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Economic Modelling

1984 - 2017

Current editor(s): S. Hall and P. Pauly

From Elsevier
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Volume 66, issue C, 2017

Linking CGE and specialist models: Deriving the implications of highway policy using USAGE-Hwy pp. 1-18 Downloads
Peter B. Dixon, Maureen T. Rimmer and Robert Waschik
Labor market effects of export processing zones in the presence of unemployment pp. 19-29 Downloads
Bharati Basu
Limits to government debt sustainability in OECD countries pp. 30-41 Downloads
Jean-Marc Fournier and Falilou Fall
Religion, administration & public goods: Experimental evidence from Russia pp. 42-60 Downloads
Theocharis Grigoriadis
Co-authorship and research productivity in economics: Assessing the assortative matching hypothesis pp. 61-80 Downloads
Damien Besancenot, Kim Huynh and Francisco Serranito
Do bubbles have an explosive signature in markov switching models? pp. 81-100 Downloads
Kelvin Balcombe and Iain Fraser
Speculative bubbles or market fundamentals? An investigation of US regional housing markets pp. 101-111 Downloads
Shuping Shi
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets pp. 112-120 Downloads
Dimitrios Dimitriou, Dimitris Kenourgios and Theodore Simos
Market maker competition and price efficiency: Evidence from China pp. 121-131 Downloads
Wei Zhang, Ke Huang, Xu Feng and Yongjie Zhang
Forecasting China's GDP growth using dynamic factors and mixed-frequency data pp. 132-138 Downloads
Yu Jiang, Yongji Guo and Yihao Zhang
The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets pp. 139-145 Downloads
Libing Fang, Honghai Yu and Lei Li
Do domestic bond markets participation help reduce financial dollarization in developing countries? pp. 146-155 Downloads
Hippolyte Balima
Missing money found causing Australia's inflation pp. 156-162 Downloads
Anthony J. Makin, Alex Robson and Shyama Ratnasiri
Estimating general equilibrium models with stochastic volatility and changing parameters pp. 163-170 Downloads
C. Richard Higgins
The cross section of international government bond returns pp. 171-183 Downloads
Adam Zaremba and Anna Czapkiewicz
Can investors of Chinese energy stocks benefit from diversification into commodity futures? pp. 184-200 Downloads
Xiaoqian Wen and Duc Khuong Nguyen
An adaptive approach to forecasting three key macroeconomic variables for transitional China pp. 201-213 Downloads
Linlin Niu, Xiu Xu and Ying Chen
The Armington assumption and the size of optimal tariffs pp. 214-222 Downloads
Chuantian He, Chunding Li, Jing Wang and John Whalley
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model pp. 223-232 Downloads
Dong-Mei Zhu, Jiejun Lu, Wai-Ki Ching and Tak-Kuen Siu
Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom pp. 233-243 Downloads
Krishna Reddy, Nawazish Mirza, Bushra Naqvi and Mingli Fu
Generalized financial ratios to predict the equity premium pp. 244-257 Downloads
Andres Algaba and Kris Boudt
Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach pp. 258-271 Downloads
Afees Salisu and Kazeem Isah
Kuznets curve in happiness: A cross-country exploration pp. 272-278 Downloads
Rati Ram

