International Journal of Computational Economics and Econometrics

2009 - 2026

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Volume 7, issue 4, 2017

Knowledge externalities and production in network: game equilibria, types of nodes, network formation pp. 323-358

Vladimir D. Matveenko and Alexei V. Korolev

Topological analysis of migration flows (the case of political refugees) pp. 359-380

Francesco Guarascio and Lorenzo Farina

The double role of GDP in shaping the structure of the International Trade Network pp. 381-398

Assaf Almog, Tiziano Squartini and Diego Garlaschelli

Big data analysis of foreign exchange rates among Japan, South Korea and Taiwan pp. 399-410

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

Yohannes Yebabe Tesfay and Per Bjarte Solibakke

A chaotic model approach for electricity price forecasting in Indian scenario pp. 443-453

Indhu Nair and Anasraj Robert

datanet: a Stata routine for organising a dataset for network analysis purposes pp. 454-462

Antonio Zinilli and Giovanni Cerulli

Volume 7, issue 3, 2017

Out-of-equilibrium traverse dynamics the time-to-build tradition pp. 213-224

K. Vela Velupillai and N. Dharmaraj

Out of equilibrium: grounds, basics, policies, and accounts pp. 225-237

Antonio Bianco

Directed technological change and productivity growth: the Italian evidence 1861-2010 pp. 238-255

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

William Baumol

Learning, leverage and stability pp. 265-279

Peter Howitt

Consumer interaction and innovation incentives pp. 280-301

Zakaria Babutsidze

Measuring portfolio risk: How size, book-to-market and prior portfolio returns are related to their risk-adjusted performance? pp. 302-320

Sotiria Plastira

Volume 7, issue 1/2, 2017

Hyper-parameterised dynamic regressions for nowcasting Spanish GDP growth in real time pp. 5-42

David de Antonio Liedo and Elena Fernández Muñoz

A daily indicator of economic growth for the euro area pp. 43-63

Valentina Aprigliano, Claudia Foroni, Massimiliano Marcellino, Gianluigi Mazzi and Fabrizio Venditti

Nowcasting US inflation using a MIDAS augmented Phillips curve pp. 64-77

Clément Marsilli

Forecasting euro area recessions by combining financial information pp. 78-94

Christophe Bellégo and Laurent Ferrara

The nature and propagation of shocks in the euro area: a comparative SVAR analysis pp. 95-114

Alberto Coco and Andrea Silvestrini

An augmented Taylor rule for the Federal Reserve's response to asset prices pp. 115-151

Christian Hafner and Alexandre Lauwers

Autocorrelation in an unobservable global trend: does it help to forecast market returns? pp. 152-169

Anatoly Peresetsky and Ruslan I. Yakubov

The back side of banking in Russia: forecasting bank failures with negative capital pp. 170-209

Alexandr Karminsky and Alexander Kostrov

Volume 6, issue 4, 2016

Best statistic profile: an efficient parameter tuning algorithm for systematic trading methods pp. 337-350

Dang Minh Quan

The world distribution of military spending: is there a convergence? pp. 351-365

Bansi Sawhney, Emmanuel Anoruo and William R. DiPietro

Cellular automata: a decision support system for stock market trading pp. 366-378

Tessy Mathew, U. Srinivasa Rao and L. Jeganathan

Commodity prices volatility and macroeconomic performance: testing for a commodity-exporting country pp. 379-389

Ricardo Ramalhete Moreira

An agent-based prediction market: a case study of xFuture in Taiwan pp. 390-412

Bin-Tzong Chie and Chi-Ling Pai

Limit your applications. Dealing with congested markets in the matching procedure pp. 413-431

Janine Balter, Michela Rancan and Olena Senyuta

Implementing a computable general equilibrium model with heterogenous firms and endogenous productivity pp. 432-451

Roberto Roson and Kazuhiko Oyamada

Volume 6, issue 3, 2016

Job satisfaction as a unified mechanism for agent behaviour in a labour market with referral hiring pp. 213-238

Alexander Tarvid

On the influence of nodes' characteristic in inter-organisational innovation networks structure pp. 239-257

Giovanna Ferraro, Antonio Iovanella and Gianluca Pratesi

Why the rich become richer: insights from an agent-based model pp. 258-275

Saul Desiderio and Siyan Chen

The relationship between network ranking and research performance: an application to the Italian national council of research pp. 276-293

Greta Falavigna and Alessandro Manello

Network dependence in the euro area money market pp. 294-314

Gerhard Rünstler

The role of personal networks in the labour insertion of weak jobseekers pp. 315-335

Valentina Lamonica, Elena Ragazzi, Elena Santanera and Lisa Sella

Volume 6, issue 2, 2016

Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis pp. 124-137

Joanna Olbrys and Elzbieta Majewska

Dependence modelling of Malaysian Ringgit (MYR) and Thai Baht (THB): the Markov switching model with dynamic copula approach (DCA) and bivariate extreme value approach pp. 138-155

