Economic Modelling

1984 - 2025

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

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Volume 29, issue 6, 2012

Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia pp. 2071-2089

Andre Yone Haughton and Emma Iglesias

On the dynamics of an inflation IS‐LM model pp. 2090-2094

Juan L.G. Guirao, García‐Rubio, Raquel and Juan A. Vera

Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks pp. 2095-2103

Zongrun Wang, Wuchao Wang, Xiaohong Chen, Yanbo Jin and Yanju Zhou

The impact of defense expenditure on economic productivity in OECD countries pp. 2104-2114

Tung-Pao Wang, Stacy Huey-Pyng Shyu and Han-Chung Chou

Price setting behaviour in Latvia: Econometric evidence from CPI micro data pp. 2115-2124

Konstantins Benkovskis, Ludmila Fadejeva and Krista Kalnberzina

Effect of oil prices on trade balance: New insights into the cointegration relationship from Pakistan pp. 2125-2143

Syeda Anam Hassan and Khalid Zaman

Trade policy reform and international trade tax revenue in Uganda pp. 2144-2154

Eria Hisali

Institutions, governance and technology catch-up in North Africa pp. 2155-2162

Imed Drine

Stylized facts of business cycles in a transition economy in time and frequency pp. 2163-2173

Petre Caraiani

Nowcasting the French index of industrial production: A comparison from bridge and factor models pp. 2174-2182

Véronique Brunhes-Lesage and Olivier Darné

Foreign direct investment and income inequality: Does the relationship vary with absorptive capacity? pp. 2183-2189

Jyun-Yi Wu and Chih-Chiang Hsu

Risk and regret aversions on optimal bank interest margin under capital regulation pp. 2190-2197

Jeng-Yan Tsai

Beta-convergence and sigma-convergence in corporate governance in Europe pp. 2198-2204

Pedro Verga Matos and Horácio Faustino

Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan pp. 2205-2221

Farah Naz, Asma Mohsin and Khalid Zaman

Financial constraints and international trade patterns pp. 2222-2225

Turkmen Goksel

Gains and losses from potential bilateral US–China trade retaliation pp. 2226-2236

Yan Dong and John Whalley

Warrant pricing under GARCH diffusion model pp. 2237-2244

Xin-Yu Wu, Chao-Qun Ma and Shou-Yang Wang

A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting pp. 2245-2253

Li Liu and Jieqiu Wan

Aid, spending strategies and productivity effects: A multi-sectoral CGE analysis for Zambia pp. 2254-2268

Volker Clausen and Hannah Schürenberg-Frosch

Tax competition for foreign direct investment under information uncertainty pp. 2269-2273

J. Zambujal-Oliveira

Optimal replenishment order for uncertain demand in three layer supply chain pp. 2274-2282

Arpita Roy, Shib Sankar Sana and Kripasindhu Chaudhuri

Multi-item EOQ model while demand is sales price and price break sensitive pp. 2283-2288

Brojeswar Pal, Shib Sankar Sana and Kripasindhu Chaudhuri

Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis pp. 2289-2297

Yudong Wang and Chongfeng Wu

The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model pp. 2298-2309

Kuang-Liang Chang

Is energy consumption effective to spur economic growth in Pakistan? New evidence from bounds test to level relationships and Granger causality tests pp. 2310-2319

Muhammad Shahbaz, Muhammad Zeshan and Talat Afza

A general framework for some economic problems with uncertainty and exogenous barriers pp. 2320-2324

R. Agliardi, P. Popivanov and A. Slavova

Does trade openness affect long run growth? Cointegration, causality and forecast error variance decomposition tests for Pakistan pp. 2325-2339

Muhammad Shahbaz

Government size, democracy, and corruption: An empirical investigation pp. 2340-2348

Go Kotera, Keisuke Okada and Sovannroeun Samreth

Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010 pp. 2349-2361

Yanbing Zhang, Xiuping Hua and Liang Zhao

LISREL growth model on direct and indirect effects using cross-country data pp. 2362-2370

Nevin Cavusoglu

Inflation contract, central bank transparency and model uncertainty pp. 2371-2381

Meixing Dai and Eleftherios Spyromitros

Revisiting the core-periphery view of EMU pp. 2382-2391

Jean-Sébastien Pentecôte and Marilyne Huchet-Bourdon

The momentum effect on Chinese real estate stocks: Evidence from firm performance levels pp. 2392-2406

Jen-Sin Lee, Gow-Liang Huang, Chin-Tai Kuo and Liang-Chien Lee

The impact of convertible debt financing on investment timing pp. 2407-2416

Kyoko Yagi and Ryuta Takashima

Game theory and speculation on government bonds pp. 2417-2426

David Carfì and Francesco Musolino

On the economic factors of deforestation: What can we learn from quantile analysis? pp. 2427-2434

