Economic Modelling

1984 - 2025

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

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Volume 26, issue 6, 2009

Labour mobility and wage inequality in the presence of endogenous foreign investment pp. 1135-1139

Sajid Anwar and John Rice

Re-examining the financial development and economic growth nexus in Kenya pp. 1140-1146

Yemane Wolde-Rufael

The identification of fiscal and monetary policy in a structural VAR pp. 1147-1160

Mardi Dungey and Renee Fry-McKibbin

Privatization and optimal share release in the Chinese banking industry pp. 1161-1171

Chien-Hsun Chen, Chao-Cheng Mai, Yu-Lin Liu and Shin-Ying Mai

A small forward-looking inter-country model (Belarus, Russia and Ukraine) pp. 1172-1183

Wojciech Charemza, Svetlana Makarova, Yaroslav Prytula, Julia Raskina and Yulia Vymyatnina

Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes pp. 1184-1192

Juan Cuestas and Luis Gil-Alana

The effects of employer matching and income risk in 401(k) plans pp. 1193-1200

Jie Zhou

The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework pp. 1201-1207

Hakan Berument, Yeliz Yalcin and Julide Yildirim

International knowledge spillovers and wage inequality in developing countries pp. 1208-1214

Ming-cheng Wang, Chen-ray Fang and Li-hsuan Huang

Debt markets and corporate debt structure in an emerging market: The South African example pp. 1215-1227

Kalu Ojah and Kishan Pillay

Inflation targeting credibility and reputation: The consequences for the interest rate pp. 1228-1238

Helder de Mendonça and Gustavo Jose de Guimaraes e Souza

Tax revenues, fiscal corruption and "shame" costs pp. 1239-1244

Roy Cerqueti and Raffaella Coppier

Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model pp. 1245-1269

Marcin Kolasa

Market volatility and retail interest rate pass-through pp. 1270-1282

Kuan Min Wang and Yuan-Ming Lee

Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model pp. 1283-1299

Kuang-Liang Chang

Does defence expenditure affect private consumption? Evidence from the United States pp. 1300-1309

Luca Pieroni

Bank behavior, incomplete interest rate pass-through, and the cost channel of monetary policy transmission pp. 1310-1327

Oliver Hülsewig, Eric Mayer and Timo Wollmershäuser

Consumption externality, efficiency and optimal taxation in one-sector growth model pp. 1328-1334

Been-Lon Chen and Mei Hsu

Controlling endogenous fluctuations of human capital investment in an OLG economy pp. 1335-1340

Dong Cao and Wang Yaozhong

Forward-looking versus recursive-dynamic modeling in climate policy analysis: A comparison pp. 1341-1354

Mustafa Babiker, Angelo Gurgel, Sergey Paltsev and John Reilly

Trade policies, concentration, growth and welfare pp. 1355-1364

Rafael González-Val, Luis Lanaspa and Fernando Pueyo

Indirect taxation and the welfare effects of altruism on the optimal fiscal policy pp. 1365-1374

Carlos Garriga and Fernando Sánchez-Losada

Stochastic convergence of per capita carbon dioxide emissions and multiple structural breaks in OECD countries pp. 1375-1381

Chien-Chiang Lee and Chun-Ping Chang

Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey pp. 1382-1388

Atilla Cifter, Sait Yilmazer and Elif Cifter

Regional consumption of antibiotics: A demand system approach pp. 1389-1397

Massimo Filippini, Giuliano Masiero and K. Moschetti

International organizations and arrangements: Pivotal countries and manipulations pp. 1398-1402

Dragan Miljkovic

Do productivity and ownership really matter for growth? Firm-level evidence pp. 1403-1413

Saibal Ghosh

Financial variables and euro area growth: A non-parametric causality analysis pp. 1414-1419

Ekaterini Panopoulou

Evidence on the contrarian trading in foreign exchange markets pp. 1420-1431

Jer-Yuh Wan and Chung-Wei Kao

Market stability switches in a continuous-time financial market with heterogeneous beliefs pp. 1432-1442

Xuezhong (Tony) He, Kai Li, Junjie Wei and Min Zheng

Bootstrapping covariate stationarity tests for inflation rates pp. 1443-1448

Cheng-Feng Lee and Ching-Chuan Tsong

It's all the miners' fault: On the nonlinearity in U.S. unemployment rates pp. 1449-1454

Gawon Yoon

Volume 26, issue 5, 2009

Why do bank loans react with a delay to shifts in interest rates? A bank capital explanation pp. 799-806

José Jorge

Stability under learning: The endogenous growth problem pp. 807-816

Orlando Gomes

Agglomeration, innovation and international research mobility pp. 817-830

Jan Kranich

A solution to the Lucas-Uzawa model with increasing returns to scale: Note pp. 831-834

