Economic Modelling

1984 - 2019

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

From Elsevier
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Volume 76, issue C, 2019

How can a strong currency or drop in oil prices raise inflation and the black-market premium? pp. 1-13

Valerie Cerra

Hierarchically spatial autoregressive and moving average error model pp. 14-30

Qianting Ye, Huajie Liang, Kuan-Pin Lin and Zhihe Long

Unemployment dynamics in emerging countries: Monetary policy and external shocks pp. 31-49

Jaroslav Horvath and Jiansheng Zhong

Finance constraints and technology spillovers from foreign to domestic firms pp. 50-62

Alex Eapen, Jihye Yeo and Subash Sasidharan

Modeling and forecasting return jumps using realized variation measures pp. 63-80

Yi Liu, Huifang Liu and Lei Zhang

Unveiling the objectives of central banks: Tales of four Latin American countries pp. 81-100

Marcos Gómez, Juan Medina and Gonzalo Valenzuela

Twin deficits and fiscal spillovers in the EMU's periphery. A Keynesian perspective pp. 101-116

Isabelle Gaysset, Lagoarde-Segot, Thomas and Simon Neaime

Different compositions of aggregate sentiment and their impact on macroeconomic stability pp. 117-127

Reiner Franke and Frank Westerhoff

Sentiment and bias in performance evaluation by impartial arbitrators pp. 128-134

Liam Lenten, Paul Crosby and Jordi McKenzie

On the asymmetric impact of macro–variables on volatility pp. 135-152

Alessandra Amendola, Vincenzo Candila and Giampiero Gallo

Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables pp. 153-171

Afees Salisu, Raymond Swaray and Tirimisiyu F. Oloko

Oil price and automobile stock return co-movement: A wavelet coherence analysis pp. 172-181

Debdatta Pal and Subrata K. Mitra

The productivity impact of climate change: Evidence from Australia's Millennium drought pp. 182-191

Yu Sheng and Xinpeng Xu

Persistence and stochastic convergence of euro area unemployment rates* pp. 192-198

Irena Raguž Krištić, Lucija Rogić Dumančić and Vladimir Arčabić

Dismiss the output gaps? To use with caution given their limitations pp. 199-215

Lise Pichette, Marie-Noëlle Robitaille, Mohanad Salameh and Pierre St-Amant

Modeling asymmetric price transmission in the European food market pp. 216-230

Anthony N. Rezitis and Mike Tsionas

Testing the white noise hypothesis of stock returns pp. 231-242

Jonathan B. Hill and Kaiji Motegi

The double trap: Institutions and economic development pp. 243-259

Sabyasachi Kar, Amrita Roy and Kunal Sen

Measuring comparative advantages in the Euro Area pp. 260-269

Ioanna Konstantakopoulou and Mike G. Tsionas

Convergence of labor productivity across the US states pp. 270-280

Bisrat Kinfemichael and Akm Morshed

Modeling, analysis and mitigation of contagion in financial systems pp. 281-292

Xian Cheng and Haichuan Zhao

‘To sell or not to sell’: Licensing versus selling by an outside innovator pp. 293-304

Swapnendu Banerjee (Bandyopadhyay) and Sougata Poddar

Do political factors influence banking crisis? pp. 305-318

Rashad Hasanov and Prasad Sankar Bhattacharya

Intraday momentum and stock return predictability: Evidence from China pp. 319-329

Yaojie Zhang, Feng Ma and Bo Zhu

Persistence of prices in the Eurozone capital cities: Evidence from the Economist Intelligence Unit City Data pp. 330-338

Olena Ogrokhina

Volume 75, issue C, 2018

Assessing the economic impact of mega events using Computable General Equilibrium models: Promises and compromises pp. 1-9

Jérôme Massiani

Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area pp. 10-22

Federico Giri

Fiscal policy within the DSGE-VAR framework pp. 23-37

Jan Babecký, Michal Franta and Jakub Ryšánek

The case for NIT+FT in Europe. An empirical optimal taxation exercise pp. 38-69

Nizamul Islam and Ugo Colombino

Using empirical Armington and demand elasticities in computable equilibrium models: An illustration with the CAPRI model pp. 70-80