Olivier Damette and Philippe Delacote

Structural breaks and GARCH models of stock return volatility: The case of South Africa pp. 2435-2443

Ali Babikir, Rangan Gupta, Chance Mwabutwa and Emmanuel Owusu-Sekyere

Default probability of a captive credit bank with government capital injections: A capped barrier option approach pp. 2444-2450

Chuen-Ping Chang

Adaptive ARFIMA models with applications to inflation pp. 2451-2459

Richard T. Baillie and Claudio Morana

Financial market frictions in a model of the Euro area pp. 2460-2485

Giovanni Lombardo and Peter McAdam

A general equilibrium assessment of external and domestic shocks in Spain pp. 2486-2493

María Teresa Álvarez-Martínez and Clemente Polo

Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies pp. 2494-2503

Xiaolei Sun, Jianping Li, Ling Tang and Dengsheng Wu

A threshold cointegration analysis of interest rate pass-through to UK mortgage rates pp. 2504-2513

Ralf Becker, Denise Osborn and Dilem Yildirim

Toward a North American Security Perimeter? Assessing the trade, FDI, and welfare impacts of liberalizing 9/11 security measures pp. 2514-2526

Patrick Georges and Marcel Mérette

Information acquisition under uncertainty: The case of labor-managed and profit-maximizing firms coexist pp. 2527-2532

Jianli Luo

Optimal monetary policy in a small open economy with inflation and output persistence pp. 2533-2542

Hyuk-jae Rhee and Nurlan Turdaliev

Trade liberalisation and inequalities in Nepal: A CGE analysis pp. 2543-2557

Sanjaya Acharya, Jens Hölscher and Cristiano Perugini

Pricing decisions and strategies selection of dominant manufacturer in dual-channel supply chain pp. 2558-2565

Lidan Ma, Rong Zhang, Sandang Guo and Bin Liu

MOSES: Model for studying the economy of Sweden pp. 2566-2582

Gunnar Bårdsen, Ard Reijer, Patrik Jonasson and Ragnar Nymoen

Empirical mode decomposition–based least squares support vector regression for foreign exchange rate forecasting pp. 2583-2590

Chiun-Sin Lin, Sheng-Hsiung Chiu and Tzu-Yu Lin

Estimating the import demand function for China pp. 2591-2596

Yi-Hsien Wang and Jun-De Lee

The ECB's New Multi-Country Model for the euro area: NMCM — Simulated with rational expectations pp. 2597-2614

Alistair Dieppe, Alberto Gonzalez Pandiella and Alpo Willman

On the estimation and testing of mixed geographically weighted regression models pp. 2615-2620

Chuan-Hua Wei and Fei Qi

Socioeconomic value of religion and the impacts of ideological change in China pp. 2621-2626

Shixiong Cao

Decomposition valuation of complex real options embedded in creative financial leases pp. 2627-2631

Zhaohui Liang, Wei Wang and Shusheng Li

Income distribution dynamics across European regions: Re-examining the role of space pp. 2632-2640

Adolfo Maza, María Hierro and Jose Villaverde

The welfare effect of income tax deductions for losses as insurance: Insured- versus insurer-sided adverse selection pp. 2641-2645

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

A research study on the relationship between personal career development management and willingness to relocate pp. 2646-2650

Hung-Wen Lee and Chien-Jung Chen

Futures basis, inventory and commodity price volatility: An empirical analysis pp. 2651-2663

Lazaros Symeonidis, Marcel Prokopczuk, Chris Brooks and Emese Lazar

Indeterminacy and multiple steady states with sector-specific externalities pp. 2664-2672

Francesco Magris

Romanians, Hungarians and their wages, in transition, in Romania pp. 2673-2685

Daniela Andrén

Assessing the impacts of oil price fluctuations on stock returns in emerging markets pp. 2686-2695

Chaker Aloui, Duc Khuong Nguyen and Hassen Njeh

Is there an environmental Kuznets curve for Spain? Fresh evidence from old data pp. 2696-2703

Vicente Esteve and Cecilio Tamarit

A three layer multi-item production–inventory model for multiple suppliers and retailers pp. 2704-2710

Brojeswar Pal, Shib Sankar Sana and Kripasindhu Chaudhuri

The efficiency of government promotion of inbound tourism: The case of Australia pp. 2711-2718

Hui Shi

Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries pp. 2719-2723

Chi-Wei Su, Hsu-Ling Chang and Lin Liu

Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model pp. 2724-2733

Hsiang-Hsi Liu

The impacts of PTA formation on small economies’ tax competition for FDI inflows pp. 2734-2743

Sang-Kee Kim, Minseong Kim and Young-Han Kim

Modeling quality demand with data from Household Budget Surveys: An application to meat and fish products in Greece pp. 2744-2750

Achilleas Vassilopoulos, Stathis Klonaris, Andreas Drichoutis and Panagiotis Lazaridis

