International Journal of Computational Economics and Econometrics

2009 - 2026

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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

Volume 12, issue 4, 2022

The management of COVID-19 epidemic: estimate of the actual infected population, impact of social distancing and directions for an efficient testing strategy. The case of Italy pp. 342-365

Federico Brogi, Barbara Guardabascio and Giulio Barcaroli

Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA pp. 366-380

Christopher Baum and Miguel Henry

An integrated K-means-GP approach for US stock fund diversification and its impact due to COVID-19 pp. 381-404

Dinesh K. Sharma, H.S. Hota and Vineet Kumar Awasthi

Non-parametric Bayesian updating and windowing with kernel density and the kudzu algorithm pp. 405-428

Robert L. Grant

COVID-19 pandemic and the economy: sentiment analysis on Twitter data pp. 429-444

Shira Fano and Gianluca Toschi

Searching for the peak: Google Trends and the first COVID-19 wave in Italy pp. 445-458

Paolo Brunori, Giuliano Resce and Laura Serlenga

Evaluating the efficiency of fiscal responses to COVID-19 pandemic in the OECD countries: a two-stage data envelopment analysis approach pp. 459-485

Israa A. El Husseiny and Mohamed M. Badawy

Volume 12, issue 3, 2022

Investigating the monetary and fiscal policy regimes dominance for inflation determination in Nigeria: a Bayesian TVP-VAR analysis pp. 223-240

Olusola Joel Oyeleke, Lukman Oyelami and Adeyemi A. Ogundipe

The effect of female employment on saving-investment gap and the role of their interaction in the economic growth pp. 241-262

Oznur Ozdamar, Sibel Gunduz and Eleftherios Giovanis

Tax benefits determinants and earnings management: results from the eurozone countries pp. 263-274

Panagiotis Tachinakis

A SAS macro for examining stationarity under the presence of up to m endogenous structural breaks with an application on EU28 agri-food exports pp. 275-283

Dimitrios Dadakas

The App-RegMIP: an open access software for regional input-output tables estimation pp. 284-302

Sebastián Nicolsás González, Carlos Romero, Maria Ramos, Pablo Augusto Negri and Matias Marino

A comparison of SVR and NARX in financial time series forecasting pp. 303-320

Engin Tas and Ayca Hatice Atli

Stackelberg secure modelling game scheme for price-power control in cognitive radio enabled agriculture system pp. 321-338

Khyati Chopra and M. Afshar Alam

Volume 12, issue 1/2, 2022

Causal statistics of structural dependence space-based trend simulations for the coalition of rice exporters: the cases of India, Thailand, and Vietnam pp. 4-28

Anuphak Saosaovaphak, Chukiat Chaiboonsri and Satawat Wannapan

Perspective of an exchange rate policy for global financial systems: evidence between China and ASEAN countries pp. 29-51

Chukiat Chaiboonsri, Satawat Wannapan and Nisit Pantamit

Transnational public research funding in Europe: exploring proximity dimensions in the ERA-NET programs pp. 52-73

Antonio Zinilli, Andrea Orazio Spinello and Emanuela Reale

A dose response evaluation of regional incentives to R%D pp. 74-104

Raffaele Spallone and Giovanni Cerulli

Simulating the effect of El Niño Southern Oscillation on the worldwide wheat prices pp. 105-138

Edmondo Di Giuseppe, Gianfranco Giulioni and Massimiliano Pasqui

Does spatial location affect business liquidations? pp. 139-157

Alexios Makropoulos, Charlie Weir and Xin Zhang

The effects of education and experience on youth employee wages: the case of Turkey pp. 158-173

Ebru Caglayan-Akay and Fulden Komuryakan

Exploring Brexit implications: the impact of longer journey times pp. 174-196

Bernard Fingleton

Bootstrapped nonlinear impulse-response analysis: the FTSE100 (UK) and the NDX100 (US) indices 2012-2021 pp. 197-221

Per Bjarte Solibakke

Volume 11, issue 4, 2021

Ensemble margin resampling approach for a cost sensitive credit scoring problem pp. 323-348

Meryem Saidi, Nesma Settouti, Mostafa El Habib Daho and Mohammed El Amine Bechar

A non-parametric estimator for stochastic volatility density pp. 349-367

Soufiane Ouamaliche and Awatef Sayah

Simulating long run structural change with a dynamic general equilibrium model pp. 368-405

Roberto Roson and Wolfgang Britz

Testing for panel cointegration in high dimensional data in the presence of cross-sectional dependency pp. 406-418

Rashid Mansoor, Kristofer Månsson and Pär Sjölander

Analysing the degree of integration of the euro area: how a lack of complete markets and insufficient risk sharing raise concerns about its durability and stability pp. 419-461

Januj Amar Juneja

Volume 11, issue 3, 2021

Bootstrapping the log-periodogram estimator of the long-memory parameter: is it worth weighting? pp. 201-221

Saeed M. Heravi and Kerry D. Patterson

R%D cooperation performance inside innovation clusters pp. 222-251

B.G. Jean Jacques Iritié

Demand monotonicity of a pavement cost function used to determine Aumann-Shapley values in highway cost allocation pp. 252-279

Dong-Ju Lee, Saurav Kumar Dubey, Chang-Yong Lee and Alberto Garcia-Diaz

The impact of the CAP Health Check on the price relations of the EU food supply chain: a dynamic panel data cointegration analysis pp. 280-303

Anthony Rezitis and Andreas Rokopanos

Two algorithms in sign restrictions: an exploration in an empirical SVAR pp. 304-321

Lance A. Fisher and Hyeon-seung Huh

Volume 11, issue 2, 2021

Depth-based support vector classifiers to detect data nests of rare events pp. 107-142

Rainer Dyckerhoff and Hartmut Jakob Stenz

Automated detection of entry and exit nodes in traffic networks of irregular shape pp. 143-160

Simon Plakolb, Christian Hofer, Georg Jäger and Manfred Füllsack

Does time-frequency scale analysis predict inflation? Evidence from Tunisia pp. 161-188

Bilel Ammouri, Fakhri Issaoui and Habib Zitouna

A SAS macro for examining stationarity under the presence of endogenous structural breaks pp. 189-199

Dimitrios Dadakas and Scott Fargher

Volume 11, issue 1, 2021

Persistent dynamics in (in)determinate equilibrium rational expectations models pp. 1-11

Marco Sorge

Size-distribution analysis in the study of urban systems: evidence from Greece pp. 12-36

Dimitrios Tsiotas, Labros Sdrolias, Georgios Aspridis, Dagmar Škodová-Parmová and Zuzana Dvořáková-Líšková

Factor decomposition of disaggregate inflation: the case of Greece pp. 37-62

Nikolaos A. Krimpas, Paraskevi Salamaliki and Ioannis Venetis

Computational method for approximating the behaviour of a triopoly: an application to the mobile telecommunications sector in Greece pp. 63-77

Yiannis C. Bassiakos, Zacharoula Kalogiratou, Theodoros Monovasilis and Nicholas Tsounis

Separating yolk from white: a filter based on economic properties of trend and cycle pp. 78-83

Peng Zhou

Efficiency of microfinance institutions of South Asia: a bootstrap DEA approach pp. 84-104

Asif Khan and Rachita Gulati