Economic Modelling

1984 - 2025

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

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Volume 54, issue C, 2016

Banking for those unwilling to bank: Implications of Islamic banking systems pp. 1-12

Cagri Kumru and Saran Sarntisart

The role of dietary choices and medical expenditures on health outcomes when health shocks are endogenous pp. 13-25

Pedro Gomis-Porqueras, Solmaz Moslehi and Richard M.H. Suen

Nowcasting Czech GDP in real time pp. 26-39

Marek Rusnák

Oil price forecasting using gene expression programming and artificial neural networks pp. 40-53

Mohamed M. Mostafa and Ahmed El-Masry

Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach pp. 54-66

Thi Hong Van Hoang, Amine Lahiani and David Heller

On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios pp. 67-81

Paolo Mazza and Mikael Petitjean

Do population age groups matter in the energy use of the oil-exporting countries? pp. 82-99

Fakhri J. Hasanov, Cihan Bulut and Elchin Suleymanov

Should interest expenses be tax deductible? pp. 100-116

Sigitas Karpavičius and Fan Yu

Capital stocks and capital services: Integrated and consistent estimates for the United Kingdom, 1950–2013 pp. 117-125

Nicholas Oulton and Gavin Wallis

Impact of educational investments on economic losses from population ageing using an interregional CGE-population model pp. 126-138

Euijune Kim, Geoffrey J.D. Hewings and Changkeun Lee

Credit, asset prices and business cycles at the global level pp. 139-152

Stephane Dees

Bank efficiency and interest rate pass-through: Evidence from Czech loan products pp. 153-169

Tomas Havranek, Zuzana Irsova and Jitka Lesanovska

Can an overconfident insider coexist with a representativeness heuristic insider? pp. 170-177

Hong Liu and Sarina Du

Are natural gas spot and futures prices predictable? pp. 178-186

Vinod Mishra and Russell Smyth

Is small the new big? Islamic banking for SMEs in Turkey pp. 187-194

Ahmet Aysan, Mustafa Disli, Adam Ng and Huseyin Ozturk

Spatial price dependence by time scale: Empirical evidence from the international butter markets pp. 195-204

Panos Fousekis and Vasilis Grigoriadis

Endogenous managerial compensation contracts in experimental quantity-setting duopolies pp. 205-217

Iván Barreda-Tarrazona, Nikolaos Georgantzís, Constantine Manasakis, Evangelos Mitrokostas and Emmanuel Petrakis

Jumps in equilibrium prices and asymmetric news in foreign exchange markets pp. 218-234

Imane El Ouadghiri and Remzi Uctum

Strategic noise trading of later-informed traders in a multi-market framework pp. 235-243

Chih-Hsiang Hsu

Oil price, overleveraging and shakeout in the shale energy sector — Game changers in the oil industry pp. 244-259

Arkady Gevorkyan and Willi Semmler

Empirical analysis of stock indices under a regime-switching model with dependent jump size risks pp. 260-275

Yuan-Lin Hsu, Shih-Kuei Lin, Ming-Chin Hung and Tzu-Hui Huang

Platform optimal capacity sharing: Willing to pay more does not guarantee a larger capacity share pp. 276-288

Chokri Aloui and Khaïreddine Jebsi

Can collapsing business networks explain economic downturns? pp. 289-308

Paul Frijters and Nemanja Antić

Trade-related spillovers and industrial competitiveness: Exploring the linkages for OECD countries pp. 309-325

Yir-Hueih Luh, Wun-Ji Jiang and Szu-Chi Huang

Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums pp. 326-338

Xinfeng Ruan, Wenli Zhu, Jiexiang Huang and Jin E. Zhang

Utility indifference valuation of corporate bond with credit rating migration by structure approach pp. 339-346

Jin Liang, Yuejuan Zhao and Xudan Zhang

Heterogeneous noisy beliefs and dynamic competition in financial markets pp. 347-363

Hervé Boco, Laurent Germain and Fabrice Rousseau

Credit constraints, growth and inequality dynamics pp. 364-376

Yoseph Getachew

Patent claims and economic growth pp. 377-381

Sumiko Niwa

Differing factor adjustment costs across industries: Evidence from Japan pp. 382-391

