Economic Modelling

1984 - 2025

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

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Volume 34, issue C, 2013

Computational tools in econometric modeling for macroeconomics and finance pp. 1-4

Gilles Dufrénot and Fredj Jawadi

Exchange rate regime, real misalignment and currency crises pp. 5-14

Oliver Holtemöller and Sushanta Mallick

How best to measure discretionary fiscal policy? Assessing its impact on private spending pp. 15-24

Luca Agnello, Davide Furceri and Ricardo Sousa

Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices pp. 25-36

Luca Agnello, Gilles Dufrénot and Ricardo Sousa

An empirical analysis of the Shanghai and Shenzhen limit order books pp. 37-41

Huimin Chung, Cheng Gao, Jie Lu and Bruce Mizrach

On price convergence in Eurozone pp. 42-51

David Guerreiro and Valérie Mignon

Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break pp. 52-58

Takashi Matsuki and Kimiko Sugimoto

Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach pp. 59-68

Eric Girardin and Roselyne Joyeux

Upper and lower bounds for convex value functions of derivative contracts pp. 69-75

Hatem Ben-Ameur, Javier de Frutos, Tarek Fakhfakh and Vacaba Diaby

Equity risk premium and time horizon: What do the U.S. secular data say? pp. 76-88

Georges Prat

Optimal portfolio positioning under ambiguity pp. 89-97

Hachmi Ben Ameur and Jean-Luc Prigent

Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue pp. 98-105

Gilles de Truchis

Real business cycles in emerging economies: Turkish case pp. 106-113

Huseyin Tastan

Inflation targeting in a learning economy: An ABM perspective pp. 114-128

Isabelle Salle, Murat Yildizoglu and Marc-Alexandre Senegas

Severe or gentle bankruptcy law: Which impact on investing and financing decisions? pp. 129-144

Régis Blazy, Bruno Deffains, Gisèle Umbhauer and Laurent Weill

Geographical simulation analysis for logistics enhancement in Asia pp. 145-153

Satoru Kumagai, Kazunobu Hayakawa, Ikumo Isono, Souknilanh Keola and Kenmei Tsubota

Boundedness and nonlinearities in public debt dynamics: A TAR assessment pp. 154-160

Yacouba Gnegne and Fredj Jawadi

Volume 33, issue C, 2013

Forecasting the yield curve and the role of macroeconomic information in Turkey pp. 1-7

Huseyin Kaya

On decomposing inequality and poverty changes over time: A multi-dimensional decomposition pp. 8-18

Mauro Mussini

A DSGE-VAR model for forecasting key South African macroeconomic variables pp. 19-33

Rangan Gupta and Max Steinbach

The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets pp. 34-41

Alexandru Todea and Anita Pleşoianu

An inference about the length of the time-to-build period pp. 42-54

Yong-Gook Jung

Stock market comovements in Central Europe: Evidence from the asymmetric DCC model pp. 55-64

Dritan Gjika and Roman Horvath

Terrorism and tourism: A conjunction and ramification in Pakistan pp. 65-70

Syed Raza and Syed Tehseen Jawaid

Reverse shooting of exchange rates pp. 71-76

Peijie Wang

Prudent consumers: New evidence from the Consumer Expenditure Survey pp. 77-85

Seewon Kim

Private information and its origins in an electronic foreign exchange market pp. 86-93

Ramazan Gencay and Nikola Gradojevic

Supply and demand biases in linear interindustry models pp. 94-100

Antonio Manresa and Ferran Sancho

Covariate unit root tests under structural change and asymmetric STAR dynamics pp. 101-112

Ching-Chuan Tsong, Chien-Wei Wu, Hsien-Hung Chiu and Cheng-Feng Lee

A multi-period portfolio selection optimization model by using interval analysis pp. 113-119

Yong-Jun Liu, Wei-Guo Zhang and Pu Zhang

Testing for Granger non-causality using the autoregressive metric pp. 120-125

Francesca Di Iorio and Umberto Triacca

Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach pp. 126-136

Sivagowry Sriananthakumar

Technology adoption within a search model: Evidence from OECD countries pp. 137-148

