Economic Modelling

1984 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 52, issue PB, 2016

Geopolitics and the oil price pp. 301-309

José Noguera-Santaella

Reassessing the effects of environmental taxation when pollution affects health over the life-cycle pp. 310-321

Nathalie Mathieu-Bolh and Xavier Pautrel

Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis pp. 322-331

Chaker Aloui, Besma Hkiri and Duc Khuong Nguyen

Reexamining the relationship between inflation and growth: Do institutions matter in developing countries? pp. 332-351

Raul Ibarra and Danilo Trupkin

Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries pp. 352-365

Nikolaos Antonakakis and Harald Badinger

RED versus REDD: Biofuel policy versus forest conservation pp. 366-374

Peter Dixon, Hans Meijl, Maureen Rimmer, Lindsay Shutes and Andrzej Tabeau

The equity price channel in a New-Keynesian DSGE model with financial frictions and banking pp. 375-389

Hylton Hollander and Guangling Liu

Regional burden sharing of GHG mitigation policies in a decentralized federation pp. 390-399

Faisal Arif and Yazid Dissou

Corporate social responsibility and financial performance: A non-linear and disaggregated approach pp. 400-407

Joscha Nollet, George Filis and Evangelos Mitrokostas

Low-skill offshoring and welfare compensation policies pp. 408-426

Pablo Agnese and Jana Hromcová

Can firm entry explain news-driven fluctuations? pp. 427-434

Oscar Pavlov

Japan's tourism-led foreign direct investment inflows: An empirical study pp. 435-441

Akinori Tomohara

Are there periodically collapsing bubbles in the stock markets? New international evidence pp. 442-451

Shyh-Wei Chen, Chi-Sheng Hsu and Zixong Xie

Yen internationalization and Japan's international reserves pp. 452-466

Zhiwen Zhang, Anthony Makin and Qinxian Bai

Asymmetric evidence of gasoline price responses in France: A Markov-switching approach pp. 467-476

Raphaël Homayoun Boroumand, Stéphane Goutte, Simon Porcher and Thomas Porcher

A typology of European countries based on innovation efficiency and technology gaps: The role of early-stage entrepreneurship pp. 477-484

Alexandra Kontolaimou, Ioannis Giotopoulos and Aggelos Tsakanikas

Labor protection and government control: Evidence from privatized firms pp. 485-498

Hamdi Ben-Nasr

Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model pp. 499-506

Panos Fousekis, Constantinos Katrakilidis and Emmanouil Trachanas

Identification and estimation of endogenous selection models in the presence of misclassification errors pp. 507-518

Ji-Liang Shiu

Optimal contract theory with time-inconsistent preferences pp. 519-530

Hong Li, Congming Mu and Jinqiang Yang

Endogenous growth and welfare effects of education subsidies and intergenerational transfers pp. 531-539

Elena Del Rey and Miguel-Angel Lopez-Garcia

How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model? pp. 540-550

Mika Kortelainen, Maritta Paloviita and Matti Viren

Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer? pp. 551-563

Stavros Degiannakis, David Duffy, George Filis and Alexandra Livada

Natural resource revenue, spending strategies and economic growth in Niger pp. 564-573

Delfin Go, Sherman Robinson and Karen Thierfelder

The nexus of economic and institutional evolution pp. 574-582

Bilin Neyapti and Yavuz Arasil

Revisiting asymmetric price transmission in the U.S. oil-gasoline markets: A multiple threshold error-correction analysis pp. 583-591

Xiao Qin, Chunyang Zhou and Chongfeng Wu

Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange pp. 592-608

Nirodha I. Jayawardena, Neda Todorova, Bin Li and Jen-Je Su

Common dynamic factors in driving commodity prices: Implications of a generalized dynamic factor model pp. 609-617

Yusho Kagraoka

Effects of government capital injection on bank and bank-dependent borrower pp. 618-629

Shi Chen and Ku-Jun Lin

Debt sustainability, public investment, and natural resources in developing countries: The DIGNAR model pp. 630-649

