Economic Modelling

1984 - 2025

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

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Volume 36, issue C, 2014

Two-period trading sentiment asset pricing model with information pp. 1-7

Chunpeng Yang and Jinfang Li

Extreme value statistics and recurrence intervals of NYMEX energy futures volatility pp. 8-17

Wen-Jie Xie, Zhi-Qiang Jiang and Wei-Xing Zhou

Asymmetric generalized impulse responses with an application in finance pp. 18-22

Abdulnasser Hatemi-J

Corruption and decisions on opening up markets pp. 23-29

Quan Dong and Juan Bárcena-Ruiz

Solving a vendor–buyer integrated problem with rework and a specific multi-delivery policy by a two-phase algebraic approach pp. 30-36

Chao-Tang Tseng, Mei-Fang Wu, Hong-Dar Lin and Yuan-Shyi Peter Chiu

Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function pp. 37-43

Huizhen He, Ming Che Chou and Tsangyao Chang

Forecasting growth during the Great Recession: is financial volatility the missing ingredient? pp. 44-50

Laurent Ferrara, Clément Marsilli and Juan-Pablo Ortega

Vertical product differentiation under demand uncertainty pp. 51-57

Yi-Ling Cheng

Macroeconomic equilibrium and welfare under simple monetary and switching fiscal policy rules pp. 58-68

Cristina Danciulescu

Multi-period Markowitz's mean–variance portfolio selection with state-dependent exit probability pp. 69-78

Huiling Wu, Yan Zeng and Haixiang Yao

Open Innovation in a dynamic Cournot duopoly pp. 79-87

Irina Hasnas, Luca Lambertini and Arsen Palestini

Optimal exchange rate policy for a small oil-exporting country: A dynamic general equilibrium perspective pp. 88-98

Almukhtar Al-Abri

Globalization and economic growth: Evidence from two decades of transition in CEE pp. 99-107

Henryk Gurgul and Łukasz Lach

Do business and public sector research and development expenditures contribute to economic growth in Central and Eastern European Countries? A dynamic panel estimation pp. 108-119

Monica Ioana Pop Silaghi, Diana Alexa, Cristina Jude and Cristian Litan

Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests pp. 120-129

Pelin Oge Guney and Mübariz Hasanov

Analyses of retirement benefits with options pp. 130-135

Chung-Gee Lin, Wei-Ning Yang and Shu-Chuan Chen

A novel time-series model based on empirical mode decomposition for forecasting TAIEX pp. 136-141

Ching-Hsue Cheng and Liang-Ying Wei

Flexible Fourier unit root test of unemployment for PIIGS countries pp. 142-148

Shu-Ching Cheng, Tsung-pao Wu, Kuei-Chiu Lee and Tsangyao Chang

Firm heterogeneity, R&D, and economic growth pp. 149-156

Hyunbae Chun, Joonkyung Ha and Jung-Wook Kim

Economic growth and multiple equilibria: A critical note pp. 157-160

José Gaspar, P.B. Vasconcelos and O. Afonso

Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity pp. 161-171

Jen-Je Su, Adrian (Wai-Kong) Cheung and Eduardo Roca

Regret theory and the competitive firm pp. 172-175

Kit Pong Wong

Volatility forecasting using high frequency data: Evidence from stock markets pp. 176-190

Sibel Çelik and Hüseyin Ergin

A contribution of foreign direct investment, clean energy, trade openness, carbon emissions and economic growth to energy demand in UAE pp. 191-197

Rashid Sbia, Muhammad Shahbaz and Helmi Hamdi

Parameter identification for fractional Ornstein–Uhlenbeck processes based on discrete observation pp. 198-203

Pu Zhang, Wei-lin Xiao, Xi-li Zhang and Pan-qiang Niu

A real business cycle model with tradable and non-tradable goods for the Spanish economy pp. 204-212

José M. Martín-Moreno, Rafaela Perez and Jesus Ruiz

Multi-objective hedging model with the third central moment and the capital budget pp. 213-219

Junhui Fu

Forecasting tourism demand to Catalonia: Neural networks vs. time series models pp. 220-228

Oscar Claveria and Salvador Torra

Volatility spillovers between the oil market and the European Union carbon emission market pp. 229-234

Juan Reboredo

How to aggregate experts' discount rates: An equilibrium approach pp. 235-243

Elyès Jouini and Clotilde Napp

Continuous-time mean–variance portfolio selection with only risky assets pp. 244-251

Haixiang Yao, Zhongfei Li and Shumin Chen

An empirical approach on labour segmentation. Applications with individual duration data pp. 252-267

Pablo Álvarez de Toledo, Fernando Núñez and Carlos Usabiaga

Enriching U.S. labor results in a multi-regional CGE model pp. 268-281

Caitlyn Carrico and Marinos Tsigas

Coal consumption: An alternate energy resource to fuel economic growth in Pakistan pp. 282-287

Saqlain Latif Satti, Muhammad Shahid Hassan, Haider Mahmood and Muhammad Shahbaz

Sports and cultural habits by gender: An application using count data models pp. 288-297

Cristina Muñiz, Plácido Rodríguez and María J. Suárez

Cost efficiency of the Chinese banking sector: A comparison of stochastic frontier analysis and data envelopment analysis pp. 298-308

Yizhe Dong, Robert Hamilton and Mark Tippett

Exploring Stackelberg profit ordering under asymmetric product differentiation pp. 309-315

