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Economic Modelling
1984 - 2013
Edited by S. Hall and P. Pauly
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Volume 30, issue C , 2013
Dependence of defaults and recoveries in structural credit risk models pp. 1-9
Rudi Schäfer and Alexander F.R. Koivusalo
Public debt management and credibility: Evidence from an emerging economy pp. 10-21
Helder Ferreira de Mendonça and Marcelo Rangel Machado
Tax avoidance, human capital accumulation and economic growth pp. 22-29
María Jesús Freire-Serén and Judith Panadés Martí
A note on the use of fractional Brownian motion for financial modeling pp. 30-35
S. Rostek and R. Schöbel
Kinetics of jobs in multi-link cities with migration-driven aggregation process pp. 36-41
Ruoyan Sun
Convergence dynamics of output: Do stochastic shocks and social polarization matter? pp. 42-51
Mamata Parhi , Claude DIEBOLT , Tapas Mishra and Prashant Gupta
Asymmetries in the revenue–expenditure nexus: A tale of three countries pp. 52-60
Suzanna Maria Paleologou
Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations pp. 61-66
Xiaoxia Huang and Haiyao Ying
Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market pp. 67-72
Abdullah Yalama and Sibel Celik
Robust delegation with uncertain monetary policy preferences pp. 73-78
Marco M. Sorge
Governments under influence: Country interactions in discretionary fiscal policy pp. 79-89
Aurélie Cassette , Jerome Creel , Etienne Farvaque and Sonia Paty
The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries pp. 90-116
Irfan Akbar Kazi , Hakimzadi Wagan and Farhan Akbar
Can Google data help predict French youth unemployment? pp. 117-125
Y. Fondeur and Frédéric Karamé
Assessing structural changes in the Malaysian economy: I–O approach pp. 126-135
Hussain Ali Bekhet
Structural versus matching estimation: Transmission mechanisms in Armenia pp. 136-148
Karen Poghosyan and Otilia Boldea
Non-linearities in inflation–growth nexus in the SADC region: A panel smooth transition regression approach pp. 149-156
Monaheng Seleteng , Manoel Bittencourt and Reneé van Eyden
Consumption and precautionary saving: An empirical analysis under both financial and environmental risks pp. 157-166
Donatella Baiardi , Matteo Manera and Mario Menegatti
Do corporate executives have accurate predictions for the economy? A directional analysis pp. 167-174
Yoichi Tsuchiya
The loss from uncertainty on policy targets pp. 175-182
Giorgio Di Giorgio and Guido Traficante
Resource scarcity, effort allocation and environmental security: An agent-based theoretical approach pp. 183-192
Behrooz Hassani-Mahmooei and Brett W. Parris
The interaction among production, hedging and investment decisions pp. 193-195
Moawia Alghalith
Conditional market beta for REITs: A comparison of modeling techniques pp. 196-204
Jian Zhou
Efficient bargaining versus right to manage: A stability analysis in a Cournot duopoly with trade unions pp. 205-211
Luciano Fanti and Luca Gori
Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process pp. 212-216
Stavros Degiannakis and Alexandra Livada
Optimal R&D subsidies in a model with physical capital, human capital and varieties pp. 217-224
Manuel A. Gómez Suárez and Tiago Neves Sequeira
Religion, income inequality, and the size of the government pp. 225-234
Ceyhun Elgin , Turkmen Goksel , Mehmet Yigit Gurdal and Cuneyt Orman
Modelling the economic impact of sports events: The case of the Beijing Olympics pp. 235-244
ShiNa Li , Adam Blake and Rhodri Thomas
Revisiting the mean reversion of inflation rates for 22 OECD countries pp. 245-252
Tsangyao Chang , Omid Ranjbar and D.P. Tang
Optimal contract strategies for two stage supply chain pp. 253-260
Shib Sankar Sana
Effects of financial liberalization on financial market development and economic performance of the SSA region: An empirical assessment pp. 261-273
Abdullahi D. Ahmed
Endogenous fluctuations with procyclical R&D pp. 274-280
Shunsuke Shinagawa
