Economic Modelling

1984 - 2025

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

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Volume 39, issue C, 2014

Evolutionary models in cash management policies with multiple assets pp. 1-7

Marcelo Botelho da Costa Moraes and Marcelo Nagano

Long-term research and development incentives in a dynamic Cournot duopoly pp. 8-18

Yee Jiun Yap, Shravan Luckraz and Siew Kian Tey

Stock market integration of emerging Asian economies: Patterns and causes pp. 19-31

Seema Narayan, S. Sriananthakumar and S.Z. Islam

Intangible capital in a real business cycle model pp. 32-48

Kashif Zaheer Malik, Syed Ali and Ahmed Khalid

On modeling task, skill and technology upgrading effects of globalization with heterogeneous labor pp. 49-62

Jaewon Jung and Jean Mercenier

Monetary policy responses to the exchange rate: Empirical evidence from the ECB pp. 63-70

İshak Demir

The state's role and position in international trade: A complex network perspective pp. 71-81

Ying Fan, Suting Ren, Hongbo Cai and Xuefeng Cui

Risk-taking channel, bank lending channel and the “paradox of credibility” pp. 82-94

Gabriel Montes and Gabriel Barros Tavares Peixoto

Higher order expectations in sentiment asset pricing model pp. 95-100

Chunpeng Yang and Chuangqun Cai

The endogenous objective function of a partially privatized firm: A Nash bargaining approach pp. 101-109

Yoshio Kamijo and Yoshihiro Tomaru

Control–ownership wedge, board of directors, and the value of excess cash pp. 110-122

Mohamed Belkhir, Sabri Boubaker and Imen Derouiche

The economic effects of lowering HIV incidence in South Africa: A CGE analysis pp. 123-137

Elizabeth Roos and James Giesecke

Estimation of state changes in system descriptions for dynamic Bayesian networks by using a genetic procedure and particle filters pp. 138-145

Jianjun Lu and Shozo Tokinaga

Competing back for foreign direct investment pp. 146-150

Weifeng Zhai

Tax evasion in Kenya and Tanzania: Evidence from missing imports pp. 151-162

Jörgen Levin and Lars Widell

Combining an improved multi-delivery policy into a single-producer multi-retailer integrated inventory system with scrap in production pp. 163-167

Yuan-Shyi Peter Chiu, Yung-Chung Chen, Hong-Dar Lin and Huei-Hsin Chang

Can gold hedge and preserve value when the US dollar depreciates? pp. 168-173

Juan Reboredo and Miguel A. Rivera-Castro

The impacts of education investment on skilled–unskilled wage inequality and economic development in developing countries pp. 174-181

Lijun Pan

Total factor productivity change of MENA microfinance institutions: A Malmquist productivity index approach pp. 182-189

Ben Soltane Bassem

Capital account openness and early warning system for banking crises in G20 countries pp. 190-194

Xiao Qin and Chengying Luo

The broken window: Fallacy or fact – A Kaleckian–Post Keynesian approach pp. 195-203

Taha Chaiechi

Analysis on the dynamics of a Cournot investment game with bounded rationality pp. 204-212

Zhanwen Ding, Qiao Wang and Shumin Jiang

The non-linear impact of high and growing government external debt on economic growth: A Markov Regime-switching approach pp. 213-220

İbrahim Doğan and Faik Bilgili

Semiconductor industry cycles: Explanatory factors and forecasting pp. 221-231

Mathilde Aubry and Patricia Renou-Maissant

Collective behavior and options volatility smile: An agent-based explanation pp. 232-239

Yi-Fang Liu, Wei Zhang and Hai-Chuan Xu

Capital flows and current account dynamics in Turkey: A nonlinear time series analysis pp. 240-246

Aydin Cecen and Linlan Xiao

Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns pp. 247-256

A. Mbairadjim Moussa, Jules Sadefo Kamdem and M. Terraza

Joint decision on pricing and advertising for competing retailers under emergency purchasing pp. 257-264

Bin Liu, Xindi Ma and Rong Zhang

Some thought experiments on the changes in labor supply in Turkey pp. 265-272

Murat Üngör

Are Dow Jones Islamic equity indices exposed to interest rate risk? pp. 273-281

Abul Shamsuddin

Enhanced index tracking with multiple time-scale analysis pp. 282-292

Qian Li and Liang Bao

A multi-period positive mathematical programming approach for assessing economic impact of drought in the Murray–Darling Basin, Australia pp. 293-304

M. Ejaz Qureshi, Mobin-ud-Din Ahmad, Stuart Whitten and Mac Kirby

A small macroeconometric model of the Nigerian economy pp. 305-313

S.O. Olofin, Olusanya Olubusoye, C.N.O. Mordi, Afees Salisu, Adegoke Adeleke, S.O. Orekoya, Afolabi Olowookere and M.A. Adebiyi

