Economic Modelling

1984 - 2025

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

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Volume 65, issue C, 2017

Dealing with small sample bias in post-crisis samples pp. 1-8

Makram El-Shagi

Bank ownership of multilateral trading facilities and implications for historical exchanges: An industrial economics approach pp. 9-17

Delphine Lahet and Anne-Gaël Vaubourg

Capital inflow-terms of trade ‘nexus’: Does it lead to financial crisis? pp. 18-29

Gopal K. Basak, Pranab Das and Allena Rohit

Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis pp. 30-40

Ginanjar Dewandaru, Rumi Masih and Mansur Masih

The driving forces of the change in China's energy intensity: An empirical research using DEA-Malmquist and spatial panel estimations pp. 41-50

Junbing Huang, Dan Du and Yu Hao

The financial cycles in four East Asian economies pp. 51-66

Victor Pontines

Adverse risk interaction: An integrated approach pp. 67-74

Miloš Božović and Jelena Ivanović

Trend inflation estimates for Thailand from disaggregated data pp. 75-94

Pym Manopimoke and Vorada Limjaroenrat

Cross-border spill-overs from fiscal stimulus in a monetary union pp. 95-105

Ruthira Naraidoo, Eric Schaling and Mewael F. Tesfaselassie

The distributive effect of monetary policy: The top one percent makes the difference pp. 106-118

Karen Davtyan

Does income inequality hinder economic growth? New evidence using Australian taxation statistics pp. 119-128

Tom Kennedy, Russell Smyth, Abbas Valadkhani and George Chen

Do the central bank actions reduce interest rate volatility? pp. 129-137

Jaqueline Terra Moura Marins and José Valentim Machado Vicente

Is fiscal policy always counter- (pro-) cyclical? The role of public debt and fiscal rules pp. 138-146

Jean-Louis Combes, Alexandru Minea and Moussé Sow

Volume 64, issue C, 2017

New technology and old institutions: An empirical analysis of the skill-biased demand for older workers in Europe pp. 1-19

Fei Peng, Sajid Anwar and Lili Kang

The impact of equity ownership groups on investment: Evidence from Ukraine pp. 20-25

Dariya Mykhayliv and Klaus Zauner

The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey pp. 26-39

Matteo Mogliani, Olivier Darné and Bertrand Pluyaud

Does immigration crowd out foreign direct investment inflows? Tradeoff between contemporaneous FDI-immigration substitution and ethnic network externalities pp. 40-47

Akinori Tomohara

Equity market information and credit risk signaling: A quantile cointegrating regression approach pp. 48-59

Hayette Gatfaoui

Robust minimum variance portfolio optimization modelling under scenario uncertainty pp. 60-71

Panos Xidonas, Christis Hassapis, John Soulis and Aristeidis Samitas

International trade and firms' attitude towards risk pp. 69-73

Udo Broll and Soumyatanu Mukherjee

Can volume predict Bitcoin returns and volatility? A quantiles-based approach pp. 74-81

Mehmet Balcilar, Elie Bouri, Rangan Gupta and David Roubaud

Macroeconomic and financial effects of oil price shocks: Evidence for the euro area pp. 82-96

Claudio Morana

Disagreement and the risk-return relation pp. 97-104

Yun Jia and Chunpeng Yang

Unemployment persistence in OECD countries after the Great Recession pp. 105-116

André M. Marques, Gilberto Lima and Victor Troster

To tax or not to tax? When does it matter for informality? pp. 117-127

Shalini Mitra

Asset prices and economic fluctuations: The implications of stochastic volatility pp. 128-140

Junping Chen, Xiong Xiong, Jie Zhu and Xiaoneng Zhu

Mexican real wages and the U.S. economy pp. 141-152

Rene Cabral and Andre Mollick

Measuring the output gap in Switzerland with linear opinion pools pp. 153-171

Daniel Buncic and Oliver Müller

Capital and liquidity in a dynamic model of banking pp. 172-177

Augusto Hasman and Margarita Samartín

Modelling European sovereign bond yields with international portfolio effects pp. 178-200

Franck Martin and Jiangxingyun Zhang

Investigating Global Imbalances: Empirical evidence from a GVAR approach pp. 201-210

Timo Bettendorf

Executive compensation among Australian mining and non-mining firms: Risk taking, long and short-term incentives pp. 211-220

Subba Reddy Yarram and John Rice

The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis pp. 221-230

Neda Todorova

Asset pricing and institutional investors with disagreements pp. 231-248

Chaoqun Ma, Hailong Wang, Fengchao Cheng and Duni Hu

The role of financial shocks in business cycles with a liability side financial friction pp. 249-269

