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 42, issue C, 2014

Financial integration, capital market development and economic performance: Empirical evidence from Botswana pp. 1-14

Abdullahi Ahmed and Kelesego K. Mmolainyane

Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios pp. 15-19

Chung-Chu Chuang, Yi-Hsien Wang, Tsai-Jung Yeh and Shuo-Li Chuang

Investigating the US consumer credit determinants using linear and non-linear cointegration techniques pp. 20-28

Antonio Paradiso, Saten Kumar and Marcella Lucchetta

Asymmetric dynamics in REIT prices: Further evidence based on quantile regression analysis pp. 29-37

Chien-Chiang Lee, Cheng-Feng Lee and Chi-Chuan Lee

The invoicing currency choice model of export enterprises assuming joint utility maximization and analysis of the factors influencing selection pp. 38-42

Xiangning Wang and Xing Zhao

The impact of recession on drinking and smoking behaviours in Canada pp. 43-56

Ehsan Latif

Regional evidence on Okun's Law in Czech Republic and Slovakia pp. 57-65

Richard Ďurech, Alexandru Minea, Lavinia Mustea and Lubica Slusna

Human capital and economic growth: A macroeconomic model for Pakistan pp. 66-76

Faisal Qadri and Abdul Waheed

Macro effects of capital requirements and macroprudential policy pp. 77-93

Qaisar Akram

How does technology transfer affect backward linkages? A motivating example theoretical analysis pp. 94-105

Alexandre Simons

Tax evasion in a behaviorally heterogeneous society: An evolutionary analysis pp. 106-115

Angelo Antoci, Paolo Russu and Luca Zarri

Will euro area house prices sharply decrease? pp. 116-127

Hervé Ott

New estimates of time-varying currency betas: A trivariate BEKK approach pp. 128-139

Prabhath Jayasinghe, Albert Tsui and Zhaoyong Zhang

Fixed versus variable rate loans under regret aversion pp. 140-145

Kit Pong Wong

Production interdependencies and poverty reduction across ethnic groups in Malaysia pp. 146-158

M. Yusof Saari, Erik Dietzenbacher and Bart Los

On the dividend smoothing, signaling and the global financial crisis pp. 159-165

Husam-Aldin Nizar Al-Malkawi, Muhammad Bhatti and Sohail I. Magableh

Quantity competition vs. price competition under optimal subsidy in a mixed oligopoly pp. 166-176

Marcella Scrimitore

The behavior of Turkish exchange rates: A panel data perspective pp. 177-185

Ugur Adiguzel, Ahmet Sahbaz, Ceyhun Can Ozcan and Saban Nazlioglu

Business cycles synchronization in East Asia: A Markov-switching approach pp. 186-197

Gilles Dufrénot and Benjamin Keddad

Is mortality spatial or social? pp. 198-207

Colin O'Hare and Youwei Li

The precise form of financial integration: Empirical evidence for selected Asian countries pp. 208-219

Pei-Tha Gan

Complex dynamics of monopolies with gradient adjustment pp. 220-229

Akio Matsumoto and Ferenc Szidarovszky

A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock–bond portfolios pp. 230-242

Xiangjin B. Chen, Param Silvapulle and Mervyn Silvapulle

The relative effects of crude oil price and exchange rate on petroleum product prices: Evidence from a set of Northern Mediterranean countries pp. 243-249

Hakan Berument, Afsin Sahin and Serkan Sahin

Patent licensing in spatial models pp. 250-256

Yuanzhu Lu and Sougata Poddar

The sectorial impact of commodity price shocks in Australia pp. 257-271

Stephen Knop and Joaquin Vespignani

On the upsurge of U.S. food prices revisited pp. 272-276

Jungho Baek and Won W. Koo

Estimation errors in input–output tables and prediction errors in computable general equilibrium analysis pp. 277-286

Nobuhiro Hosoe

Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance pp. 287-295

Xiaolei Sun, Ling Tang, Yuying Yang, Dengsheng Wu and Jianping Li

The housing market in Beijing and delays in sales: A fractional polynomial survival model pp. 296-300

Carlos Barros, Luis Gil-Alana and Zhongfei Chen

Monetary policy and credit cycles: A DSGE analysis pp. 301-312

Cristina Badarau and Alexandra Popescu

The formation of wage expectations in the effort and quit decisions of workers pp. 313-322

Carl Campbell

Are the transport fuel retail markets regionally integrated in Spain? Evidence from price transmission pp. 323-332

Jacint Balaguer and Jordi Ripollés

Short sale constraints, disperse pessimistic beliefs and market efficiency — Evidence from the Chinese stock market pp. 333-342

Zhongkuang Zhao, Shuqi Li and Heping Xiong

Growth-returns nexus: Evidence from three Central and Eastern European countries pp. 343-355

Štefan Lyócsa

The impact of the 2008 financial crisis on housing prices in China and Taiwan: A quantile regression analysis pp. 356-362

Hsin-Hong Kang and Shu-Bing Liu

Modeling governance and water pollution using the institutional ecological economic framework pp. 363-372

Azmat Gani and Frank Scrimgeour

The signaling effect of tax rates under fiscal competition: A (Shannonian) transfer entropy approach pp. 373-381

Bogdan Dima, Ştefana Maria Dima and Flavia Barna

Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models pp. 382-389

Anis Omri, Duc Khuong Nguyen and Christophe Rault

Long-run analysis on convergence of Japanese local price levels: A pairwise approach pp. 390-397

Hidehiro Ikeno

Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply pp. 398-412

Alfonso Novales, Rafaela Perez and Jesus Ruiz

Return and volatility spillovers between china and world oil markets pp. 413-420

Bing Zhang and Peijie Wang

Empirical evidence on the resource curse hypothesis in oil abundant economy pp. 421-429

Saqlain Latif Satti, Abdul Farooq, Nanthakumar Loganathan and Muhammad Shahbaz

Can M&A activities act as a predictor of the performance of economic growth or stock prices? pp. 430-438

Shun-Jen Hsueh, Yao Chun Tsao, Chien-Heng Tu, Yung-Ho Chiu and Shu-Bing Liu

Explosive Target balances of the German Bundesbank pp. 439-444

Niklas Potrafke and Markus Reischmann

The pentagon of vulnerability and resilience: A methodological proposal in development economics by using graph theory pp. 445-453

Samuel Bates, Valérie Angeon and Ahmed Ainouche

Validation of an R&D-based computable general equilibrium model pp. 454-463

Chanyoung Hong, Heewon Yang, Wonsik Hwang and Jeong-Dong Lee

Long run time series tests of constant steady-state growth pp. 464-474

David Papell and Ruxandra Prodan

The impact of international financial integration on economic growth: New evidence on threshold effects pp. 475-489

Jinzhao Chen and Thérèse Quang

Public debt and social security: Level of formality matters pp. 490-507

Helder de Mendonça and Bruno Tiberto

Investment for patience in an endogenous growth model pp. 508-515

Taketo Kawagishi