Economic Modelling

1984 - 2025

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

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Volume 46, issue C, 2015

Detecting biotechnology industry's earnings management using Bayesian network, principal component analysis, back propagation neural network, and decision tree pp. 1-10

Fu-Hsiang Chen, Der-Jang Chi and Yi-Cheng Wang

Transmission of US monetary policy into the Canadian economy: A structural cointegration analysis pp. 11-26

S. Mahdi Barakchian

Determinants of Jordanian foreign direct investment inflows: Bounds testing approach pp. 27-35

Hussain Ali Bekhet and Raed Walid Al-Smadi

Endogenous transport price and international R&D rivalry pp. 36-43

Kazuhiro Takauchi

Does military expenditure crowd out private investment? A disaggregated perspective for the case of France pp. 44-52

Julien Malizard

Bayesian forecasting of real exchange rates with a Dornbusch prior pp. 53-60

Michele Ca' Zorzi, Andrzej Kocięcki and Michał Rubaszek

Real business-cycle model with habits: Empirical investigation pp. 61-69

Natalia Khorunzhina

Energy management systems and market value: Is there a link? pp. 70-78

Thi Hong Hanh Pham

Nash equilibrium strategy for a multi-period mean–variance portfolio selection problem with regime switching pp. 79-90

Huiling Wu and Hua Chen

Price competition, technology licensing and strategic trade policy pp. 91-99

Arghya Ghosh and Souresh Saha

A model of a heterodox exchange rate based stabilization pp. 100-117

Ozlem Aytac

Monetary policy in a two-sector dependent economy pp. 118-129

Mohammed Mohsin and Kihyun Park

Modeling expectations in agent-based models — An application to central bank's communication and monetary policy pp. 130-141

Isabelle Salle

Dividend optimization under reserve constraints for the Cramér–Lundberg model compounded by force of interest pp. 142-156

Jinxia Zhu and Feng Chen

Inflation expectations of the inattentive general public pp. 157-166

Monique Reid

Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram pp. 167-179

Xunyu Ye, Ping Gao and Handong Li

Threshold characteristic of energy efficiency on substitution between energy and non-energy factors pp. 180-187

Donglan Zha and Ning Ding

Health status and the allocation of time: Cross-country evidence from Europe pp. 188-203

J. Ignacio Gimenez-Nadal and José Alberto Molina

Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market pp. 204-224

Jung-Bin Su

The business cycle implications of land financing in China pp. 225-237

Shen Guo, Lezheng Liu and Yan Zhao

Modelling banknote printing costs: of cohorts, generations, and note-years pp. 238-249

Leo Van Hove

Improving health in an advanced economy: An economywide analysis for Australia pp. 250-261

George Verikios, Peter Dixon, Maureen Rimmer and Anthony H. Harris

A theoretical analysis on H-share discount pp. 262-268

Ran Zhang

How do reservation prices impact distressed debt rescheduling? pp. 269-282

Franck Moraux and Patrick Navatte

Flexible inflation targeting and labor market inefficiencies pp. 283-300

Mehdi Raissi

Industry co-movements of American depository receipts: Evidences from the copula approaches pp. 301-314

Chien-Chiang Lee, Chi-Hung Chang and Mei-Ping Chen

Nash bargaining and partial privatization in mixed oligopoly pp. 315-321

Tamotsu Nakamura and Hiroyuki Takami

Equity-financing, income inequality and capital accumulation pp. 322-333

Mahmoud Nabi

A production inventory model for deteriorating item with ramp type demand allowing inflation and shortages under fuzziness pp. 334-345

Shilpi Pal, G.S. Mahapatra and G.P. Samanta

Pensions, savings and housing: A life-cycle framework with policy simulations pp. 346-357

John Creedy, Norman Gemmell and Grant Scobie

Business dynamics, efficiency, asset quality and stability: The case of financial intermediaries in Pakistan pp. 358-363

Nawazish Mirza, Birjees Rahat and Krishna Reddy

Fiscal sustainability and regime shifts in Japan pp. 364-375

Jun-Hyung Ko and Hiroshi Morita

Bubble or riddle? An asset-pricing approach evaluation on China's housing market pp. 376-383

Qu Feng and Guiying Wu

The overconfident trader does not always overreact to his information pp. 384-390

