This paper examines if US monetary policy responds to asset prices. Using real-time data we estimate a Taylor-type rule with an asset price variable. This variable refers to real estate prices, considering that those exhibit an important share in households’ asset portfolio. Moreover, especially real estate prices seem to have a close connection to monetary conditions. To analyze this link we d...

in this research, electromagnetic properties of graphene-epoxy nanocomposite up to 3wt% graphene, were investigated in x band. results showed that these nanocomposites do not have significant permeability so that it can be considered equal to 1. however they exhibit high permittivity such that real part of permittivity of 3wt% graphene sample is 8.4 in 8ghz and 6.8 in 12ghz frequencies, which a...

abstract this study aims at profitability prediction of listed companies in tehran stocks exchange (tse), using artificial neural network. the respected sample consists of 90 firms from 2002  to 2009 (720 firm/years). attention to the framework of study reduced the number of 720 firm/years to 630 firm/years. these firms separated in two groups of learning sample (540 firm/years) and test sample...

In order to determine the best form factor formula for Loblolly Pine (Pinus taeda L.) plantations in Talesh (Western Guilan province-Iran), a number of 110 trees were selected based on their distribution in diameter classes, from 12 to 34 cm (in a two- cm diameter interval). First, several quantitative factors including diameter at breast height, diameter at 0.65 m of height, and diameter at st...

This research aimed to study the behavior of real earnings management and earnings management based on accruals to achieve an average profitability of listed companies in Tehran Stock Exchange. In this study, we focus on the optional operating cash flow, optional cost and production cost as real earnings management representatives as well as discretionary accruals as an earnings management acco...

Eigenvalues of sample covariance matrices are often used in biometrics. It has been known for several decades that even though the sample covariance matrix is an unbiased estimate of the real covariance matrix [3], the eigenvalues of the sample covariance matrix are biased estimates of the real eigenvalues [6]. This bias is particularly dominant when the number of samples used for estimation is...