Evidence of public capital spillovers and endogenous growth in Taiwan pp. 314-321

Yi-Chia Wang

Volume 38, issue C, 2014

The phenomenon of equifinality in innovative development of the monetary private ownership economy —An axiomatic set-up pp. 1-5

Beata Cialowicz

Interpreting and evaluating CESIfo's World Economic Survey directional forecasts pp. 6-11

Mark Hutson, Fred Joutz and Herman Stekler

International price transmission in CGE models: How to reconcile econometric evidence and endogenous model response? pp. 12-22

Khalid Siddig and Harald Grethe

The price stability under inflation targeting regime: An analysis with a new intermediate approach pp. 23-32

Zied Ftiti and Walid Hichri

A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices pp. 33-44

Dilip Kumar and S. Maheswaran

Credit market imperfection, labor supply complementarity, and output volatility pp. 45-56

Anna Agliari and George Vachadze

A life-cycle analysis of ending mandatory retirement pp. 57-66

Katerina Koka and Stephen Kosempel

Price leadership in a vertically differentiated market pp. 67-70

Youping Li

On the optimal choices of R&D risk in a market with network externalities pp. 71-74

Mingqing Xing

Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries pp. 75-79

Zhuo Qiao and Patrick Kuok-Kun Chu

Measuring environmental performance with stochastic environmental DEA: The case of APEC economies pp. 80-86

Jingliang Jin, Dequn Zhou and Peng Zhou

EU fiscal stance vulnerability: Are the old members the gold members? pp. 87-101

Kamil Dybczak and Martin Melecký

Manufacturer's pricing strategy in a two-level supply chain with competing retailers and advertising cost dependent demand pp. 102-111

B.C. Giri and S. Sharma

Endogenous growth and intellectual property rights: A north–south modeling proposal pp. 112-120

Mónica L. Azevedo, Oscar Afonso and Sandra T. Silva

Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis pp. 121-132

Kristofer Månsson and Pär Sjölander

Corporate governance practices in emerging markets: The case of GCC countries pp. 133-141

Husam-Aldin N. Al-Malkawi, Rekha Pillai and Muhammad Bhatti

Firm return volatility and economic gains: The role of oil prices pp. 142-151

Paresh Narayan and Susan Sharma

On corruption, bribes and the exchange of favors pp. 152-162

José Rodrigues-Neto

Tax effort performance in sub-Sahara Africa and the role of colonialism pp. 163-174

Thuto Feger and John Asafu-Adjaye

Volatility and dynamic conditional correlations of worldwide emerging and frontier markets pp. 175-183

Eduard Baumohl and Štefan Lyócsa

Does the economic integration of China affect growth and inflation in industrial countries? pp. 184-189

Christian Dreger and Yanqun Zhang

Partisanship and antidumping pp. 190-195

Veysel Avsar

The nexus of market concentration and privatization policy in mixed oligopoly pp. 196-203

Su-Ying Hsu, Chu-Ping Lo and Shih-Jye Wu

External debt growth nexus: Role of macroeconomic polices pp. 204-210

Muhammad Ramzan and Eatzaz Ahmad

EU membership, institutions and growth: The case of Turkey pp. 211-219

Ebru Hisamoglu

Relationship between the benchmark interest rate and a macroeconomic indicator pp. 220-226

Qihong Duan, Ying Wei and Zhiping Chen

The nexus between electricity consumption and economic growth in Bahrain pp. 227-237

Helmi Hamdi, Rashid Sbia and Muhammad Shahbaz

Model structure or data aggregation level: Which leads to greater bias of results? pp. 238-245

Martina Brockmeier and Beyhan Bektasoglu

A barrier option framework for rescue package designs and bank default risks pp. 246-257

Chuen-Ping Chang

Conditional Markov regime switching model applied to economic modelling pp. 258-269

Stéphane Goutte

What does MENA region initially need: Grow output or mitigate CO2 emissions? pp. 270-281

Sahbi Farhani, Muhammad Shahbaz, Rashid Sbia and Anissa Chaibi

Consumption externality and indeterminacy under increasing returns to scale and endogenous capital depreciation pp. 282-287

Gaowang Wang and Heng-Fu Zou

Integration of current account imbalances in the OECD pp. 288-295

Seema Narayan

Determinants of wage stickiness in a developing economy pp. 296-304

Waqas Ahmed, Ali Choudhary, Sajawal Khan, Saima Naeem and Gylfi Zoega

Return and volatility transmission between oil prices and oil-exporting and oil-importing countries pp. 305-310

Khaled Guesmi and Salma Fattoum

Pedestrian fatality and natural light: Evidence from South Africa using a Bayesian approach pp. 311-315

Sonali Das

The conditional equity premium, cross-sectional returns and stochastic volatility pp. 316-327