Prasert Chaitip and Chukiat Chaiboonsri

ICT equipment demand and AEC social-economic mechanisms using PCHVAR(x)-approach and PBVAR(X)-approach pp. 156-175

Chukiat Chaiboonsri and Prasert Chaitip

Modelling financial type 2b globalisation and its effects on trade, investments and unemployment pp. 176-191

Bruno G. Rüttimann

Credit markets and financial crisis in the USA pp. 192-209

Hassen Chtourou

Volume 6, issue 1, 2016

Viability prediction for retail business units using data mining techniques: a practical application in the Greek pharmaceutical sector pp. 1-12

Georgios Marinakos and Sophia Daskalaki

Sequential pairwise trading: convergence and welfare implications pp. 13-43

Maria-Augusta Miceli, Federico Cecconi and Giovanni Cerulli

Multiple local optima for seemingly unrelated regression models pp. 44-55

Norman Womer

Estimation comparison of the capacity utilisation at constant and non-constant returns to scale: the case of the Tunisian manufacturing sector pp. 56-70

Helali Kamel, Maha Kalai and Mohamed Siala

Maximum likelihood estimation of covariance matrices with constraints on the efficient frontier pp. 71-92

Hilal Yilmaz and Neil D. Pearson

Revealing correlations between structure and innovation attitude in inter-organisational innovation networks pp. 93-113

Giovanna Ferraro and Antonio Iovanella

On the Durbin-Watson statistic based on a Z-test in large samples pp. 114-121

Mei-Yu Lee

Volume 5, issue 4, 2015

International investment positions and risk-sharing: an empirical analysis on the coordinated portfolio investment survey pp. 364-391

Filippo Maria Pericoli, Eleonora Pierucci and Luigi Ventura

The US home mortgage market during the financial crisis pp. 392-405

Hassen Chtourou

Credit risk and universal banking: evidence from the banking industry in Ghana pp. 406-429

Franklin Amuakwa-Mensah, George Marbuah, Victoria N. Sam and Alfred Barimah

Risk-management criteria in the Latin-American stock markets: an assessment with a TGARCH model with a skewed normal distribution and autoregressive conditional asymmetry pp. 430-450

Arturo Lorenzo-Valdés and Antonio Ruíz-Porras

Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets pp. 451-479

Gaetano Fileccia and Carlo Sgarra

Volume 5, issue 3, 2015

Uni- vs. bi-directional kinetic exchange models pp. 213-219

Els Heinsalu and Marco Patriarca

Simulating demand-side effects on innovation pp. 220-236

Matthias Mueller, Benjamin Schrempf and Andreas Pyka

A computational experiment on elicitation task bias in time preference pp. 237-256

Oksana Tokarchuk and Roberto Gabriele

The time profile approach to production with an application to gestation lags pp. 257-271

Fabrizio Patriarca and Luca Salvati

Univariate forecasting of Indian exchange rates: a comparison pp. 272-288

Biswajit Maitra

Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes pp. 289-318

Lyudmila Grigoryeva and Juan-Pablo Ortega

Sectoral specialisation in an evolutionary growth model with a Kaldorian flavour pp. 319-344

André Lorentz

Macroeconometric models in practice: the Istat experience pp. 345-360

Fabio Bacchini, Alessandro Girardi and Carmine Pappalardo

Volume 5, issue 2, 2015

Dynamics of Greece's unemployment rate: effect of the economic crisis and forecasting models pp. 127-142

Christos Katris

Valuing managerial flexibility: an application of real option valuation in time of economic transition pp. 143-163

Andrejs Cirjevskis and Edmunds Baduns

Input shadow prices and overall efficiency of vegetable farms in Uzbekistan pp. 164-182

Aziz A. Karimov

Markov-modulated, multi-threshold dual risk model pp. 183-198

G. Shija and M.J. Jacob

Forecasting mortgage defaults: evidence from UK portfolio-level data pp. 199-210

Alexios Makropoulos, Anastasios Savvopoulos and Peter L. Jones

Volume 5, issue 1, 2015

Differentiated marketing strategies between strategic groups in Greek food industry pp. 1-11

Ourania Notta

Moral hazard contracting and credit rationing in opaque credit markets pp. 12-34

Xin He

Determinants of non-performing loans in Ghana banking industry pp. 35-54

Franklin Amuakwa-Mensah and Angela Boakye-Adjei

GCC countries and the nexus between exchange rate and oil price: What wavelet decomposition reveals? pp. 55-70

Jamal Bouoiyour and Refk Selmi

The effects of exchange rate volatility on sectoral exports evidence from Sweden, UK, and Germany pp. 71-107

Dimitris Serenis and Nicholas Tsounis

Evolution of global inequality in human well-being: a sensitivity analysis pp. 108-125

Vanesa Jordá, Carmen Trueba and José María Sarabia