List of Articles Autoregressive Open Access Article Abstract Page Full-Text 1 - Inflation and Inflation Uncertainty in Iran: A New Approach to the Study of Interactive Communication K. Emami A. Salmanpoor Open Access Article Abstract Page Full-Text 2 - A semiparametric first-order nonlinear autoregressive model with dependent and skew normal errors Leila Sakhabakhsh rahman Farnoosh Afshin Fallah Mohammad Hassan Behzadi 10.30495/jnrm.2022.59422.2059 Open Access Article Abstract Page Full-Text 3 - Autoregressive stochastic frontier model with nonlinear function of exogenous variable and dynamic technical inefficiency Bahareh Feizi Ahmad Poyrdarvish 10.30495/jnrm.2022.63544.2155 Open Access Article Abstract Page Full-Text 4 - Semi-parametric estimation of the strategic goods (OPEC oil price) R. farnoosh M. Hajebi Open Access Article Abstract Page Full-Text 5 - Estimation of tail Risk measures in Tehran Stock Exchange Using Generalized Multi-Dimensional Autoregressive Ranking Approach (DMS-GAS) Seyed Ali Mousavi Sarhadi Hosein Izadi mojghan safa Mohammadreza pour Fakharan Open Access Article Abstract Page Full-Text 6 - Estimating Conditional VaR Using Symmetric and Non-Symmetric Autoregressive Models in Old and Oil Markets Saeid Fallahpour Fatemeh Rezvani Mohammadreza Rahimi Open Access Article Abstract Page Full-Text 7 - Long memory in four main cryptocurrencies gholamreza zomorodian Babak Mahboubi 10.30495/jfksa.2022.20209 Open Access Article Abstract Page Full-Text 8 - پیش بینی نرخ ارز در بازار سرمایه با استفاده از مدل های میانگین متحرک خود رگرسیون انباشته و شبکه عصبی )مطالعه موردی: دلار استرالیا، دلار کانادا، ین ژاپن و پوند انگلستان( Mohammad Ehsanifar Reza Ehtesham Rasi Open Access Article Abstract Page Full-Text 9 - Hypothesis testing of Heterogeneous agents using STAR model with multivariate transition function: A case study of Tehran Stock market Hassan Heidari Parisa Johari Salmasi Saeid Rasekhi Hamidreza Faaljoo Open Access Article Abstract Page Full-Text 10 - A new time series robust forecasting approach with application in finance حمید شهریاری نیما شریعتی امیر مسلمی Open Access Article Abstract Page Full-Text 11 - Survey Of Reduction Procedure Of Facilities Interest Rate And Its Role On Inflation Indicator And Presantiation Apporpriate Pattern For Management And Control In Iran Between 1375-86 منوچهر جفره خدابخش داشگرزاده محمد عقبائی Open Access Article Abstract Page Full-Text 12 - Investigating the Impact of Oil Price and Exchange Rate Uncertainty on Stock Return using Whitening Linear Transformation and Vector Autoregressive Model Alireza Heidarzadeh Hanzaee Mohammad Farahani Open Access Article Abstract Page Full-Text 13 - Estimation of Economic Growth Model for Iran Using Feder’s Model ریحانه گسکری مالیکا میستری Open Access Article Abstract Page Full-Text 14 - Comparison of Autoregressive Static and Artificial Dynamic Neural Network for the Forecasting of Monthly Inflow of Dez Reservoir Mohammad Ebrahim Banihabib Mohammad Valipoor S. Mahmood Behbahani Open Access Article Abstract Page Full-Text 15 - Investigating the Relationship between Energy Consumption, Financial Development and Trade Openness in the Middle East Countries hadi rahmani fazli 10.30495/jik.2023.62760.3690 Open Access Article Abstract Page Full-Text 16 - Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) shahrzad kashanitabar Miffeiz Fallahshams Ebrahim Chirani gholMREZA ZOMORODIAN Open Access Article Abstract Page Full-Text 17 - Investigation of the role of macroeconomic variables in Tehran Stock Exchange uncertainty using risk filtering, MCMC simulation and ARDL approaches. Amir Sarabadani Ali Baghani mohsen hamidian Ghodratollah Emamverdi Norooz Noroolahzadeh Open Access Article Abstract Page Full-Text 18 - Designing Investment conditions uncertainty index Ezatollah Abbasian Tahmaseb Mazaheri Saied Sehhat Mehri Akbari Open Access Article Abstract Page Full-Text 19 - Mathematical Modeling of Information Risk Pricing with Autoregressive Distributed Lag (ARDL) Approach in the Iranian Capital Market Fatemeh Lotfaliyan Mahmud Hematfar Mohammad Hasan Janani Open Access Article Abstract Page Full-Text 20 - A comparative study between the effectiveness of ARIMA and ARFIMA models