Economic Modelling

1984 - 2025

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

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Volume 41, issue C, 2014

Analysis of the equity preference influence in customer participation incentives pp. 1-8

De-Peng Zhang, Chen-hui Yang and Feng-Hua Zhang

Moran's I test of spatial panel data model — Based on bootstrap method pp. 9-14

Tongxian Ren, Zhihe Long, Rengui Zhang and Qingqing Chen

Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses pp. 15-22

Hwa-Sung Kim, Bara Kim and Jerim Kim

Heterogeneity and curvilinearity of FDI-related productivity spillovers in China's manufacturing sector pp. 23-32

Sajid Anwar and Sizhong Sun

A general equilibrium, ex-post evaluation of the EU–Chile Free Trade Agreement pp. 33-45

Sebastien Jean, Nanno Mulder and Maria Ramos

Modelling industrial new orders pp. 46-54

Gabe de Bondt, Heinz C. Dieden, Sona Muzikarova and Istvan Vincze

ICTs and time-span in technical efficiency gains. A stochastic frontier approach over a panel of Italian manufacturing firms pp. 55-65

Concetta Castiglione and Davide Infante

Would it have paid to be in the eurozone? pp. 66-79

Michal Brzoza-Brzezina, Krzysztof Makarski and Grzegorz Wesołowski

Long-run investment under uncertain demand pp. 80-89

Luca Di Corato, Michele Moretto and Sergio Vergalli

Discouraged workers in developed countries and added workers in developing countries? Unemployment rate and labour force participation pp. 90-98

Grace Lee and Jaai Parasnis

An operational, nonlinear input–output system pp. 99-108

Ana-Isabel Guerra and Ferran Sancho

Tariff escalation, export shares and economy-wide welfare: A computable general equilibrium approach pp. 109-118

Badri G Narayanan and Sangeeta Khorana

Advertising, economic development, and global warming pp. 119-123

Gary M. Erickson

Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries pp. 124-132

Helmi Hamdi and Nabila Boukef Jlassi

An evaluation of the world's major airlines' technical and environmental performance pp. 133-144

Amir Arjomandi and Juergen Seufert

Detection of high and low states in stock market returns with MCMC method in a Markov switching model pp. 145-155

Clément Rey, Serge Rey and Jean-Renaud Viala

Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns pp. 156-165

Hung-Cheng Lai and Kuan Min Wang

Outward foreign direct investment and sovereign risks in developing host country pp. 166-172

Feiqiong Chen, Fangfang Zhong and Yao Chen

Panel versus GARCH information in unit root testing with an application to financial markets pp. 173-176

Joakim Westerlund and Paresh Narayan

Do net positions in the futures market cause spot prices of crude oil? pp. 177-190

Haoyuan Ding, Hyung-Gun Kim and Sung Y. Park

Dynamic behavior of product and stock markets with a varying degree of interaction pp. 191-197

Ahmad Naimzada and Marina Pireddu

A panel analysis of the fisher effect with an unobserved I(1) world real interest rate pp. 198-210

Gerdie Everaert

Out-of-pocket health care expenditure in Turkey: Analysis of the 2003–2008 Household Budget Surveys pp. 211-218

Sarah Brown, Arne Hole and Dilek Kilic

Short- and long-run relationships between natural gas consumption and economic growth: Evidence from Pakistan pp. 219-226

Muhammad Shahbaz, Mohamed Arouri and Frédéric Teulon

Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet pp. 227-238

Alin Marius Andrieș, Iulian Ihnatov and Aviral Tiwari

Expansive monetary policy in a portfolio model with endogenous asset supply pp. 239-252

Stefan Schüder

The importance of timing in the U.S. response to undocumented immigrants: A recursive dynamic approach pp. 253-262

