Economic Modelling

1984 - 2025

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

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Volume 51, issue C, 2015

The course of realized volatility in the LME non-ferrous metal market pp. 1-12

Neda Todorova

The effect of strategic technology adoptions by local firms on technology spillover pp. 13-20

Chul-Woo Kwon and Bong Geul Chun

Demand and supply effects of bargaining power shocks pp. 21-32

Matthieu Charpe and Stefan Kühn

A wavelet analysis of US fiscal sustainability pp. 33-37

Iolanda Lo Cascio

The sensitivity of climate-economy CGE models to energy-related elasticity parameters: Implications for climate policy design pp. 38-52

Alessandro Antimiani, Valeria Costantini and Elena Paglialunga

A robust estimation of the terms of trade between the United Kingdom and British India, 1858–1947 pp. 53-57

Atanu Ghoshray

Does investment in capacity encourage FDI? pp. 58-64

Quan Dong and Juan Bárcena-Ruiz

Can online markets attract high-quality products? pp. 65-71

Pu Chen, Yijuan Chen, Xiangting Hu and Sanxi Li

Central bank and asymmetric preferences: An application of sieve estimators to the U.S. and Brazil pp. 72-83

Rodrigo de Sá and Marcelo S. Portugal

Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5 pp. 84-98

Mei-Se Chien, Chien-Chiang Lee, Te-Chung Hu and Hui-Ting Hu

Patent infringement, litigation, and settlement pp. 99-111

Haejun Jeon

The role of financial speculation in the energy future markets: A new time-varying coefficient approach pp. 112-122

Haiqi Li, Hyung-Gun Kim and Sung Y. Park

House prices and credit risk: Evidence from the United States pp. 123-135

Mohammad Tajik, Saeideh Aliakbari, Thaana Ghalia and Sepideh Kaffash

Emission reduction policy: A regional economic analysis for China pp. 136-152

Anping Chen and Nicolaas Groenewold

Production and hedging decisions under regret aversion pp. 153-158

Xu Guo, Wing-Keung Wong, Qunfang Xu and Xuehu Zhu

Can re-regulation of the financial sector strike back public debt? pp. 159-171

Luca Agnello and Ricardo Sousa

Dynamic mean–variance portfolio selection with liability and stochastic interest rate pp. 172-182

Hao Chang

An examination of macroeconomic fluctuations in Korea exploiting a Markov-switching DSGE approach pp. 183-199

Jinho Choi and Joonyoung Hur

Foreign direct investment and economic growth: A real relationship or wishful thinking? pp. 200-213

Sasi Iamsiraroj and Mehmet Ulubasoglu

Institutional infrastructure and economic growth in member countries of the Organization of Islamic Cooperation (OIC) pp. 214-226

Ly Slesman, Ahmad Zubaidi Baharumshah and Wahabuddin Ra'ees

Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach pp. 227-241

Hyeongwoo Kim and Deockhyun Ryu

Modeling intermittent renewable electricity technologies in general equilibrium models pp. 242-262

Karen Tapia-Ahumada, Claudia Octaviano, Sebastian Rausch and Ignacio Pérez-Arriaga

On the stochastic elasticity of variance diffusions pp. 263-268

Jeong-Hoon Kim, Ji-Hun Yoon, Jungwoo Lee and Sun-Yong Choi

Rural welfare implications of large-scale land acquisitions in Africa: A theoretical framework pp. 269-279

Linda Kleemann and Rainer Thiele

Sentiment approach to underestimation and overestimation pricing model pp. 280-288

Chunpeng Yang and Liyun Zhou

Structural and managerial cost differences in nonprofit nursing homes pp. 289-298

L. Di Giorgio, Massimo Filippini and Giuliano Masiero

Imitation: A catalyst for innovation and endogenous growth pp. 299-307

Tracy Collins

Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas pp. 308-314

Lu Yang, Xiao Jing Cai, Mengling Li and Shigeyuki Hamori

A penalty function approach to occasionally binding credit constraints pp. 315-327

Michal Brzoza-Brzezina, Marcin Kolasa and Krzysztof Makarski

Long-term growth and persistence with obsolescence pp. 328-339

Ilaski Barañano and Diego Romero-Ávila

Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia pp. 340-358

Walid Mensi, Shawkat Hammoudeh and Sang Hoon Kang

Policy risks, technological risks and stock returns: New evidence from the US stock market pp. 359-365