in predicting the interest rate and the treasury exchange rate in Iran mohadeseh razaghi hashem nikomaram Alireza Heidarzadeh Hanzaei farhad ghaffari Mahdi Madanchi Zaj Open Access Article Abstract Page Full-Text 21 - Efficiency compared to ARIMA and ARFIMA models for modeling and prediction of Tehran Price Index (TEPIX) Habibollah salarzehi Mansoor kasha kasha Seyed-Hasan Hosseini Mohammad Donyaei Open Access Article Abstract Page Full-Text 22 - Weekly crude oil price forecasting by hybrid support vector machine model and Autoregressive Integrated Moving Average Shapor Mohammadi Reza Raeie Hossein karami Open Access Article Abstract Page Full-Text 23 - Fuzzy efficiency evaluation: Multiplier and enveloping FCCR models A. A. Hosseinzadeh Open Access Article Abstract Page Full-Text 24 - Investigating Time Varying Herd Behavior in Tehran Stock Exchange: Generalized Autoregressive Score Approach Mohammad Ebrahim Samavi Hashem Nikoomaram Mahdi Madanchi Zaj Ahmad Yaghobnezhad 10.30486/fbra.2022.1953468.1084 Open Access Article Abstract Page Full-Text 25 - Improved NARX-ANFIS Network structure with Genetic Algorithm to optimizing Cash Flow of ATM Model Neda kiani Ghasem Tohidi Shabnam Razavyan Nosratallah Shadnoosh Masood Sanei 10.22034/amfa.2020.1882625.1327 Open Access Article Abstract Page Full-Text 26 - Analysis of the Asymmetric Effect of Exchange and Bank Facility Rates on Labor Productivity in Iran: NARDL Approach Saeed Dehghan Manshadi Mohsen Zayandehroodi Abdolmajid Jalaee 10.22034/amfa.2022.1943859.1652 Open Access Article Abstract Page Full-Text 27 - Impact of Globalization and Economic Sanctions on Human Capital in Iran Seyedeh Safia Hosseini Yazdi Mostafa Emadzadeh Saeed Daei Karimzadeh Open Access Article Abstract Page Full-Text 28 - Assessment of NARX Neural Network in Prediction of Daily Precipitation in Kerman Province Kamal Omidvar Maasomeh Nabavizadeh Meysam Samarehghasem Open Access Article Abstract Page Full-Text 29 - Detecting of Turning Points in Business Cycles of Iranian Economy Through Autoregressive Markov Switching Model kambiz hojabr kiani Alireza moradi Open Access Article Abstract Page Full-Text 30 - Effect of Shock Factors Affecting Financial Crises in Iran's Economy: Autoregressive Vector Models Variable-Time Parameters ozra bayani teimur mohammadi javid bahrami Hossein Tavakolian Open Access Article Abstract Page Full-Text 31 - Comparing the Exchange Rates Predicted by STAR Non-linear Models and Alternative Models Hasan Khodavaisi Ali Vafamand Open Access Article Abstract Page Full-Text 32 - Impact of the Government Expenditure on Private Consumption and Investment in VAR and FAVAR Model mansour khalili araghi Hassan Sharifi Open Access Article Abstract Page Full-Text 33 - Stock Price Forecasting through Using ANN and ARIMA Techniques: A Case Study of Pars Petroleum Company Seyed Nezame aldin Makian Fateme sadat Mousavi Open Access Article Abstract Page Full-Text 34 - Improving the Performance of Forecasting Models with Classical Statistical and Intelligent Models in Industrial Productions Maryam Bahrami Mehdi Khashei Atefeh Amindoust Open Access Article Abstract Page Full-Text 35 - New Prognostic Index to Detect the Severity of Asthma Automatically Using Signal Processing Techniques of Capnogram Mohsen Kazemi Aik Howe Teo Open Access Article Abstract Page Full-Text 36 - بررسی رفتار فصلی و پیش بینی قیمت ماهانه گوشت مرغ در ایران آزاده فلسفیان Open Access Article Abstract Page Full-Text 37 - Study of the Effects of Globalization on Iranian Caviar Export Abolghasem Barghandan Kamran Barghandan Mohammadreza Naeemi Abdolghafoor Mohammadzadeh Open Access Article Abstract Page Full-Text 38 - The Effects of Financial Integration on Total Factor Productivity In the Iranian Economy; Evidence for Vector Autoregressive Distributed Lag masoud taherinia Ali Hassanvand Morteza Habibizadeh 10.30495/fed.2023.698839 Open Access Article Abstract Page Full-Text 39 - The Evaluating of the Effectiveness of Expansionary Fiscal Policies: Comparative Linear and Threshold VAR الهام غلامی کامبیز هژبر کیانی Open Access Article Abstract Page Full-Text 40 - The Effect of tourism industry on economic growth : the case of Iran Hosein Sharifi-Renani Maryam