Economic Modelling

1984 - 2025

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

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Volume 60, issue C, 2017

How are Africa's emerging stock markets related to advanced markets? Evidence from copulas pp. 1-10

Jones Odei-Mensah and Imhotep Alagidede

Interval-valued time series forecasting using a novel hybrid HoltI and MSVR model pp. 11-23

Tao Xiong, Chongguang Li and Yukun Bao

Time-varying leads and lags across frequencies using a continuous wavelet transform approach pp. 24-28

Yoshito Funashima

Effective timing of tourism policy: The case of Singapore pp. 29-38

George Agiomirgianakis, Dimitrios Serenis and Nicholas Tsounis

Effects of education externalities on schooling pp. 39-50

Koichi Fukumura

Inflation targeting and financial stability in emerging markets pp. 51-70

Armand Fouejieu

Beauty contest, bounded rationality, and sentiment pricing dynamics pp. 71-80

Hanchao Liang, Chunpeng Yang and Chuangqun Cai

Fiscal policy in Europe: The importance of making it predictable pp. 81-97

Lilia Cavallari and Simone Romano

Transaction costs and recorded remittances in the post-Soviet economies: Evidence from a new dataset on bilateral flows pp. 98-107

Jakhongir Kakhkharov, Alexandr Akimov and Nicholas Rohde

The sources of contagion risk in a banking sector with foreign ownership pp. 108-121

Tomas Fiala and Tomas Havranek

The source of global stock market risk: A viewpoint of economic policy uncertainty pp. 122-131

I-Chun Tsai

Inflation-targeting and real interest rate parity: A bias correction approach pp. 132-137

Hui Ding and Jaebeom Kim

The impact of fiscal consolidations on the functional components of government expenditures pp. 138-150

Vitor Castro

R&D networks among suppliers and manufacturers pp. 151-161

Tat Thanh Tran and Vasileios Zikos

How does issuing contingent convertible bonds improve bank's solvency? A Value-at-Risk and Expected Shortfall approach pp. 162-168

Piotr Jaworski, Kamil Liberadzki and Marcin Liberadzki

Effect of labor market policies on unemployment when firms adapt their recruitment strategy pp. 169-179

Gonul Sengul

Universal banking, asymmetric information and the stock market pp. 180-193

Sanjay Banerji and Parantap Basu

How credible is inflation targeting in Asia? A quantile unit root perspective pp. 194-210

Harold Glenn Valera, Mark Holmes and Gazi Hassan

Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach pp. 211-230

Syed Jawad Hussain Shahzad, Safwan Mohd Nor, Roman Ferrer and Shawkat Hammoudeh

Financial intermediation, consumption dynamics, and business cycles pp. 231-243

Carlos Yepez

Regulations and productivity: Long run effects and nonlinear influences pp. 244-252

Sotiris Papaioannou

Does urbanization reduce rural poverty? Evidence from Vietnam pp. 253-270

Mohamed Arouri, Adel Ben Youssef and Cuong Nguyen

Real estate price and heterogeneous investment behavior in China pp. 271-280

Ren Wang, Jie Hou and Xiaobei He

Is central bank conservatism desirable under learning? pp. 281-296

Marine André and Meixing Dai

Expectations-driven cycles in the housing market pp. 297-312

Luisa Lambertini, Caterina Mendicino and Maria Teresa Punzi

Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil pp. 313-323

Agata Kliber and Piotr Płuciennik

Simple measures of endogenous free-riding in protectionist lobbies pp. 324-333

Stephen Magee, Hak Loh Lee and Hongshik Lee

The case for fiscal rules pp. 334-343

Harald Badinger and Wolf Heinrich Reuter

The impact of unsuccessful pirate attacks on financial markets: Evidence in support of Leeson's reputation-building theory pp. 344-351

Ariel Belasen, Ali Kutan and Alan T. Belasen

Strategic carbon taxation and energy pricing under the threat of climate tipping events pp. 352-363