Ryoji Hiraguchi

Are fundamentals still relevant for European economies in the post-Euro period? pp. 835-850

Nikiforos Laopodis

The effects of multinationals on host economies: A CGE approach pp. 851-864

María Latorre, Oscar Bajo-Rubio and Antonio Gómez-Plana

Optimal choice of monetary policy instruments under velocity and fiscal shocks pp. 865-877

Rajesh Singh and Chetan Subramanian

Another look at mass migration and unions in Western Europe pp. 878-885

Bharati Basu

Methods for estimating optimal Dickson and Waters modification dividend barrier pp. 886-892

Zaiming Liu, Manman Li and Sherbaz Ameer

Does the liquidity effect guarantee a positive term premium? pp. 893-903

Kyuil Chung

Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing pp. 904-909

Kien Tran and Mike Tsionas

Single and Double Black-Cox: Two approaches for modelling debt restructuring pp. 910-917

Isabel Abinzano, Luis Seco, Marcos Escobar Anel and Pablo Olivares

The impact of fiscal-monetary policy interactions on government size and macroeconomic performance pp. 918-925

Vincenzo Cuciniello

Empirical macroeconomic model of the Finnish economy (EMMA) pp. 926-933

Markku Lehmus

Clusters as a driving engine for FDI pp. 934-945

Etienne B. Yehoue

Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules pp. 946-960

Maria Eleftheriou

Impact of the adoption of information and communication technologies on firm efficiency in the Tunisian manufacturing sector pp. 961-967

Rim Mouelhi

Estimating most productive scale size with stochastic data in data envelopment analysis pp. 968-973

M. Khodabakhshi

Modelling information and hedging: The exporting firm pp. 974-977

Udo Broll and Bernhard Eckwert

Can the facts of UK inflation persistence be explained by nominal rigidity? pp. 978-992

David Meenagh, A. Patrick Minford, Eric Nowell, Prakriti Sofat and Naveen Srinivasan

Empirical evaluation of nominal convergence in Czech Republic, Poland and Hungary (CPH) pp. 993-999

Toure Mamoudou, Trabelsi Jamel and Frédéric Dufourt

Linking global economic dynamics to a South African-specific credit risk correlation model pp. 1000-1011

Albertus H. de Wet, Renee van Eyden and Rangan Gupta

A panel data approach to the demand for money and the effects of financial reforms in the Asian countries pp. 1012-1017

B. Rao and Saten Kumar

Fiscal policies, environmental pollution and economic growth pp. 1018-1028

Manash Gupta and Trishita Ray Barman

Detecting intra-national PPP model in China: A median-unbiased estimation approach pp. 1029-1032

Kai-Yin Woo and Shu-Kam Lee

Learning and international transmission of shocks pp. 1033-1052

Warwick McKibbin and Kang Yong Tan

Modelling monetary transmission in UK manufacturing industry pp. 1053-1066

Juan de Dios Tena and Andrew Tremayne

A multivariate innovations state space Beveridge-Nelson decomposition pp. 1067-1074

Ashton de Silva, Rob Hyndman and Ralph Snyder

Welfare and growth impacts of innovation policies in a small, open economy; an applied general equilibrium analysis pp. 1075-1088

Brita Bye, Taran Fæhn and Tom-Reiel Heggedal

Stock prices, inflation and output: Evidence from wavelet analysis pp. 1089-1092

S. Raja Sethu Durai and Saumitra Bhaduri

Measuring major and minor cycles in univariate economic time series pp. 1093-1100

Kosei Fukuda

Public deficits and economic growth pp. 1101-1109

Oscar Afonso, Rui Alves and Paulo B. Vasconcelos

Habit persistence and stagnation pp. 1110-1114

Wataru Johdo

Conjectural variations, symmetric equilibria and economic policy pp. 1115-1120

Ludovic Julien

Home country effects of foreign direct investment: From a small economy to a large economy pp. 1121-1128

Hsiu-Yun Lee, Kenneth S. Lin and Hsiao-Chien Tsui

The choice between multiplicative and additive production uncertainty pp. 1129-1133

Moawia Alghalith and Ardeshir Dalal

Volume 26, issue 4, 2009

Ten years of European Monetary Union: Introduction pp. 741-743

Bettina Becker

EMU and the Lucas Critique pp. 744-750

Ron Smith

Changes in behaviour under EMU pp. 751-759

David Mayes and Matti Virén

Assessing the causal relationship between euro-area money and prices in a time-varying environment pp. 760-766

Stephen Hall, George Hondroyiannis, P.A.V.B. Swamy and George Tavlas

Is there a "reform fatigue" in the euro area? pp. 767-777

Athanasios Vamvakidis

European economic integration and (a)symmetry of macroeconomic fluctuations pp. 778-787