Hirokazu Mizobata

Export rivalry, vertically-related markets, and optimal public ownership policy pp. 392-401

Winston Chang and Han Eol Ryu

The Fed-induced political business cycle: Empirical evidence from a time–frequency view pp. 402-411

Yoshito Funashima

Unconventional monetary policy and capital flows pp. 412-424

Youssouf Kiendrebeogo

Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches pp. 425-438

Adam Mohamed Rahim and Abul Masih

Environmental pollution, sustained growth, and sufficient conditions for sustainable development pp. 439-449

J. Aznar-Márquez and José Ruiz-Tamarit

Long memory and structural change in the G7 inflation dynamics pp. 450-462

Mustapha Belkhouja and Imene Mootamri

Can monetary policy fully stabilize pure demand shocks in a monetary union with a fiscal leader? pp. 463-468

Georgios Chortareas and Christos Mavrodimitrakis

Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample pp. 469-478

Huseyin Ozturk, Ersin Namli and Halil Ibrahim Erdal

Exports versus export-platform FDI with endogenous wage determination pp. 479-489

Ki-Dong Lee and Woohyung Lee

Estimating the impact of minimum wages on poverty across ethnic groups in Malaysia pp. 490-502

M. Yusof Saari, M. Affan Abdul Rahman, Azman Hassan and Muzafar Shah Habibullah

Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression pp. 503-514

Jozef Baruník and Michaela Hlínková

Predictability within the energy consumption–economic growth nexus: Some evidence from income and regional groups pp. 515-521

Seema Narayan

Optimal risk and dividend strategies with transaction costs and terminal value pp. 522-536

Gongpin Cheng and Yongxia Zhao

The selection of firms based on productivity: different roles of entry and overhead cost pp. 537-544

Zheng Jiang and Huimin Shi

Formal education versus learning-by-doing: On the labor market efficiency of educational choices pp. 545-562

Frédéric Gavrel, Isabelle Lebon and Therese Rebiere

Do education quality and spillovers matter? Evidence on human capital and productivity in Greece pp. 563-573

Nikos Benos and Stelios Karagiannis

Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies pp. 574-590

Fazlul Miah, Ahmed Khalifa and Shawkat Hammoudeh

Does the microsimulation approach used in macro–micro modelling matter? An application to the distributional effects of capital outflows during Argentina's Currency Board regime pp. 591-599

Dario Debowicz

Volume 53, issue C, 2016

Expansion and welfare in microfinance: A screening model pp. 1-7

Ratul Lahkar and Viswanath Pingali

Efficiency drivers in Brazilian insurance: A two-stage DEA meta frontier-data mining approach pp. 8-22

Peter Wanke and Carlos Barros

Threshold, smooth transition and mean reversion in inflation: New evidence from European countries pp. 23-36

Shyh-Wei Chen and Chi-Sheng Hsu

Government size, institutions, and export performance among OECD economies pp. 37-47

Ioannis Bournakis and Christopher Tsoukis

Effects of labour-market institutions on employment, wages, R&D intensity and growth in 27 OECD countries: From theory to practice pp. 48-62

Oscar Afonso

Measuring systemic risk using vine-copula pp. 63-74

Armin Pourkhanali, Jong-Min Kim, Laleh Tafakori and Farzad Alavi Fard

How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts pp. 75-88

Frédérique Bec and Annabelle De Gaye

Industry returns, market returns and economic fundamentals: Evidence for the United States pp. 89-106

Nikiforos Laopodis

Can the information technology revolution explain the incidence of co-movement of skill premium and stock prices? pp. 107-120

Kausik Gangopadhyay, Atsushi Nishimura and Rupayan Pal

Fertility and female wages: A new link via house prices pp. 121-132

Creina Day and Ross Guest

Structural breaks and monetary dynamics: A time series analysis pp. 133-143

Alaa El-Shazly

Competition and petrol pricing in the smartphone era: Evidence from Singapore pp. 144-155

Ming-Hua Liu, Dimitris Margaritis and Yang Zhang

The impact of earnings management on the performance of ASEAN banks pp. 156-165

Yueh-Cheng Wu, Irene Wei Kiong Ting, Wen-Min Lu, Mohammad Nourani and Qian Long Kweh

Time-varying saving–investment relationship and the Feldstein–Horioka puzzle pp. 166-178