Sarina Du and Hong Liu

Medical tourism and health worker migration in developing countries pp. 391-396

Hamid Beladi, Chi-Chur Chao, Mong Shan Ee and Daniel Hollas

The impact of the global financial crisis on the efficiency of Australian banks pp. 397-406

Amir Moradi-Motlagh and Alperhan Babacan

The responses of the prime rate to change in policies of the Federal Reserve pp. 407-411

Joseph Friedman and Yochanan Shachmurove

On measuring the effects of fiscal policy in global financial crisis: Evidences from an export-oriented island economy pp. 412-415

Cheng-Yih Hong and Jian-Fa Li

Nonlinearities and divergences in the process of European financial integration pp. 416-425

Monica Răileanu-Szeles and Lucian Albu

Volume 45, issue C, 2015

Growth and welfare effects of environmental tax reform and public spending policy pp. 1-13

Walid Oueslati

Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications pp. 14-21

Jian Zhou and Joseph R. Nicholson

Trade volume and economic growth in the MENA region: Goods or services? pp. 22-37

Fida Karam and Chahir Zaki

Global and regional volatility spillovers to GCC stock markets pp. 38-49

Abdullah R. Alotaibi and Anil Mishra

Modelling stock return volatility dynamics in selected African markets pp. 50-73

Daniel King and Ferdi Botha

The impact of the Hizmet movement on Turkey's bilateral trade pp. 74-82

Faruk Balli, Abdulkadir Civan and Oguz Uras

A simulation of impact of withdrawal European funds on Andalusian economy using a dynamic CGE model: 2014–20 pp. 83-92

Manuel Alejandro Cardenete and María del Carmen Delgado

Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpson's paradox pp. 93-98

P.A.V.B. Swamy, J.S. Mehta, George Tavlas and S.G. Hall

Housing and business cycles in Korea: A multi-sector Bayesian DSGE approach pp. 99-108

Junhee Lee and Joonhyuk Song

Monetary policy and heterogeneous inflation expectations in South Africa pp. 109-117

Alain Kabundi, Eric Schaling and Modeste Some

Growth effects of institutions: A disaggregated analysis pp. 118-126

Saima Nawaz

Forecasting energy consumption using a new GM–ARMA model based on HP filter: The case of Guangdong Province of China pp. 127-135

Weijun Xu, Ren Gu, Youzhu Liu and Yongwu Dai

Locating change-points in Hodrick–Prescott trends with an application to US real GDP: A generalized unobserved components model approach pp. 136-141

Gawon Yoon

Revisiting the nexus between currency misalignments and growth in the CFA Zone pp. 142-154

Carl Grekou

Stochastic market modeling with Gaussian Quadratures: Do rotations of Stroud's octahedron matter? pp. 155-168

Marco Artavia, Harald Grethe and Georg Zimmermann

A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information pp. 169-174

Ranjani Atukorala and Sivagowry Sriananthakumar

Macroeconomic and market microstructure modelling of Ugandan exchange rate pp. 175-186

Lorna Katusiime, Abul Shamsuddin and Frank Agbola

Exchange rate risk management: What can we learn from financial crises? pp. 187-192

Li-Huei Lan, Chang-Chih Chen and Shuang-Shii Chuang

An empirical model of fractionally cointegrated daily high and low stock market prices pp. 193-206

Jozef Baruník and Sylvie Dvořáková

A revealed preference test of rationing a Monte Carlo analysis pp. 207-211

Adrian R. Fleissig and Gerald A. Whitney

The effect of growth volatility on income inequality pp. 212-222

Huang, Ho-Chuan (River), WenShwo Fang, Stephen Miller and Chih-Chuan Yeh

A range-based volatility approach to measuring volatility contagion in securitized real estate markets pp. 223-235

Randy I. Anderson, Yi-Chi Chen and Li-Min Wang

Bayesian estimation of China's monetary policy transparency: A New Keynesian approach pp. 236-248

Yong Ma and Shushu Li

Remittances and financial development in Sub-Saharan African countries: A system approach pp. 249-258

Dramane Coulibaly

Forecasting the U.S. real house price index pp. 259-267

Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou

Growth in China and the US: Effects on a small commodity exporter economy pp. 268-277

Denise Osborn and Tugrul Vehbi