Economic Modelling

1984 - 2025

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

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Volume 96, issue C, 2021

Media effects matter: Macroeconomic announcements in the gold futures market pp. 1-12

Qi Liang, Wenjia Sun, Wenyu Li and Fengyan Yu

Does R&D intensity matter in the executive risk incentives and firm risk relationship? pp. 13-24

Hussein Abdoh and Yu Liu

Sharing is caring: Spillovers and synchronization of business cycles in the European Union pp. 25-39

Vladimir Arčabić and Tihana Škrinjarić

The effects of competition and collaboration on efficiency in the UK independent school sector pp. 40-53

Laura López-Torres, Jill Johnes, Caroline Elliott and Cristina Polo

Do auditors respond to stringent environmental regulation? Evidence from China’s new environmental protection law pp. 54-67

Xinghe Liu, Huifeng Xu and Meiting Lu

Financial inclusion and agricultural total factor productivity growth in China pp. 68-82

Yue Hu, Chang Liu and Jiangang Peng

A novel approach to the estimation of an actively managed component of foreign exchange reserves pp. 83-95

Marek Dąbrowski

Finance, globalisation, technology and inequality: Do nonlinearities matter? pp. 96-110

Antonio Francesco Gravina and Matteo Lanzafame

Foreign aid volatility and economic growth in Sub-Saharan Africa: Does institutional quality matter? pp. 111-127

Elliot Boateng, Frank Agbola and Amir Mahmood

Financial and nonfinancial global stock market volatility shocks pp. 128-134

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

Group firms’ access to internal capital markets: The contingent roles of group resources and affiliates’ financial weakness pp. 135-156

Ching-Yuan Hsiao and Yung-Ming Shiu

Time-varying wage Phillips curves in the euro area with a new measure for labor market slack pp. 157-171

Dennis Bonam, Jakob de Haan and Duncan Van Limbergen

Resurrecting the Phillips Curve in Low-Inflation Times pp. 172-195

Antonio Conti

Default clustering of the nonfinancial sector and systemic risk: Evidence from China pp. 196-208

Xiaoting Wang, Siyuan Hou and Jie Shen

Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism pp. 209-219

Danyan Wen, Yudong Wang and Yaojie Zhang

Cost-effective mortgage modification program to reduce mortgage defaults pp. 220-241

Jiseob Kim and Taejun Lim

How much should we trust five-year averaging to purge business cycle effects? A reassessment of the finance-growth and capital accumulation-unemployment nexus pp. 242-256

Simon Sturn and Gerald Epstein

Fiscal financing components in a simple model of policy interaction pp. 257-276

Piyali Das

North-South trade liberalization and factor reallocations between manufacturing and R&D pp. 277-294

Adolfo Cristóbal Campoamor

Does artificial intelligence affect the pattern of skill demand? Evidence from Chinese manufacturing firms pp. 295-309

Mengmeng Xie, Lin Ding, Yan Xia, Jianfeng Guo, Jiaofeng Pan and Huijuan Wang

Deep recessions pp. 310-323

Tatiana Kirsanova, Charles Nolan and Maryam Shafiei

What determines volatility smile in China? pp. 326-335

Pengshi Li, Aichuan Xian and Yan Lin

Export price and quality adjustment: The role of financial stress and exchange rate pp. 336-345

Meng-Wei Chen, Cuicui Lu and Yuan Tian

Research on the influence of manufacturing agglomeration modes on regional carbon emission and spatial effect in China pp. 346-352

Fei Lan, Li Sun and Wenyan Pu

Trade protectionism and US manufacturing employment pp. 353-361

Chunding Li and John Whalley

Are oil prices efficient? pp. 362-370

Shaista Arshad, Syed Aun R. Rizvi, Omair Haroon, Fahad Mehmood and Qiang Gong

Business creation, innovation, and economic growth: Evidence from China’s economic transition, 1978–2017 pp. 371-378

Jianhui Jian, Xiaojie Fan, Shiyong Zhao and Dong Zhou

Why do firms sell gift cards although consumers prefer cash to gift cards? pp. 379-388

Nathan Berg, Jeong-Yoo Kim and Jihoon Park

Investment, firm-specific uncertainty, and market power in South Africa pp. 389-395

Georgios Chortareas, Emmanouil Noikokyris and Fathima Roshan Rakeeb

Factor tracking: A new smart beta strategy that outperforms naïve diversification pp. 396-408

Chonghui Jiang, Jiangze Du, Yunbi An and Jinqing Zhang

Does the composition of government spending matter for government bond spreads? pp. 409-420

Jean-Louis Combes, Alexandru Minea and Pegdewende Sawadogo

Optimal branching strategy, local financial development, and SMEs’ performance pp. 421-432

Monzur Hossain, Naoyuki Yoshino and Farhad Taghizadeh-Hesary

Household financial vulnerability in Indonesia: Measurement and determinants pp. 433-444

Sri Noerhidajati, Agung Bayu Purwoko, Hesti Werdaningtyas, Amalia Insan Kamil and Teguh Dartanto

Forecasting tourism with targeted predictors in a data-rich environment pp. 445-454

Nuno Lourenço, Carlos Melo Gouveia and António Rua

Volume 95, issue C, 2021

Disintegration scenarios in the European Union: A case study of Eastern European economies pp. 1-12

