International Journal of Computational Economics and Econometrics

2009 - 2025

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Volume 15, issue 1/2, 2025

Minimum wage as the determinant of productivity in EU countries pp. 3-17

Jana Kopecká, Lenka Viskotová and David Hampel

Heterogeneous impacts of the COVID-19 pandemic on financial performance among European hotels pp. 18-33

Tomáš Heryán, Petra RÅ¯Ä ková and Jana Å imáková

Tourism product life cycle dynamics: a computational approach to identifying tourism stages in Italy and Greece pp. 34-48

Zacharoula Kalogiratou, Theodoros Monovasilis, Nicholas Tsounis and Gerassimos Bertsatos

Correlations and volatility spillovers across cryptocurrency and stock markets: linking gold, bonds, and FRX pp. 49-77

Mirzat Ullah and Kazi Sohag

Unpacking customer feedback and brand equity dynamics in the hospitality industry through machine learning techniques pp. 78-93

T.D. Dang and M.T. Nguyen

The global inflation cycle and the dollarisation system with the interlink with commodities: an application of the Bayesian network analysis pp. 94-115

Amira Hakim

Application of Bayesian methods in the analysis of dynamic conditional correlation multivariate GARCH models pp. 116-146

Dechassa Obsi Gudeta

A new approach for independent component analysis and its application for clustering the economic data pp. 147-171

Fatemeh Asadi, Hamzeh Torabi and Hossein Nadeb

Disaggregated productivity measurement of industrial firms using the data envelopment analysis method pp. 172-195

Ahmar Qasim Qazi, Umair Saeed Bhutta, Muhammad Rehan Shaukat and Amitabh Mishra

An optimised CNN-stacked LSTM neural network model for predicting stock market time-series data pp. 196-224

Kalva Sudhakar and Satuluri Naganjaneyulu

Volume 14, issue 4, 2024

Evaluation and improvement of two homogeneous stock trading systems under computational and experimental finance in China: based on IASM model pp. 363-388

Zhuwei Li, Baolu Wang and Rong He

General financial economic equilibria pp. 389-422

Dilip B. Madan

The trade led-growth hypothesis in China and G8 countries: pooled mean group estimation pp. 423-448

Khalid Usman

Fiscal policy and private investment: some anomalies from Saudi Arabia pp. 449-467

Salaheddine El Omari and Noureddine Ben Lagha

Modelling seasonal fractionally integrated process with volatility and structural change pp. 468-485

Lawrence Dhliwayo, Florance Matarise and Charles Chimedza

Volume 14, issue 3, 2024

Determinants of government bond returns: an Indian experience pp. 251-268

Muhammadriyaj Faniband and Pravin Jadhav

A bibliometric survey of macroeconomic topics in agent-based models pp. 269-283

Emiliano Alvarez

New transmission channels of ECB's unconventional monetary policies pp. 284-305

Shuffield Seyram Asafo and Luca Riccetti

Worker occupational skills and unemployment duration: a competing-risks econometric approach pp. 306-336

Ahmed Wassal Elroukh

Nonlinear autoregressive with exogeneous input neural network time series model performance: bitcoin price prediction pp. 337-362

Nurazlina Abdul Rashid and Mohd Tahir Ismail

Volume 14, issue 2, 2024

Editorial pp. 99-102

Giorgia Marini

Procuring medical devices: evidence from Italian public tenders pp. 103-121

Vincenzo Atella and Francesco Decarolis

Technical efficiency in Irish public hospitals: a multi-output distance function SFA approach pp. 122-150

Niall Devitt, Marta Zieba and Declan Dineen

The role of home healthcare in reducing hospital readmissions and costs in patients with acute myocardial infarction pp. 151-171

Irina Mozhaeva and Juris Barzdins

Is the European refugee crisis a potential threat to public health? Evidence from Italy pp. 172-196

Jay Bhattacharya and Giorgia Marini

Might low-protein diet for chronic kidney disease patients be successful? A case study with the application of a random effects ordered probit model pp. 197-213

Lara Gitto, Valeria Cernaro, Guido Gembillo, Alfredo Laudani, Daniela Metro and Domenico Santoro

