of bubbles in the markets and its formation has been regarded by economists and they have been looking to develop methods that can be recognized by using appropriate method for the formation of bubbles. In ...

The paper presents unified analytical solution for combining high-frequency and low-frequency economic time-series by additive and proportional Denton methods with parametrical dependence on the initial values of variable ...