Economic Modelling

1984 - 2025

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

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Volume 80, issue C, 2019

Panel LM unit root tests with level and trend shifts pp. 1-10

Junsoo Lee and Margie Tieslau

Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market pp. 11-22

Yingyi Hu and Jean-Luc Prigent

How index investment impacts commodities: A story about the financialization of agricultural commodities pp. 23-33

Camille Aït-Youcef

Country factors and the investment decision-making process of sovereign wealth funds pp. 34-48

J. Amar, Bertrand Candelon, C. Lecourt and Z. Xun

Our currency, your attention: Contagion spillovers of investor attention on currency returns pp. 49-61

You Wu, Liyan Han and Libo Yin

Crude oil and equity market comovements among Asia's for little dragons countries. Evidence of unobserved components approach pp. 62-74

Ikrame Ben Slimane, Jihed Majdoub and Salim Ben Sassi

Empirical tests on the asset pricing model with liquidity risk: An unobserved components approach pp. 75-86

Malick Fall, Waël Louhichi and Jean-Laurent Viviani

Detecting periods of exuberance: A look at the role of aggregation with an application to house prices pp. 87-102

Efthymios Pavlidis, Enrique Martínez-García and Valerie Grossman

The ‘curse of dimensionality’ resolved: The effects of climate change and trade barriers in large dimensional modelling pp. 103-110

Tom Kompas and Pham Van Ha

Real estate prices and systemic banking crises pp. 111-120

Yang Deng, Yan Zeng and Zhirui Li

Can financial media sentiment predict merger and acquisition performance? pp. 121-129

Bo Yang, Ji Sun, Guo, Jie (Michael) and Jiayi Fu

An augmented autoregressive distributed lag bounds test for cointegration pp. 130-141

Chung Yan Sam, Robert McNown and Soo Khoon Goh

Interest rate pass-through in Morocco: Evidence from bank-level survey data pp. 142-157

Hicham Bennouna

Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials pp. 158-170

Arnoldo López-Marmolejo and Daniel Ventosa-Santaulària

The end of the flat tax experiment in Slovakia: An evaluation using behavioural microsimulation in a dynamic macroeconomic framework pp. 171-184

Michal Horváth, Matúš Senaj, Zuzana Siebertová, Norbert Švarda and Jana Valachyová

Modelling Sri Lankan consumption patterns using error corrected LA-AIDS pp. 185-191

Shashika Rathnayaka, Saroja Selvanathan, E.A. Selvanathan and Parvinder Kler

Can country trade flows benefit from improved corporate social responsibility ratings? pp. 192-201

Shou-Lin Yang, Ariana Chang, Yen-Hsun Chen and Yung-Ming Shiu

Cancer survivors in the labor market: Evidence from recent US micro-panel data pp. 202-221

Ahmad Osmani and Albert Okunade

Increasing linkages among European regions. The role of sectoral composition pp. 222-243

María Gadea, Ana Gómez-Loscos and Danilo Leiva-Leon

Usage of formal financial services in India: Demand barriers or supply constraints? pp. 244-259

Abhishek Kumar, Rama Pal and Rupayan Pal

Combining the minimum-variance and equally-weighted portfolios: Can portfolio performance be improved? pp. 260-274

Chonghui Jiang, Jiangze Du and Yunbi An

UK's stock market reaction to Brexit process: A tale of two halves pp. 275-283

Khurram Shahzad, Ghulame Rubbaniy, M.A.P.E. Lensvelt and Tariq Bhatti

A risk index to model uncertain portfolio investment with options pp. 284-293

Xuting Wang and Xiaoxia Huang

Types of patents and driving forces behind the patent growth in China pp. 294-302

Zhiyuan Chen and Jie Zhang

Role of cash and costs of inflation for different income groups in the U.S pp. 303-319

Venoo Kakar and Gerald Daniels

Optimal social security tax with myopic agents pp. 320-327

Hsun Chu and Chu-chuan Cheng

Feedback effects between credit ratings and financial markets pp. 328-338

José Jorge

Tariffs and privatization policy in a bilateral trade with corporate social responsibility pp. 339-351

