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Journal for Economic Forecasting

2000 - 2022

Current editor(s): Lucian Liviu Albu and Corina Saman

From Institute for Economic Forecasting
Contact information at EDIRC.

Bibliographic data for series maintained by Corina Saman ( this e-mail address is bad, please contact ).

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2022, articles 3

Macroeconomic Measurement of Expectations versus Reality pp. 5-30 Downloads
Emilian Dobrescu
Confidence vs. Uncertainty: An Explanation of Housing Prices In the Old EU Member States pp. 31-45 Downloads
Blanka ŠKRABIĆ Perić, Ana RIMAC Smiljanić and Petar Sorić
Bank Efficiency and Economic Growth in the OECD Countries pp. 46-66 Downloads
Süleyman Kale and Mehmet Hasan Eken
Cohort Analysis of Labor Participation and Sectoral Composition of Employment in Ecuador pp. 67-87 Downloads
Diego Danny ONTANEDA Jiménez, Wilson Guzman, Luis Rodrigo MENDIETA Muñoz and Monica RĂILEANU Szeles
Shock-dependent Exchange Rate Pass-through into Different Measures of Price Indices in the Case of Romania pp. 88-104 Downloads
Cristina Anghelescu
The Impact of Corporate Social Responsibility and Corporate Governance on Bank Efficiency. Comparative Analysis of Consolidated and Nonconsolidated Banks pp. 105-127 Downloads
Hsueh-Li Huang, Lien-Wen Liang and Yi-Ching SU Chu
What Makes the Level of Particulate Matter Emissions Worse in Korea? pp. 128-143 Downloads
Eunmo Yang, Hojoong Bae and Doojin Ryu
Time-Varying Impacts of Macroeconomic Variables on Stock Market Returns and Volatility: Evidence from Pakistan pp. 144-166 Downloads
Abdul Rashid, Aamir Javed, Zainab Jehan and Uzma Iqbal
New Evidence from Government Debt and Economic Growth in Core and Periphery European Union Countries: Asymmetric Panel Causality pp. 167-187 Downloads
İbrahim Özmen
Procyclical and Countercyclical Fiscal Policies in Non-Euro EU Member Countries pp. 188-205 Downloads
Aurel Iancu and Dan Constantin Olteanu

2022, articles 2

The Nexus between Bank M&As and Financial Development pp. 5-28 Downloads
Alin Marius Andrieș, Sabina Cazan and Nicu Sprincean
Spillovers in the Presence of Financial Stress – An Application to Romania pp. 29-43 Downloads
Anca Mihaela Copaciu and Alexandra Horobet
Estimating Probability of Default for Systemically Important Financial Institutions during Covid-19 Pandemic. Evidence from Europe and USA pp. 44-53 Downloads
George Anton, Cosmin-Octavian Cepoi and Cătălin-Emilian Huidumac-Petrescu
The Competitive Advantage of Foreign Trade with Agri-Food Products pp. 54-64 Downloads
Tudorel Andrei, Bogdan Oancea, Andreea Mirică and Lucian Claudiu Anghel
Covid-19, Tourism and the Economy - Evidence from Pandemic Epicenters of Europe pp. 65-82 Downloads
Yu Ma, Adnan Khurshid, Abdur Rauf, Jin Zhang, Xinyu Wang and Claudia Boghicevici
How Does the Reform in Pricing Mechanism Affect the World’s Iron Ore Price: A Time-Varying Parameter SVAR Model pp. 83-103 Downloads
Yufeng Chen and Shuo Yang
Re-Study on Dynamic Connectedness between Macroeconomic Indicators and the Stock Market in China pp. 104-124 Downloads
Ngo Thai Hung
The Effects of Individual and Economic Risks and Stress Testing of Non-Life Sector Profitability: The Case of the NorthMacedonian Insurance Sector pp. 125-144 Downloads
Jordan Kjosevski, Mihail Petkovski and Kiril Simeonovski
The Role of Macroeconomic and Market Indicators in Explaining Sovereign Credit Default Swaps (CDS) Spread Changes: Evidence from Türkiye pp. 145-164 Downloads
Mustafa Tevfik Kartal
What Is New About the PPP Theory in the Nordic Countries? Evidence from Panel Unit Root Tests with Sharp Breaks and Gradual Shifts pp. 165-186 Downloads
Mehmet Dinç, Mustafa Gömleksiz2 and Özlem Gül Dinç
How are industrial sector optimization, mitigation policies and taxes contributing to carbon neutrality? Threshold Evidence from Europe pp. 187-201 Downloads
Xinyu Wang, Wensen Wu, Jin Zhang, Gheorghe Hurduzeu, Teodora Odett Breaz and Vasile Cosmin Nicula