Dyuti S. Banerjee and Ishita Chatterjee

1979–2001: A Greek great depression through the lens of neoclassical growth theory pp. 316-331

Stylianos G. Gogos, Nikolaos Mylonidis, Dimitris Papageorgiou and Vanghelis Vassilatos

The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range pp. 332-340

Neda Todorova and Michael Souček

Estimation of demand function for natural gas in Iran: Evidences based on smooth transition regression models pp. 341-347

Alireza H. Kani, Madjid Abbasspour and Zahra Abedi

Monopolistic screening and uninformed buyers pp. 348-353

Subir Bose

Predicting restaurant financial distress using decision tree and AdaBoosted decision tree models pp. 354-362

Soo Y. Kim and Arun Upneja

Dynamic optimal control of pollution abatement under emissions permit banking pp. 363-369

Shoude Li

A revalidation of the savings–growth nexus in Pakistan pp. 370-377

Chor Foon Tang and Bee Wah Tan

Response of inflation to shocks: New evidence from Sub-Saharan African countries pp. 378-382

Paresh Narayan

Determinants of international transmission of business cycles to Turkish economy pp. 383-390

Lutfi Erden and Ibrahim Ozkan

Optimal project adjustment and selection pp. 391-397

Xiaoxia Huang, Lan Xiang and Sardar M.N. Islam

Network externality and incentive to invest in network security pp. 398-404

Chun-Hsiung Liao and Chun-Wei Chen

Financial development and poverty reduction nexus: A cointegration and causality analysis in Bangladesh pp. 405-412

Gazi Salah Uddin, Muhammad Shahbaz, Mohamed Arouri and Frédéric Teulon

Intellectual capital and productivity of Malaysian general insurers pp. 413-420

Fu-Chiang Chen, Z.-John Liu and Qian Long Kweh

Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis pp. 421-431

Chaker Aloui and Besma Hkiri

Causality between consumer price and producer price: Evidence from Mexico pp. 432-440

Aviral Tiwari, Suresh K.G.,, Mohamed Arouri and Frédéric Teulon

Climate game analyses for CO2 emission trading among various world organizations pp. 441-446

Pei-Ing Wu, Chai Tzu Chen, Pei-Ching Cheng and Je-Liang Liou

The effect of capital gains taxation on small business transfers and start-ups pp. 447-454

Myeonghwan Cho

High debt companies' leverage determinants in Spain: A quantile regression approach pp. 455-465

F. Javier Sánchez-Vidal

Comparison of cosmetic earnings management for the developed markets and emerging markets: Some empirical evidence from the United States and Taiwan pp. 466-473

Fengyi Lin and Sheng-Fu Wu

The nexus between defense expenditure and economic growth: New global evidence pp. 474-483

Pei-Fen Chen, Chien-Chiang Lee and Yi-Bin Chiu

Firm's objective function and product and process R&D pp. 484-494

Souresh Saha

Wages in a factor proportions model with energy input pp. 495-501

Hyeongwoo Kim and Henry Thompson

Benchmarking an optimal pattern of pollution trading: The case of Cub River, Utah pp. 502-510

Arthur Caplan and Yuya Sasaki

Do emission subsidies reduce emission? In the context of environmental R&D organization pp. 511-516

Yasunori Ouchida and Daisaku Goto

The financial accelerator and the real economy: A small macroeconometric model for Norway with financial frictions pp. 517-537

Roger Hammersland and Cathrine Bolstad Træe

Volatility transmission in agricultural futures markets pp. 541-546

Joscha Beckmann and Robert Czudaj

Asymmetric effects in the Polish monetary policy rule pp. 547-556

Anna Sznajderska

Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies pp. 557-565

John Hunter and Feng Wu

The sovereign spread in Asian emerging economies: The significance of external versus internal factors pp. 566-576

Sanjay Banerji, Alexia Ventouri and Zilong Wang

Macroeconomic policy responses to financial crises in emerging European economies pp. 577-591

Kosta Josifidis, Jean-Pierre Allegret, Céline Gimet and Emilija Beker Pucar

Globalization and income inequality: A panel data econometric approach for the EU27 countries pp. 592-599

Dimitrios Asteriou, Sophia Dimelis and Argiro Moudatsou

Licensing under vertical product differentiation: Price vs. quantity competition pp. 600-606

Xuan Nguyen, Pasquale Sgro and Munirul Nabin

Optimal growth theory: Challenging problems and suggested answers pp. 608-611

O. de La Grandville

R&D, innovation activity, and the use of external numerical flexibility pp. 612-621

William Addessi, Enrico Saltari and Riccardo Tilli

A time series analysis of labor productivity. Italy versus the European countries and the U.S pp. 622-628

Giorgio Calcagnini and Giuseppe Travaglini

Preferences for social protection: Theory and empirics pp. 629-644

Debora Di Gioacchino, Laura Sabani and Simone Tedeschi

Incomplete interest rate pass-through under credit and labor market frictions pp. 645-657

Giuseppe Ciccarone, Francesco Giuli and Danilo Liberati

Does employment protection legislation affect firm investment? The European case pp. 658-665

Giorgio Calcagnini, Annalisa Ferrando and Germana Giombini

The productivity effect of permanent and temporary labor contracts in the Italian manufacturing sector pp. 666-672

William Addessi