Economic Modelling

1984 - 2025

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

From Elsevier
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Volume 104, issue C, 2021

Alpha decay and Sharpe ratio: Two measures of investor performance

Ming Guo and Hui Ou-Yang

Do algorithms discriminate against African Americans in lending?

Jérémie Bertrand and Laurent Weill

Properly capturing tariff rate quotas for trade policy analysis in computable general equilibrium models

Yaghoob Jafari, Wolfgang Britz, Houssein Guimbard and Jayson Beckman

Industry heterogeneity in the risk-taking channel

Manthos Delis, Maria Iosifidi and Nikolaos Mylonidis

Non-linear analysis of effects of energy consumption on economic growth in China: Role of real exchange rate

Yajie Wang, Huan Yu, Hongda Zhang and Tianyu Chen

How does producer services’ agglomeration promote carbon reduction?: The case of China

Jun Zhao, Xiucheng Dong and Kangyin Dong

Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN

Kingsley Dogah

Central and Eastern European economies in a Goldilocks age: A model of labor market institutional choice

Maciej J. Grodzicki and Michał Możdżeń

International output synchronization at different frequencies

Sun Ho Hwang and Yun Jung Kim

Does news tone help forecast oil?

Brian Lucey and Boru Ren

Owning your future: Entrepreneurship and the prospects of upward mobility in China

Li Wang, Lihua Liu and Yunhao Dai

The impact of hedging on risk-averse agents’ output decisions

Kwamie Dunbar and Johnson Owusu-Amoako

COVID-19 and a Green Recovery?

Aditya Goenka, Lin Liu and Manh Hung Nguyen

Does a CEO's private reputation impede corporate governance?

Guang Yang, Ruixian Huang, Yukun Shi and Zhehao Jia

Price convergence: Representation and testing

Alfredo Garcia-Hiernaux and David E. Guerrero

Impact of the “Belt and Road Initiative” on machinery production networks

Yiwen Yang and Chin-Ho Lin

Returns, volatility and the cryptocurrency bubble of 2017–18

Jamie Cross, Chenghan Hou and Kelly Trinh

Aggregate liquidity premium and cross-sectional returns: Evidence from China

Cunfei Liao, Qianlin Luo and Guohao Tang

Macroeconomic determinants of US corporate leverage

Seema Narayan, Minh Ngoc Thi Bui, Yishuai Ren and Chaoqun Ma

The rise of a new anchor currency in RCEP? A tale of three currencies

Dong Guo and Peng Zhou

Volume 103, issue C, 2021

The employment and output of Nations: Theory and policy implications

Pietro Peretto

Does high external debt predict lower economic growth? Role of sovereign spreads and institutional quality

Ruohan Wang, Yi Xue and Wenping Zheng

Accelerating Economic Growth: The Science beneath the Art

Michele Peruzzi and Alessio Terzi

Tariff liberalization and firm-level markups in Indian manufacturing

Subhadip Mukherjee and Rupa Chanda

Club convergence in European housing prices: The role of macroeconomic and housing market fundamentals

Laia Maynou, Mercedes Monfort, Bruce Morley and Javier Ordóñez

Is stock price informativeness shaped by our genes?

Alexandru Todea and Daiana Florina Petrescu

Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices

Naqun Huang and Zhenlin Yang

Effect of financial development on innovation: Roles of market institutions

Irwan Trinugroho, Siong Hook Law, Weng Chang Lee, Jamal Wiwoho and Bruno S. Sergi

Does demand for health services depend on cost-sharing? Evidence from Italy

Michela Ponzo and Vincenzo Scoppa

Asymmetric effects of monetary policy and output shocks on the real estate market in China

Xiaoyu Zhang and Fanghui Pan

External R&D and product innovation: Is over-outsourcing an issue?

Oliviero Carboni and Giuseppe Medda

Intellectual property rights protection and quality upgrading: Evidence from China

Xueyin Song, Xianhai Huang and Tao Qing

The corruption and income inequality puzzle: Does political power distribution matter?

Joseph Keneck-Massil, Clery Nomo-Beyala and Ferdinand Owoundi

Entrepreneurial decisions with idiosyncratic risk and unknown profitability

Wenlong Zhang and Haijun Wang

Environmental policies with consumer-friendly firms and cross-ownership

Juan Bárcena-Ruiz and Amagoia Sagasta

Do information networks benefit households with female heads?