2022, articles 1

Revisiting Limits and Pitfalls of QE in the Emerging Markets pp. 5-25 Downloads
Daniel Dăianu, Alexie Alupoaiei and Matei Kubinschi
The Nonlinear Effects of High Technology Exports, R&D and Patents on Economic Growth: A Panel Threshold Approach to 35 OECD Countries pp. 26-44 Downloads
Özgür Ersin, Ayfer Ustabaş and Tuğçe Acar
High-Income Countries and Feldstein-Horioka Puzzle: Econometric Evidence from Dynamic Common-Correlated Effects Model pp. 45-67 Downloads
Onur Özdemir
Joint Modelling of S&P500 and VIX Indices with Rough Fractional Ornstein-Uhlenbeck Volatility Model pp. 68-84 Downloads
Ömer Önalan
Heterogeneous Debt Financing and Share Return Volatility pp. 85-105 Downloads
Xiaobao Song and Wunhong Su
The Fractal Structure of CDS Spreads: Evidence from the OECD Countries pp. 106-121 Downloads
Emrah Balkan and Umut Uyar
A Comparison of Static, Dynamic and Machine Learning Models in Predicting the Financial Distress of Chinese Firms pp. 122-138 Downloads
Umair Bin Yousaf, Khalil Jebran and Man Wang
Evaluation of dimensions of SERVQUAL model for determining quality of processes in reverse logistics using a Delphi – Fuzzy PIPRECIA model pp. 139-159 Downloads
Željko Stević, Dajana Nunić, Ibrahim Badi and Darjan Karabašević
Do Regulatory Quality, Government Effectiveness and Rule of Law Matter to Foreign Direct Investment in Nigeria? pp. 160-175 Downloads
Hassan O. Ozekhome
A Prognosis on Romania’s Capacity to Deal with Emergency Situations: Objective and Subjective Resilience during The Covid-19 Pandemic pp. 176-190 Downloads
Dan Dungaciu and Lucian Dumitrescu

2021, articles 4

Potential Output: A Market Conditionalities Interpretation pp. 5-38 Downloads
Emilian Dobrescu
Responding to Criticism of Monetary Policy in Romania in the Decade Surrounding the 2008 Financial Crisis (2004-2013) pp. 39-58 Downloads
Lucian Croitoru
Digitization and Population Welfare in the New EU Member States pp. 59-75 Downloads
Elena Pelinescu, Marioara Iordan and Mihaela-Nona Chilian
The Catch-up Effect of Economic Growth. Evidence from the European Countries pp. 76-86 Downloads
Meral Kagitci, Leonardo Badea and Vasile Cosmin Nicula
Gauging the Effect of Investor Sentiment on Cryptocurrency Market: An Analysis of Bitcoin Currency pp. 87-102 Downloads
Muhammad Mohsin, Sobia Naseem, Larisa Ivașcu, Lucian-Ionel Cioca, Muddassar Sarfraz and Nicolae Cristian Stănică
FDI Determinants Revisited: Extensive Evidence pp. 103-123 Downloads
Oana Popovici, Adrian Cantemir Calin, Diana Ivana and Sorin Dan
Exploring the Relationship Between Farm Productivity and CAP Subsidies for the NMS pp. 124-140 Downloads
Cecilia Alexandri, Corina Saman and Bianca Pauna
Simplified Pivot Pairwise Relative Criteria Importance Assessment (Piprecia-S) Method pp. 141-154 Downloads
Dragisa Stanujkic, Darjan Karabasevic, Gabrijela Popovic and Cipriana Sava
The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration pp. 155-170 Downloads, Simona Stamule and Iulian Cornel Lolea
Bank Competition and Firm Innovation Output: The Role of Financing Constraints pp. 171-188 Downloads
Peisen Liu and Yufeng Xia

