Economic Modelling

1984 - 2025

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

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Volume 78, issue C, 2019

Importance of a victim-oriented recovery policy after major disasters pp. 1-10

Kei Hosoya

Predatory cells and puzzling financial crises: Are toxic products good for the financial markets? pp. 11-31

Olivier Mesly, Imed Chkir and François-Éric Racicot

Forecasting stock returns: Do less powerful predictors help? pp. 32-39

Yaojie Zhang, Qing Zeng, Feng Ma and Benshan Shi

The impact of pre-IPO performance pressure on research and development investments of an IPO firm: Evidence from China pp. 40-46

Mingshan Zhou, Dacheng Xiao, Kam C. Chan and Hung-Gay Fung

An endogenous structural credit risk model incorporating with moral hazard and rollover risk pp. 47-59

Huawei Niu and Wei Hua

The labor market effects of trade union heterogeneity pp. 60-72

Marco de Pinto and Jochen Michaelis

Hedge fund return higher moments over the business cycle pp. 73-97

François-Éric Racicot and Raymond Théoret

Firms' confidence and Okun's law in OECD countries pp. 98-107

Helder de Mendonça and Diego S.P. de Oliveira

Asset bubbles, banking stability and economic growth pp. 108-117

Shengquan Wang, Langnan Chen and Xiong Xiong

The macro determinants of firms' and households' investment: Evidence from Italy pp. 118-133

Claire Giordano, Marco Marinucci and Andrea Silvestrini

Revisiting global economic activity and crude oil prices: A wavelet analysis pp. 134-149

Minyi Dong, Chun-Ping Chang, Qiang Gong and Yin Chu

Pricing flexibility under rate-of-return regulation: Effects on network infrastructure investment pp. 150-161

Matthew Oliver

Adding cycles into the neoclassical growth model pp. 162-171

Michael Donadelli, Antonio Paradiso and G. Livieri

Economic freedom and bilateral direct investment pp. 172-179

Tao Xu

Too small to be independent? On the influence of ECB monetary policy on interest rates of the EEA countries pp. 180-191

Lukasz Goczek and Karol J. Partyka

The German labor market during the Great Recession: Shocks and institutions pp. 192-208

Britta Gehrke, Wolfgang Lechthaler and Christian Merkl

Exchange rates and fundamentals: A bootstrap panel data analysis pp. 209-224

Zixiong Xie and Shyh-Wei Chen

Quota removal and firm-level offshoring: Theory and evidence pp. 225-239

Yong Tan and Liwei An

Understanding the gender wage-gap differential between the public and private sectors in Italy: A quantile approach pp. 240-261

Carolina Castagnetti and Maria Letizia Giorgetti

The effect of environmentally sustainable practices on firm R&D: International evidence pp. 262-274

Rajabrata Banerjee and Kartick Gupta

Culture, business environment and SMEs' profitability: Evidence from European Countries pp. 275-292

Chrysovalantis Gaganis, Fotios Pasiouras and Fotini Voulgari

Modelling distribution of aggregate expenditure on tourism pp. 293-308

Gómez–Déniz, E. and Pérez–Rodríguez, J.V.

Relationships among regional housing markets: Evidence on adjustments of housing burden pp. 309-318

I-Chun Tsai

Volume 77, issue C, 2019

Environmental awareness and environmental Kuznets curve pp. 2-11

Xudong Chen, Bihong Huang and Chin-Te Lin

Is nuclear energy clean? Revisit of Environmental Kuznets Curve hypothesis in OECD countries pp. 12-20

Lin-Sea Lau, Chee-Keong Choong, Cheong-Fatt Ng, Feng-Mei Liew and Suet-Ling Ching

Do shale gas and oil productions move in convergence? An investigation using unit root tests with structural breaks pp. 21-33

Haiqing Hu, Wei Wei and Chun-Ping Chang

Modelling the social funding and spill-over tax for addressing the green energy financing gap pp. 34-41

Naoyuki Yoshino, Taghizadeh–Hesary, Farhad and Masaki Nakahigashi

How markets will drive the transition to a low carbon economy pp. 42-54

Martina K. Linnenluecke, Jianlei Han, Zheyao Pan and Tom Smith

Climate policy vs. agricultural productivity shocks in a dynamic computable general equilibrium (CGE) modeling framework: The case of a developing economy pp. 55-69

Basanta K. Pradhan and Joydeep Ghosh

Driving forces of global carbon emissions: From time- and spatial-dynamic perspectives pp. 70-80

Chun-Ping Chang, Minyi Dong, Bo Sui and Yin Chu

Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models pp. 81-91

Jean-Pierre Fenech and Hamed Vosgha

Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices pp. 92-112

Duminda Kuruppuarachchi, Hai Lin and I.M. Premachandra

Tail risk under price limits pp. 113-123

Sekyung Oh, Hyukdo Kee and Kinam Park

Liquidity pull-back and predictability of government security yield volatility pp. 124-132

Radeef Chundakkadan and Subash Sasidharan

Return spillovers around the globe: A network approach pp. 133-146

Štefan Lyócsa, Tomáš Výrost and Eduard Baumohl

Spillovers from Japan's Unconventional Monetary Policy: A global VAR Approach pp. 147-163

Giovanni Ganelli and Nour Tawk

A multivariate time series analysis of energy consumption, real output and pollutant emissions in a developing economy: New evidence from Nepal pp. 164-173

Rabindra Nepal and Nirash Paija

On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck? pp. 174-186

Jamie Cross

Analysis of shock transmissions to a small open emerging economy using a SVARMA model pp. 187-203

Mala Raghavan and George Athanasopoulos

What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach pp. 204-215

Xiyong Dong and Seong-Min Yoon

Distributive cycles and endogenous technical change in a BoPC growth model pp. 216-233

Marwil Dávila-Fernández and Serena Sordi

Household debt, macroprudential rules, and monetary policy pp. 234-252

Nurlan Turdaliev and Yahong Zhang

Self-employment and the Okun's law pp. 253-265

María Porras and Ángel Martín-Román

Fiscal consolidation by intergovernmental transfers cuts? The unpleasant effect on expenditure arrears pp. 266-275

Paolo Chiades, Luciano Greco, Vanni Mengotto, Luigi Moretti and Paola Valbonesi

Dynamics of monetary policy spillover: The role of exchange rate regimes pp. 276-288

Abhishek Kumar Rohit and Pradyumna Dash

The influence of cultural distance on the volatility of the international stock market pp. 289-300

Xiaoguang Zhou, Yadi Cui, Shihwei Wu and Weiqing Wang

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 Gomez, Juan Medina and Gonzalo Valenzuela

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

Isabelle Gaysset, Thomas Lagoarde-Segot 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 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 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 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 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