Economic Modelling

1984 - 2025

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

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Volume 50, issue C, 2015

Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation pp. 1-8

Emma Iglesias

Stress-testing for portfolios of commodity futures pp. 9-18

Florentina Paraschiv, Pierre-Antoine Mudry and Alin Marius Andries

A comparison of different contract forms for consumers with switching costs and changed preferences pp. 19-26

Na Shen and Jun Su

Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work? pp. 27-39

Kelly Burns and Imad A. Moosa

Incentives, performance and desirability of socially responsible firms in a Cournot oligopoly pp. 40-48

Luca Lambertini and Alessandro Tampieri

Avoiding carbon lock-in: Policy options for advancing structural change pp. 49-63

Linus Mattauch, Felix Creutzig and Ottmar Edenhofer

Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? pp. 64-71

Wei Chen, Zhuo Huang and Yanping Yi

Optimal resource allocation in a representative investor economy pp. 72-84

Orlando Gomes

Uncertainty and fiscal policy in a monetary union: Why does monetary policy transmission matter? pp. 85-93

Cornel Oros and Blandine Zimmer

Limited attention of individual investors and stock performance: Evidence from the ChiNext market pp. 94-104

Bing Zhang and Yudong Wang

The dynamic fiscal effects of demographic shift: The case of Australia pp. 105-122

George Kudrna, Chung Tran and Alan Woodland

Disaggregation methods based on MIDAS regression pp. 123-129

Alain Guay and Alain Maurin

On the efficiency of private and state-owned enterprises in mixed markets pp. 130-137

Xuan Nguyen

Population aging, economic growth, and the social transmission of human capital: An analysis with an overlapping generations model pp. 138-147

Ki-Hong Choi and Sungwhee Shin

Macroprudential rules and monetary policy when financial frictions matter pp. 148-161

Jeannine Bailliu, Cesaire Meh and Yahong Zhang

The relationship between immigration and unemployment: Panel data evidence from Canada pp. 162-167

Ehsan Latif

Price limits and corporate investment: The consumers' perspective pp. 168-178

Sudipto Sarkar

A “true” random effects stochastic frontier analysis for technical efficiency and heterogeneity: Evidence from manufacturing firms in Ethiopia pp. 179-192

Kidanemariam Hailu and Makoto Tanaka

Contagion effect of the European financial crisis on China's stock markets: Interdependence and pure contagion pp. 193-199

Pei-Long Shen, Wen Li, Xiao-Ting Wang and Chi-Wei Su

Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange pp. 200-211

Thi Hong Van Hoang, Wing-Keung Wong and Zhu Zhenzhen

Correlations between oil and stock markets: A wavelet-based approach pp. 212-227

Belén Martín-Barragán, Sofia Ramos and Helena Veiga

An inverse hyperbolic sine heteroskedastic latent class panel tobit model: An application to modelling charitable donations pp. 228-236

Sarah Brown, William Greene, Mark Harris and Karl Taylor

Decreasing marginal impatience destabilizes multi-country economies pp. 237-244

K. Hirose and Shinsuke Ikeda

The dynamics of competition in remanufacturing: A stability analysis pp. 245-253

Lian Shi, Zhaohan Sheng and Feng Xu

Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach pp. 254-265

Heni Boubaker and Nadia Sghaier

Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model pp. 266-274

Zhong-Xin Ni, Da-Zhong Wang and Wen-Jun Xue

The banking firm and risk taking in a two-moment decision model pp. 275-280

Udo Broll, Xu Guo, Peter Welzel and Wing-Keung Wong

Switching and asymmetric behaviour of the Okun coefficient in the US: Evidence for the 1948–2015 period pp. 281-290

Abbas Valadkhani and Russell Smyth

Catastrophe options with double compound Poisson processes pp. 291-297

Jun Yu

Public policy and growth in Canada: An applied endogenous growth model with human and knowledge capital accumulation pp. 298-309

Ebru Voyvoda and Erinc Yeldan

The efficiency of educational production: A comparison of the Nordic countries with other OECD countries pp. 310-321

Peter Bogetoft, Eskil Heinesen and Torben Tranaes

The economic modeling of migration and consumption patterns in the English-speaking world pp. 322-330

Gary Magee, Muhammad Bhatti and Alice Shuaishuai Li

Volume 49, issue C, 2015

Modelling the meat consumption patterns in Australia pp. 1-10

Lucille Wong, Eliyathamby Selvanathan and Saroja Selvanathan

Gurus and belief manipulation pp. 11-18

Elyès Jouini and Clotilde Napp

The dynamics of bank debt renegotiation in Europe: A survival analysis approach pp. 19-31

