according to stock price excessive volatility in tehran stock exchange, the price limit mechanism is utilized in order to making the price fluctuation narrow and based on the specific periods, the price limit has encountered some variations which price limit has been determined by try and error within these periods and in a short stage of time many modifications existed through the applications...

This paper aims to investigate a new and intricate behavior of immediate follower during the lane change of leader vehicle. Accordingly, the mentioned situation is a transient state in car following behavior during which the follower vehicle considerably deviates from conventional car following models for a limited time, which is a complex state including lateral and longitudinal movement simul...

This paper presents a framework for the construction of a residential real estate price index for Jamaica. This real estate price index will consist of a sales value-weighted aggregation of price sub-indices across geographical regions or zones. In this study, a hedonic price imputation model for housing in the parishes of Kingston & St. Andrew is estimated using mortgage transaction and assess...

sharp increase in oil price and the volatility in recent decades have attracted most researchers towards the field of energy. it seems not only the direct oil price, but also the uncertainty caused by the oil price volatility affect the raw oil supply. in this research the effect of oil price volatility on oil supply has been estimated using monthly time series data from january 1980 to septemb...

In the literature of inventory after the development of classical economic order quantity (EOQ) model researchers extensively studied several aspects of inventory modeling by assuming constant demand rate. But in a real market demand of a product is always dynamic state due to the variability of time, price or even of the instantaneous level of inventory displayed in retail shop. This impressed...

We analyze the problem of real optimal asset allocation for a pension fund maximising the expected CRRA utility of its real disposable wealth. The financial horizon of the analysis coincides with the random death time of a representative subscriber. We consider a very general setting where there exists a stochastic investment opportunity set together with stochastic contributions and pensions a...

In the presented sensor fusion approach, centralized filtering of related sensor signals is used to improve and correct low price sensor measurements. From this, we compute high-quality state information as drift-free yaw rate and exact velocity (accounting for unknown tire radius and slipping wheels on 4WD vehicles). The basic tool here is a Kalman filter supported by change detection for sens...

Precis: Monetary and fiscal policies are examined in a steady-state small open economy model. Com­ plete price taking behaviour implies that domestic output is supply determined and invariant to domestic shocks. Balanced budget fiscal policy does, however, alter equilibrium real disposable income. As the terms of trade do not vary with the exchange rate regime the effectiveness of macro policie...

raisin is the second major export item in iranian agricultural section after pistachio. in this study, effects of exchange rate fluctuations were investigated on quantity and price of exported raisin. therefore, data of 1970 to 2008 were reviewed by time series analysis and estimated by auto-regressive distributed lag model (ardl). results show the absence of a long-term relationship between ex...