Angel Aguiar Román and Terrie Walmsley

The new evidence to tendency of convergence in Solow model pp. 263-266

Kai Chen, Xiaoju Gong and Richard Marcus

Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative pp. 267-273

Jae Kim

Income tax deductions for losses as insurance revisited pp. 274-280

T.C. Michael Wu and C.C. Yang

Steady state distributions for models of locally explosive regimes: Existence and econometric implications pp. 281-288

John Knight, Stephen Satchell and Nandini Srivastava

The complexion of dynamic duopoly game with horizontal differentiated products pp. 289-297

Weisheng Yu and Yu Yu

Transmission effects in the presence of structural breaks: Evidence from South-Eastern European countries pp. 298-311

Minoas Koukouritakis, Athanasios Papadopoulos and Andreas Yannopoulos

Regret theory and the competitive firm: A comment pp. 312-315

Cuizhen Niu, Xu Guo, Tao Wang and Peirong Xu

Productivity and consumption home bias with goods market frictions pp. 316-318

Inkoo Lee

Optimal stopping time with stochastic volatility pp. 319-328

Ran Zhang and Shuang Xu

Convenient prices, cash payments and price rigidity pp. 329-337

Yassine Bouhdaoui, D. Bounie and Abel François

Interval portfolio selection models within the framework of uncertainty theory pp. 338-344

Xiang Li and Zhongfeng Qin

The effect of the euro on aeronautic trade: A French regional analysis pp. 345-355

Fabien Candau and Serge Rey

Parametric persistence of multiple equilibria in an economy directly calibrated to 5 equilibria pp. 356-364

John Whalley and Shunming Zhang

Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets pp. 365-374

Ahmed Khalifa, Shawkat Hammoudeh and Edoardo Otranto

Fiscal efficiency, redistribution and welfare pp. 375-382

Bilin Neyapti and Zeynep Bulut-Cevik

Testing the tourism-induced EKC hypothesis: The case of Singapore pp. 383-391

Salih Katircioglu

Measuring sustainability performance for China: A sequential generalized directional distance function approach pp. 392-397

Ning Zhang, Fanbin Kong and Yongrok Choi

Diversification across ASEAN-wide sectoral and national equity returns pp. 398-407

Faruk Balli, Hatice Balli and Mong Ngoc Luu

Welfare effects of monetary policy in an economy with vertical production and trade: An analysis based on the perspective of local currency pricing pp. 408-420

Kohjiro Dohwa

Nontradable sector reform and external rebalancing in monetary union: A model-based analysis pp. 421-434

Lukas Vogel

Volume 40, issue C, 2014

A dynamic estimation of governance structures and financial performance for Singaporean companies pp. 1-11

Tuan Nguyen, Stuart Locke and Krishna Reddy

Parity in professional sports when revenues are maximized pp. 12-20

Burhan Biner

Shifting Armington trade preferences: A re-examination of the Mercosur–EU negotiations pp. 21-32

George Philippidis, H. Resano and A.I. Sanjuán

The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy pp. 33-41

Mohamed Amine Boutabba

Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate pp. 42-51

John Hunter and Faek Menla Ali

Are Hungarian investors reluctant to realize their losses? pp. 52-58

Mihály Ormos and István Joó

Modeling and estimating returns to seller reputation with unobserved heterogeneity in online auctions pp. 59-67

Ji-Liang Shiu and Chia-Hung D. Sun

Ripple effect in house prices and trading volume in the UK housing market: New viewpoint and evidence pp. 68-75

I-Chun Tsai

Application of artificial neural networks in tendency forecasting of economic growth pp. 76-80

Lihua Feng and Jianzhen Zhang

Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market pp. 81-90

Xiaoqiang Lin, Qiang Chen and Zhenpeng Tang

Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain pp. 91-100

Yinghui Dong and Guojing Wang

Realized volatility models and alternative Value-at-Risk prediction strategies pp. 101-116

Dimitrios Louzis, Spyros Xanthopoulos-Sisinis and Apostolos P. Refenes

Determinants of the sacrifice ratio: Evidence from OECD and non-OECD countries pp. 117-135