Giovanni Melina, Shu-Chun Yang and Luis-Felipe Zanna

An analysis of China's climate policy using the China-in-Global Energy Model pp. 650-660

Tianyu Qi, Niven Winchester, Valerie J. Karplus, Da Zhang and Xiliang Zhang

Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations pp. 661-671

Haiqi Li, Wanling Zhong and Sung Y. Park

Carbon dioxide emissions and interregional economic convergence in China pp. 672-680

Jun Yang, Tengfei Zhang, Pengfei Sheng and Joshua D. Shackman

Climate change and economic growth: An intertemporal general equilibrium analysis for Egypt pp. 681-689

Abeer Elshennawy, Sherman Robinson and Dirk Willenbockel

Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods pp. 690-698

Jian Zhou

Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined pp. 699-713

Rickard Sandberg

Has the attitude of US citizens towards redistribution changed over time? pp. 714-724

Maria Grazia Pittau, Alessio Farcomeni and Roberto Zelli

Stochastic unit root processes: Maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests pp. 725-732

Gawon Yoon

Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market pp. 733-741

Kuo-Wei Chou and Yi-Heng Tseng

Public stimulus for private investment: An extended real options model pp. 742-748

Diogo Barbosa, Vitor Carvalho and Paulo J. Pereira

Retirement planning in the light of changing demographics pp. 749-763

Hong Wang, Bonsoo Koo and Colin O'Hare

Chinese liquidity increases and the U.S. economy pp. 764-771

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory pp. 772-789

Chen-Yin Kuo

Estimating parameters and structural change in CGE models using a Bayesian cross-entropy estimation approach pp. 790-811

Delfin Go, Hans Lofgren, Fabian Mendez Ramos and Sherman Robinson

Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model pp. 812-821

Zhuo Huang, Hao Liu and Tianyi Wang

Not all international monetary shocks are alike for the Japanese economy pp. 822-837

Joaquin Vespignani and Ronald Ratti

Universal social insurance for Mexico: Modeling of a financing scheme pp. 838-850

Arturo Antón-Sarabia, Roy Boyd, Alejandra Elizondo and María Eugenia Ibarrarán

Institutional path dependence and international research intensity pp. 851-858

Rajeev Goel and James W. Saunoris

Fiscal rules as a response to commodity shocks: A welfare analysis of the Colombian scenario pp. 859-866

Jair Ojeda-Joya, Julián Parra-Polanía and Carmina Vargas

Long-term economic modeling for climate change assessment pp. 867-883

Y.-H. Henry Chen, Sergey Paltsev, John Reilly, Jennifer F. Morris and Mustafa H. Babiker

Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach pp. 884-897

Yang Hou and Steven Li

Animal spirits and optimal monetary policy design in the presence of labour market frictions pp. 898-912

Jeffrey Sheen and Ben Wang

Market integration dynamics and asymptotic price convergence in distribution pp. 913-925

Alfredo Garcia-Hiernaux, David Guerrero and Michael McAleer

The short-term persistence of international mutual fund performance pp. 926-938

Javier Vidal-García, Marta Vidal, Sabri Boubaker and Gazi Uddin

Revisit causal nexus between military spending and debt: A panel causality test pp. 939-944

Xiaoyan Zhang, Tsangyao Chang, Chi-Wei Su and Yemane Wolde-Rufael

What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy pp. 945-959

Ozer Karagedikli, Michael Ryan, Daan Steenkamp and Tugrul Vehbi

Bank fundamentals, economic conditions, and bank failures in East Asian countries pp. 960-966

Ching-Chung Lin and Shou-Lin Yang

Generalized asset pricing: Expected Downside Risk-based equilibrium modeling pp. 967-980

Mihály Ormos and Dusán Timotity

What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets pp. 981-996

Ginanjar Dewandaru, Rumi Masih and A. Mansur M. Masih

Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR pp. 997-1016

Niklas Gadatsch, Klemens Hauzenberger and Nikolai Stähler

The role of savings rate in exchange rate and trade imbalance nexus: Cross-countries evidence pp. 1017-1025

