Economic Modelling

1984 - 2025

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

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Volume 30, issue C, 2013

Dependence of defaults and recoveries in structural credit risk models pp. 1-9

Rudi Schäfer and Alexander F.R. Koivusalo

Public debt management and credibility: Evidence from an emerging economy pp. 10-21

Helder de Mendonça and Marcelo Rangel Machado

Tax avoidance, human capital accumulation and economic growth pp. 22-29

María Jesús Freire-Seren and Judith Panadés i Martí

A note on the use of fractional Brownian motion for financial modeling pp. 30-35

S. Rostek and R. Schöbel

Kinetics of jobs in multi-link cities with migration-driven aggregation process pp. 36-41

Ruoyan Sun

Convergence dynamics of output: Do stochastic shocks and social polarization matter? pp. 42-51

Mamata Parhi, Claude Diebolt, Tapas Mishra and Prashant Gupta

Asymmetries in the revenue–expenditure nexus: A tale of three countries pp. 52-60

Suzanna-Maria Paleologou

Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations pp. 61-66

Xiaoxia Huang and Haiyao Ying

Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market pp. 67-72

Abdullah Yalama and Sibel Celik

Robust delegation with uncertain monetary policy preferences pp. 73-78

Marco Sorge

Governments under influence: Country interactions in discretionary fiscal policy pp. 79-89

Aurélie Cassette, Jerome Creel, Etienne Farvaque and Sonia Paty

The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries pp. 90-116

Irfan Akbar Kazi, Hakimzadi Wagan and Farhan Akbar

Can Google data help predict French youth unemployment? pp. 117-125

Y. Fondeur and Frédéric Karamé

Assessing structural changes in the Malaysian economy: I–O approach pp. 126-135

Hussain Ali Bekhet

Structural versus matching estimation: Transmission mechanisms in Armenia pp. 136-148

Karen Poghosyan and Otilia Boldea

Non-linearities in inflation–growth nexus in the SADC region: A panel smooth transition regression approach pp. 149-156

Monaheng Seleteng, Manoel Bittencourt and Renee van Eyden

Consumption and precautionary saving: An empirical analysis under both financial and environmental risks pp. 157-166

Donatella Baiardi, Matteo Manera and Mario Menegatti

Do corporate executives have accurate predictions for the economy? A directional analysis pp. 167-174

Yoichi Tsuchiya

The loss from uncertainty on policy targets pp. 175-182

Giorgio Di Giorgio and Guido Traficante

Resource scarcity, effort allocation and environmental security: An agent-based theoretical approach pp. 183-192

Behrooz Hassani-Mahmooei and Brett W. Parris

The interaction among production, hedging and investment decisions pp. 193-195

Moawia Alghalith

Conditional market beta for REITs: A comparison of modeling techniques pp. 196-204

Jian Zhou

Efficient bargaining versus right to manage: A stability analysis in a Cournot duopoly with trade unions pp. 205-211

Luciano Fanti and Luca Gori

Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process pp. 212-216

Stavros Degiannakis and Alexandra Livada

Optimal R&D subsidies in a model with physical capital, human capital and varieties pp. 217-224

Manuel Gómez and Tiago Sequeira

Religion, income inequality, and the size of the government pp. 225-234

Ceyhun Elgin, Turkmen Goksel, Mehmet Gurdal and Cuneyt Orman

Modelling the economic impact of sports events: The case of the Beijing Olympics pp. 235-244

ShiNa Li, Adam Blake and Rhodri Thomas

Revisiting the mean reversion of inflation rates for 22 OECD countries pp. 245-252

Tsangyao Chang, Omid Ranjbar and D.P. Tang

Optimal contract strategies for two stage supply chain pp. 253-260

Shib Sankar Sana

Effects of financial liberalization on financial market development and economic performance of the SSA region: An empirical assessment pp. 261-273

Abdullahi Ahmed

Endogenous fluctuations with procyclical R&D pp. 274-280

Shunsuke Shinagawa

The consequences of revenue gap in Pakistan: Unveiling the reality pp. 281-294

Laleena Salar, Khalid Zaman, Bashir Ahmad Khilji, Muhammad Mushtaq Khan and Mohammad Saeed Lodhi

