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International Journal of Computational Economics and Econometrics

2009 - 2020

From Inderscience Enterprises Ltd
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Volume 10, issue 2, 2020

Stein-rule estimation in genetic carrier testing pp. 111-128 Downloads
Tong Zeng and R. Carter Hill
Efficiency in banking: does the choice of inputs and outputs matter? pp. 129-148 Downloads
Christos Floros, Constantin Zopounidis, Yong Tan, Christos Lemonakis, Alexandros Garefalakis and Efthalia Tabouratzi
Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots pp. 149-182 Downloads
Dimitrios D. Thomakos and Hossein Hassani
Bias decomposition in the value-at-risk calculation by a GARCH(1,1) pp. 183-202 Downloads
GholamReza Keshavarz Haddad and Mehrnoosh Hasanzade
Futures hedging with stochastic volatility: a new method pp. 203-207 Downloads
Moawia Alghalith and Christos Floros

Volume 10, issue 1, 2020

Modelling agricultural risk in a large scale positive mathematical programming model pp. 2-32 Downloads
Iván Arribas, Kamel Louhichi, Angel Perni, José Vila and Sergio Gómez-y-Paloma
Overvaluation in a non-optimal currency area pp. 33-47 Downloads
Carlos Encinas-Ferrer
An analysis of long-run relationship between ICT sectors and economic growth: evidence from ASEAN countries pp. 48-69 Downloads
Chukiat Chaiboonsri, Satawat Wannapan and Giovanni Cerulli
Evidence for the globalisation types model integrating different trade theories pp. 70-91 Downloads
Bruno G. Rüttimann
Real options games between two competitors: the case of price war pp. 92-110 Downloads
Elżbieta Rychłowska-Musiał

Volume 9, issue 4, 2019

Reconsidering the relationship between foreign direct investment and growth pp. 240-267 Downloads
Carlos Encinas-Ferrer and Eddie Villegas-Zermeño
Causality among CO 2 emissions, energy consumption and economic growth in Italy pp. 268-286 Downloads
Pavlos Stamatiou and Nikolaos Dritsakis
The public sector wage premium puzzle pp. 287-307 Downloads
Yi Wang and Peng Zhou
Depth, tightness and resiliency as market liquidity dimensions: evidence from the Polish stock market pp. 308-326 Downloads
Joanna Olbrys and Michal Mursztyn

Volume 9, issue 3, 2019

Beyond equilibrium: revisiting two-sided markets from an agent-based modelling perspective pp. 153-180 Downloads
Torsten Heinrich and Claudius Gräbner
Gender dimension of migration decisions in Ghana: the reinforcing role of anticipated welfare of climatic effect pp. 181-201 Downloads
Franklin Amuakwa-Mensah, Victoria Nyarkoah Sam and Evelyne Nyathira Kihiu
Insurance risk capital and risk aggregation: bivariate copula approach pp. 202-218 Downloads
Hanène Mejdoub and Mounira Ben Arab
Earnings management to avoid losses and earnings declines in Croatia pp. 219-238 Downloads
Stavros Degiannakis, George Giannopoulos, Salma Ibrahim and Ivana Rozic

Volume 9, issue 1/2, 2019

Measuring uncertainties: a theoretical approach pp. 5-28 Downloads
Carolina Facioni, Isabella Corazziari and Filomena Maggino
Technology diffusion of Industry 4.0: an agent-based approach pp. 29-48 Downloads
Martin Prause and Christina Günther
Forecasting inflation in Tunisia during instability using dynamic factors model: a two-step based procedure based on Kalman filter pp. 49-83 Downloads
Bilel Ammouri, Hassen Toumi, Fakhri Issaoui and Habib Zitouna
Do the flexible employment arrangements increase job satisfaction and employee loyalty? Evidence from Bayesian networks and instrumental variables pp. 84-115 Downloads
Eleftherios Giovanis
On the validity of exclusion restrictions in the structural multivariate framework: a Monte Carlo simulation pp. 116-137 Downloads
Talel Boufateh
Career mobility of PhD holders in social sciences and humanities: evidences from the POCARIM project pp. 138-152 Downloads
Lucio Morettini, Emilia Primeri, Emanuela Reale and Antonio Zinilli

Volume 8, issue 3/4, 2018

Innovation cooperation in East and West Germany: a study on the regional and technological impact pp. 242-279 Downloads
Uwe Cantner, Alexander Giebler, Jutta Günther, Maria Kristalova and Andreas Meder
Structural characteristics of knowledge exchange in innovation networks pp. 280-300 Downloads
Michael Rothgang and Bernhard Lageman
Geographical dynamics of knowledge flows: descriptive statistics on inventor network distance and patent citation graphs in the pharmaceutical industry pp. 301-324 Downloads
Ben Vermeulen
Endogenous dynamics of innovation networks in the German automotive industry: analysing structural network evolution using a stochastic actor-oriented approach pp. 325-344 Downloads
Daniel Hain, Tobias Buchmann, Muhamed Kudic and Matthias Müller
How to find a needle in a haystack?: a theory-driven approach to social network analysis of regional energy transitions pp. 345-369 Downloads
André Schaffrin, Tanja Nietgen and Benjamin Schrempf
Growth and collapse: an agent-based banking model of endogenous leverage cycles and financial contagion pp. 370-387 Downloads
Robert De Caux, Frank McGroarty and Markus Brede
Knowledge diffusion in formal networks: the roles of degree distribution and cognitive distance pp. 388-407 Downloads
Kristina Bogner, Matthias Müller and Michael P. Schlaile