Wei Ma and Haiqi Li

On business cycle fluctuations in USA macroeconomic time series pp. 179-186

Khurshid Kiani

A real option analysis for stochastic disease control and vaccine stockpile policy: An application to H1N1 in Korea pp. 187-194

Hojeong Park

Austerity and recovery: Exchange rate regime choice, economic growth, and financial crises pp. 195-207

Martin T. Bohl, Philip Michaelis and Pierre L. Siklos

The Long-run and Short-run Impacts of Urbanization on Carbon Dioxide Emissions pp. 208-215

Pengfei Sheng and Xiaohui Guo

Forecasting VaR and ES using dynamic conditional score models and skew Student distribution pp. 216-223

Chun-Ting Gao and Xiao-Hua Zhou

The effects of probabilistic innovations on Schumpeterian economic growth in a creative region pp. 224-230

Amitrajeet Batabyal and Hamid Beladi

Durable consumption and asset returns: Cointegration analysis pp. 231-244

Guojin Chen, Zhiwu Hong and Yu Ren

Modeling technological bias and factor input behavior in China's wheat production sector pp. 245-253

Shu Zhu, Xin Xu, Xiaojing Ren, Tianhua Sun, Les Oxley, Allan Rae and Hengyun Ma

(Un-)Sustainability of Public Finances in German Laender: A Panel Time Series Approach pp. 254-265

Heiko Burret, Lars Feld and Ekkehard Köhler

General equilibrium models with Morishima elasticities of substitution in production pp. 266-277

Daniel H. Karney

A discussion on the innovation distribution of the Markov regime-switching GARCH model pp. 278-288

Yanlin Shi and Lingbing Feng

Is tied aid bad for the recipient countries? pp. 289-301

Sang-Kee Kim and Young-Han Kim

An econometric evaluation of the management of large-scale transport infrastructure in Spain during the great recession: Lessons for infrastructure bubbles pp. 302-313

José I. Castillo-Manzano, Diego J. Pedregal and Rafael Pozo-Barajas

Offshoring and labour market reforms in Germany: Assessment and policy implications pp. 314-333

Thomas Beissinger, Nathalie Chusseau and Joël Hellier

Do rating grades convey important information: German evidence? pp. 334-344

Amangeldi Kenjegaliev, Meryem Duygun and Djamila Mamedshakhova

Financial integration: The role of tradable and non-tradable goods pp. 345-353

Cahit Guven

Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis pp. 354-374

Lanouar Charfeddine

Flexible and welfare-consistent tariff aggregation over exporter regions pp. 375-387

Mihály Himics and Wolfgang Britz

Economic growth and carbon emissions pp. 388-397

Paresh Narayan, Behnaz Saboori and Abdorreza Soleymani

Assessing global competitiveness under multi-criteria perspective pp. 398-408

Salvador Pérez-Moreno, Beatriz Rodríguez and Mariano Luque

Heterogeneous expectation, beliefs evolution and house price volatility pp. 409-418

Hao Zhang, Yuyuan Huang and Haixiang Yao

When Behavioral Portfolio Theory meets Markowitz theory pp. 419-435

Marie Pfiffelmann, Tristan Roger and Olga Bourachnikova

A middle income trap in a small open economy: Modeling the Argentinean case pp. 436-444

Carlos Dabús, Fernando Tohmé and M. Angeles Caraballo

Increase in home bias in the Eurozone debt crisis: The role of domestic shocks pp. 445-469

Camille Cornand, Pauline Gandré and Céline Gimet

Aggregation and long-memory: An analysis based on the discrete Fourier transform pp. 470-476

Wendong Shi and Jingwei Sun

Government capital injection, credit risk transfer, and bank performance during a financial crisis pp. 477-486

Chuen-Ping Chang and Shi Chen

A rational choice model of the biased recall of information pp. 487-493

John Lightle

The effects of UNESCO World Heritage List inscription on tourism destinations performance in Italian regions pp. 494-508

Tiziana Cuccia, Calogero Guccio and Ilde Rizzo

Licensing a quality-enhancing innovation to an upstream firm pp. 509-514

Xiaoli Tian

The allocation of time and puzzling profiles of the elderly pp. 515-526

Asiye Aydilek