Monetary policy of a small open economy in the world production chain pp. 2751-2755

Hsiao-Lei Chu

Volume 29, issue 5, 2012

The relationship between financial indicators and human development in Pakistan pp. 1515-1523

Khalid Zaman, Zeeshan Izhar, Muhammad Mushtaq Khan and Mehboob Ahmad

The sovereign property of foreign reserve investment in China: A CVaR approach pp. 1524-1536

Jie Li, Huaxia Huang and Xiao Xiao

Modelling the nonlinear relationship between CO2 emissions from oil and economic growth pp. 1537-1547

Kuan Min Wang

Evidence of Wagner's law from Indian states pp. 1548-1557

Seema Narayan, Badri Rath and Paresh Narayan

Assessing market power in the U.S. commercial banking industry under deregulation pp. 1558-1565

Shun-Chiao Chang, Jui-Chuan Della Chang and Tai-Hsin Huang

Trade effects of regional integration: A panel cointegration analysis pp. 1566-1570

Hatice Geldi

An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain pp. 1571-1578

Aviral Tiwari

Efficient payments: How much do they cost for the Central Bank? pp. 1579-1584

Yassine Bouhdaoui and D. Bounie

A new energy model to capture the behavior of energy price processes pp. 1585-1591

Weijun Xu, Qi Sun and Weilin Xiao

Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan pp. 1592-1597

Muhammad Shahbaz, Aviral Tiwari and Mohammad Iqbal Tahir

Income inequality dynamic measurement of Markov models: Application to some European countries pp. 1598-1602

Guglielmo D'Amico, Giuseppe Di Biase and Raimondo Manca

Public investment, taxation, and long-run output in economies with multi-level governments pp. 1603-1611

Philip Bodman, Harry Campbell and Thanh Le

The cyclical behavior of bank capital buffers in an emerging economy: Size does matter pp. 1612-1617

Andres Garcia-Suaza, Jose Gomez-Gonzalez, Andrés Murcia and Fernando Tenjo-Galarza

Financial intermediation and endogenous risk in the banking sector pp. 1618-1622

Udo Broll, Bernhard Eckwert and Andreas Eickhoff

Do energy prices converge across Russian regions? pp. 1623-1631

Alisher Akhmedjonov and Chi Keung Lau

The relationship between agricultural technologies and carbon emissions in Pakistan: Peril and promise pp. 1632-1639

Khalid Zaman, Muhammad Mushtaq Khan, Mehboob Ahmad and Bashir Ahmad Khilji

Modeling crime in Japan pp. 1640-1645

Ferda Halicioglu, Antonio Andres and Eiji Yamamura

Natural gas prices and stock prices: Evidence from EU-15 countries pp. 1646-1654

Ali Acaravcı, Ilhan Ozturk and Serkan Yilmaz Kandir

Globalization and flattening of Phillips Curve in Turkey between 1987 and 2007 pp. 1655-1661

Serkan Cicek

Growth and multiple equilibria: A unique local dynamics pp. 1662-1665

Kei Hosoya

Macroeconomic environment, country risk and stock market performance: Evidence for Brazil pp. 1666-1678

Gabriel Montes and Bruno Tiberto

Incentive contracts in delegated portfolio management under VaR constraint pp. 1679-1685

Jiliang Sheng, Xiaoting Wang and Jun Yang

The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area pp. 1686-1714

Sandra Gomes, Pascal Jacquinot and Massimiliano Pisani

Duopoly competitions with capacity constrained input pp. 1715-1721

Pu-yan Nie and You-hua Chen

Long term implications of the ICT revolution: Applying the lessons of growth theory and growth accounting pp. 1722-1736

Nicholas Oulton

How long to own and how much to use a car? A dynamic discrete choice model to explain holding duration and driven mileage pp. 1737-1744

Matthieu de Lapparent and Giulia Cernicchiaro

Endogenous skill heterogeneity and inflation pp. 1745-1756

Radhika Lahiri and Elisabetta Magnani

Search cost, trading strategies and optimal market structure pp. 1757-1765

Meenakshi Rajeev

Trade and productivity: Self-selection or learning-by-exporting in India pp. 1766-1773

Jamal Ibrahim Haidar

Oil income shocks and economic growth in Iran pp. 1774-1779

Karim Emami and Mehdi Adibpour

Attracting private investment: Tax reduction, investment subsidy, or both? pp. 1780-1785

Sudipto Sarkar

Regulated absolute ruin problem with interest structure and linear dividend barrier pp. 1786-1792

Manman Li and Zaiming Liu

Macro-financial linkages and business cycles: A factor-augmented probit approach pp. 1793-1797

C. Bellégo and Laurent Ferrara

Technology gaps in European banking: Put the blame on inputs or outputs? pp. 1798-1808

Alexandra Kontolaimou, Kostantinos Kounetas, Ioannis Mourtos and Kostas Tsekouras

