Journal for Economic Forecasting

2000 - 2025

Current editor(s): Lucian Liviu Albu and Corina Saman

From Institute for Economic Forecasting
Contact information at EDIRC.
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2025, articles 3

AI-Generated Content and ESG: A Quasi-Natural Experiment based on CHATGPT pp. 5-23

Li Chai, Li Qiao, Tianying Sun, Yunxuan Zhu and Aoling Hou

WHEN AI POWERS SUSTAINABILITY: Divergent Paths for Enterprise ESG Performance in China pp. 24-43

Ming Zeng and Weike Zhang

The Relationship between ESG and Cost of Capital: A Structural Equation Modelling Approach pp. 44-67

Cosmin-Dănuț Vezeteu, Raluca-Ioana Stănciulescu and Camelia Ungureanu

ESG Performance and Long-Term Value in Energy Enterprises: an ESG-Centric Economic Analysis AND Forecasting pp. 68-88

Jin Chen, Guoyu Huang, Wei Zhou and Yang Dong

Digitally Powered ESG Evaluation: Mitigating Rating Divergence through Artificial Intelligence pp. 89-109

Guanheng Li and Yeting Chen

Comparative Analysis of Machine Learning and Traditional Methods in Turkey's Gross Domestic Product Forecasting pp. 110-127

Hakan Kaya and Batuhan Özkan

Does financial policy alignment accelerate sustainable transport transitions in Europe? pp. 128-145

Bin Zhou, Xinyu Wang, Adrian Cantemir Călin and Teodora Daniela Albu

Watt’s mext? Benchmarking Time Series Models on Romania’s National Electricity Consumption pp. 146-163

Cosmin Adrian Proșcanu, Miruna Elena Proșcanu, Daniel Traian Pele and Adrian Costea

Forecasting Housing Price Indices with Macroeconomic Variables: Evidence from Seoul’s 25 Districts pp. 164-177

Yeonchan Kang and Doojin Ryu

2025, articles 2

AI and ESG - New Quality Productivity in Digital Economy pp. 5-23

Da Huo, Tianying Sun, Wenjia Gu and Aidi Tang

Does Artificial Intelligence Invariably Enhance ESG Performance? pp. 24-40

Yi Wang, Yiting Xu and Yufei Zhong

AI Development and Air Pollution: Evidence from China pp. 41-61

Shuzhong Ma, Jiaqi Chen and Jiwen Guo

AI-Based Digitalization and ESG of Multinational Corporations pp. 62-83

Ye Chen, Xudong Huang, Xiaomin Liu, Gang Wu and Zenglin Wu

Can AI-Driven National ESG in Big Data Help Improve Macroeconomic Forecasting? pp. 84-103

Hao Xiao, Xiaofen Li, Junyi Yang and Xinjian Ye

Computing Ripples: How AI Computing Power Drives the Sustainable ESG Progress of Chinese Corporations pp. 104-119

Yan Chen, Jiayi Lyu, Zixuan Gao and Yanfeng Li

The Resource-Rich Countries’ Blue Economy: Prospects for Sustainable Economic Development pp. 120-146

Ibrahim Farouq and Zunaidah Sulong

Green Finance, Innovation, and Technological Import: A Resilience-Based Analysis of Sustainable Industrial Transitions pp. 147-165

Xi Chen, Adnan Khurshid, Naif Alsagr and Edi-Cristian Dumitra

How did Digitalization Affect Company Performance during the Covid-19 Pandemic? pp. 166-185

Milan Čupić, Marijana Milanović and Mirjana Todorović

2025, articles 1

Dynamic Conditional Correlations and Risk Spread between International Financial Markets: A DCC-Garch Analysis pp. 5-22

Bogdan Dima, Lucian Liviu Albu, Ştefana Maria Dima, Roxana Ioan, Anca SARAOLU Ionaşcuţi and Marian Ilie Siminica

The Twin deficits syndrome – the case of Romania pp. 23-39

Daniel Dăianu, Ionuț Dumitru and Leonard Uzum

Functional reciprocity of the macroeconomic variables pp. 40-62

Emilian Dobrescu

Asymmetric Risk Spillover between Energy Markets and Uncertainties of Economic Policy, Infectious Disease and Geopolitical Risk pp. 63-80

Chuan Guo and Yiyun Feng

Identifying Multiple Bubbles and Time-Varying Contagion Effect between Iron Ore and China's Stock Markets: A New Recursive Evolving Test pp. 81-100

Shuo Yang

Digital Transformation and Green Innovation Efficiency in Heavy-Polluting Enterprises: A Focus on Knowledge and Slack Resources pp. 101-121

Rui Zhao and Jingbo Fan

Comparative Analysis of Asymmetric Effects of Macroeconomic Indicators on Stock Indexes in Pakistan, India, and China: A Nonlinear Autoregressive Distributed Lag (NARDL) Approach pp. 122-145

Saghir Pervaiz Ghauri, Rizwan Raheem Ahmed, Rohit Rampal, Dalia Streimikiene, Hina Qadir, Muhammad Aqil and Justas Streimikis

Vigorous Boards and Cash Hoarding: Deriving Moderating Effects of Green Innovation, Agency Costs, and Independent Directors via Moment Quantile Regression pp. 146-164

Dongling Wang, Syed Ghulam Meran Shah, Lucian IoneI Cioca and Jaffar Abbas

Green Finance, Innovation, and Financial Markets: Shaping Industrial Resilience in China and Europe pp. 165-179