Sadia Afrin

Are government transfers harmful to economic growth? A meta-analysis pp. 270-287

Sefa Awaworyi Churchill and Siew Ling Yew

Regional variation in the capital structure adjustment speed of listed firms: Evidence from China pp. 288-294

Yong Mai, Lei Meng and Zhiqiang Ye

Modelling the implied volatility surface based on Shanghai 50ETF options pp. 295-301

Jinzhong Wang, Shijiang Chen, Qizhi Tao and Ting Zhang

On estimating long-run effects in models with lagged dependent variables pp. 302-311

W. Reed and Min Zhu

Catching the curl: Wavelet thresholding improves forward curve modelling pp. 312-321

Gabriel Power, James Eaves, Calum Turvey and Dmitry Vedenov

Taxing financial transactions in fundamentally heterogeneous markets pp. 322-333

Edoardo Gaffeo and Massimo Molinari

Sources of economic growth in China from 2000–2013 and its further sustainable growth path: A three-hierarchy meta-frontier data envelopment analysis pp. 334-348

Chao Feng, Miao Wang, Guan-Chun Liu and Jian-Bai Huang

A conditional autoregressive range model with gamma distribution for financial volatility modelling pp. 349-356

Haibin Xie and Xinyu Wu

The impact of income distribution on structural transformation: The role of extensive margin pp. 357-364

Yue Liu

Output stabilization in fixed and floating regimes: Does trade of new products matter? pp. 365-383

Lilia Cavallari and Stefano d'Addona

Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests pp. 384-398

Yonghong Jiang, He Nie and Joe Yohanes Monginsidi

Price volatility, tariff structure and the special safeguard mechanism pp. 399-408

Amanda Countryman and Badri G Narayanan

Can asymmetric conditional volatility imply asymmetric tail dependence? pp. 409-418

Jong-Min Kim and Hojin Jung

Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies pp. 419-442

Yang Hu and Les Oxley

How Islamic are Islamic banks? A non-linear assessment of Islamic rate – conventional rate relations pp. 443-448

Raditya Sukmana and Mansor Ibrahim

Hitting SKEW for SIX pp. 449-464

Liu, Zhangxin (Frank) and Robert Faff

Child Labour's effect on long-run earnings: An analysis of cohorts pp. 465-472

Alberto Posso

Fiscal financing and the efficacy of fiscal policy in Korea: An empirical assessment with comparison to the U.S. evidence pp. 473-486

Joonyoung Hur and Kang Koo Lee

What have we learned? Assessing the effectiveness of counterterrorism strategies in Pakistan pp. 487-495

Faiz Rehman, Muhammad Nasir and Muhammad Shahbaz

Daily happiness and stock returns: The case of Chinese company listed in the United States pp. 496-501

Xiao Li, Dehua Shen, Mei Xue and Wei Zhang

Dividend policy: Shareholder rights and creditor rights under the impact of the global financial crisis pp. 502-512

Quoc Trung Tran, Pascal Alphonse and Xuan Minh Nguyen

Bank overall financial strength: Islamic versus conventional banks pp. 513-523

Michael Doumpos, Iftekhar Hasan and Fotios Pasiouras

Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model pp. 524-538

Alberto Bagnai, Brigitte Granville and Christian Alexander Mongeau Ospina

Subsidizing healthcare in the presence of market distortions pp. 539-552

Sarbajit Chaudhuri, Jayanta Kumar Dwibedi and Anindya Biswas

Statistical inference of partially linear varying coefficient spatial autoregressive models pp. 553-559

Chuanhua Wei, Shuang Guo and Shufen Zhai

Forecasting the oil futures price volatility: A new approach pp. 560-566

Feng Ma, Jing Liu, Dengshi Huang and Wang Chen

Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach pp. 567-588

Fredj Jawadi, Zied Ftiti and Mouna Hdia

Expected default based score for identifying systemically important banks pp. 589-600

Yanzhen Yao, Jianping Li, Xiaoqian Zhu and Lu Wei

Optimal combination of innovation and environmental policies under technology licensing pp. 601-609

Keisuke Hattori

Political stability and growth: An application of dynamic GMM and quantile regression pp. 610-625

Md Akther Uddin, Bm Hakim and Abul Masih

Islamic banking and risk: The impact of Basel II pp. 626-637

Alexandra Zins and Laurent Weill

The importance of being remembered: Prices for cemetery plots in the US pp. 638-645

Paolo Canofari, Giancarlo Marini and Pasquale Scaramozzino