Claire Economidou and Clemens Kool

How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe pp. 788-798

Bettina Becker and Stephen Hall

Volume 26, issue 3, 2009

On linking microsimulation and computable general equilibrium models using exact aggregation of heterogeneous discrete-choice making agents pp. 560-570

Riccardo Magnani and Jean Mercenier

Wage setting actors and sticky wages: Implications for the business cycle and optimal monetary policy pp. 571-585

Miguel Casares

Performance of interest rate rules under credit market imperfections pp. 586-596

Beatriz de Blas

The Luenberger productivity indicator: An economic specification leading to infeasibilities pp. 597-600

Walter Briec and Kristiaan Kerstens

Volatility spill-overs in commodity spot prices: New empirical results pp. 601-607

Christian Dahl and Emma Iglesias

Transparency in monetary policy: A general equilibrium approach pp. 608-613

Nurlan Turdaliev

Corporation tax revenue growth in the UK: A microsimulation analysis pp. 614-625

John Creedy and Norman Gemmell

Sector specific foreign investment, labour inflow, economies of scale and welfare pp. 626-630

Sajid Anwar

A continuous time model of European growth, integration and technology diffusion: The role of distance pp. 631-640

Bernardo Maggi, Pier Carlo Padoan and Paolo Guerrieri

The effects of tariffs on coalition formation in a dynamic global warming game pp. 641-649

Kai Lessmann, Robert Marschinski and Ottmar Edenhofer

Welfare cost of inflation in a stochastic balanced growth model pp. 650-658

Selahattin Dibooglu and Turalay Kenc

Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity pp. 659-667

Riccardo (Jack) Lucchetti and Giulio Palomba

Modeling services liberalization: The case of Kenya pp. 668-679

Edward Balistreri, Thomas Rutherford and David Tarr

Stability and bifurcation in a simple heterogeneous asset pricing model pp. 680-688

Xiaoling Ke and Ke Shi

Firm performance and labour turnover: Evidence from the 2004 workplace employee relations survey pp. 689-695

Sarah Brown, Gaia Garino and Christopher Martin

Modeling input-output impacts with substitutions in the household sector: A numerical example pp. 696-701

Peter Gordon, JiYoung Park and Harry W. Richardson

Convergence of consumption patterns during macroeconomic transition: A model of demand in Ireland and the OECD pp. 702-714

Sean Lyons, Karen Mayor and Richard Tol

A Metzlerian business cycle model with nonlinear heterogeneous expectations pp. 715-720

Michael Wegener, Frank Westerhoff and Georg Zaklan

Trade-induced technological change: Analyzing economic and environmental outcomes pp. 721-732

Shunsuke Managi and Surender Kumar

Structural shifts in the dynamics of the European income distribution pp. 733-739

Maria Hierro and Adolfo Maza

Volume 26, issue 2, 2009

Progressive taxation, tax exemption, and corporate liquidation policy pp. 295-299

Kit Pong Wong

Incentives in academic tenure under asymmetric information pp. 300-308

Zhao Chen and Sang-Ho Lee

Home and regional biases and border effects in Armington type models pp. 309-319

John Whalley and Xian Xin

Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions pp. 320-327

Mauro Costantini and Sergio Destefanis

Endogenous job specialization pp. 328-334

Frédéric Gavrel and Isabelle Lebon

A fractionally integrated exponential STAR model applied to the US real effective exchange rate pp. 335-341

Mohamed Boutahar, Imène Mootamri and Anne Péguin-Feissolle

Evaluating growth cycle synchronisation in the EU pp. 342-351

Xiaoshan Chen and Terence C. Mills

Optimal monetary policy for a small open economy pp. 352-358

Jose Angelo Divino

Is high real interest rate persistence an intrinsic characteristic of industrialized economies? pp. 359-363

Gawon Yoon

Contagion and competitive effects of plan confirmation of reorganization filings: Evidence from the Taiwan Stock Market pp. 364-369

Li-Chiu Chi

Implications of incorporating domestic margins into analyses of energy taxation and climate change policies pp. 370-378

Everett Peterson and Huey-Lin Lee

Policy reform and optimal inflation rate for Japan in computable OLG economy pp. 379-384

Manabu Shimasawa and Akira Sadahiro

The export price index with the effect of variety and an empirical analysis pp. 385-391

Kichun Kang

Using the Haar wavelet transform in the semiparametric specification of time series pp. 392-403

Larry W. Taylor

Brain drain and factor complementarity pp. 404-413

Patrice Pieretti and Benteng Zou

Commitment for storable goods under vertical integration pp. 414-417

Pu-yan Nie

Modelling the world wool market: A hybrid approach pp. 418-431

George Verikios

International macroeconomic dynamics: A factor vector autoregressive approach pp. 432-444

