Economic Modelling

1984 - 2025

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

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Volume 58, issue C, 2016

Do production managers predict turning points? A directional analysis pp. 1-8

Yoichi Tsuchiya

Government spending on education, human capital accumulation, and growth pp. 9-21

Yazid Dissou, Selma Didic and Tatsiana Yakautsava

How is China's coke price related with the world oil price? The role of extreme movements pp. 22-33

Yanfeng Guo, Xiaoqian Wen, Yanrui Wu and Xiumei Guo

Forecasting structural change and fat-tailed events in Australian macroeconomic variables pp. 34-51

Jamie Cross and Aubrey Poon

Modeling the short-run effect of fiscal stimuli on GDP: A new semi-closed input–output model pp. 52-63

Quanrun Chen, Erik Dietzenbacher, Bart Los and Cuihong Yang

Uninsured expense shocks and equity premia pp. 64-74

Qin Wang, Yu Ren and Yiheng Zou

Does the digital divide across countries lead to convergence? New international evidence pp. 75-82

Badri Rath

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries pp. 83-92

Param Silvapulle, Jean-Pierre Fenech, Alice Thomas and Rob Brooks

Unemployment–inflation trade-offs in OECD countries pp. 93-103

Keshab Bhattarai

Volatility risk premium implications of GARCH option pricing models pp. 104-115

Ioannis Papantonis

Trend inflation, firms' backward-looking behavior, and inflation gap persistence pp. 116-125

Insu Kim and Myung-Soo Yie

Regret, rejoicing, and mixed insurance pp. 126-132

Yoichiro Fujii, Mahito Okura and Yusuke Osaki

Exchange rate volatility and international trade: International evidence from the MINT countries pp. 133-140

Dimitrios Asteriou, Kaan Masatci and Keith Pılbeam

Estimating the Indian natural interest rate: A semi-structural approach pp. 141-153

Ashima Goyal and Sanchit Arora

Does public investment stimulate private investment? Evidence for the euro area pp. 154-158

Christian Dreger and Hans-Eggert Reimers

Short selling constraints and stock returns volatility: Empirical evidence from the German stock market pp. 159-166

Martin T. Bohl, Gerrit Reher and Bernd Wilfling

Assessing the impact of the global financial crisis on the profit efficiency of Indian banks pp. 167-181

Rachita Gulati and Sunil Kumar

Dynamic scoring of tax reforms in a small open economy model pp. 182-193

Yoonseok Choi and Sunghyun Kim

Harsh occupations, life expectancy and social security pp. 194-202

Pierre Pestieau and Maria Racionero

The role of fiscal policy in Britain's Great Inflation pp. 203-218

Jingwen Fan, A. Patrick Minford and Zhirong Ou

Evidence of cross-asset contagion in U.S. markets pp. 219-226

Guang-Di Chang and Po-Ching Cheng

The interactive impact of press freedom and media reach on corruption pp. 227-236

Nabamita Dutta and Sanjukta Roy

The effects of FDI, economic growth and energy consumption on carbon emissions in ASEAN-5: Evidence from panel quantile regression pp. 237-248

Huiming Zhu, Lijun Duan, Yawei Guo and Keming Yu

Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation pp. 249-262

Marek Dąbrowski and Justyna Wróblewska

Does debt curb controlling shareholders' private benefits? Modelling in a contingent claim framework pp. 263-282

Hubert de La Bruslerie

Gold price and stock markets nexus under mixed-copulas pp. 283-292

Cuong Nguyen, Muhammad Bhatti, Magda Komorníková and Jozef Komorník

Increasing the substitution elasticity can improve VAT compliance and social welfare pp. 293-307

Giuseppe Bognetti and Michele Santoni

Did the global financial crisis hit Africa? Insights from a multi-country firm level survey pp. 308-316

Meryem Duygun, Anders Isaksson and Florian Kaulich

Inflation persistence: The path of labor market structural reforms pp. 317-322

George Geronikolaou, Eleftherios Spyromitros and Panagiotis Tsintzos

International sign predictability of stock returns: The role of the United States pp. 323-338

Henri Nyberg and Harri Pönkä

Modelling events: The short-term economic impact of leaving the EU pp. 339-350

Jessica Baker, Oriol Carreras, Simon Kirby, Jack Meaning and Rebecca Piggott

Shining a light on the shadows: Identifying robust determinants of the shadow economy pp. 351-364

Rajeev Goel and Michael Nelson

External shocks and exchange rate regimes in Southeast Asia: A DSGE analysis pp. 365-382

Ibrahima Sangaré

The masquerade ball of the CEOs and the mask of excessive risk pp. 383-393

Sadettin Çitçi and Eren Inci

Do remittances improve income inequality? An instrumental variable quantile analysis of the Kenyan case pp. 394-402

James Bang, Aniruddha Mitra and Phanindra Wunnava

Income growth and inequality: The threshold effects of trade and financial openness pp. 403-412

Guay Lim and Paul McNelis

Regional bank efficiency and its effect on regional growth in “normal” and “bad” times pp. 413-426

Ansgar Belke, Ulrich Haskamp and Ralph Setzer

The bank lending channel of unconventional monetary policy: The impact of the VLTROs on credit supply in Spain pp. 427-441

Miguel Garcia-Posada and Marcos Marchetti

Euro, crisis and unemployment: Youth patterns, youth policies? pp. 442-453

Atanu Ghoshray, Javier Ordóñez and Hector Sala

Homeward bound FDI: Are migrants a bridge over troubled finance? pp. 454-465

Ana Cuadros, Joan Martín-Montaner and Jordi Paniagua

What drives interdependence of FDI among host countries? The role of geographic proximity and similarity in public debt pp. 466-474

Luisa Alamá-Sabater, Benedikt Heid, Eduardo Jiménez-Fernández and Laura Márquez-Ramos

On the isolated impact of copulas on risk measurement: Asimulation study pp. 475-481

Theo Berger

Safe-haven demand for housing in London pp. 482-493

Sercan Eraslan

The skewness risk premium in currency markets pp. 494-511

Michael Broll

Is fiscal devaluation welfare enhancing? pp. 512-522

Stefan Hohberger and Lena Kraus

Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry pp. 523-534

William Pouliot

Fiscal and monetary policies in the BRICS: A panel VAR approach pp. 535-542

Fredj Jawadi, Sushanta Mallick and Ricardo Sousa

Real estate investment: Market volatility and optimal holding period under risk aversion pp. 543-555

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy and Jean-Luc Prigent

How rational could VIX investing be? pp. 556-568

Hamza Bahaji and Salah Aberkane

Optimal funding and hiring/firing policies with mean reverting demand pp. 569-579

O. Bouasker, N. Letifi and Jean-Luc Prigent

Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach pp. 580-587

Christos Avdoulas, Stelios Bekiros and Sabri Boubaker

Solvency capital requirement for a temporal dependent losses in insurance pp. 588-598

Sawssen Araichi, Christian de Peretti and Lotfi Belkacem

Structured products under generalized kappa ratio pp. 599-614

Rania Hentati-Kaffel

A general theory of corporate international investment under incomplete information, short sales and taxes pp. 615-626

Mondher Bellalah, Marc Bradford and Detao Zhang

Explicit solutions to dynamic portfolio choice problems: A continuous-time detour pp. 627-641

François Legendre and Djibril Togola

The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrow pp. 642-654

Olfa Kaabia, Ilyes Abid and Farid Mkaouar

An efficient estimate and forecast of the implied volatility surface: A nonlinear Kalman filter approach pp. 655-664

Si Chen, Zhen Zhou and Shenghong Li