Volume 64, issue C, 2017

New technology and old institutions: An empirical analysis of the skill-biased demand for older workers in Europe pp. 1-19 Downloads
Fei Peng, Sajid Anwar and Lili Kang
The impact of equity ownership groups on investment: Evidence from Ukraine pp. 20-25 Downloads
Dariya Mykhayliv and Klaus G. Zauner
The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey pp. 26-39 Downloads
Matteo Mogliani, Olivier Darné and Bertrand Pluyaud
Does immigration crowd out foreign direct investment inflows? Tradeoff between contemporaneous FDI-immigration substitution and ethnic network externalities pp. 40-47 Downloads
Akinori Tomohara
Equity market information and credit risk signaling: A quantile cointegrating regression approach pp. 48-59 Downloads
Hayette Gatfaoui
Robust minimum variance portfolio optimization modelling under scenario uncertainty pp. 60-71 Downloads
Panos Xidonas, Christis Hassapis, John Soulis and Aristeidis Samitas
International trade and firms' attitude towards risk pp. 69-73 Downloads
Udo Broll and Soumyatanu Mukherjee
Can volume predict Bitcoin returns and volatility? A quantiles-based approach pp. 74-81 Downloads
Mehmet Balcilar, Elie Bouri, Rangan Gupta and David Roubaud
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area pp. 82-96 Downloads
Claudio Morana
Disagreement and the risk-return relation pp. 97-104 Downloads
Yun Jia and Chunpeng Yang
Unemployment persistence in OECD countries after the Great Recession pp. 105-116 Downloads
André M. Marques, Gilberto Lima and Victor Troster
To tax or not to tax? When does it matter for informality? pp. 117-127 Downloads
Shalini Mitra
Asset prices and economic fluctuations: The implications of stochastic volatility pp. 128-140 Downloads
Junping Chen, Xiong Xiong, Jie Zhu and Xiaoneng Zhu
Mexican real wages and the U.S. economy pp. 141-152 Downloads
René Cabral and André Varella Mollick
Measuring the output gap in Switzerland with linear opinion pools pp. 153-171 Downloads
Daniel Buncic and Oliver Müller
Capital and liquidity in a dynamic model of banking pp. 172-177 Downloads
Augusto Hasman and Margarita Samartín
Modelling European sovereign bond yields with international portfolio effects pp. 178-200 Downloads
Franck Martin and Jiangxingyun Zhang
Investigating Global Imbalances: Empirical evidence from a GVAR approach pp. 201-210 Downloads
Timo Bettendorf
Executive compensation among Australian mining and non-mining firms: Risk taking, long and short-term incentives pp. 211-220 Downloads
Subba Reddy Yarram and John Rice
The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis pp. 221-230 Downloads
Neda Todorova
Asset pricing and institutional investors with disagreements pp. 231-248 Downloads
Chaoqun Ma, Hailong Wang, Fengchao Cheng and Duni Hu
The role of financial shocks in business cycles with a liability side financial friction pp. 249-269 Downloads
Sadia Afrin
Are government transfers harmful to economic growth? A meta-analysis pp. 270-287 Downloads
S. Awaworyi Churchill and Siew Ling Yew
Regional variation in the capital structure adjustment speed of listed firms: Evidence from China pp. 288-294 Downloads
Yong Mai, Lei Meng and Zhiqiang Ye
Modelling the implied volatility surface based on Shanghai 50ETF options pp. 295-301 Downloads
Jinzhong Wang, Shijiang Chen, Qizhi Tao and Ting Zhang
On estimating long-run effects in models with lagged dependent variables pp. 302-311 Downloads
W. Robert Reed and Min Zhu
Catching the curl: Wavelet thresholding improves forward curve modelling pp. 312-321 Downloads
Gabriel J. Power, James Eaves, Calum Turvey and Dmitry Vedenov
Taxing financial transactions in fundamentally heterogeneous markets pp. 322-333 Downloads
Edoardo Gaffeo and Massimo Molinari
Sources of economic growth in China from 2000–2013 and its further sustainable growth path: A three-hierarchy meta-frontier data envelopment analysis pp. 334-348 Downloads
Chao Feng, Miao Wang, Guan-Chun Liu and Jian-Bai Huang
A conditional autoregressive range model with gamma distribution for financial volatility modelling pp. 349-356 Downloads
Haibin Xie and Xinyu Wu
The impact of income distribution on structural transformation: The role of extensive margin pp. 357-364 Downloads
Yue Liu
Output stabilization in fixed and floating regimes: Does trade of new products matter? pp. 365-383 Downloads
Lilia Cavallari and D'Addona, Stefano
Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests pp. 384-398 Downloads
Yonghong Jiang, He Nie and Joe Yohanes Monginsidi
Price volatility, tariff structure and the special safeguard mechanism pp. 399-408 Downloads
Amanda M. Countryman and Badri G. Narayanan
Can asymmetric conditional volatility imply asymmetric tail dependence? pp. 409-418 Downloads
Jong-Min Kim and Hojin Jung
Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies pp. 419-442 Downloads
Yang Hu and Les Oxley
How Islamic are Islamic banks? A non-linear assessment of Islamic rate – conventional rate relations pp. 443-448 Downloads
Raditya Sukmana and Mansor Ibrahim
Hitting SKEW for SIX pp. 449-464 Downloads
Liu, Zhangxin (Frank) and Robert Faff
Child Labour's effect on long-run earnings: An analysis of cohorts pp. 465-472 Downloads
Alberto Posso
Fiscal financing and the efficacy of fiscal policy in Korea: An empirical assessment with comparison to the U.S. evidence pp. 473-486 Downloads
Joonyoung Hur and Kang Koo Lee
What have we learned? Assessing the effectiveness of counterterrorism strategies in Pakistan pp. 487-495 Downloads
Faiz Ur Rehman, Muhammad Nasir and Muhammad Shahbaz
Daily happiness and stock returns: The case of Chinese company listed in the United States pp. 496-501 Downloads
Xiao Li, Dehua Shen, Mei Xue and Wei Zhang
Dividend policy: Shareholder rights and creditor rights under the impact of the global financial crisis pp. 502-512 Downloads
Quoc Trung Tran, Pascal Alphonse and Xuan Minh Nguyen
Bank overall financial strength: Islamic versus conventional banks pp. 513-523 Downloads
Michael Doumpos, Iftekhar Hasan and Fotios Pasiouras
Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model pp. 524-538 Downloads
Alberto Bagnai, Brigitte Granville and Christian Alexander Mongeau Ospina
Subsidizing healthcare in the presence of market distortions pp. 539-552 Downloads
Sarbajit Chaudhuri, Jayanta Kumar Dwibedi and Anindya Biswas
Statistical inference of partially linear varying coefficient spatial autoregressive models pp. 553-559 Downloads
Chuanhua Wei, Shuang Guo and Shufen Zhai
Forecasting the oil futures price volatility: A new approach pp. 560-566 Downloads
Feng Ma, Jing Liu, Dengshi Huang and Wang Chen
Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach pp. 567-588 Downloads
Fredj Jawadi, Zied Ftiti and Mouna Hdia
Expected default based score for identifying systemically important banks pp. 589-600 Downloads
Yanzhen Yao, Jianping Li, Xiaoqian Zhu and Lu Wei
Optimal combination of innovation and environmental policies under technology licensing pp. 601-609 Downloads
Keisuke Hattori
Political stability and growth: An application of dynamic GMM and quantile regression pp. 610-625 Downloads
Md Akther Uddin, Md Hakim Ali and Abul Masih
Islamic banking and risk: The impact of Basel II pp. 626-637 Downloads
Alexandra Zins and Laurent Weill
The importance of being remembered: Prices for cemetery plots in the US pp. 638-645 Downloads
Paolo Canofari, Giancarlo Marini and Pasquale Scaramozzino
Page updated 2017-10-18