International Journal of Computational Economics and Econometrics

2009 - 2025

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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

Volume 10, issue 4, 2020

Stabilisation policies in a small Euro area economy: taxes or expenditures? A case study for Slovenia pp. 309-327

Klaus Weyerstrass, Reinhard Neck, Dmitri Blueschke, Boris Majcen, Andrej Srakar and Miroslav VerbiÄ

Infrastructure development and income inequality in India: an empirical investigation pp. 328-344

Varun Chotia

The role of R%D in economic growth in Arab countries pp. 345-365

Mohammed Shahateet

Economic and business cycles with time varying in India: evidence from ICT sectors pp. 366-379

Chukiat Chaiboonsri, Satawat Wannapan and Giovanni Cerulli

Determinants of risk sharing via exports: trade openness and specialisation pp. 380-397

Faruk Balli, Eleonora Pierucci and Jian Gan

Value-added in high technology and industrial basic research: a weighted network observing the trade of high-tech goods pp. 398-418

Antonio Zinilli and Mario De Marchi

A note on the use of the Box-Cox transformation for financial data pp. 419-422

Dimitrios Kartsonakis-Mademlis and Nikolaos Dritsakis

Volume 10, issue 3, 2020

Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms pp. 209-221

Yao-Tsung Chen and Hao-Qun Yang

Performance evaluation of the Bayesian and classical value at risk models with circuit breakers set up pp. 222-241

GholamReza Keshavarz Haddad and Hadi Heidari

Stages and determinants of European Union small and medium sized firms' failure process pp. 242-263

Alexios Makropoulos, Charlie Weir and Xin Zhang

Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis pp. 264-290

Konstantinos Gkillas, Christos Floros, Christoforos Konstantatos and Dimitrios Vortelinos

An analysis of major Moroccan domestic sectors interdependencies and volatility spillovers using multivariate GARCH models pp. 291-307

Ouael El Jebari and Abdelati Hakmaoui

Volume 10, issue 2, 2020

Stein-rule estimation in genetic carrier testing pp. 111-128

Tong Zeng and Carter Hill

Efficiency in banking: does the choice of inputs and outputs matter? pp. 129-148

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

Dimitrios Thomakos and Hossein Hassani

Bias decomposition in the value-at-risk calculation by a GARCH(1,1) pp. 183-202

GholamReza Keshavarz Haddad and Mehrnoosh Hasanzade

Futures hedging with stochastic volatility: a new method pp. 203-207

Moawia Alghalith and Christos Floros

Volume 10, issue 1, 2020

Modelling agricultural risk in a large scale positive mathematical programming model pp. 2-32

Iván Arribas, Kamel Louhichi, Angel Perni, José Vila and Sergio Gómez-y-Paloma

Overvaluation in a non-optimal currency area pp. 33-47

Carlos Encinas-Ferrer

An analysis of long-run relationship between ICT sectors and economic growth: evidence from ASEAN countries pp. 48-69

Chukiat Chaiboonsri, Satawat Wannapan and Giovanni Cerulli

Evidence for the globalisation types model integrating different trade theories pp. 70-91

Bruno G. Rüttimann

Real options games between two competitors: the case of price war pp. 92-110

Elżbieta Rychłowska-Musiał