Fabio Bagliano and Claudio Morana

Dynamic heterogeneity in cross-country growth relationships pp. 445-455

Jeffrey Edwards and Krishna Kasibhatla

The analysis of Taiwanese bank efficiency: Incorporating both external environment risk and internal risk pp. 456-463

Yung-Ho Chiu and Yu-Chuan Chen

The trade-off between public debt reduction and automatic stabilisation pp. 464-472

Paul Hiebert, Javier Pérez and Massimo Rostagno

Relevance or irrelevance of capital structure? pp. 473-479

Muradali Ibrahimo and Carlos Barros

How have banks fared following a borrower's financial distress? pp. 480-488

Li-Chiu Chi

A new estimator for trade costs and its small sample properties pp. 489-498

Torbjörn Jansson and Thomas Heckelei

TRIPs and patenting activity: Evidence from the Indian pharmaceutical industry pp. 499-505

Alka Chadha

Panel cointegration and the monetary exchange rate model pp. 506-513

Syed A. Basher and Joakim Westerlund

Modeling growth options and structural change to reach middle income country status: The case of Ghana pp. 514-525

Clemens Breisinger, Xinshen Diao and James Thurlow

Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news pp. 526-531

Fatih Ozatay, Erdal Özmen and Gülbin Şahinbeyoğlu

Time-varying inflation persistence in the Euro area pp. 532-535

Meredith Beechey and Pär Österholm

Asymmetric knowledge flows and localization with endogenous R&D: A dynamic analysis pp. 536-547

Maria Luisa Petit, Francesca Sanna-Randaccio and Roberta Sestini

Volume 26, issue 1, 2009

Population ageing, time allocation and human capital: A general equilibrium analysis for Canada pp. 30-39

Maxime Fougère, Simon Harvey, Jean Mercenier and Marcel Mérette

Financial systems and the cost channel transmission of monetary policy shocks pp. 40-46

Sylvia Kaufmann and Johann Scharler

Sub-national differentiation and the role of the firm in optimal international pricing pp. 47-62

Edward Balistreri and James Markusen

Two stages credit evaluation in bank loan appraisal pp. 63-70

Yenpao Chen, Ruey-Ji Guo and Rao-Li Huang

The time-varying policy neutral rate in real-time: A predictor for future inflation? pp. 71-81

Roman Horvath

Dynamic modeling under linear-exponential loss pp. 82-89

Stanislav Anatolyev

Modeling the behaviour of inflation deviations from the target pp. 90-95

Andros Gregoriou and Alexandros Kontonikas

The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach pp. 96-106

Bong-Han Kim, Hong-Kee Kim and Keun-Yeob Oh

Are OECD consumption-income ratios stationary after all? pp. 107-117

Diego Romero-Ávila

A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries pp. 118-125

Robert Sollis

Intertemporal transfers of emission quotas in climate policies pp. 126-134

Thierry Bréchet, Stéphane Lambrecht and Fabien Prieur

A closed-form solution to the transitional dynamics of the Lucas-Uzawa model pp. 135-138

Constantin Chilarescu

Assessing the impact of the 2004 Olympic Games on the Greek economy: A small macroeconometric model pp. 139-146

Evangelia Kasimati and Peter Dawson

Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments pp. 147-154

Kazuyuki Inagaki

Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach pp. 155-166

Nikolaos Giannellis and Athanasios Papadopoulos

The impact of information signals on market prices when agents have non-linear trading rules pp. 167-176

Catherine Kyrtsou and Anastasios Malliaris

Product cycles among three regions with differential R&D abilities pp. 177-183

Hsiao-Lei Chu

Nonlinear dynamics and the exports-output growth nexus pp. 184-190

Titus Awokuse and Dimitris Christopoulos

Structural breaks in the lending interest rate pass-through and the euro pp. 191-205

Giuseppe Marotta

How will the related variables change if global imbalances unwind? pp. 206-212

Hideki Nishigaki

Horizontal innovation-based growth and product market competition pp. 213-221

Alberto Bucci and Carmelo Parello

QUEST III: An estimated open-economy DSGE model of the euro area with fiscal and monetary policy pp. 222-233

Marco Ratto, Werner Roeger and Jan in 't Veld

Modelling VaR for foreign-asset portfolios in continuous time pp. 234-240

Fen-Ying Chen and Szu-Lang Liao

Industry concentration in South African manufacturing industry: Trends and consequences, 1972-96 pp. 241-250

Johannes Fedderke and Gábor Szalontai

Variety of products, public capital, and endogenous growth pp. 251-255

Toshiki Tamai

Is increased agricultural protection beneficial for South Africa? pp. 256-265

Ramos Mabugu and Margaret Chitiga

How well does a small structural model with sticky prices and wages fit postwar U.S. data? pp. 266-284

Julien Matheron and Céline Poilly