A.C. Wunderlich and A. Kohler

The importance of hedging currency risk: Evidence from CNY and CNH pp. 81-92

Jiangze Du, Jying-Nan Wang, Yuan-Teng Hsu and Kin Keung Lai

Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach pp. 93-104

Inmaculada Álvarez, Chihwa Kao and Romero-Jordán, Desiderio

Measuring the response of gold prices to uncertainty: An analysis beyond the mean pp. 105-116

Jamal Bouoiyour, Refk Selmi and Mark Wohar

Time-varying information rigidities and fluctuations in professional forecasters' disagreement pp. 117-131

Joonyoung Hur

Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation pp. 132-141

Emmanuel Mamatzakis and M. Tsionas

Does an aging population influence stock markets? Evidence from New Zealand pp. 142-158

Samanthala Hettihewa, Shrabani Saha and Hanxiong Zhang

Inflation and health in a Schumpeterian growth model: Theory and evidence pp. 159-168

Qichun He

How efficient are market-based instruments in mitigating climate change in small emitter South Asian economies? pp. 169-180

Sumali Dissanayake, Renuka Mahadevan and Asafu-Adjaye, John

The predictive power of the yield spread for future economic expansions: Evidence from a new approach pp. 181-195

Bartosz Gebka and Mark Wohar

Fossil fuels, alternative energy and economic growth pp. 196-220

Raul Barreto

Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth pp. 221-236

Qifa Xu, Xingxuan Zhuo, Cuixia Jiang, Xi Liu and Yezheng Liu

Forecasting the prices of crude oil using the predictor, economic and combined constraints pp. 237-245

Yongsheng Yi, Feng Ma, Yaojie Zhang and Dengshi Huang

Economic and statistical measurement of physical capital: From theory to practice pp. 246-255

Escribá-Pérez, F.J., Murgui-García, M.J. and José Ruiz-Tamarit

Stochastic trends and fiscal policy pp. 256-267

Karim Barhoumi, Reda Cherif and Nooman Rebei

International interest rates, the current account and housing markets pp. 268-280

Luis Franjo

Time-consistent mean-variance portfolio selection with only risky assets pp. 281-292

Chi Seng Pun

Existence and uniqueness of growth cycles in post Keynesian systems pp. 293-304

Hiroki Murakami

Is the credit channel alive? Firm-level evidence on the sensitivity of borrowing spreads to monetary policy pp. 305-319

Uluc Aysun, Kiyoung Jeon and Zeynep Kabukcuoglu

Why are labor markets in Spain and Germany so different? pp. 320-335

Miguel Casares and Jesús Vázquez

Dividend policy of Indonesian listed firms: The role of families and the state pp. 336-354

Meryem Duygun, Yilmaz Guney and Abdul Moin

The role of behavioral choices in reducing wage inequality in developing countries pp. 355-363

Bharati Basu

One size does not fit all… panel data: Bayesian model averaging and data poolability pp. 364-376

Rodolphe Desbordes, Gary Koop and Vincent Vicard

The impacts of workers' remittances on human capital and labor supply in developing countries pp. 377-396

SeyedSoroosh Azizi

Structural reforms in DSGE models: Output gains but welfare losses pp. 397-421

Benoît Campagne and Aurélien Poissonnier

High-dimensional covariance forecasting based on principal component analysis of high-frequency data pp. 422-431

Zhihong Jian, Pingjun Deng and Zhican Zhu

Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis pp. 432-440

Mouyad Alsamara, Zouhair Mrabet and Michel Dombrecht

Assessing the economic and social impact of tax and benefit reforms: A general-equilibrium microsimulation approach applied to Hungary pp. 441-457

Peter Benczur, Gabor Katay and Áron Kiss

Does innovation facilitate firm survival? Evidence from Chinese high-tech firms pp. 458-468

Dongyang Zhang, Wenping Zheng and Lutao Ning