Xi Chen, Adnan Khurshid, Alexandru Răzvan Topa and Radu Alexandru Budu

The Path of Profit Model Transformation Driven by R&D Investment pp. 180-197

Wunhong Su, Han Yehui, Peng Han and Ling Chen

2024, articles 4

More predictable than ever, with the worst MSPE ever pp. 5-30

Pablo Pincheira and Nicolás Hardy

Term Spread Prediction using Lasso in Machine Learning Frameworks pp. 31-45

Daeyun Kang, Doojin Ryu and Alexander Webb

A Revisit of Tourism and Growth Nexus in the Provinces of China based on Bootstrap Panel Causality Test with a Fourier Function pp. 46-62

Tsangyao Chang, Veli Yilanci, Mei-Chih Wang and Jennifer Min

Expose the Hidden: Investor Sentiment and Anomaly Strategies in Emerging Market pp. 63-81

Muhammad Ateeq ur Rehman, Masood Ahmad, Furman Ali and Habib Ahmad

The influence of ESG on financial performance. Evidence from a combined cluster and panel regression analysis pp. 82-104

Cosmin-Dănuț Vezeteu, Marius Sorin Dincă and Raluca-Ioana Stănciulescu

Empirical Study Regarding the Central and Eastern European Countries’ Soundness of Pension Systems. Triangle Assessment: Social, Economic, and Financial Features of Pension Systems pp. 105-127

Florin Cornel Dumiter, Ștefania Amalia Nicoară, Marius Boiță, Erika Loučanová and Katarina Repkova Stofkova

Can the Futures Price of Agricultural Products Predict the Scale of China's Agricultural Production? pp. 128-143

Xianning Wang, Xikai Huang, Longkun Tian and Huiyan Zhou

Heterogeneity in the agricultural sector and its implications for modeling viability pp. 144-156

Cecilia Alexandri, Corina Saman and Bianca Pauna

2024, articles 3

Environmental Performance and Economic Development: A Spatial Approach pp. 5-23

Bogdan Dima, Lucian Liviu Albu and Ştefana Maria Dima

Gender Diversity on Boards and Bank Efficiency Across Emerging Europe pp. 24-64

Alin Marius Andrieș, Bogdan Capraru, Antonio Minguez-Vera and Simona Nistor

Volatility Transitions in European Stock Markets: A Clustering-Based Approach pp. 65-80

Iulia Lupu, Adina Criste, Anca Dana Dragu and Teodora Daniela Albu

What Causes the Influence of Bank Channel towards Corporate Investment: Liquidity or Economic Policy Uncertainty? pp. 81-101

Wentao Gu, Wanting Qi, Yutong Wang, Lixiang Li and Liyan Pan

Efficiency of Green Total Factor Production: Exploring Core Determinants pp. 102-119

Mingwen Xu, Yang Chen, Farhan Ali, Oleksii Lyulyov and Tetyana Pimonenko

Variance and Deviations in the Budgets of Regional Enterprises as an Element of Risk Measurement in the Probabilistic Model pp. 120-139

Łukasz Kuźmiński, Zdzisław Kes, Yuriy Bilan, Tomasz Norek, Marcin Rabe, Katarzyna Widera, Agnieszka Łopatka and Dalia Streimikiene

The Essential Role of Big Data: Could it Effectively Mitigate Non-Performing Loans? pp. 140-160

Lianhong Qiu, Haidan Su, Chi-Wei Su and Meng Qin

Green Financing Strategies and Policy Interventions: Driving Sustainable Development in Europe’s Largest Economies pp. 161-178

Xiaohong Li, Xinyu Wang, Abdur Rauf, Sardar Fawad Saleem and Teodora Odett Breaz

Digitalization Meets Green Finance: Policy-Driven Transformation for Sustainable Tourism in Europe pp. 179-196

Yunfei Jiang, Yeyao Wang, Xinyu Wang and Lucia Paliu-Popa

2024, articles 2

The Role of the European Directive on Renewable Energy Consumption in Reducing Pollution in CEE Countries from the European Union pp. 5-21

Mihaela Simionescu

Assessing the fiscal implications of the development of the banking sector. Evidence from OECD countries pp. 22-31

Ionel Leonida, Cosmin – Octavian Cepoi, Bogdan – Andrei Dumitrescu, Carmen Obreja and Andrei Stanculescu

Abstract Empowering Sustainable Human Development and Economic Growth: Evidence from Developing World pp. 32-49

Xin Guo, Haoran Liu, Sardar Fawad Saleem and Radu Alexandru Budu

Cross-Country Evaluation of Financial Reporting and Governance Practices through Fuzzy C-Means and TOPSIS Algorithms pp. 67-85

Unal Eryilmaz, Deniz Kocak and Abdulkerim Caliskan

Can The Classical Economic Model Improve The Performance Of Deep Learning? A GDP Forecasting Example pp. 86-110

Taoxiong Liu and Huolan Cheng

Green Finances and Industrial Optimization: Pathways to Financial Development and Sustainable Goals in Europe pp. 111-126

Yunze Li, Yun Hao, Abdur Rauf, Sardar Fawad Saleem and Marioara Iordan

Comparative Analysis And Adaptation Of Methods For Assessing The Non-Observed Economy (Case Of The Republic Of Moldova) pp. 127-145

Tatiana Gutium and Alexandru Stratan

Linkage Between Pollution and Growth: The Role of Inequality pp. 146-157

Corina Sâman, Bianca Păuna and Alina Mirela Stănică