Stilianos Alexiadis, Konstantinos Eleftheriou and Peter Nijkamp

Welfare analysis on optimal enterprise tax rate in China pp. 149-158

Jingjing Ji, Zhiqiang Ye and Shunming Zhang

Some results about the exponential ordering of inactivity time pp. 159-163

M. Kayid and L. Alamoudi

Mass customization in an endogenous-timing game with vertical differentiation pp. 164-173

Oksana Loginova and X. Wang

An empirical estimation for mean-reverting coal prices with long memory pp. 174-181

Qi Sun, Weijun Xu and Weilin Xiao

Estimating most productive scale size with double frontiers data envelopment analysis pp. 182-186

Ying-Ming Wang and Yi-Xin Lan

Functional food consumption and depression among the elderly — What can we learn from a longitudinal survey? pp. 187-193

Hung-Hao Chang

Operational risk of option hedging pp. 194-203

Sovan Mitra

Uncovered interest parity and risk premium convergence in Central and Eastern European countries pp. 204-208

Chun Jiang, Xiao-Lin Li, Hsu-Ling Chang and Chi-Wei Su

Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence? pp. 209-225

Wasim Ahmad, Sanjay Sehgal and N R Bhanumurthy

Does tourism development promote economic growth in transition countries? A panel data analysis pp. 226-232

Ming Che Chou

Modelling the terminal gate prices of unleaded petrol in Australia pp. 233-243

Abbas Valadkhani

Does greater central bank independence really lead to lower inflation? Evidence from panel data pp. 244-247

Alberto Posso and George B. Tawadros

Dynamic asset pricing model with heterogeneous sentiments pp. 248-253

Chunpeng Yang and Rengui Zhang

Does globalization affect the insurance markets? Bootstrap panel Granger causality test pp. 254-260

Tsangyao Chang, Shu-Ching Cheng, Guochen Pan and Tsung-pao Wu

Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries pp. 261-269

Ekrame Boubtane, Dramane Coulibaly and Christophe Rault

Second-order polynomial spatial error model. Global and local spatial dependence in unemployment in Andalusia pp. 270-279

Lopez Fernando A

Corporate governance under asymmetric information: Theory and evidence pp. 280-291

Chen-Wen Chen and Victor W. Liu

Macroeconomic effects of international remittances: The case of developing economies pp. 292-305

Puja Guha

Optima exchange crisis regression and twin crisis: Evidences for some MENA countries pp. 306-311

Wafa Aidi

Short-term inflation forecasting models for Turkey and a forecast combination analysis pp. 312-325

Fethi Ogunc, Kurmaş Akdoğan, Selen Başer Andıç, Meltem Chadwick, Dilara Ertuğ, Timur Hulagu, Sevim Kösem, Utku Ozmen and Necati Tekatli

International factor mobility, monopolistic competition, and wage inequality pp. 326-332

Jiancai Pi, Yu Zhou and Jun Yin

Energy exports, globalization and economic growth: The case of South Caucasus pp. 333-346

Chun-Ping Chang, Aziz N. Berdiev and Chien-Chiang Lee

Why don't banks lend to Egypt's private sector? pp. 347-356

Santiago Herrera, Christophe Hurlin and Chahir Zaki

Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK pp. 357-366

Elena Márquez, Ana R. Martínez-Cañete and Inés Pérez-Soba

A general to specific approach for constructing composite business cycle indicators pp. 367-374

Gianluca Cubadda, Barbara Guardabascio and Alain Hecq

Research on a dynamics with bounded rationality for high-carbon and low-carbon energy economic system pp. 375-380

Zhanwen Ding, Shuxun Wang and Shumin Jiang

Current account balances and output volatility pp. 381-387

Ceyhun Elgin and Tolga Kuzubas

Financial sector development and domestic savings in South Asia pp. 388-397

Pravakar Sahoo and Ranjan Kumar Dash

An optimal production method for penetrating foreign markets: Standardization, localization, and flexible technology pp. 398-406

Chul-Woo Kwon

Cooperative economic growth pp. 407-415

Darong Dai

Direct vs bottom–up approach when forecasting GDP: Reconciling literature results with institutional practice pp. 416-420

Paulo Esteves

International trade and the negotiability of global climate change agreements pp. 421-427

Yuezhou Cai, Raymond Riezman and John Whalley

An economic analysis of remittance of unskilled migration on skilled–unskilled wage inequality in labor host region pp. 428-432