Applying engineering and fleet detail to represent passenger vehicle transport in a computable general equilibrium model pp. 295-305

Valerie Karplus, Sergey Paltsev, Mustafa Babiker and John Reilly

An inventory model with variable demand, component cost and selling price for deteriorating items pp. 306-310

Biswajit Sarkar, Sharmila Saren and Hui-Ming Wee

The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions pp. 311-316

Giacomo Sbrana

Wavelet based outlier correction for power controlled turning point detection in surveillance systems pp. 317-321

Yushu Li

Time stability of the beta convergence among EU countries: Bayesian model averaging perspective pp. 322-333

Mariusz Próchniak and Bartosz Witkowski

Integrated paradigm for sustainable development: A panel data study pp. 334-342

Hala Abou-Ali and Yasmine Abdelfattah

How an export boom affects unemployment pp. 343-355

Noel Gaston and Gulasekaran Rajaguru

Foreign aid and tax revenue in Uganda pp. 356-365

Eria Hisali and John Ddumba-Ssentamu

Is the value added tax a useful macroeconomic stabilization instrument? pp. 366-374

Iris Claus

The relationship between growth–inequality–poverty triangle and pro-poor growth policies in Pakistan: The twin disappointments pp. 375-393

Khalid Zaman and Bashir Ahmad Khilji

On the dynamics of convergence in cross-country incomes pp. 394-404

Fariba Hashemi

Monetary policy channels in Brazil through the lens of a semi-structural model pp. 405-419

André Minella and Nelson F. Souza-Sobrinho

Quantile regression and structural change in the Italian wage equation pp. 420-434

Marilena Furno

Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis pp. 435-441

Faridul Islam, Muhammad Shahbaz, Ashraf U. Ahmed and Md. Mahmudul Alam

OWA-based ANFIS model for TAIEX forecasting pp. 442-448

Ching-Hsue Cheng, Liang-Ying Wei, Jing-Wei Liu and Tai-Liang Chen

Guns, highways and economic growth in the United States pp. 449-455

Christos Kollias and Suzanna-Maria Paleologou

Devaluation, pass-through and foreign reserves dynamics in a tourism economy pp. 456-461

Chi-Chur Chao, Lee-Jung Lu, Ching-chong Lai, Shih-Wen Hu and Vey Wang

Sentiment asset pricing model with consumption pp. 462-467

Chunpeng Yang and Rengui Zhang

The relationship between growth and poverty in forecasting framework: Pakistan's future in the year 2035 pp. 468-491

Khalid Zaman and Bashir Ahmad Khilji

Multi-period mean–variance asset–liability management with uncontrolled cash flow and uncertain time-horizon pp. 492-500

Haixiang Yao, Yan Zeng and Shumin Chen

Which stock exchanges are more attractive? The competition analysis of listing and trading performance pp. 501-509

Shih-Fang Lo

On innovation cycles in a finite discrete R&D game pp. 510-513

Shravan Luckraz

D-GMDH: A novel inductive modelling approach in the forecasting of the industrial economy pp. 514-520

Mingzhu Zhang, Changzheng He, Xin Gu, Panos Liatsis and Bing Zhu

Pricing and production decisions in a dual-channel supply chain when production costs are disrupted pp. 521-538

Song Huang, Chao Yang and Hui Liu

Impact of heterogeneous beliefs and short sale constraints on security issuance decisions pp. 539-545

Yahua Wang, Feng Xu and Angang Hu

Low-inflation-targeting monetary policy and differential unemployment rate: Is monetary policy to be blamed for the financial crisis? — Evidence from major OECD countries pp. 546-564

Rosmy Jean Louis and Faruk Balli

Cognitive skills, innovation and technology diffusion pp. 565-578

George Messinis and Abdullahi Ahmed

Factor mobility and skilled–unskilled wage inequality in the presence of internationally traded product varieties pp. 579-585