Nicholas Apergis

Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector pp. 366-382

Bin Tong, Xundi Diao and Chongfeng Wu

A new risk measure and its application in portfolio optimization: The SPP–CVaR approach pp. 383-390

Bin Liu

Financial policies on firm performance: The U.S. insurance industry before and after the global financial crisis pp. 391-402

Chih-Ping Yu

The impact of the 2014 platinum mining strike in South Africa: An economy-wide analysis pp. 403-411

Heinrich Bohlmann, J.H. Van Heerden, Peter Dixon and Maureen Rimmer

Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view pp. 412-423

Marie-Estelle Binet and Jean-Sébastien Pentecôte

Crime victimization, neighborhood safety and happiness in China pp. 424-435

Zhiming Cheng and Russell Smyth

Asymmetric impact of crude price on oil product pricing in the United States: An application of multiple threshold nonlinear autoregressive distributed lag model pp. 436-443

Debdatta Pal and Subrata Kumar Mitra

Does genetic proximity to high growth countries affect a country's own growth? pp. 444-453

Azam Chaudhry and Rabia Ikram

Liquidity and conditional market returns: Evidence from German exchange traded funds pp. 454-459

Katrin Czauderna, Christoph Riedel and Niklas Wagner

Modeling longevity risk transfers as Nash bargaining problems: Methodology and insights pp. 460-472

Rui Zhou, Johnny Siu-Hang Li and Ken Seng Tan

Modeling high-frequency volatility with three-state FIGARCH models pp. 473-483

Yanlin Shi and Kin-Yip Ho

Import quota allocation between regions under Cournot competition pp. 484-490

Abdessalem Abbassi, Lota Tamini and Ahlem Dakhlaoui

Competition and the growth of nations: International evidence from Bayesian model averaging pp. 491-501

Georg Man

Fiscal policy tracking design in the time–frequency domain using wavelet analysis pp. 502-514

Patrick Crowley and David Hudgins

The telecommunications industry and economic growth: How the market structure matters pp. 515-523

Vahagn Jerbashian

Valuing commodity options and futures options with changing economic conditions pp. 524-533

Kun Fan, Yang Shen, Tak Kuen Siu and Rongming Wang

A financial CGE model analysis: Oil price shocks and monetary policy responses in China pp. 534-543

Jing-Yu Liu, Shih-Mo Lin, Yan Xia, Ying Fan and Jie Wu

New non-equilibrium cobweb dynamical evolution model and its application pp. 544-550

Min Fu, Jun Xia, Xinghua Fan, Lixin Tian and Minggang Wang

Temptations as Impulsivity: How far are Regret and the Allais Paradox from Shoplifting? pp. 551-559

Elias Khalil

A portfolio-invariant capital allocation scheme penalizing concentration risk pp. 560-570

Lie-Jane Kao

Financial frictions and the role of investment-specific technology shocks in the business cycle pp. 571-582

Gunes Kamber, Christie Smith and Christoph Thoenissen

Internal habits in an endogenous growth model with elastic labor supply pp. 583-595

Manuel Gómez and Goncalo Monteiro

Fiscal policy under deflationary gap and long-run stagnation: Reinterpretation of Keynesian multipliers pp. 596-603

Ryu-ichiro Murota and Yoshiyasu Ono

System estimation of GVAR with two dominants and network theory: Evidence for BRICs pp. 604-616

Konstantinos Konstantakis, Panayotis Michaelides, Mike Tsionas and Chrysanthi Minou

Monitoring the world business cycle pp. 617-625

Maximo Camacho and Jaime Martinez-Martin

Endogenous markups in the new Keynesian model: Implications for inflation–output trade-off and welfare pp. 626-634

Ozan Eksi

Policy evaluation via a statistical control: A non-parametric evaluation of the ‘Want2Work’ active labour market policy pp. 635-645

Joanne Lindley, Steven McIntosh, Jennifer Roberts, Carolyn Czoski Murray and Richard Edlin

On the optimal design of insurance contracts with the restriction of equity risk pp. 646-652

Wujun Sun and Dandan Dong

Nonlinearities and financial contagion in Latin American stock markets pp. 653-656

Rafael Romero-Meza, Claudio Bonilla, Hugo Benedetti and Apostolos Serletis

Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets pp. 657-671

Luo Changqing, Xie Chi, Yu Cong and Xu Yan

Evaluation of realized multi-power variations in minimum variance hedging pp. 672-679

Jui-Cheng Hung