Xiaochun Li and Yu Zhou

A comparison of operating performance management between Taiwan banks and foreign banks based on the Meta-Hybrid DEA model pp. 433-439

Yung-Ho Chiu, Zhengying Luo, Yu-Chuan Chen, Zebin Wang and Min-Pei Tsai

Costly technology adoption, redistribution and growth pp. 440-449

Radhika Lahiri and Shyama Ratnasiri

The dynamic adjustment of factor inputs and its policy implications for major wheat producing areas in China pp. 450-457

Shuzhang Chen, Les Oxley, Zheng Xu, Yanqing Wang and Hengyun Ma

Does the use of multiple FTAs force firms to raise local input share?: Evidence of the spaghetti bowl phenomenon pp. 458-461

Kazunobu Hayakawa

Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon pp. 462-470

Yan Zeng, Huiling Wu and Yongzeng Lai

Economic growth and disease in the OLG model: The HIV/AIDS case pp. 471-481

Laurent Augier and Amy Yaly

What causes household debt to increase in South Africa? pp. 482-492

Christelle Meniago, Janine Mukuddem-Petersen, Mark A. Petersen and Itumeleng P. Mongale

Optimism bias and incentive contracts in portfolio delegation pp. 493-499

Jian Wang, Jiliang Sheng and Jun Yang

A time-consistent model for cooperation in international pollution control pp. 500-506

Yiming Wang

Dynamics analysis and chaos control of a duopoly game with heterogeneous players and output limiter pp. 507-516

Jian-guo Du, Yue-qian Fan, Zhao-han Sheng and Yun-zhang Hou

Liquidity and crude oil prices: China's influence over 1996–2011 pp. 517-525

Ronald Ratti and Joaquin Vespignani

Effect of piracy on innovation in the presence of network externalities pp. 526-532

Dyuti Banerjee

Applying the Model Order Reduction method to a European option pricing model pp. 533-536

Shao-Bin Lin and Chun-Da Chen

Does financial instability increase environmental degradation? Fresh evidence from Pakistan pp. 537-544

Muhammad Shahbaz

Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates pp. 545-551

Stephanos Papadamou

Stochastic dominance relationships between stock and stock index futures markets: International evidence pp. 552-559

Zhuo Qiao, Wing-Keung Wong and Joseph K.W. Fung

Global distribution and dynamics of economic freedom: Non-parametric approach pp. 560-571

Aleksandar Kešeljević and Rok Spruk

Macroeconomic shocks and the probability of being employed pp. 572-587

Tom Kornstad, Ragnar Nymoen and Terje Skjerpen

Robust goal programming for multi-objective portfolio selection problem pp. 588-592

Alireza Ghahtarani and Amir Abbas Najafi

Pareto–lognormal distributions: Inequality, poverty, and estimation from grouped income data pp. 593-604

Gholamreza Hajargasht and William Griffiths

Credit and bank opaqueness: How to avoid financial crises? pp. 605-612

Helder de Mendonça, Délio José Cordeiro Galvão and Renato Falci Villela Loures

Open source information, investor attention, and asset pricing pp. 613-619

Wei Zhang, Dehua Shen, Yongjie Zhang and Xiong Xiong

Price and liquidity puzzles of a monetary shock: Evidence from indebted African economies pp. 620-630

Stella Muhanji, Christopher Malikane and Kalu Ojah

An intertemporal microeconomic theory of disembodied and price-induced technical progress pp. 631-640

Michael Caputo and Quirino Paris

Are crude oil spot and futures prices cointegrated? Not always! pp. 641-650

Yudong Wang and Chongfeng Wu

Economic impact of CO2 emissions on Thailand's growth and climate change mitigation policy: A modelling analysis pp. 651-658

Tran Van Hoa and Kitti Limskul

Waiting times and socioeconomic status: Does sample selection matter? pp. 659-667

Anurag Sharma, Luigi Siciliani and Anthony Harris

Determining production–shipment policy for a vendor–buyer integrated system with rework and an amending multi-delivery schedule pp. 668-675