Xiao-Bing Zhang and Lei Zhu

Searching for empirical linkages between demographic structure and economic growth pp. 364-379

Kua Wongboonsin and Piyachart Phiromswad

What keeps long-term U.S. interest rates so low? pp. 380-390

Tanweer Akram and Huiqing Li

Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models pp. 391-401

Wen-Jun Xue and Li-Wen Zhang

Is the price of gold to gold mining stocks asymmetric? pp. 402-407

Jonathan Batten, Cetin Ciner, Arman Kosedag and Brian Lucey

Efficient estimation of macroeconomic equations with unobservable states pp. 408-423

Stephen D. Morrisy

Growth versus equity: A CGE analysis for effects of factor-biased technical progress on economic growth and employment pp. 424-438

Sungmoon Jung, Jeong-Dong Lee, Won-Sik Hwang and Yeongjun Yeo

Tariff induced licensing contracts, consumers’ surplus and welfare pp. 439-447

Abhishek Kabiraj and Tarun Kabiraj

Do R&D activities matter for productivity? A regional spatial approach assessing the role of human and social capital pp. 448-461

Marta Bengoa, Valeriano Martinez-San Roman and Patricio Pérez

Trade creation, trade diversion and imbalances in the EMU pp. 462-472

Piero Esposito

Volume 59, issue C, 2016

Robust random effects tests for two-way error component models with panel data pp. 1-8

Jianhong Wu

Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis pp. 9-22

Hyun-Seok Kim, Hong-Ghi Min and Judith A. McDonald

Testing threshold cointegration in Wagner's Law: The role of military spending pp. 23-31

Maddalena Cavicchioli and Barbara Pistoresi

On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets pp. 32-45

Salem Hathroubi and Chaker Aloui

Migration and FDI: Reconciling the standard trade theory with empirical evidence pp. 46-66

Hubert Jayet and Léa Marchal

Determinants of U.S. health expenditure: Evidence from autoregressive distributed lag (ARDL) approach to cointegration pp. 67-73

Vasudeva N.R. Murthy and Albert Okunade

A novel jump diffusion model based on SGT distribution and its applications pp. 74-92

Weijun Xu, Guifang Liu and Hongyi Li

Emerging market sovereign bond spreads, credit ratings and global financial crisis pp. 93-101

Erdal Özmen and Özge Doğanay Yaşar

Impact of trade liberalisation on labour market and poverty in Sri Lanka. An integrated macro-micro modelling approach pp. 102-115

Tilak S. Liyanaarachchi, Athula Naranpanawa and Jayatilleke S. Bandara

Non-linearities in euro area inflation persistence pp. 116-123

Nikolaos Kanellopoulos and Aristotelis G. Koutroulis

Environmental finance: A research agenda for interdisciplinary finance research pp. 124-130

Martina K. Linnenluecke, Tom Smith and Brent McKnight

Information advantage, short sales, and stock returns: Evidence from short selling reform in China pp. 131-142

Xunan Feng and Kam C. Chan

International contagion through financial versus non-financial firms pp. 143-163

Md Akhtaruzzaman and Abul Shamsuddin

Personal carbon trading and subsidies for hybrid electric vehicles pp. 164-173

Jin Fan, Haonan He and Yanrui Wu

Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach pp. 174-181

Jan R. Kim and Gieyoung Lim

Optimal reinsurance policies with two reinsurers in continuous time pp. 182-195

Hui Meng, Ming Zhou and Tak Kuen Siu

Modelling the long-run economic impact of leaving the European Union pp. 196-209

Monique Ebell, Ian Hurst and James Warren

State of confidence, overborrowing and macroeconomic stabilization in out-of-equilibrium dynamics pp. 210-223

Eleonora Cavallaro and Bernardo Maggi

Contagion in the world's stock exchanges seen as a set of coupled oscillators pp. 224-236

