International Journal of Computational Economics and Econometrics

2009 - 2025

From Inderscience Enterprises Ltd
Bibliographic data for series maintained by Sarah Parker ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

The Central Bank's endogenous and non-linear credibility in a dynamic stochastic general equilibrium model: theory and a small computational simulation pp. 2-13: Ricardo Ramalhete Moreira
A boundary analysis of ICT firms on Thailand Stock Market: a maximum entropy bootstrap approach and highest density regions (HDR) approach pp. 14-26: Chukiat Chaiboonsri and Prasert Chaitip
Phillips curve inflation and unemployment: an empirical research for Greece pp. 27-42: Chaido Dritsaki and Melina Dritsaki
The long run dynamic of the Dutch disease phenomenon: a SVAR approach pp. 43-63: Fakhri Issaoui, Talel Boufateh and Ghassen El Montasser
Indigenous R%D effectiveness, technology transfer and productivity growth: evidence from the hi-tech industry of China pp. 64-82: Ahmar Qazi and Zhao Yulin
Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection pp. 83-90: Theophilos Papadimitriou, Periklis Gogas, Vasilios Plakandaras and John C. Mourmouris
A quantitative approach to Faber's tactical asset allocation pp. 91-101: Stefano Marmi, Claudio Pacati, Roberto RenÃ² and Wiston AdriÃ¡n Risso

Income distribution and majority patterns pp. 155-178: Thomas KÃ¤mpke
Linear and non-linear unit root testing in the presence of heavy-tailed GARCH: a finite-sample simulation analysis pp. 179-196: Steve Cook
Modelling and decomposing price volatility in the Greek meat market pp. 197-222: Anthony Rezitis
Stock market volatility and fluctuations in the price-earnings ratio pp. 223-237: Dimitrios Koutmos

Industry-specific determinants of environmental indicators pp. 75-94: Michael Getzner
Choosing an investment strategy by stochastic control pp. 95-104: Amaresh Das
Econometrics and computational economics: an exercise in compatibility pp. 105-114: Todd Feldman and Yi Sun
Equilibrium in Nash differential games via Lyapunov-type iterations pp. 115-122: Ivan Ganchev Ivanov and Boyan Mihailov Lomev
Inference for structural equation modelling on dependent populations pp. 123-153: Savas Papadopoulos

A computational model of politiciansâ€“bureaucracy relationship in a competitively authoritarian environment pp. 1-23: Vahe Lskavyan and Vardges Melkonian
Clustering the changing nature of currency crises in emerging markets: an exploration with self-organising maps pp. 24-46: Peter Sarlin
Three different measures of sample skewness and kurtosis and their effects on the Jarqueâ€“Bera test for normality pp. 47-62: Panagiotis Mantalos
Construction properties of equity fund of funds: a preliminary note from the Greek market pp. 63-73: Aristeidis Samitas, Eleni Stavridou and Ioannis Asimakopoulos

Theory and methodology for dynamic panel data: tested by simulations based on financial data pp. 239-253: Savas Papadopoulos
Vector autoregressive order selection and forecasting via the modified divergence information criterion pp. 254-277: Panagiotis Mantalos, Kyriacos Mattheou and Alex Karagrigoriou
Variable-ordering induced problems of impulse-response analysis and other difficulties: the dividend policy of Austrian firms pp. 278-293: Tobias Basse and Sebastian Reddemann
Testing for market power in the Spanish meat market: price transmission elasticity and asymmetry using econometric models pp. 294-308: Jordi Guillen and Ramon Franquesa
Revisiting deterministic extended-path: a simple and accurate solution method for macroeconomic models pp. 309-316: David Love
Forecasting volatility: double averaging and weighted medians pp. 317-326: Erhard Reschenhofer
The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis pp. 327-342: Panagiotis Mantalos, Kristofer Månsson and Ghazi Shukur
A test of statistical independence under uncertainty pp. 343-345: Moawia Alghalith

Monopolisation of triopoly – revisited pp. 113-125: Jacek Prokop
Optimal investment in immobile human capital in an economic and monetary union pp. 126-147: Michal Konopczynski
Business cycles in Bulgaria and the Baltic countries: an RBC approach pp. 148-170: Aleksandar Vasilev
A new macroeconometric approach to the NATREX model of the equilibrium real exchange rate pp. 171-194: Nedim Dikmen
A comparison of alternative parametric efficiency estimates using rank-sum test statistic pp. 195-209: Roxani Karagiannis and Kostas Velentzas
A note on impact of new economic reforms on the elasticity of substitution in Indian industries: alternative measures pp. 210-224: Bhupendra Singh and Akhilesh Sharma
Risk process estimation techniques used in the optimisation of financial resources of an insurance company pp. 225-237: Iulian Mircea, Radu Serban and Mihaela Covrig

Average treatment effect estimators – inefficiency – minimisation of variance pp. 1-8: Athanasios G. Tsagkanos
VAR model training using particle swarm optimisation: evidence from macro-finance data pp. 9-22: George Filis, Kyriakos Kentzoglanakis and Christos Floros
Bank efficiency and share prices in China: empirical evidence from a three-stage banking model pp. 23-47: Fadzlan Sufian and Muhamed Zulkhibri
Size and power properties of tests of the martingale difference hypothesis: a Monte Carlo study pp. 48-63: Lijun Fan and Terence C. Mills
Forecasting tourist arrivals to Balearic Islands using genetic programming pp. 64-75: Marcos Alvarez-Diaz, Josep Mateu-Sbert and Jaume Rossello
Chaos theory: forecasting the freight rate of an oil tanker pp. 76-88: Eleftherios I. Thalassinos, Mike P. Hanias, Panayiotis G. Curtis and Yannis E. Thalassinos
Is PEAD a consequence of the presence of the cognitive bias of self-attribution in investors' expectations regarding permanent earnings? Evidence from Athens Stock Exchange pp. 89-110: Stavros Degiannakis and George Giannopoulos