Sandeep Mazumder

Euro introduction: Has there been a structural change? Study on 10 European Union countries pp. 136-151

Romain Legrand

Estimating IPO pricing efficiency by Bayesian stochastic frontier analysis: The ChiNext market case pp. 152-157

Changqing Luo and Zisheng Ouyang

Cross-market index with Factor-DCC pp. 158-166

Sofiane Aboura and Julien Chevallier

Mixed copula model with stochastic correlation for CDO pricing pp. 167-174

Jianli Chen, Zhen Liu and Shenghong Li

Monetary easing policy and long-run food prices: Evidence from China pp. 175-183

Xiaohua Yu

Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test pp. 184-190

Furkan Emirmahmutoglu and Tolga Omay

Information and capital flows revisited: The Internet as a determinant of transactions in financial assets pp. 191-198

Changkyu Choi, Dong-Eun Rhee and Yonghyup Oh

So you want to build a trade model? Available resources and critical choices pp. 199-207

Robert McCleery and Fernando DePaolis

Current account sustainability in Sub-Saharan Africa: Does the exchange rate regime matter? pp. 208-226

Blaise Gnimassoun and Issiaka Coulibaly

The existence of uncovered interest parity in the CIS countries pp. 227-241

Razzaque H. Bhatti

Modeling conditional covariance for mixed-asset portfolios pp. 242-249

Jian Zhou

A frequency domain causality investigation between futures and spot prices of Indian commodity markets pp. 250-258

Anto Joseph, Garima Sisodia and Aviral Tiwari

Unidirectional transshipment policies in a dual-channel supply chain pp. 259-268

Yong He, Peng Zhang and Yuliang Yao

Morocco and the US Free Trade Agreement: A specific factors model with unemployment and energy imports pp. 269-274

Mostafa Malki and Henry Thompson

Intergenerational transfer, human capital and long-term growth in China under the one child policy pp. 275-283

Xi Zhu, John Whalley and Xiliang Zhao

Economic stress and cigarette smoking: Evidence from the United States pp. 284-289

Rajeev Goel

Dynamic relationship between Turkey and European countries during the global financial crisis pp. 290-298

Ahmet Sensoy, Ugur Soytas, Irem Yildirim and Erk Hacihasanoglu

The effects of oil shocks on government expenditures and government revenues nexus (with an application to Iran's sanctions) pp. 299-313

Sajjad Faraji Dizaji

Parameter identification in mixed Brownian–fractional Brownian motions using Powell's optimization algorithm pp. 314-319

Pu Zhang, Qi Sun and Wei-Lin Xiao

CO2 emissions converge in the 50 U.S. states — Sequential panel selection method pp. 320-333

Xiao-Lin Li, D.P. Tang and Tsangyao Chang

Explaining Italy's economic growth: A balance-of-payments approach with internal and external imbalances and non-neutral relative prices pp. 334-341

Elias Soukiazis, Pedro Cerqueira and Micaela Antunes

Heterogeneous bank regulatory standards and the cross-border supply of financial services pp. 342-354

Vincent Bouvatier

Endogenous (re-)distributive policies and economic growth: A comparative static analysis pp. 355-366

Günther Rehme

Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects pp. 369-381

Mazin A.M. Al Janabi

Equity portfolio insurance against a benchmark: Setting, replication and optimality pp. 382-391

Hamza Bahaji

Energy price transmissions during extreme movements pp. 392-399

Marc Joëts

Regime-dependent adjustment in energy spot and futures markets pp. 400-409

Joscha Beckmann, Ansgar Belke and Robert Czudaj

On the optimality of funding and hiring/firing according to stochastic demand: The role of growth and shutdown options pp. 410-422

N. Letifi and Jean-Luc Prigent

Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management pp. 423-434

Nicolas Aubert, Guillaume Garnotel, André Lapied and Patrick Rousseau