Lucia Bellenzier, Jørgen Vitting Andersen and Giulia Rotundo

A dead-end tunnel or the light at the end of it: The role of BRICs in European exports pp. 237-248

Svetlana Fedoseeva and Rodrigo Zeidan

Financial crises and dynamic linkages across international stock and currency markets pp. 249-261

Pami Dua and Divya Tuteja

Convergence in income distributions: Evidence from a panel of countries pp. 262-270

Dustin Chambers and Shatakshee Dhongde

Modelling the extreme variability of the US Consumer Price Index inflation with a stable non-symmetric distribution pp. 271-277

George A. Chronis

How does a mixed ownership firm license a patent? pp. 278-284

Juan Alejandro Gelves and John Heywood

An improved framework for approximating option prices with application to option portfolio hedging pp. 285-296

Sharif Mozumder, Michael Dempsey, M. Humayun Kabir and Taufiq Choudhry

Real estate global beta and spillovers: An international study pp. 297-313

Kim Liow and Graeme Newell

Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model pp. 314-328

Debdatta Pal and Subrata K. Mitra

On oil-US exchange rate volatility relationships: An intraday analysis pp. 329-334

Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur and Abdoulkarim Idi Cheffou

Commodity prices and fiscal policy in a commodity exporting economy pp. 335-351

Juan Medina and Claudio Soto

Optimal tax structure and public expenditure composition in a simple model of endogenous growth pp. 352-360

Lifeng Zhang, Yucong Ru and Jingkui Li

Economic growth and insurance development: The role of institutional environments pp. 361-369

Chien-Chiang Lee, Chi-Hung Chang, Mohamed Arouri and Chi-Chuan Lee

Do stock market trading activities forecast recessions? pp. 370-386

Ujjal K. Chatterjee

Islamic banking: Good for growth? pp. 387-401

Patrick Imam and Kangni Kpodar

New stylized facts on occupational employment and their implications: Evidence from consistent employment data pp. 402-415

Myungkyu Shim and Hee-Seung Yang

Endogenous labour market imperfection, foreign direct investment and external terms-of-trade shocks in a developing economy pp. 416-424

Sarbajit Chaudhuri and Anindya Biswas

North–South FDI and directed technical change pp. 425-435

Shang-ao Li, Shan Pan and Shawn Chi

A large CVaR-based portfolio selection model with weight constraints pp. 436-447

Qifa Xu, Yingying Zhou, Cuixia Jiang, Keming Yu and Xufeng Niu

The relationship between judicial efficiency and corporate cash holdings: An international study pp. 448-462

Hamid Ali Shah and Attaullah Shah

Reducing unwanted consequences of aggregation in large-scale economic models - A systematic empirical evaluation with the GTAP model pp. 463-472

Wolfgang Britz and Dominique van der Mensbrugghe

Cyclical fiscal rules for oil-exporting countries pp. 473-483

Stephen Snudden

Do Spanish fiscal regimes follow the euro-area trends? Evidence from Markov-Switching fiscal rules pp. 484-494

Alejandro Ricci-Risquete, Julian Ramajo and Francisco de Castro Fernández

Desperately seeking cash: Evidence from bank output measurement pp. 495-507

Bertrand Groslambert, Raphaël Chiappini and Olivier Bruno

An analysis of government loan guarantees and direct investment through public-private partnerships pp. 508-519

Issouf Soumaré and Van Son Lai

Tax reform, fiscal decentralization, and regional economic growth: New evidence from China pp. 520-528

Zhou Yang

Revisiting the bull and bear markets notions in the Tunisian stock market: New evidence from multi-state duration-dependence Markov-switching models pp. 529-545

Azza Bejaoui and Adel Karaa

Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model pp. 546-569

Gunes Kamber, Chris McDonald, Nick Sander and Konstantinos Theodoridis

Coordinating macroprudential policies within the Euro area: The case of Spain pp. 570-582

Margarita Rubio and José Carrasco-Gallego