The consequences of revenue gap in Pakistan: Unveiling the reality pp. 281-294
Laleena Salar , Khalid Zaman , Bashir Ahmad Khilji , Muhammad Mushtaq Khan and Mohammad Saeed Lodhi
Applying engineering and fleet detail to represent passenger vehicle transport in a computable general equilibrium model pp. 295-305
Valerie J. Karplus , Sergey Paltsev , Mustafa Babiker and John Matthew Reilly
An inventory model with variable demand, component cost and selling price for deteriorating items pp. 306-310
Biswajit Sarkar , Sharmila Saren and Hui-Ming Wee
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions pp. 311-316
Giacomo Sbrana
Wavelet based outlier correction for power controlled turning point detection in surveillance systems pp. 317-321
Yushu Li
Time stability of the beta convergence among EU countries: Bayesian model averaging perspective pp. 322-333
Mariusz Próchniak and Bartosz Witkowski
Integrated paradigm for sustainable development: A panel data study pp. 334-342
Hala Abou-Ali and Yasmine M. Abdelfattah
How an export boom affects unemployment pp. 343-355
Noel Gaston and Gulasekaran Rajaguru
Foreign aid and tax revenue in Uganda pp. 356-365
Eria Hisali and John Ddumba-Ssentamu
Is the value added tax a useful macroeconomic stabilization instrument? pp. 366-374
Iris Claus
The relationship between growth–inequality–poverty triangle and pro-poor growth policies in Pakistan: The twin disappointments pp. 375-393
Khalid Zaman and Bashir Ahmad Khilji
On the dynamics of convergence in cross-country incomes pp. 394-404
Fariba Hashemi
Monetary policy channels in Brazil through the lens of a semi-structural model pp. 405-419
André Minella and Nelson F. Souza-Sobrinho
Quantile regression and structural change in the Italian wage equation pp. 420-434
Marilena Furno
Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis pp. 435-441
Faridul Islam , Muhammad Shahbaz , Ashraf U. Ahmed and Md. Mahmudul Alam
OWA-based ANFIS model for TAIEX forecasting pp. 442-448
Ching-Hsue Cheng , Liang-Ying Wei , Jing-Wei Liu and Tai-Liang Chen
Guns, highways and economic growth in the United States pp. 449-455
Christos Kollias and Suzanna Maria Paleologou
Devaluation, pass-through and foreign reserves dynamics in a tourism economy pp. 456-461
Chi-Chur Chao , Lee-Jung Lu , Ching-chong Lai , Shih-Wen Hu and Vey Wang
Sentiment asset pricing model with consumption pp. 462-467
Chunpeng Yang and Rengui Zhang
The relationship between growth and poverty in forecasting framework: Pakistan's future in the year 2035 pp. 468-491
Khalid Zaman and Bashir Ahmad Khilji
Multi-period mean–variance asset–liability management with uncontrolled cash flow and uncertain time-horizon pp. 492-500
Haixiang Yao , Yan Zeng and Shumin Chen
Which stock exchanges are more attractive? The competition analysis of listing and trading performance pp. 501-509
Shih-Fang Lo
On innovation cycles in a finite discrete R&D game pp. 510-513
Shravan Luckraz
D-GMDH: A novel inductive modelling approach in the forecasting of the industrial economy pp. 514-520
Mingzhu Zhang , Changzheng He , Xin Gu , Panos Liatsis and Bing Zhu
Pricing and production decisions in a dual-channel supply chain when production costs are disrupted pp. 521-538
Song Huang , Chao Yang and Hui Liu
Impact of heterogeneous beliefs and short sale constraints on security issuance decisions pp. 539-545
Yahua Wang , Feng Xu and Angang Hu
Low-inflation-targeting monetary policy and differential unemployment rate: Is monetary policy to be blamed for the financial crisis? — Evidence from major OECD countries pp. 546-564
Rosmy Jean Louis and Faruk Balli
Cognitive skills, innovation and technology diffusion pp. 565-578
George Messinis and Abdullahi D. Ahmed
Factor mobility and skilled–unskilled wage inequality in the presence of internationally traded product varieties pp. 579-585
Jingjing Zhang
Dynamic optimal capital growth with risk constraints pp. 586-594
Luo Yong , Zhu Bo and Tang Yong
Has the structural break slowed down growth rates of stock markets? pp. 595-601