Lucía Bolea, Rosa Duarte, Geoffrey J.D. Hewings and Julio Sánchez-Chóliz

Returns and volume: Frequency connectedness in cryptocurrency markets pp. 13-20

Panos Fousekis and Dimitra Tzaferi

Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective pp. 21-34

Yonghong Jiang, Jiayi Lie, Jieru Wang and Jinqi Mu

A model-based index for systemic risk contribution measurement in financial networks pp. 35-48

Yang Deng, Ziqing Zhang and Li Zhu

Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy pp. 49-67

Pawel Baranowski, Wirginia Doryń, Tomasz Łyziak and Ewa Stanisławska

Cooperation and spillovers in healthcare R&D: Theory and evidence pp. 68-75

João Ricardo Faria, Steven B Caudill, Franklin Mixon and Kamal Upadhyaya

Quantifying sovereign risk in the euro area pp. 76-96

Manish K. Singh, Marta Gómez-Puig and Simon Sosvilla-Rivero

Institutional change in the global economy: How trade reform can be detrimental to welfare pp. 97-110

Ayhab F. Saad

Can a new model of infrastructure financing mitigate credit rationing in poorly governed countries? pp. 111-120

Jiajun Xu, Xinshun Ru and Pengcheng Song

Monetary–fiscal policy regime and macroeconomic dynamics in China pp. 121-135

Ding Liu, Weihong Sun and Long Chang

Hysteresis and the welfare costs of recessions pp. 136-144

Juha Tervala

Effects of Saudi Arabia’s economic reforms: Insights from a DSGE model pp. 145-169

Jorge Blazquez, Marzio Galeotti, Baltasar Manzano, Axel Pierru and Shreekar Pradhan

The golden hedge: From global financial crisis to global pandemic pp. 170-180

Richard Burdekin and Ran Tao

Time-varying individual effects in a panel data probit model with an application to female labor force participation pp. 181-191

Kai Xin, ZhengYu Zhang, YaHong Zhou and PingFang Zhu

New nonlinear estimators of the gravity equation pp. 192-202

Ayman Mnasri and Salem Nechi

Trade credit, group affiliation, and credit contraction: Evidence from the 1997 Korean financial crisis pp. 203-214

Junghwan Hyun

Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements pp. 215-227

Anthony Rezitis, Andreas Rokopanos and Mike Tsionas

Conference presentations and academic publishing pp. 228-254

Yuriy Gorodnichenko, Tho Pham and Oleksandr Talavera

Further tests of asset pricing models: Liquidity risk matters pp. 255-273

Xiuli Ma, Xindong Zhang and Weimin Liu

How does inequality affect long-run growth? Cross-industry, cross-country evidence pp. 274-297

Roxana Gutiérrez-Romero

Capital flow and banking credit in Indonesia pp. 298-310

Mirza Yuniar Isnaeni Mara, Nur M.Adhi Purwanto, Ina Nurmalia Kurniati, Nanda Rizki Fauziah and Euis Aqmaliyah

Transitions between monetary policy frameworks and their effects on economic performance pp. 311-329

David Cobham and Mengdi Song

Stock market mispricing and firm innovation based on path analysis pp. 330-343

Huayu Shen, Shaofeng Zheng, Hao Xiong, Wenjie Tang, Jiachun Dou and Henry Silverman

Inefficiency and bank failure: A joint Bayesian estimation method of stochastic frontier and hazards models pp. 344-360

Jim Sanchez González, Diego Restrepo-Tobon and Andrés Ramírez Hassan

A model for calculating optimal credit guarantee fee for small and medium-sized enterprises pp. 361-373

Farhad Taghizadeh-Hesary, Naoyuki Yoshino, Lisa Fukuda and Ehsan Rasoulinezhad

Intraday momentum and return predictability: Evidence from the crude oil market pp. 374-384

Zhuzhu Wen, Xu Gong, Diandian Ma and Yahua Xu

Disagreement on sunspots and soybeans futures price pp. 385-393

Hanjie Wang, Jan-Henning Feil and Xiaohua Yu

Market-based environmental regulation and total factor productivity: Evidence from Chinese enterprises pp. 394-407

Jiaying Peng, Rui Xie, Chunbo Ma and Yang Fu

Does economic convergence hold? A spatial quantile analysis on European regions pp. 408-417

Alfredo Cartone, Paolo Postiglione and Geoffrey J.D. Hewings

Effects of political promotion on local firms’ social responsibility in China pp. 418-429

Dongmin Kong, Xu Cheng and Xiandeng Jiang

Equity premium and monetary policy in a model with limited asset market participation pp. 430-440

Roman Horvath, Lorant Kaszab and Aleš Maršál

Chief executive officer (CEO)’s rural origin and internal control quality pp. 441-452

Huayu Shen, Hao Xiong, Shaofeng Zheng and Fei Hou

Effects of minimum wage on workers’ on-the-job effort and labor market outcomes pp. 453-461

Naibao Zhao and Meng Sun

Mixed-frequency SV model for stock volatility and macroeconomics pp. 462-472

Yuhuang Shang and Tingguo Zheng

The effects of urban transformation on productivity spillovers in China pp. 473-488

Ming He, Yang Chen and Charles Marrewijk

Default risks, moral hazard and market-based solution: Evidence from renewable energy market in Bangladesh pp. 489-499

Monzur Hossain, Naoyuki Yoshino and Farhad Taghizadeh-Hesary