Volume 8, issue 2, 2018

A robust generalised maximum entropy estimator for ill-posed estimation problems pp. 129-143 Downloads
Graeme J. Doole
The model confidence set package for R pp. 144-158 Downloads
Mauro Bernardi and Leopoldo Catania
Testing the validity of instruments in an exactly identified equation pp. 159-169 Downloads
Marco Ventura
Revisiting Kelly's version of the Herfindahl-Hirschman index pp. 170-182 Downloads
George G. Djolov
Designing Kenya's 'first generation' revenue allocation among counties formula with imperfect data: an application of response surface methodology pp. 183-206 Downloads
Moses Muse Sichei
Assessment of R%D and its impact on Indian manufacturing industries pp. 207-228 Downloads
Chandrima Sikdar and Kakali Mukhopadhyay

Volume 8, issue 1, 2018

Energy consumption and gross domestic product in the Philippines: an application of maximum entropy bootstrap framework pp. 1-17 Downloads
Kenneth Barroga and Agustina Tan-Cruz
Price transmission along the Greek food supply chain in a dynamic panel framework: empirical evidence from the implementation of decoupling pp. 18-40 Downloads
Anthony N. Rezitis and Dimitris N. Pachis
Clairvoyant targeted attack on complex networks pp. 41-62 Downloads
Giovanna Ferraro and Antonio Iovanella
medsem: a Stata package for statistical mediation analysis pp. 63-78 Downloads
Mehmet Mehmetoglu
Fiscal multipliers and macroeconomic performance in the case of Slovakia and Hungary pp. 79-94 Downloads
Martin Kameník, Anna RuÅ¡Ä Ã¡ková and Jozefína SemanÄ Ã­ková
Testing for multi-fractality and efficiency in selected sovereign bond markets: a multi-fractal detrended moving average (MF-DMA) analysis pp. 95-120 Downloads
Selçuk Bayraci
Minimisation of bias of Pearson correlation coefficient in presence of coincidental outliers pp. 121-128 Downloads
Athanasios Tsagkanos

Volume 7, issue 4, 2017

Knowledge externalities and production in network: game equilibria, types of nodes, network formation pp. 323-358 Downloads
Vladimir D. Matveenko and Alexei V. Korolev
Topological analysis of migration flows (the case of political refugees) pp. 359-380 Downloads
Francesco Guarascio and Lorenzo Farina
The double role of GDP in shaping the structure of the International Trade Network pp. 381-398 Downloads
Assaf Almog, Tiziano Squartini and Diego Garlaschelli
Big data analysis of foreign exchange rates among Japan, South Korea and Taiwan pp. 399-410 Downloads
Yao-Hsien Lee, Yi-Hsien Wang and Mei-Yu Lee
Derivation of econometric estimable functions of intra-trade industry: the case of the Norwegian intra-continental import trade pattern pp. 411-442 Downloads
Yohannes Yebabe Tesfay and Per Bjarte Solibakke
A chaotic model approach for electricity price forecasting in Indian scenario pp. 443-453 Downloads
Indhu Nair and Anasraj Robert
datanet: a Stata routine for organising a dataset for network analysis purposes pp. 454-462 Downloads
Antonio Zinilli and Giovanni Cerulli

Volume 7, issue 3, 2017

Out-of-equilibrium traverse dynamics the time-to-build tradition pp. 213-224 Downloads
K. Vela Velupillai and N. Dharmaraj
Out of equilibrium: grounds, basics, policies, and accounts pp. 225-237 Downloads
Antonio Bianco
Directed technological change and productivity growth: the Italian evidence 1861-2010 pp. 238-255 Downloads
Cristiano Antonelli, Federico Barbiellini Amidei and Christophe Feder
Schumpeter's illuminating errors: when he was good, he was very good; when he was wrong he was suggestive pp. 256-264 Downloads
William Baumol
Learning, leverage and stability pp. 265-279 Downloads
Peter Howitt
Consumer interaction and innovation incentives pp. 280-301 Downloads
Zakaria Babutsidze
Measuring portfolio risk: How size, book-to-market and prior portfolio returns are related to their risk-adjusted performance? pp. 302-320 Downloads
Sotiria Plastira

Volume 7, issue 1/2, 2017

Hyper-parameterised dynamic regressions for nowcasting Spanish GDP growth in real time pp. 5-42 Downloads
David de Antonio Liedo and Elena Fernández Muñoz
A daily indicator of economic growth for the euro area pp. 43-63 Downloads
Valentina Aprigliano, Claudia Foroni, Massimiliano Marcellino, Gianluigi Mazzi and Fabrizio Venditti
Nowcasting US inflation using a MIDAS augmented Phillips curve pp. 64-77 Downloads
Clément Marsilli
Forecasting euro area recessions by combining financial information pp. 78-94 Downloads
Christophe Bellégo and Laurent Ferrara
The nature and propagation of shocks in the euro area: a comparative SVAR analysis pp. 95-114 Downloads
Alberto Coco and Andrea Silvestrini
An augmented Taylor rule for the Federal Reserve's response to asset prices pp. 115-151 Downloads
Christian Hafner and Alexandre R. Lauwers
Autocorrelation in an unobservable global trend: does it help to forecast market returns? pp. 152-169 Downloads
Anatoly Peresetsky and Ruslan I. Yakubov
The back side of banking in Russia: forecasting bank failures with negative capital pp. 170-209 Downloads
Alexandr Karminsky and Alexander Kostrov
Page updated 2020-06-05