Economic Modelling

1984 - 2025

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

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Volume 82, issue C, 2019

Do oil prices predict Indonesian macroeconomy? pp. 2-12

Susan Sunila Sharma, Dinh Phan and Bernard Iyke

Transmission channels of the resource curse in Africa: A time perspective pp. 13-20

Alexandre Henry

International sanctions’ impact on energy efficiency in target states pp. 21-34

Yin E. Chen, Qiang Fu, Xinxin Zhao, Xuemei Yuan and Chun-Ping Chang

The impacts of energy insecurity on household welfare in Cambodia: Empirical evidence and policy implications pp. 35-41

Han Phoumin and Fukunari Kimura

A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform pp. 42-56

Shahrokh Firouzi and Xiangning Wang

The impacts of economic sanctions on exchange rate volatility pp. 58-65

Yiwei Wang, Ke Wang and Chun-Ping Chang

What Drives Entrepreneurship in Digital Economy? Evidence from China pp. 66-73

Zhichao Yin, Xue Gong, Peiyao Guo and Tao Wu

Barriers to the international diffusion of technological innovations pp. 74-86

Sanjesh Kumar and Baljeet Singh

A reassessment of total factor productivity convergence: Evidence from cross-country analysis pp. 87-98

Badri Rath and Vaseem Akram

Per capita output convergence across Asian countries: Evidence from covariate unit root test with an endogenous structural break pp. 99-118

Takashi Matsuki

Valuation of collateralized debt obligations: An equilibrium model pp. 119-135

May Hu and Jason Park

A new test for fiscal sustainability with endogenous sovereign bond yields: Evidence for EU economies pp. 136-151

Joanna Mackiewicz-Łyziak and Tomasz Łyziak

Testing a model of UK growth: A role for R&D subsidies pp. 152-167

Lucy Minford and David Meenagh

The relationship between trading activity and stock market volatility: Does the volume threshold matter? pp. 168-184

Yosra Koubaa and Skander Slim

Is there a relation between labor investment inefficiency and corporate tax avoidance? pp. 185-201

Grantley Taylor, Ahmed Al-Hadi, Grant Richardson, Usamah Alfarhan and Khamis Al-Yahyaee

New insights into the nonlinearity of Okun's law pp. 202-210

César Nebot, Arielle Beyaert and José García-Solanes

Individual preferences for public education spending: Does personal income matter? pp. 211-228

Debora Di Gioacchino, Laura Sabani and Simone Tedeschi

The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC) pp. 229-249

Adeolu O. Adewuyi and Joseph O. Ogebe

A nowcasting model for Ecuador: Implementing a time-varying mean output growth pp. 250-263

Manuel González-Astudillo and Daniel Baquero

Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements pp. 264-279

Guangling Liu and Thabang Molise

From family security to the welfare state: Path dependency of social security on the difference in legal origins pp. 280-293

Masaki Nakabayashi

Re-exploring the nexus between monetary policy and banks' risk-taking pp. 294-307

Melchisedek Joslem Ngambou Djatche

Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability pp. 308-331

Paola D'Orazio

Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach pp. 332-344

Aaron D. Smallwood

Anticipating individual bank rescues pp. 345-360

Ricardo Correia, Tomasz Dubiel-Teleszynski and Javier Población

Japan's oligopolies: Potential economy wide gains from structural reforms pp. 361-375

Akihito Asano and Rodney Tyers

Intersectoral default contagion: A multivariate Poisson autoregression analysis pp. 376-400

Ana Escribano and Mario Maggi

Structural transformation and productivity growth in India during 1960–2010 pp. 401-419

Debasis Mondal

What drives the short-run costs of fiscal consolidation? Evidence from OECD countries pp. 420-436

Ryan Banerjee and Fabrizio Zampolli

Fear itself: How risk sensitive firms can give demand shocks bite pp. 437-452

Zhaochen He

Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops pp. 453-466

Debdatta Pal and Subrata K. Mitra

Volume 81, issue C, 2019

The role of intergenerational mobility in internal migration pp. 1-15

Jun Sung Kim and Jongkwan Lee

Saving, fertility and public policy in an overlapping generations small open economy pp. 16-29

Luca Spataro, Luciano Fanti and Pier Mario Pacini

Time variation in inflation persistence: New evidence from modelling US inflation pp. 30-39

Brigitte Granville and Ning Zeng

Policy effects on transitional welfare in an overlapping generations model: A pay-as-you-go pension reconsidered pp. 40-48

Weizhen Hu

A new multiscale decomposition ensemble approach for forecasting exchange rates pp. 49-58

Shaolong Sun, Shouyang Wang and Yunjie Wei

Do political connections decrease the accuracy of stock analysts' recommendations in the Chinese stock market? pp. 59-72