Jingjing Zhang

Dynamic optimal capital growth with risk constraints pp. 586-594

Luo Yong, Zhu Bo and Tang Yong

Has the structural break slowed down growth rates of stock markets? pp. 595-601

Paresh Narayan, Seema Narayan and Sagarika Mishra

Environmental Kuznets curve: Evidence from the British Household Panel Survey pp. 602-611

Eleftherios Giovanis

Macroeconomic Variables and South African Stock Return Predictability pp. 612-622

Rangan Gupta and Mampho P. Modise

A new sustainable human development indicator for small island developing states: A reappraisal from data envelopment analysis pp. 623-635

Stéphane Blancard and Jean-François Hoarau

Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet pp. 636-642

Aviral Tiwari

The effects of fiscal spending shocks on the performance of simple monetary policy rules pp. 643-662

Ali K. Malik

Strategic correlativity and network games pp. 663-669

Jianxia Yang and John Wu

Credibility and monetary transmission channels under inflation targeting: An econometric analysis from a developing country pp. 670-684

Gabriel Montes

Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries pp. 685-697

Francisco Serranito

North American trade and US monetary policy pp. 698-705

Gianluca Lagana and Pasquale Michael Sgro

Simulation model to forecast the consequences of changes introduced into the 2nd pillar of the Polish pension system pp. 706-714

Bożena Mielczarek

Is parity good? Externalities in professional sports pp. 715-720

Burhan Biner

Robust monetary policy under model uncertainty and inflation persistence pp. 721-728

Li Qin, Moïse Sidiropoulos and Eleftherios Spyromitros

Foreign penetration and undesirable competition pp. 729-732

Leonard F.S. Wang and Jen-yao Lee

Regional divergence and club convergence in India pp. 733-742

Madhusudan Ghosh, Atanu Ghoshray and Issam Malki

A comparison of spatial error models through Monte Carlo experiments pp. 743-753

Takafumi Kato

Stock market response to monetary and fiscal policy shocks: Multi-country evidence pp. 754-769

Ioannis Chatziantoniou, David Duffy and George Filis

Irreversibility, mean reversion, and investment timing pp. 770-775

Kit Pong Wong and Long Yi

Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets pp. 776-791

Hayette Gatfaoui

Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices pp. 792-798

Yu Shan Wang and Yen Ling Chueh

Markups and oil prices in Canada pp. 799-813

Hashmat Khan and Bae-Geun Kim

Joint determinants of fiscal policy, income inequality and economic growth pp. 814-824

Leonel Muinelo-Gallo and Oriol Roca-Sagalés

Economic growth and polluting resources: Market equilibrium and optimal policies pp. 825-834

Susana Silva, Isabel Soares and Oscar Afonso

Work now, pay later? An empirical analysis of the pension–pay trade off pp. 835-843

Jonathan B. Haynes and John G. Sessions

A ridge bootstrap method for analyzing APT effects on the mortgage loan market pp. 844-855

Pär Sjölander

Does the exchange rate matter to bilateral trade between Korea and Japan? Evidence from commodity trade data pp. 856-862

Jungho Baek

Response of the term structure of forward exchange rate to jump in the interest rate pp. 863-874

Xiao-Ping Li, Yun Feng, Chong-Feng Wu and Wei-Dong Xu

An alternative approach to income taxation pp. 875-878

Zhiyong An

A study on three different dimensional facility location problems pp. 879-887

Biswajit Sarkar and Arunava Majumder

Utilitarianism and unequal longevities: A remedy? pp. 888-899

Marie-Louise Leroux and Gregory Ponthiere

Income–happiness paradox in Australia: Testing the theories of adaptation and social comparison pp. 900-910

Satya Paul and Daniel Guilbert

The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from Canada pp. 911-923

Komlan Fiodendji

An improved inventory model with partial backlogging, time varying deterioration and stock-dependent demand pp. 924-932

Biswajit Sarkar and Sumon Sarkar

Pricing bond options under a Markovian regime-switching Hull–White model pp. 933-940

Yang Shen and Tak Kuen Siu

Price-level targeting rules and financial shocks: The case of Canada pp. 941-953

Ali Dib, Caterina Mendicino and Yahong Zhang