Common persistence in conditional variance: A reconsideration pp. 1809-1819

Changshuai Li

Real estate markets and the macroeconomy: A dynamic coherence framework pp. 1820-1829

Ranoua Bouchouicha and Zied Ftiti

Markets liquidity risk under extremal dependence: Analysis with VaRs methods pp. 1830-1836

Awatef Ourir and Wafa Snoussi

US inflation and consumption: A long-term perspective with a level shift pp. 1837-1849

Antonio Paradiso, Paolo Casadio and B. Rao

Examining the evidence of purchasing power parity by recursive mean adjustment pp. 1850-1857

Hyeongwoo Kim and Young-Kyu Moh

Rigid wage-setting and the effect of a supply shock, fiscal and monetary policies on Chinese economy by a CGE analysis pp. 1858-1869

Meng Li and Liang Yang

A simulation study of an ASEAN monetary union pp. 1870-1890

Jacob Engwerda, Otilia Boldea, T. Michalak, Joseph Plasmans and Salmah,

A multi-echelon supply chain model for reworkable items in multiple-markets with supply disruption pp. 1891-1898

Brojeswar Pal, Shib Sankar Sana and Kripasindhu Chaudhuri

Can sustained economic growth and declining population coexist? pp. 1899-1908

Ceyhun Elgin and Semih Tumen

Monetary and fiscal policies' effect on agricultural growth: GMM estimation and simulation analysis pp. 1909-1920

Muhammad Akbar and Faisal Jamil

Macroeconomic costs to large scale disruptions of food production: The case of foot- and-mouth disease in the United States pp. 1921-1930

Richard N. Boisvert, David Kay and Calum Turvey

Simplifying the input–output analysis through the use of topological graphs pp. 1931-1937

Eugenio M. Fedriani and Ángel F. Tenorio

Trade cost reduction and foreign direct investment pp. 1938-1945

Arijit Mukherjee and Kullapat Suetrong

The more contagion effect on emerging markets: The evidence of DCC-GARCH model pp. 1946-1959

Sibel Celık

The changing role of house price dynamics over the business cycle pp. 1960-1967

Gilles Dufrénot and Sheheryar Malik

Pricing of collectibles: Baedeker guidebooks pp. 1968-1978

Peter Erdos and Mihály Ormos

Projections of oil demand in road transportation sector on the basis of vehicle ownership projections, worldwide: 1972–2020 pp. 1979-1985

Maryam Keshavarzian, Sara Kamali Anaraki, Mehrzad Zamani and Ali Erfanifard

Distributional effects of rising food prices in Pakistan: Evidence from HIES 2001–02 and 2005–06 survey pp. 1986-1995

Asma Mohsin and Khalid Zaman

The impact of public goods and services and public R&D on the non-observed economy size, wages inequality and growth pp. 1996-2004

Oscar Afonso

Information disclosure with leakages pp. 2005-2010

Philippe Grégoire and Hui Huang

Tests for cointegration allowing for an unknown number of breaks pp. 2011-2015

Daiki Maki

A collaborating inventory model in a supply chain pp. 2016-2023

Shib Sankar Sana

Fiscal harmonization in the European Union with public inputs pp. 2024-2034

Gonzalo Fernandez-de-Cordoba and Jose Torres

Testing for a unit root in the presence of stochastic volatility and leverage effect pp. 2035-2038

Yong Li, Terence Tai Leung Chong and Jie Zhang

The reference model of competitiveness factors for SME medical sector pp. 2039-2048

Katarzyna Rostek

Income inequality and economic growth pp. 2049-2057

Inyong Shin

Product market regulation, trend inflation and inflation dynamics in the new Keynesian Phillips curve pp. 2058-2070

Laurence Bloch

Volume 29, issue 4, 2012

Unidimensional and multidimensional fuzzy poverty measures: New approach pp. 995-1002

Besma Belhadj and Mohamed Limam

Modeling hedge fund exposure to risk factors pp. 1003-1018

Fredj Jawadi and Sabrina Khanniche

Privatization when the public firm is as efficient as private firms pp. 1019-1023

Juan Bárcena-Ruiz

Optimal pricing strategy for livestock of fishery and poultry pp. 1024-1034

Shib Sankar Sana

Does the banking sector structure matter for credit procyclicality? pp. 1035-1044

Vincent Bouvatier, Antonia López-Villavicencio and Valérie Mignon

Illustrating extraordinary shocks causing trend breaks pp. 1045-1052

Kosei Fukuda

Evaluating inflation targeting as a monetary policy objective for India pp. 1053-1063

Ankita Mishra and Vinod Mishra

What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration pp. 1064-1069

Constantinos Katrakilidis and Emmanouil Trachanas

Hedging the portfolio of raw materials and the commodity under the mark-to-market risk pp. 1070-1075