Financial problems and self-reported health status: an analysis for selected European countries pp. 214-250

Margherita Giannoni

Volume 14, issue 1, 2024

Identifying trend nature in time series using autocorrelation functions and stationarity tests pp. 1-22

M. Boutahar and M. Royer-Carenzi

Machine learning-based business risk analysis for big data: a case study of Pakistan pp. 23-41

Mohsin Nazir, Zunaira Butt, Aneeqa Sabah, Azeema Yaseen and Anca Jurcut

Improved stock price forecasting by streamlining indicators: an approach via feature selection and classification pp. 42-60

Mohammad Javad Sheikhzadeh and Sajjad Rahmany

Structural breaks detection using step-indicator saturation technique in state-space model pp. 61-80

Farid Zamani Che Rose, Mohd Tahir Ismail and Nur Aqilah Khadijah Rosili

American financial markets dependencies: a vine copula approach pp. 81-97

Arturo Lorenzo-Valdes

Volume 13, issue 4, 2023

Fiscal policy feasibility in Tunisia: a neo-Keynesian DSGE model approach pp. 353-373

Slah Slimani

An empirical analysis of herding behaviour: evidence from developed and frontier financial markets pp. 374-403

Abdelati Hakmaoui and Ouael El Jebari

Impact of the increase in the price of smuggled gasoline on the Beninese economy: an analysis using a dynamic computable general equilibrium model pp. 404-422

Aristide Medenou, Arouna Ogouchôni Lekoyo and Rafiou Raphaël Bétila

Interpreting return variability via the dividend-price-earnings ratio pp. 423-445

Catherine Georgiou

Predicting stock return and volatility with machine learning and econometric models - a comparative case study of the Baltic stock market pp. 446-489

Anders Nõu, Darya Lapitskaya, M. Hakan Eratalay and Rajesh Sharma

Volume 13, issue 3, 2023

The (relative) importance of the attack in the game of football: evidence from a team-level study of Italian Serie A pp. 243-255

Siyan Chen and Saul Desiderio

Polarisation, institutional quality, and social cohesion: evidence in worldwide scenario pp. 256-269

Muhammad Nadeem, Mumtaz Anwar and Zahid Pervaiz

Quantile regression-based seasonal adjustment pp. 270-304

Massimiliano Caporin and Mohammed Elseidi

Price stickiness and wage stickiness in generalised new Keynesian model pp. 305-331

Rui Wang

Measuring market power in antitrust: a new hybrid approach pp. 332-351

Walid Gani

Volume 13, issue 2, 2023

The stock market - oil prices variability relationship in the USA: the financial crisis effect pp. 129-152

Dimitrios Kartsonakis-Mademlis and Nikolaos Dritsakis

Unreplicated factorial experimental designs for offline quality improvement and industrial process optimisation pp. 153-167

Hager Farhoud and Lotfi Taleb

Globalisation and the Nigerian environment: empirical evidence from quantile cointegration pp. 168-188

Olalekan Bashir Aworinde

An S-curve efficient frontier on second-hand auto price pp. 189-215

Fadzilah Salim and Nur Azman Abu

Simple methods to handle missing data pp. 216-242

Ruzhdie Bici

Volume 13, issue 1, 2023

Reservoir computing vs. neural networks in financial forecasting pp. 1-22

Spyros P. Georgopoulos, Panagiotis Tziatzios, Stavros G. Stavrinides, Ioannis P. Antoniades and Michael P. Hanias

Consumption per effective labour in Brazil: testing for the optimising behaviour pp. 23-34

Ricardo Ramalhete Moreira

The influence of financial and technological structure on eco-efficiency: an application of DDF bootstrapped framework in the Italian polluting industries pp. 35-60

Greta Falavigna and Alessandro Manello

Measuring tax administrations efficiency using data envelopment analysis: evidence from 26 European countries pp. 61-109

Athanasios Anastasiou, Charalampos Kalligosfyris and Eleni Kalamara

The use of classification models to identify factors differentiating the competitiveness of the EU-15 and EU-13 countries pp. 110-128

Agnieszka Kleszcz