International Journal of Computational Economics and Econometrics

2009 - 2026

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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

Volume 9, issue 4, 2019

Reconsidering the relationship between foreign direct investment and growth pp. 240-267

Carlos Encinas-Ferrer and Eddie Villegas-Zermeño

Causality among CO 2 emissions, energy consumption and economic growth in Italy pp. 268-286

Pavlos Stamatiou and Nikolaos Dritsakis

The public sector wage premium puzzle pp. 287-307

Yi Wang and Peng Zhou

Depth, tightness and resiliency as market liquidity dimensions: evidence from the Polish stock market pp. 308-326

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

Torsten Heinrich and Claudius Gräbner

Gender dimension of migration decisions in Ghana: the reinforcing role of anticipated welfare of climatic effect pp. 181-201

Franklin Amuakwa-Mensah, Victoria Nyarkoah Sam and Evelyne Nyathira Kihiu

Insurance risk capital and risk aggregation: bivariate copula approach pp. 202-218

Hanène Mejdoub and Mounira Ben Arab

Earnings management to avoid losses and earnings declines in Croatia pp. 219-238

Stavros Degiannakis, George Giannopoulos, Salma Ibrahim and Ivana Rozic

Volume 9, issue 1/2, 2019

Measuring uncertainties: a theoretical approach pp. 5-28

Carolina Facioni, Isabella Corazziari and Filomena Maggino

Technology diffusion of Industry 4.0: an agent-based approach pp. 29-48

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

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

Eleftherios Giovanis

On the validity of exclusion restrictions in the structural multivariate framework: a Monte Carlo simulation pp. 116-137

Talel Boufateh

Career mobility of PhD holders in social sciences and humanities: evidences from the POCARIM project pp. 138-152

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

Uwe Cantner, Alexander Giebler, Jutta Günther, Maria Kristalova and Andreas Meder

Structural characteristics of knowledge exchange in innovation networks pp. 280-300

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

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

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

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

Robert De Caux, Frank McGroarty and Markus Brede

Knowledge diffusion in formal networks: the roles of degree distribution and cognitive distance pp. 388-407

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

Graeme J. Doole

The model confidence set package for R pp. 144-158

Mauro Bernardi and Leopoldo Catania

Testing the validity of instruments in an exactly identified equation pp. 159-169

Marco Ventura

Revisiting Kelly's version of the Herfindahl-Hirschman index pp. 170-182

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

Moses Muse Sichei

Assessment of R%D and its impact on Indian manufacturing industries pp. 207-228

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

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

Anthony Rezitis and Dimitris N. Pachis

Clairvoyant targeted attack on complex networks pp. 41-62

Giovanna Ferraro and Antonio Iovanella

medsem: a Stata package for statistical mediation analysis pp. 63-78

Mehmet Mehmetoglu

Fiscal multipliers and macroeconomic performance in the case of Slovakia and Hungary pp. 79-94

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

Selçuk Bayraci

Minimisation of bias of Pearson correlation coefficient in presence of coincidental outliers pp. 121-128

Athanasios Tsagkanos