Feng He and Yaming Ma

Resource scarcity, technological progress, and stochastic growth pp. 73-88

Mizuki Tsuboi

Financialization and the macroeconomy. Theory and empirical evidence pp. 89-110

Céline Gimet, Thomas Lagoarde-Segot and Luis Reyes-Ortiz

Modelling the allocative efficiency of landowner taxation pp. 111-123

Jason Nassios, James Giesecke, Peter Dixon and Maureen Rimmer

Are financial returns really predictable out-of-sample?: Evidence from a new bootstrap test pp. 124-135

Li Liu, Ruijun Bu, Zhiyuan Pan and Xu Yuhua

Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets pp. 136-147

Geoffrey M. Ngene, Yea Lee Kim and Jinghua Wang

The effects of prudential policies on bank leverage and insolvency risk in Central and Eastern Europe pp. 148-160

Mihai Niţoi, Dorina Clichici and Simona Moagăr-Poladian

How can robots affect wage inequality? pp. 161-169

Clemens Lankisch, Klaus Prettner and Alexia Fürnkranz-Prskawetz

A key determinant of commodity price Co-movement: The role of daily market liquidity pp. 170-180

Yongmin Zhang, Shusheng Ding and Eric M. Scheffel

Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method pp. 181-204

Hui Bu, Wenjin Tang and JunJie Wu

Pre-IPO growth, venture capital, and the long-run performance of IPOs pp. 205-216

Jiangjing Que and Xueyong Zhang

Fast multi-output relevance vector regression pp. 217-230

Youngmin Ha and Hai Zhang

Modeling recovery rate for leveraged loans pp. 231-241

Xiaowei Chen, Gang Wang and Xiangting Zhang

Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model pp. 242-273

Alice Albonico, Ludovic Calès, Roberta Cardani, Olga Croitorov, Filippo Ferroni, Massimo Giovannini, Stefan Hohberger, Beatrice Pataracchia, Filippo Maria Pericoli, Rafal Raciborski, Marco Ratto, Werner Roeger and Lukas Vogel

Climate change implications for the catastrophe bonds market: An empirical analysis pp. 274-294

Claudio Morana and Giacomo Sbrana

Corporate liquidity and risk management with time-inconsistent preferences pp. 295-307

Bo Liu, Yingjie Niu and Yuhua Zhang

Convergence of the performance of microfinance institutions: A decomposition analysis pp. 308-324

Lin Yang Li, Niels Hermes and Aljar Meesters

The impact of debt restructuring on firm investment: Evidence from China pp. 325-337

Jinglu Jiang, Bo Liu and Jinqiang Yang

The effect of short sale constraints on analyst forecast quality: Evidence from a natural experiment in China pp. 338-347

Hao Li, Zhisheng Li, Bingxuan Lin and Xiaowei Xu

Monetary policy volatility shocks in Brazil pp. 348-360

Angelo Fasolo

International trade, foreign direct investments, and firms’ systemic risk: Evidence from the Netherlands pp. 361-386

Annelies Van Cauwenberge, Mark Vancauteren, Roel Braekers and Sigrid Vandemaele

Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures pp. 387-410

Yves Rannou

Labor supply of married foreign-born women in credit-constrained households pp. 411-421

Seik Kim and Nalina Varanasi

The January effect in the foreign exchange market: Evidence for seasonal equity carry trades pp. 422-439

Eric Girardin and Fatemeh Salimi Namin

A modern reincarnation of Mundell-Fleming's trilemma pp. 444-454

Joshua Aizenman

Fiscal rules and the intergenerational welfare effects of public investment pp. 455-470

Pedro Bom

Fiscal policy in the US: Sustainable after all? pp. 471-479

Pierre Aldama and Jerome Creel

Are international environmental policies effective? The case of the Rotterdam and the Stockholm Conventions pp. 480-502

Thais Nunez-Rocha and Inmaculada Martínez-Zarzoso

Globalization, welfare, and the attitudes toward higher education pp. 503-517

Jana Hromcová and Pablo Agnese

Do denominations of origin provide useful quality signals? The case of Bordeaux wines pp. 518-532

Florine Livat, Julian Alston and Jean-Marie Cardebat

Distance and beyond: What drives financial flows to emerging economies? pp. 533-550

Eleonora Cavallaro and Eleonora Cutrini

Optimal monetary policy in the presence of food price subsidies pp. 551-575

William Ginn and Marc Pourroy

(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship pp. 576-593

Sophie Brana, Alexandra Campmas and Ion Lapteacru

Forms of democracy and economic growth volatility pp. 594-603

Clément Mathonnat and Alexandru Minea

Economic migration and business cycles in a small open economy with matching frictions pp. 604-620

Matija Lozej

Trade-offs between macroeconomic and financial stability objectives pp. 621-639

Armand Fouejieu, Alexandra Popescu and Patrick Villieu