Christophe Godlewski

Disentangling the bond–CDS nexus: A stress test model of the CDS market pp. 32-45

Guillaume Vuillemey and Tuomas Peltonen

Measuring energy inefficiency with undesirable outputs and technology heterogeneity in Chinese cities pp. 46-52

Ye Hang, Jiasen Sun, Qunwei Wang, Zengyao Zhao and Yizhong Wang

Monetary policy and commodity terms of trade shocks in emerging market economies pp. 53-71

Seedwell Hove, Albert Touna Mama and Fulbert Tchana Tchana

Macroeconomic dynamics in a model with heterogeneous wage contracts pp. 72-80

Muneya Matsui and Taiyo Yoshimi

Residential versus financial wealth effects on consumption from a shock in interest rates pp. 81-90

Manuel León Navarro and Rafael Flores de Frutos

The Rotterdam demand model half a century on pp. 91-103

Kenneth Clements and Grace Gao

Reallocation effects in the specific factors and Heckscher–Ohlin models under firm heterogeneity pp. 104-119

Eddy Bekkers and Robert Stehrer

Understanding the common dynamics of the emerging market currencies pp. 120-136

Meltem Chadwick, Fatih Fazilet and Necati Tekatli

The relationship between income and housing deprivation: A longitudinal analysis pp. 137-143

Alessio Fusco

The Greek equity market in European equity portfolios pp. 144-153

Dimitrios Vortelinos

Competitiveness and government expenditure: The Australian example pp. 154-161

Anthony Makin and Shyama Ratnasiri

How does Google search affect trader positions and crude oil prices? pp. 162-171

Xin Li, Jian Ma, Shouyang Wang and Xun Zhang

The effect of federal government size on private economic performance in Canada: 1870–2011 pp. 172-185

J. Stephen Ferris and Marcel Voia

The Phillips curve in the US: A nonlinear quantile regression approach pp. 186-197

Qifa Xu, Xufeng Niu, Cuixia Jiang and Xue Huang

New empirical evidence from assessing financial market integration, with application to Saudi Arabia pp. 198-211

Jamel Jouini

International income convergence: Is Latin America actually different? pp. 212-222

Alan King and Carlyn Ramlogan-Dobson

Modeling the impact of exchange rates using a multicurrency framework pp. 223-231

Sam Meng

Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies pp. 232-247

Jean-Pierre Allegret, Valérie Mignon and Audrey Sallenave

Statistical premium in correlated losses of insurance pp. 248-253

Li-Hua Lai

Success and failure of bargaining in merger control: The case of asset divestitures pp. 254-259

Bertrand Chopard, Thomas Cortade and Andreea Cosnita-Langlais

Revisiting the Feldstein–Horioka puzzle with regime switching: New evidence from European countries pp. 260-269

Shyh-Wei Chen and Chung-Hua Shen

Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks pp. 270-277

Mark Holmes, Ana Iregui and Jesus Otero

Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries pp. 278-285

Brantley Liddle and George Messinis

Economic growth and crime: Is there an asymmetric relationship? pp. 286-295

Eleftherios Goulas and Athina Zervoyianni

The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions pp. 296-307

Nicholas Apergis and Christina Christou

Economic growth and the harmful effects of student loan debt on biomedical research pp. 308-313

Fabrizio Ferretti, Simon Jones and Bryan McIntosh

Price asymmetry revisited from a marketing perspective pp. 314-319

Yoonsung Lim, Jeong-Yoo Kim and Nathan Berg

A shaft of light into the black box of CGE analyses of tax reforms pp. 320-330

Taran Fæhn

Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks pp. 331-343

Senren Tan, Zhuo Jin and Fuke Wu

Risk estimation of CSI 300 index spot and futures in China from a new perspective pp. 344-353

Yuan-Yuan Suo, Dong-Hua Wang and Sai-Ping Li

Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis pp. 354-371

Dilip Kumar

Heterogeneity in the relationship between subjective well-being and its determinants over the life cycle: A varying-coefficient ordered probit approach pp. 372-386

Yi-Chen Lin, Ruey-Ching Hwang and Wen-Shuenn Deng

Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests pp. 387-394

Sivagowry Sriananthakumar

Red herrings and revelations: does learning about a new variable worsen forecasts? pp. 395-406

Paul Shea

The impact of financial crises on the risk–return tradeoff and the leverage effect pp. 407-418

Bent Jesper Christensen, Morten Nielsen and Jie Zhu