Ka Wai Terence Fung, Chi Keung Lau and Kwok Ho Chan

Modelling the distribution of returns on higher education: A microsimulation approach pp. 328-340

Pierre Courtioux, Stéphane Gregoir and Dede Houeto

A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks: Evidence from stock indices pp. 341-350

Shih-Kuei Lin, Chien-Hsiu Lin, Ming-Che Chuang and Chia-Yu Chou

On the self-fulfilling prophecy of changes in sovereign ratings pp. 351-356

Ingmar Schumacher

A simple endogenous growth model of financial intermediation with multiplicity and indeterminacy pp. 357-366

Jude Eggoh and Patrick Villieu

Environment and labor movement of skilled labor and unskilled labor between sectors pp. 367-371

Xiaochun Li, Yuanting Xu and Dianshuang Wang

Modelling the dynamics of European carbon futures price: A Zipf analysis pp. 372-380

Bangzhu Zhu, Shujiao Ma, Julien Chevallier and Yi-Ming Wei

Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests pp. 381-384

Onur Gozbasi, Ilhan Kucukkaplan and Saban Nazlioglu

Media exposure and individual choices: Evidence from lottery players pp. 385-391

Maria De Paola and Vincenzo Scoppa

Building a financial conditions index for the euro area and selected euro area countries: What does it tell us about the crisis? pp. 392-403

Eleni Angelopoulou, Hiona Balfoussia and Heather Gibson

Is the natural resource production a blessing or curse for China's urbanization? Evidence from a space–time panel data model pp. 404-416

Yaobin Liu

Deunionization and pay inequality in OECD Countries: A panel Granger causality approach pp. 417-425

Ünal Töngür and Adem Elveren

CO2 emissions, output, energy consumption, and trade in Tunisia pp. 426-434

Sahbi Farhani, Anissa Chaibi and Christophe Rault

Asymmetric contracts, cash flows and risk taking of mutual funds pp. 435-442

Jiliang Sheng, Jian Wang, Xiaoting Wang and Jun Yang

Cronyism and education performance pp. 443-450

Giuseppe Coco and Raffaele Lagravinese

Long-run determinants of current accounts in OECD countries: Lessons for intra-European imbalances pp. 451-462

Jean-Baptiste Gossé and Francisco Serranito

The persistence and asymmetric volatility in the Nigerian stock bull and bear markets pp. 463-469

Olaoluwa Yaya and Luis Gil-Alana

Energy portfolio risk management using time-varying extreme value copula methods pp. 470-485

Ahmed Ghorbel and Abdelwahed Trabelsi

Revisiting the shock and volatility transmissions among GCC stock and oil markets: A further investigation pp. 486-494

Jamel Jouini and Nizar Harrathi

Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions pp. 495-503

Robert Kast, André Lapied and David Roubaud

Persistence and cycles in US hours worked pp. 504-511

Guglielmo Maria Caporale and Luis Gil-Alana

Fertility and mortality changes in an overlapping-generations model with realistic demography pp. 512-521

Sau-Him Paul Lau

Impact of Chinese growth and trade on labor in developed countries pp. 522-532

Tasneem Mirza, Badri G Narayanan and Nico van Leeuwen

Energy consumption, carbon emissions, and economic growth in India: Evidence from directed acyclic graphs pp. 533-540

Zihui Yang and Yongliang Zhao

Smooth transition, non-linearity and current account sustainability: Evidence from the European countries pp. 541-554

Shyh-Wei Chen

A recovery mechanism for a two echelon supply chain system under supply disruption pp. 555-563

Hawa Hishamuddin, Ruhul A. Sarker and Daryl Essam

Elasticities of substitution between energy and non-energy inputs in China power sector pp. 564-571

Donglan Zha and Ning Ding

The different impacts of home countries characteristics in FDI on Chinese spillover effects: Based on one-stage SFA pp. 572-580

Cheng Zhang, Bingnan Guo and Jianke Wang

Urbanization and renewable and non-renewable energy consumption in OECD countries: An empirical analysis pp. 581-591

Ruhul Salim and Sahar Shafiei

An alternative measure of structural unemployment pp. 592-603

Uluc Aysun, Florence Bouvet and Richard Hofler

A multivariate approach in measuring socio-economic development of MENA countries pp. 604-608

Nemanja Milenkovic, Jovanka Vukmirovic, Milica Bulajic and Zoran Radojicic

Modeling volatility and conditional correlations between socially responsible investments, gold and oil pp. 609-618

Perry Sadorsky

Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area pp. 619-626

Stelios Bekiros

State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth pp. 627-632

Matthew L. Higgins and Sagarika Mishra

PSO-based high order time invariant fuzzy time series method: Application to stock exchange data pp. 633-639

Erol Egrioglu

Estimating entrants' productivity when prices are unobserved pp. 640-647

Umut Kilinc