Udichibarna Bose, Thankom Arun and Shoba Arun

Realized skewness and the short-term predictability for aggregate stock market volatility

Zhikai Zhang, Mengxi He, Yaojie Zhang and Yudong Wang

Mental accounts with horizon and asymmetry preferences

Georges Hübner and Thomas Lejeune

Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model

Yongjian Lyu, Heling Yi, Y Wei and Mo Yang

Carbon emissions and default risk: International evidence from firm-level data

Md Nurul Kabir, Sohanur Rahman, Md Arifur Rahman and Mumtaheena Anwar

Environmental rule enforcement and cash holdings: Evidence from a natural experiment

Jianhua Tan, Tao Chen, Peng Zhang and Kam C. Chan

TFP growth, technical efficiency and catch-up dynamics: Evidence from Indian manufacturing

Pankaj Rawat and Seema Sharma

Volume 102, issue C, 2021

The network effect of Chinese competition on what domestic suppliers produce

Daniel Goya

Labor income share and economic fluctuations: A sign-restricted VAR approach

Joonyoung Hur

Volatility spillovers between food and fuel markets: Do administrative regulations affect the transmission?

Henry An, Feng Qiu and James Rude

Do aspirations reduce differences in wealth accumulation?

Jordi Caballe and Ana Moro-Egido

Social media sentiment, model uncertainty, and volatility forecasting

Steven Lehrer, Tian Xie and Xinyu Zhang

Wages, labor quality, and FDI inflows: A new non-linear approach

Lei Hou, Qi Li, Yanfei Wang and Xintong Yang

Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?

Max Breitenlechner and Johann Scharler

An analysis of impact of cancellation activity on market quality: Evidence from China

Gang Chu, Yongjie Zhang and Xiaotao Zhang

Reshaping Thailand's labor market: The intertwined forces of technology advancements and shifting supply chains

Warn Nuarpear Lekfuangfu and Voraprapa Nakavachara

Which nesting structure for the CES? A new selection approach based on input separability

Elena Lagomarsino

Facial expressions and the business cycle

J. Daniel Aromi and Adam Clements

Unconventional monetary policy and inflation expectations in the Euro area

Sina Aßhoff, Ansgar Belke and Thomas Osowski

Macroeconomic effects of government transfer payments: Evidence from Korea

Wongi Kim

Foreign bank presence, institutional quality, and financial inclusion: Evidence from Africa

Jeleta Kebede, Saroja Selvanathan and Athula Naranpanawa

Fiscal stance and the sovereign risk pass-through

Elton Beqiraj, Valeria Patella and Massimiliano Tancioni

Environmental policies in a stagnant economy

Masako Ikefuji and Yoshiyasu Ono

The effects of policy uncertainty on bank loan loss provisions

Dung Tran and Reza Houston

Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets

Mehmet Balcilar, Ojonugwa Usman, Hasan Gungor, David Roubaud and Mark Wohar

Global intersectoral production network and aggregate fluctuations

Kristina Barauskaite (Griskeviciene) and Anh Nguyen

Can exporting resolve overcapacity? Evidence from Chinese steel companies

Xiaoyong Dai and Zhiqi Zhao

Mitigating downside risk of portfolio diversification: Wine versus other tangible assets

Philippe Masset and Frantz Maurer

Does stock market liberalization mitigate litigation risk? Evidence from Stock Connect in China

Lingyun Xiong, Hui Deng and Lijuan Xiao

Is there a wage curve with regional real wages? An analysis for the US and Poland

Bartlomiej Rokicki, Uwe Blien, Geoffrey Hewings and Phan thi Hong Van

The impact of debt restructuring on dynamic investment and financing policies

Yingxian Tan and Pengfei Luo

Labour market miracle, productivity debacle: Measuring the effects of skill-biased and skill-neutral technical change

Christian Hutter and Enzo Weber

Does environmental regulation promote enterprise profitability? Evidence from the implementation of China's newly revised Environmental Protection Law

Di Zhou, Yuan Qiu and Mingzhe Wang

Excess returns in Public-Private Partnerships: Do governments pay too much?

Marco Buso, Michele Moretto and Dimitrios Zormpas

Reading between the lines in the art market: Lack of transparency and price heterogeneity as an indicator of multiple equilibria

Juan Prieto-Rodriguez and Marilena Vecco

Is gold a hedge or a safe-haven asset in the COVID–19 crisis?

Md Akhtaruzzaman, Sabri Boubaker, Brian Lucey and Ahmet Sensoy

Investigating the asymmetric impact of oil prices on GCC stock markets

Nidhaleddine Ben Cheikh, Sami Ben Naceur, Oussama Kanaan and Christophe Rault

Modelling import penetration

Kenneth Clements, Long Vo and Marc Jim Mariano

Market instability and technical trading at high frequency: Evidence from NASDAQ stocks

Deniz Erdemlioglu, Mikael Petitjean and Nicolas Vargas