Singa Wang Chiu, Li-Wen Lin, Kuang-Ku Chen and Chung-Li Chou

Masking of volatility by seasonal adjustment methods pp. 676-688

Aziz Hayat and Muhammad Bhatti

Real convergence in Europe: A cluster analysis pp. 689-694

Mercedes Monfort, Juan Cuestas and Javier Ordóñez

The nexus between remittance outflows and growth: A study of Saudi Arabia pp. 695-700

Khalid A. Alkhathlan

An automatic bias correction procedure for volatility estimation using extreme values of asset prices pp. 701-712

S. Maheswaran and Dilip Kumar

The (un)reliability of real-time output gap estimates with revised data pp. 713-721

Onur Ince and David Papell

Anchor currency and real exchange rate dynamics in the CFA Franc zone pp. 722-732

Cécile Couharde, Issiaka Coulibaly and Olivier Damette

Tobin's Q channel and monetary policy rules under incomplete exchange rate pass-through pp. 733-740

Daisuke Ida

Trade reform, intermediation and corruption pp. 741-746

Biswajit Mandal and Sugata Marjit

Small sample-oriented case-based kernel predictive modeling and its economic forecasting applications under n-splits-k-times hold-out assessment pp. 747-761

Hui Li, Lu-Yao Hong, Jia-Xun He, Xuan-Guo Xu and Jie Sun

Government debt, inflation dynamics and the transmission of fiscal policy shocks pp. 762-771

Eric Mayer, Sebastian Rüth and Johann Scharler

Do countries belonging to the same region suggest the same growth enhancing variables? Evidence from selected South Asian countries pp. 772-779

Arusha Cooray, Antonio Paradiso and Francesco Giovanni Truglia

Does tourism predict macroeconomic performance in Pacific Island countries? pp. 780-786

Paresh Narayan, Susan Sharma and Deepa Bannigidadmath

Panel threshold analysis of Taiwan's outbound visitors pp. 787-793

Chou Ming Che

A barrier option framework for bank interest margin management under anticipatory regret aversion pp. 794-801

Jyh-Horng Lin and Wei-Ming Hung

Impact of foreign political instability on Chinese exports pp. 802-807

Malik Fahim Bashir, Changsheng Xu, Khalid Zaman, Ghulam Akhmat and Muhammad Ikram

Limited information minimal state variable learning in a medium-scale multi-country model pp. 808-825

Alistair Dieppe, Alberto Gonzalez Pandiella, Stephen Hall and Alpo Willman

International factor mobility, environmental pollution and skilled–unskilled wage inequality in developing countries pp. 826-831

Lijun Pan and Yu Zhou

Duopoly quality commitment pp. 832-842

Pu-yan Nie

On the relationship between fertility and public national debt pp. 843-849

Luciano Fanti and Luca Spataro

The saving–growth–inequality triangle in China pp. 850-857

Xinhua Gu and Pui Sun Tam

Habit formation and housing over the life cycle pp. 858-866

Asiye Aydilek

Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions pp. 867-883

Mehmet N. Eriṣ and Bülent Ulaṣan

An asymmetric analysis of the relationship between oil prices and output: The case of Turkey pp. 884-892

Nazif Catik and A. Özlem Önder

A hybrid model based on ANFIS and adaptive expectation genetic algorithm to forecast TAIEX pp. 893-899

Liang-Ying Wei

Exchange rate pass-through to inflation in China pp. 900-912

Jiadan Jiang and David Kim

Input–output modelling of the effect of implicit subsidies on general prices pp. 913-917

Nooraddin Sharify

On the stationarity of per capita carbon dioxide emissions over a century pp. 918-925

Maria Christidou, Theodore Panagiotidis and Abhijit Sharma

Can signal extraction help predict risk premia in foreign exchange rates pp. 926-939

Khurshid Kiani

Effects of terms of trade on growth performance of India pp. 940-946

Syed Tehseen Jawaid and Syed Raza

Sustainable effects of technological progress and trade liberalization pp. 956-964

Yochanan Shachmurove and Uriel Spiegel

Coordination costs and research joint ventures pp. 965-976

Rodney Falvey, Joanna Poyago-Theotoky and Khemarat Talerngsri Teerasuwannajak

Bank liquidity preference and the investment demand constraint pp. 977-990

Tarron Khemraj

National culture, market condition and market share of foreign bank pp. 991-997

Minggao Xue and Wen Cheng