Yi-Bin Chiu and Chia-Hung D. Sun

International trade and tourism flows: An extension of the gravity model pp. 1026-1033

María Santana-Gallego, Francisco Ledesma and Jorge Pérez-Rodríguez

Volume 52, issue PA, 2016

Advances and challenges in decision-making, monetary policy and financial markets pp. 1-2

Gilles Dufrénot and Fredj Jawadi

Solving intertemporal CGE models in parallel using a singly bordered block diagonal ordering technique pp. 3-12

Pham Van Ha and Tom Kompas

Counterfeit quality and verification in a monetary exchange pp. 13-25

Enchuan Shao and Ben Fung

The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model pp. 26-34

Sophie Brana and Stéphanie Prat

Investment hysteresis and potential output: A post-Keynesian–Kaleckian agent-based approach pp. 35-49

Federico Bassi and Dany Lang

The effect of ageing on the European economies in a life-cycle model pp. 50-57

Aleksandra Kolasa and Michał Rubaszek

Fiscal devaluation in the euro area: A model-based analysis pp. 58-70

Sandra Gomes, Pascal Jacquinot and Massimiliano Pisani

The safer, the riskier: A model of financial instability and bank leverage pp. 71-77

Ryo Kato and Takayuki Tsuruga

A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area pp. 78-100

Tovonony Razafindrabe

Central bank independence in a historical perspective. Myth, lessons and a new model pp. 101-107

Bertrand Blancheton

Inflation targeting and public deficit in emerging countries: A time varying treatment effect approach pp. 108-114

Mohamed Kadria and Mohamed Ben Aissa

Optimal positioning in financial derivatives under mixture distributions pp. 115-124

R. Hentati-Kaffel and Jean-Luc Prigent

Decreasing fertility vs increasing longevity: Raising the retirement age in the context of ageing processes pp. 125-143

Marcin Bielecki, Karolina Goraus-Tańska, Jan Hagemejer and Joanna Tyrowicz

Employee stock option-implied risk attitude under Rank-Dependent Expected Utility pp. 144-154

Hamza Bahaji and Jean-Francois Casta

How bank competition influences liquidity creation pp. 155-161

Roman Horvath, Jakub Seidler and Laurent Weill

Financialisation and crisis in an agent based macroeconomic model pp. 162-172

Luca Riccetti, Alberto Russo and Mauro Gallegati

Spatial price transmission on agricultural commodity markets under different volatility regimes pp. 173-185

S. Ganneval

Monetary policy regime shifts under the zero lower bound: An application of a stochastic rational expectations equilibrium to a Markov switching DSGE model pp. 186-205

Hirokuni Iiboshi

On the risk comovements between the crude oil market and U.S. dollar exchange rates pp. 206-215

Gilles de Truchis and Benjamin Keddad

The macroeconomic determinants of the US term structure during the Great Moderation pp. 216-225

Alessia Paccagnini

Did the Fed follow an implicit McCallum rule during the Great Depression? pp. 226-232

Olivier Damette and Antoine Parent

Revisiting the role of inflation environment in exchange rate pass-through: A panel threshold approach pp. 233-238

Nidhaleddine Ben Cheikh and Waël Louhichi

Does trust contribute to stock market development? pp. 239-250

Adam Ng, Mansor Ibrahim and Abbas Mirakhor

Tax evasion, tax corruption and stochastic growth pp. 251-258

Fred Célimène, Gilles Dufrénot, Gisèle Mophou and Gaston N'Guérékata

The performance of hybrid models in the assessment of default risk pp. 259-265

Mondher Bellalah, Sami Zouari and Olivier Levyne

Reducible diffusions with time-varying transformations with application to short-term interest rates pp. 266-277

Ruijun Bu, Jie Cheng and Kaddour Hadri

Equilibrium of financial derivative markets under portfolio insurance constraints pp. 278-291

Philippe Bertrand and Jean-Luc Prigent

On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach pp. 292-299

Omar Hemche, Fredj Jawadi, Samir Baha-Eddine Maliki and Abdoulkarim Idi Cheffou