Junhui Fu, Wei-Guo Zhang, Zheng Yao and Xili Zhang

Explosive U.S. budget deficit pp. 1076-1080

Gawon Yoon

Intellectual capital and university performance in Taiwan pp. 1081-1089

Wen-Min Lu

Real-time forecasts of economic activity for Latin American economies pp. 1090-1098

Philip Liu, Troy Matheson and Rafael Romeu

A medium-N approach to macroeconomic forecasting pp. 1099-1105

Gianluca Cubadda and Barbara Guardabascio

Heterogeneity in price setting behavior, spatial disparities and sectoral diversity: Evidence from a panel of Italian firms pp. 1106-1118

Carlo Migliardo

Estimates of the steady state growth rates for some European countries pp. 1119-1125

Paolo Casadio, Antonio Paradiso and B. Rao

Asset allocation under stochastic interest rate with regime switching pp. 1126-1136

Yang Shen and Tak Kuen Siu

Exploring the nexus: Foreign aid, war on terror, and conflict in Pakistan pp. 1137-1145

Muhammad Nasir, Faiz Rehman and Mejzgaan Orakzai

Entrepreneurs with glamour? DEA performance characterization of high-tech and older-established industries pp. 1146-1153

Shiu-Wan Hung and An-Pang Wang

Production and insurance under regret aversion pp. 1154-1160

Kit Pong Wong

The determinants of FDI in Turkey: A Markov Regime-Switching approach pp. 1161-1169

Faik Bilgili, Nadide Sevil Halıcı Tülüce and İbrahim Doğan

Inflation persistence in the Euro area before and after the European Monetary Union pp. 1170-1176

Barbara Meller and Dieter Nautz

A note on optimal capital stock and financing constraints pp. 1177-1180

E. Saltari and Giuseppe Travaglini

Error-correction based panel estimates of the demand for money of selected Asian countries with the extreme bounds analysis pp. 1181-1188

Saten Kumar and B. Rao

Are unit export values correct measures of the exports’ quality? pp. 1189-1196

Krzysztof Szczygielski and Wojciech Grabowski

Population dynamics and utilitarian criteria in the Lucas–Uzawa Model pp. 1197-1204

Simone Marsiglio and Davide La Torre

Estimation of consistent multi-country FEERs pp. 1205-1214

Benjamin Carton and Karine Hervé

A coopetitive model for the green economy pp. 1215-1219

David Carfì and Daniele Schiliro'

The relationship between foreign direct investment and pro-poor growth policies in Pakistan: The new interface pp. 1220-1227

Khalid Zaman, Muhammad Mushtaq Khan and Mehboob Ahmad

A methodology for constructing a financial systemic stress index: An application to Greece pp. 1228-1241

Dimitrios Louzis and Angelos Vouldis

The codetermined firm in a Cournot duopoly: A stability analysis pp. 1242-1247

Luciano Fanti and Luca Gori

Non-scale endogenous growth effects of subsidies for exporters pp. 1248-1257

Oscar Afonso and Armando Silva

The interaction between monetary and fiscal policies in Turkey: An estimated New Keynesian DSGE model pp. 1258-1267

Cem Çebi

Trade liberalisation, market competition and wage inequality in China's manufacturing sector pp. 1268-1277

Sajid Anwar and Sizhong Sun

Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives pp. 1278-1285

J. Liang and Y. Gao

Structural reforms, fiscal consolidation and external rebalancing in monetary union: A model-based analysis pp. 1286-1298

Lukas Vogel

A nice estimation of Gini index and power Pen's parade pp. 1299-1304

Jules Sadefo Kamdem

Do disaggregated CPI data improve the accuracy of inflation forecasts? pp. 1305-1313

Raul Ibarra

Real option analysis for effects of emission permit banking on investment under abatement cost uncertainty pp. 1314-1321

Hojeong Park

Modeling of the national economies in state-space: A fractional calculus approach pp. 1322-1327

Tomáš Škovránek, Igor Podlubny and Ivo Petráš

Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach pp. 1328-1337

Luca Zanin and Giampiero Marra

Has Australia's floating exchange rate regime been optimal? pp. 1338-1343

Anthony Makin and Nicholas Rohde

Public debt in a basic endogenous growth model pp. 1344-1348

Alfred Greiner

A Bayesian method of combining judgmental and model-based density forecasts pp. 1349-1355

Andrzej Kocięcki, Marcin Kolasa and Michał Rubaszek

Do National Numerical Fiscal Rules really shape fiscal behaviours in developing countries? A treatment effect evaluation pp. 1356-1369

René Tapsoba

Analyzing long-term average adjustment of financial ratios with spatial interactions pp. 1370-1376

Mariluz Mate-Sanchez, Lopez Fernando A and Jesus Mur

Macroeconomic dynamics in Macedonia and Slovakia: Structural estimation and comparison pp. 1377-1387