Paresh Kumar Narayan , Seema Narayan and Sagarika Mishra
Environmental Kuznets curve: Evidence from the British Household Panel Survey pp. 602-611
Eleftherios Giovanis
Macroeconomic Variables and South African Stock Return Predictability pp. 612-622
Rangan Gupta and Mampho P. Modise
A new sustainable human development indicator for small island developing states: A reappraisal from data envelopment analysis pp. 623-635
Stéphane Blancard and Jean-François Hoarau
Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet pp. 636-642
Aviral Kumar Tiwari
The effects of fiscal spending shocks on the performance of simple monetary policy rules pp. 643-662
Ali K. Malik
Strategic correlativity and network games pp. 663-669
Jianxia Yang and John Wu
Credibility and monetary transmission channels under inflation targeting: An econometric analysis from a developing country pp. 670-684
Gabriel Caldas Montes
Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries pp. 685-697
Francisco SERRANITO
North American trade and US monetary policy pp. 698-705
Gianluca Lagana and Pasquale Michael Sgro
Simulation model to forecast the consequences of changes introduced into the 2nd pillar of the Polish pension system pp. 706-714
Bożena Mielczarek
Is parity good? Externalities in professional sports pp. 715-720
Burhan Biner
Robust monetary policy under model uncertainty and inflation persistence pp. 721-728
Li Qin , Moïse Sidiropoulos and Eleftherios Spyromitros
Foreign penetration and undesirable competition pp. 729-732
Leonard F.S. Wang and Jen-yao Lee
Regional divergence and club convergence in India pp. 733-742
Madhusudan Ghosh , Atanu Ghoshray and Issam Malki
A comparison of spatial error models through Monte Carlo experiments pp. 743-753
Takafumi Kato
Stock market response to monetary and fiscal policy shocks: Multi-country evidence pp. 754-769
Ioannis Chatziantoniou , David Duffy and George Filis
Irreversibility, mean reversion, and investment timing pp. 770-775
Kit Pong Wong and Long Yi
Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets pp. 776-791
Hayette Gatfaoui
Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices pp. 792-798
Yu Shan Wang and Yen Ling Chueh
Markups and oil prices in Canada pp. 799-813
Hashmat U Khan and Bae-Geun Kim
Joint determinants of fiscal policy, income inequality and economic growth pp. 814-824
Leonel Muinelo-Gallo and Oriol Roca-Sagalés
Economic growth and polluting resources: Market equilibrium and optimal policies pp. 825-834
Susana Silva , Isabel Soares and Oscar Afonso
Work now, pay later? An empirical analysis of the pension–pay trade off pp. 835-843
Jonathan B. Haynes and John G. Sessions
A ridge bootstrap method for analyzing APT effects on the mortgage loan market pp. 844-855
Pär Sjölander
Does the exchange rate matter to bilateral trade between Korea and Japan? Evidence from commodity trade data pp. 856-862
Jungho Baek
Response of the term structure of forward exchange rate to jump in the interest rate pp. 863-874
Xiao-Ping Li , Yun Feng , Chong-Feng Wu and Wei-Dong Xu
An alternative approach to income taxation pp. 875-878
Zhiyong An
A study on three different dimensional facility location problems pp. 879-887
Biswajit Sarkar and Arunava Majumder
Utilitarianism and unequal longevities: A remedy? pp. 888-899
Marie-Louise Leroux and Gregory Ponthiere
Income–happiness paradox in Australia: Testing the theories of adaptation and social comparison pp. 900-910
Satya Paul and Daniel Guilbert
The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from Canada pp. 911-923
Fiodendji Komlan
An improved inventory model with partial backlogging, time varying deterioration and stock-dependent demand pp. 924-932
Biswajit Sarkar and Sumon Sarkar
Pricing bond options under a Markovian regime-switching Hull–White model pp. 933-940
Yang Shen and Tak Kuen Siu
Price-level targeting rules and financial shocks: The case of Canada pp. 941-953
Ali Dib , Caterina Mendicino and Yahong Zhang