Safaei-Shakib Mostafa Emadzadeh Open Access Article Abstract Page Full-Text 41 - The Evaluating of the Effectiveness of Expansionary Fiscal Policies: Comparative Linear and Threshold VAR عبدالرسول قاسمی صبا نظری Open Access Article Abstract Page Full-Text 42 - Analysis The Role of Financial Development in Iran's Carbon Emissions Reduction; Application of Space Durbin Model elham ataei kachooei kaveh azinfar Iman dadashi Maryam shafiee kakhaki Open Access Article Abstract Page Full-Text 43 - Analyzing the demand side of commonality liquidity in the Tehran Stock Exchange market: a non-linear autoregressive approach with NARDL distribution breaks. Omid Aghaei meybodi sayyed yahya Abtahi hamid khajeh mahmoodabadi gholamreza Askarzadeh Open Access Article Abstract Page Full-Text 44 - Forecasting the bank's financial resources using the linear model (ARIMA) and nonlinear artificial fuzzy networks omid mehrinamakawarani reza ehteshamrasi Open Access Article Abstract Page Full-Text 45 - Determining the nonlinear effect of the money market interest rate on the Tehran stock exchange by the means of generalized autoregressive conditional heteroskedasticity (GARCH) model and smooth transition regression (STR) model Mohammad Mehdiabadi Rahmatollah Mohammadipour Open Access Article Abstract Page Full-Text 46 - A Survey of Long-Term Memory in the Digital Currency Index Shima Alizadeh hossein safarzadeh Open Access Article Abstract Page Full-Text 47 - Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) shahrzad kashanitabar Fereydoon rahnamaroodposhti Mirfeiz Fallah Ebrahim Chirani Gholamreza zomorodian Open Access Article Abstract Page Full-Text 48 - Survey on the Effect of Remittances on Financial Development in Iran karam sina Payam Naderi Open Access Article Abstract Page Full-Text 49 - Seasonal Autoregressive Models for Estimating the Probability of Frost in Rafsanjan A. Hosseini M.S. FallahNezhad Y. ZareMehrjardi R. Hosseini 10.22034/jon.2012.515721 Open Access Article Abstract Page Full-Text 50 - The Empirical Analysis of the Effect of Fiscal Policies Shocks on Trade Balance in Iran (The Application of Structural VAR) Majid Maddah Elham Rastegarnia Open Access Article Abstract Page Full-Text 51 - The Effect of Foreign Direct Investment on Domestic Private Investment in Iran (In Two Sectors of Building and Machinery) Roohollah Babaki Mahnaz Efati Open Access Article Abstract Page Full-Text 52 - The Effects of Oil Price Shocks on Economic Growth In Iran and Japan Using Autoregressive Distributed Lag Model (ARDL) S. Bahmanyar M. H. Fotros Open Access Article Abstract Page Full-Text 53 - The Impact of Government Size on the Resistance Economics Index of Iran: Vector Autoregressive (VAR) Approach Ali Shahinpour Hassan Abbasi Open Access Article Abstract Page Full-Text 54 - An economic analysis of the relationship between agricultural credit and rural poverty in Iran: Bayesian approach Tahereh Ahani Ahmad Ali Rezaee Mohammad Bakhshoodeh Open Access Article Abstract Page Full-Text 55 - Determine the appropriate model to predict the price of Agricultural crops “A case of wheat, Alfa- Alfa and Potato crops” Hamed Ghaderzadeh khaled Ahmadzadeh susan ganji Open Access Article Abstract Page Full-Text 56 - The Effects of Exchange Rate Volatility on Foreign Agricultural Trade in Iran حسین محمدی مرتضی محمدی فاطمه سخی Open Access Article Abstract Page Full-Text 57 - Investigating the Effect of Technology Development on Economic Growth and Controlling the Spread of Pollution in the Agricultural Sector (by Implementing the Law on Targeted Energy Subsidies) Fatemeh Taei Sadegh Khalilian 10.30495/jae.2023.27979.2242 Open Access Article Abstract Page Full-Text 58 - Relationship between governance and environmental pollution in selected developing and developed countries reza moghaddasi leila talebmarandi 10.30495/jae.2024.31529.2371 Open Access Article Abstract Page Full-Text 59 - Factors Affecting Energy Productivity in Agricultural Sector of Iran A. GH S. KH.A H. KH.A Open Access Article Abstract Page Full-Text 60 - Impacts of Government Supporting Policies on Wheat Supply, Cropping Area and Yield in Iran: Application of Autoregressive Distributed Lag Model F. Taheri S. Yazdani H. Mohammdi