Martin Melecký

House price, mortgage premium, and business fluctuations pp. 1388-1398

Nan-Kuang Chen, Han-Liang Cheng and Ching-Sheng Mao

Paradoxical price effects on insurance markets pp. 1399-1407

József Banyár and Gábor Regős

Recent French relative export performance: Is there a competitiveness problem? pp. 1408-1435

Alain Kabundi and Francisco Nadal De Simone

Dynamic properties of a Cournot–Bertrand duopoly game with differentiated products pp. 1436-1439

Ahmad Naimzada and Fabio Tramontana

Macroeconomic transitions and the transmission mechanism: Evidence from Turkey pp. 1440-1449

Nazif Catik and Christopher Martin

Testing for Granger non-causality in heterogeneous panels pp. 1450-1460

Elena Ivona Dumitrescu and Christophe Hurlin

The Halle Economic Projection Model pp. 1461-1472

Sebastian Giesen, Oliver Holtemöller, Juliane Scharff and Rolf Scheufele

A risk-driven approach to exchange rate modelling pp. 1473-1482

Piotr Kębłowski and Aleksander Welfe

On Liu estimators for the logit regression model pp. 1483-1488

Kristofer Månsson, B.M. Golam Kibria and Ghazi Shukur

The animal spirits hypothesis and the Benhabib–Farmer condition for indeterminacy pp. 1489-1497

Marco Guerrazzi

Are the FDI inflow spillover effects on Malaysia's economic growth input driven? pp. 1498-1504

Elsadig Ahmed

Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach pp. 1505-1514

François Benhmad

Volume 29, issue 3, 2012

ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia pp. 535-543

Mustabshira Rushdi, Jae Kim and Param Silvapulle

Optimal foreign debt for Egypt: A stochastic control approach pp. 544-556

Ahmed Abutaleb and Marwa G. Hamad

Congestion with heterogeneous commuters pp. 557-565

Yonghong An and Zhixiang Zhang

Openness and the Environmental Kuznets Curve: Evidence from China pp. 566-576

Kankesu Jayanthakumaran and Ying Liu

A direct test of the endogeneity of money: Implications for Gulf Cooperation Council (GCC) countries pp. 577-585

Bedri Tas and Selahattin Togay

Monopoly, economic efficiency and unemployment pp. 586-600

Bo Zhao

Human capital accumulation in R&D-based growth models pp. 601-609

Claudio Mattalia

Testing population variance in case of one sample and the difference of variances in case of two samples: Example of wage and pension data sets in Serbia pp. 610-613

Vesna Cojbasic Rajic, Jelena Kocovic, Dragan Loncar and Tatjana Rakonjac Antic

Welfare effects of competitive lobbying efforts in international oligopoly markets pp. 614-620

Young-Han Kim and Sang-Kee Kim

Macroeconomic consequences of increased productivity in less developed economies pp. 621-631

Syed Ali, Sajid Anwar and Abbas Valadkhani

Prediction of bank financial strength ratings: The case of Turkey pp. 632-640

Hulisi Öğüt, M. Mete Doğanay, Nildag Ceylan and Ramazan Aktaş

How do central banks react to wealth composition and asset prices? pp. 641-653

Vitor Castro and Ricardo Sousa

Government spending and growth in second-best economies pp. 654-663

Alberto Bucci, Massimo Florio and Davide La Torre

A new interpretation of known facts: The case of two-way causality between trading and volatility pp. 664-670

Christian Müller

Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil pp. 671-678

Eurilton Araújo

Why China's approach to institutional change has begun to succeed pp. 679-683

Shixiong Cao

Are securitised real estate markets efficient? pp. 684-690

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

Minimum wage, on-the-job search and employment: On the sectoral and aggregate equilibrium effect of the mandatory minimum wage pp. 691-699

Frédéric Gavrel, Isabelle Lebon and Therese Rebiere

Disability benefit microsimulation models in the Netherlands pp. 700-715

Jan-Maarten Van Sonsbeek and Ridwan Alblas

The impact of the Interaction between institutional quality and aid volatility on growth: theory and evidence pp. 716-724

Jay Kathavate and Girijasankar Mallik

Measuring absorptive capacity constraints to foreign aid pp. 725-733

Simon Feeny and Ashton de Silva

Non linear and asymmetric linkages between real growth in the Euro area and global financial market conditions: New evidence pp. 734-741

Mehdi Mili, Jean-Michel Sahut and Frédéric Teulon

Upstream and downstream horizontal R&D networks pp. 742-750

Dusanee Kesavayuth and Vasileios Zikos

Does corporate governance play an important role in BHC performance? Evidence from the U.S pp. 751-760

Wei-Kang Wang, Wen-Min Lu and Yi-Ling Lin

Liberalization and tax amnesty in a developing economy pp. 761-765

Pinaki Bose and Michael Jetter

Investment creation and diversion effects of the ASEAN–China free trade agreement pp. 766-779

