This paper assesses the effect of coal energy production volume, exchange rate, inflation and gross domestic product on volume Indonesia's exports in 1998-2019. Based an Autoregressive Distributed Lag (ARDL) approach, short run, we find that has a negative relationship to exports. However, other hand, positive In long also inflation, Besides, rate Keywords: Coal Energy, Exchange Rate, Inflation...

We study a model in which being more powerful does not necessarily imply being wealthier. r 2003 Elsevier Inc. All rights reserved. JEL classification: C7; S477; B201

depending on the assumptions that are made in new keynesian models, one can attain different new keynesian phillips curves. in this study, three different new keynesian phillips curves and two different central bank behavioural functions are presented which leaves six new keynesian dsge models to study. the purpose of this study is the comparison of these six models and selecting the best model...

the risk free rate of return plays a main role in financial economic theory and financial markets. due to prohibition of interest in islamic countries there is no specific financial instrument with risk free rate of return as a criterion for measuring the risk free rate of market. we apply the kalman filter to estimate this variable for financial markets in iran. the technique is based on a sta...

this study employs a gmdh neural network model, which has high capability in recognition of complicated non-linear trends especially with small samples, for modeling and predicting iranian gdp growth. first a fundamental model containing 7 independent variables together with dependent variable is designed and then by using deductive process and omission of one variable at a time, a total of 18 ...

Although initially originated as a totally empirical relationship to explain the volume of trade between two partners, gravity equation has been the focus of several theoretic models that try to explain it. Specialization models are of great importance in providing a solid theoretic ground for gravity equation in bilateral trade. Some research papers try to improve specialization models by addi...

this paper estimates a structural cointegrating varx model with exogenous variables for iran. the long-run macroeconomic relationships are identified and tested within this framework. we make use of the generalized forecast error variance decomposition to analyze the dynamic properties of the model in response to different shocks. we also examine via the persistence profiles, the speed of adjus...

the emphasis of this paper is the role of volatility indices on improvement artificial neural networks (anns) forecasting models for the daily usd/eur and usd/gbp exchange rates two volatility indices are used. first; the realized volatility, which is based on intra-daily data, and second the garch volatility. they are applied into the model in two ways. firstly, the lagged volatility index is ...

In this paper we intend to examine the application of Kullback-Leibler, Hellinger and LINEX loss function in Dynamic Linear Model using the real price of oil for 106 years of data from 1913 to 2018 concerning the asymmetric problem in filtering and forecasting. We use DLM form of the basic Hoteling Model under Quadratic loss function, Kullback-Leibler, Hellinger and LINEX trying to address the ...

Oil price shocks are the major source of economic instability in oil exporting developing countries, including Iran. In this paper a Multi Sector Dynamic Stochastic General Equilibrium model, with emphasis on optimization of oil sector as a producing sector is designed. Furthermore, an optimizing import sector is introduced into the model by considering the price rigidity in imported goods as a...