Lili Xu and Sang-Ho Lee

Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis pp. 352-382

Zhongbao Zhou, Yong Jiang, Yan Liu, Ling Lin and Qing Liu

Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market pp. 383-391

Jingru Ji, Donghua Wang and Dinghai Xu

Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models pp. 392-399

Wei Peng and Yufeng Zeng

Level of development and income inequality in the United States: Kuznets hypothesis revisited once again pp. 400-406

German Blanco and Rati Ram

Assessing the macroeconomic impact of alternative macroprudential policies pp. 407-428

E Davis, Iana Liadze and Rebecca Piggott

Research and development and trade policies for product innovation in the presence of foreign competition pp. 429-440

Pavlo Buryi and Sajal Lahiri

Do more subsidies promote greater innovation? Evidence from the Chinese electronic manufacturing industry pp. 441-452

Dayong Liu, Tong Chen, Xiaoyang Liu and Yongze Yu

The impact of foreign direct investment on productivity: New evidence for developing countries pp. 453-466

Chengchun Li and Sailesh Tanna

Volume 79, issue C, 2019

Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis pp. 1-14

Christos Alexakis, Marwan Izzeldin, Jill Johnes and Vasileios Pappas

Monetary and fiscal policy transmission in Poland pp. 15-27

Alfred A. Haug, Tomasz Jędrzejowicz and Anna Sznajderska

Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement pp. 28-46

Abdullahi D. Ahmed and Rui Huo

Economic policy uncertainty in the US and China and their impact on the global markets pp. 47-56

Dayong Zhang, Lei Lei, Qiang Ji and Ali Kutan

Does the relationship between income and child health differ across income groups? Evidence from India pp. 57-73

Harini Swaminathan, Anurag Sharma and Narendra G. Shah

Consumption, welfare, and stochastic population dynamics when technology shocks are (Un)tied pp. 74-85

Mizuki Tsuboi

Multiplicity and stagnation under the Romer model with increasing returns of R&D pp. 86-97

Shiro Kuwahara

Modelling the dynamics of corruption and unemployment with heterogeneous labour pp. 98-117

King Yoong Lim

Volatility spillovers of unconventional monetary policy to emerging market economies pp. 118-129

Apostolos Apostolou and John Beirne

Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals pp. 130-140

Liyun Zhou and Chunpeng Yang

Remittances and household expenditure behaviour: Evidence from Senegal∗ pp. 141-153

Teresa Randazzo and Matloob Piracha

Do better institutions offset the adverse effect of a financial crisis on investment? Evidence from East Asia pp. 154-172

Karim Eslamloueyan and Mahboubeh Jafari

The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa pp. 173-185

Alain Kabundi and Montfort Mlachila

Effects of the Chinese arable land fallow system and land-use change on agricultural production and on the economy pp. 186-197

Can Wang, Mahinda Siriwardana and Samuel Meng

Technological changes and population growth: The role of land in England pp. 198-210

Claire Loupias and Bertrand Wigniolle

Fiscal transparency, government effectiveness and government spending efficiency: Some international evidence based on panel data approach pp. 211-225

Gabriel Montes, Júlio Cesar Albuquerque Bastos and Ana Jordânia de Oliveira

Price convergence in the European Union – What has changed? pp. 226-241

Aleksandra Hałka and Agnieszka Leszczyńska-Paczesna

Rationality tests in the presence of instabilities in finite samples pp. 242-246

Makram El-Shagi

Financing R&D in Chinese private firms: Business associations or political connection? pp. 247-261

Dongyang Zhang and Yumei Guo

Growth in a time of external imbalances pp. 262-275

Mariam Camarero, Jesús Peiró-Palomino and Cecilio Tamarit

Does the higher education expansion in the UK reduce the returns to education? A comparison of returning-from-work versus fresh out-of-school graduates pp. 276-285

Bin Huang, Lei Xu and Yu Zhu

From households to national statistics: Macroeconomic effects of Women's empowerment pp. 286-294

Luis San Vicente Portes, Vidya Atal and Miriam Juarez