Csilla Lakatos and Terrie Walmsley

The double exponential jump diffusion model for pricing European options under fuzzy environments pp. 780-786

Li-Hua Zhang, Wei-Guo Zhang, Wei-Jun Xu and Wei-Lin Xiao

Impact of education and health on poverty reduction: Monetary and non-monetary evidence from Fiji pp. 787-794

Rukmani Gounder and Zhongwei Xing

Modelling the risk–return relation for the S&P 100: The role of VIX pp. 795-809

Angelos Kanas

Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test pp. 810-816

Chi Keung Lau, Farrukh Suvankulov, Yongyang Su and Frankie Chau

Choice is suffering: A Focused Information Criterion for model selection pp. 817-822

Peter Behl, Holger Dette, Manuel Frondel and Harald Tauchmann

Modeling male and female employment policy in Greece from local data pp. 823-839

Prodromos Prodromidis

Environmental protection mechanisms and technological dynamics pp. 840-847

Angelo Antoci, Simone Borghesi and Paolo Russu

Basel II procyclicality: The case of South Africa pp. 848-857

Guangling Liu and Nkhahle E. Seeiso

Regulation and the market for checks pp. 858-867

Semih Tumen

Economic growth, exports and foreign direct investment in Least Developed Countries: A panel Granger causality analysis pp. 868-878

Rıfat Barış Tekin

Simultaneity between export and import flows and the Marshall–Lerner condition pp. 879-883

Luis Sastre

Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS pp. 884-892

Mohamed Arouri, Fredj Jawadi and Duc Khuong Nguyen

Durable goods produced by state owned enterprises pp. 893-899

Gregory E. Goering and Sudipta Sarangi

Multi-objective private wealth allocation without subportfolios pp. 900-907

Jun Cai and Chenliang Ge

South African stock return predictability in the context data mining: The role of financial variables and international stock returns pp. 908-916

Rangan Gupta and Mampho P. Modise

On tariff and quality innovation in a market with discrete preferences pp. 917-925

Rajat Acharyya and Swapnendu Banerjee (Bandyopadhyay)

The interactive trade decision-making research: An application case of novel hybrid MCDM model pp. 926-935

Tsung-Cheng Wang

Comovements among U.S. state housing prices: Evidence from fractional cointegration pp. 936-942

Carlos Barros, Luis Gil-Alana and James Payne

Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis pp. 943-973

Julien Chevallier

Financial development, political rights, civil liberties and economic growth: Evidence from South Asia pp. 974-981

Sajid Anwar and Arusha Cooray

Socially responsible firms and endogenous choice of strategic incentives pp. 982-989

Michael Kopel and Björn Brand

Does farmer economic organization and agricultural specialization improve rural income? Evidence from China pp. 990-993

Dan Yang and Zimin Liu

Volume 29, issue 2, 2012

Is East Asia an optimum currency area? pp. 87-95

Grace Lee and M Azali

The prospects of a monetary union in East Asia pp. 96-102

Grace Lee and Sharon G. M. Koh

Worker remittances, migration, accumulation and growth in poor developing countries: Survey and analysis of direct and indirect effects pp. 103-118

Thomas Ziesemer

Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis pp. 119-131

Nader Naifar

Bank regulation and supervision and its welfare implications pp. 132-141

Mustafa Kilinc and Bilin Neyapti

Asset arbitrage and the price of oil pp. 142-150

Vipin Arora and Rodney Tyers

Currency crisis transmission through international trade pp. 151-157

Jamal Ibrahim Haidar

Empirical determination of aggregate demand and supply curves: The example of the RWI Business Cycle Model pp. 158-165

Ullrich Heilemann and Hagen Findeis

The impact of fiscal policies on agricultural household decisions pp. 166-177

Thomas Glauben, Thomas Herzfeld, Jens-Peter Loy, Swetlana Renner and Heinrich Hockmann

On ridge estimators for the negative binomial regression model pp. 178-184

Kristofer Månsson

A smooth coefficient quantile regression approach to the social capital–economic growth nexus pp. 185-197

Wen-Shuenn Deng, Yi-Chen Lin and Jinguo Gong

Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle pp. 198-207

Ming Zhou and Kam C. Yuen

R&D, productivity, and exports: Plant-level evidence from Indonesia pp. 208-216

Chih-Hai Yang and Ying-Hui Chen

The welfare cost of banking regulation pp. 217-232

Fulbert Tchana Tchana

A monetary model of China–US trade relations pp. 233-238

Wenli Cheng and Dingsheng Zhang

FiMod — A DSGE model for fiscal policy simulations pp. 239-261

Nikolai Stähler and Carlos Thomas

The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members pp. 262-270

Natalya Ketenci

Fiscal deficits, banking crises and policy reversal in a semi-open economy pp. 271-282

Anurag Sharma and Raghbendra Jha

Measuring business cycles: A temporal disaggregation model with regime switching pp. 283-290

Yu-Lieh Huang

Examining the stochastic behavior of REIT returns: Evidence from the regime switching approach pp. 291-298

Shyh-Wei Chen and Chung-Hua Shen

Some properties of periodically collapsing bubbles pp. 299-302

Gawon Yoon

The energy consumption-real GDP nexus revisited: Empirical evidence from 93 countries pp. 303-308

Paresh Narayan and Stephan Popp

Modeling income inequality and openness in the framework of Kuznets curve: New evidence from China pp. 309-315

Abdul Jalil

Inequality convergence revisited: Evidence from stationarity panel tests with breaks and cross correlation pp. 316-325

Pei-Chien Lin and Huang, Ho-Chuan (River)

On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea pp. 326-332

Venus Liew, Tai-Hu Ling, Ricky Chia and Gawon Yoon

Inflation and economic growth in Latin America: Some panel time-series evidence pp. 333-340

Manoel Bittencourt

Wage–productivity differentials and Indian economic efficiency pp. 341-348

Amarendra Sahoo and Thijs ten Raa

What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications pp. 349-360

Yudong Wang and Chongfeng Wu

Liquidity-adjusted conditional capital asset pricing model pp. 361-368

Jinan Wang and Langnan Chen

The social economic impact of AIDS: Accounting for intergenerational transmission, productivity and fertility pp. 369-381

Chrysovalantis Vasilakis

Financial market integration: Theory and empirical results pp. 382-394

Mohamed El Hedi Arouri and Philippe Foulquier

Dynamic modelling of real estate investment trusts and stock markets pp. 395-407

Chien-Chiang Lee, Mei-Se Chien and Tsoyu Calvin Lin

The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel pp. 408-420

Eyal Argov

The dynamics of a differentiated duopoly with quantity competition pp. 421-427

Luciano Fanti and Luca Gori

Hysteresis vs. natural rate of US unemployment pp. 428-434

Ka Ming Cheng, Nazif Durmaz, Hyeongwoo Kim and Michael L. Stern

Host country's strategic policies and multinational firm's choice of entry mode pp. 435-443

Bong Geul Chun

Nonlinear adjustment in the real dollar–euro exchange rate: The role of the productivity differential as a fundamental pp. 444-449

Mariam Camarero and Javier Ordóñez

Managerial efficiency in Taiwan bank branches: A network DEA pp. 450-461

Chyan Yang and Hsian-Ming Liu

Structural sign patterns and reduced form restrictions pp. 462-470

Andrew Buck and George M. Lady

Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest pp. 471-477

Qunfang Bao, Si Chen and Shenghong Li

Modelling economic growth with internal and external imbalances: Empirical evidence from Portugal pp. 478-486

Elias Soukiazis, Pedro Cerqueira and Micaela Antunes

Financial development shocks and contemporaneous feedback effect on key macroeconomic indicators: A post Keynesian time series analysis pp. 487-501

Taha Chaiechi

Skilled–unskilled wage inequality, product variety, public input and increasing returns: A static general equilibrium analysis pp. 502-513

Manash Gupta and Priya Dutta

Aid effectiveness, governance and public investment pp. 514-521

Hidefumi Kasuga and Yuichi Morita

Obituary: Prof. B. Bhaskara Rao (1939–2011) pp. 522-522

Saten Kumar

Pricing decisions in a dual channels system with different power structures pp. 523-533

Rong Zhang, Bin Liu and Wenliang Wang

Volume 29, issue 1, 2012

Clusters of firms in an inhomogeneous space: The high-tech industries in Milan pp. 3-11

Giuseppe Arbia, G. Espa, D. Giuliani and A. Mazzitelli

A dynamic spatial panel data approach to the German wage curve pp. 12-21

Badi Baltagi, Uwe Blien and Katja Wolf

Regional convergence clubs in Europe: Identification and conditioning factors pp. 22-31

Monika Bartkowska and Aleksandra Riedl

Expert opinion versus actual transaction evidence in the valuation of non-market amenities pp. 32-40

Geerte Cotteleer and Gerrit van Kooten

Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate pp. 41-47

Stephen G. Hall and Qian Guo

Debt, interest rates, and integration of financial markets pp. 48-59

Peter Claeys, Rosina Moreno and Jordi Suriñach

Income convergence in Japan: A Bayesian spatial Durbin model approach pp. 60-71

Hajime Seya, Morito Tsutsumi and Yoshiki Yamagata

Spatial random utility model with an application to recreation demand pp. 72-78

Oleg A. Smirnov and Kevin Egan

One-directional adjacency matrices in spatial autoregressive model: A land price example and Monte Carlo results pp. 79-85

Takahisa Yokoi and Asao Ando