2021, articles 3

Anchoring of Inflation Expectations: The Case of Turkey pp. 5-19 Downloads
Selahattin Togay and Umit Bulut
The Time-Varying Tradeoff between Inflation and Unemployment: Evidence from SAARC Economies with a State Space Approach pp. 20-34 Downloads
Thanabalasingam Vinayagathasan and Xiangcai Meng
Do Mutual Fund Flows Influence Stock Market Volatility? Further Evidence from Emerging Market pp. 35-51 Downloads
Fiza Qureshi, Saba Qureshi and Sobia Shafaq Shah
Human Capital and Firm Innovation: New Evidence from ASEAN Countries pp. 52-71 Downloads
Chia-Hua Chang and Dung NGUYEN- van
Country Risk and Bank Stability pp. 72-96 Downloads
Jiang-Chuan Huang and Hueh-Chen Lin
Measuring the Monetary Policy Stance in Turkey: Effects of Traditional and Non-Traditional Monetary Policy Instruments pp. 97-119 Downloads
Metin Tetik and Görkem Kara
Investigating the Relationship between Natural Capital and Sustainable Economic Growth using the General Equilibrium Model pp. 120-139 Downloads
Fatemeh Salimianrad, Vali Borimnejad and Sahar Dehyuori
Okun’s Law (A)Symmetry in SEE Countries: Evidence from Nonlinear ARDL Model pp. 140-157 Downloads
Vladimir Mihajlović and Aleksandra Fedajev
Modelling the Budget Revenues on the Basis of Appropriate Macroeconomic Indicators. A Case Study for Romania pp. 158-171 Downloads
Alina Mirela Bălţăţeanu, Emilia Ţiţan, Daniela Manea and Francesca Dana Andreescu

2021, articles 2

Fiscal and Monetary Policy Interactions in a DSGE Model for the Romanian Economy pp. 5-21 Downloads
Alina Bobaşu and Bogdan Murarașu
Forecasting Stock Market Dynamics using Bidirectional Long Short-Term Memory pp. 22-34 Downloads
Daehyeon Park and Doojin Ryu
The Impact of Global Uncertainties on Economic Growth: Evidence from the US Economy (1996: Q1-2018: Q4) pp. 35-54 Downloads
Ömer Yalçinkaya and Ali Kemal Çeli̇k
Accentuating the Impacts of Political News on the Stock Price, Working Capital and Performance: An Empirical Review of Emerging Economy pp. 55-73 Downloads
Muhammad Ateeq ur Rehman, Syed Ghulam Meran Shah, Lucian-Ionel Cioca and Alin Artene
Asymmetric Oil Price and Exchange Rate Pass-Through in the Turkish Oil-Gasoline Markets pp. 74-93 Downloads
Taner Sekmen and Seher Gülşah Topuz
Emigration Decision and the Migration Profile of the Unemployed: A Case Study on Romania pp. 94-111 Downloads
Mirela Cristea, Daniela Emanuela Dănăcică and Graţiela Georgiana Noja
The Role of Gender in the Government Expenditure and Unemployment Nexus: An Investigation at Regional Level for Turkey pp. 112-128 Downloads
Orkun Çelik and Elif Erer
Estimating the Dynamics of Household Waste Management in Turkey pp. 129-143 Downloads
Marius Petrescu, Ionica Oncioiu, Anca-Gabriela Petrescu, Florentina-Raluca Bîlcan, Mihai Petrescu and Dumitru-Alexandru Stoica
Forecasting Inflation by Using the Sub-Groups of both CPI and WPI: Evidence from Auto Regression (AR) and ARIMA Models pp. 144-161 Downloads
Rizwan Raheem Ahmed, Dalia Streimikiene, Saghir Ghauri and Muhammad Aqil
The Role of Dividends on Equity Valuation: Evidence from the GCC Countries pp. 162-180 Downloads
Bassam M. Abu-Abbas
Corporate Financial Risk Assessment and Role of Big Data; New Perspective Using Fuzzy Analytic Hierarchy Process pp. 181-199 Downloads
Huaiwen Zhang, Adnan Khurshid, Xinyu Wang and Alina Mirela Băltăţeanu

2021, articles 1

EU’s CAM and Potential GDP Estimates. Some Inconsistent Results in the Case of Romania pp. 5-16 Downloads
Bianca Pauna and George Georgescu
Does Firm Size Matters for Firm Growth? Evidence from the Romanian Health Sector pp. 17-31 Downloads
Stelian Stancu, Eugenia Grecu, Mirela Ionela Aceleanu, Daniela Livia Traşcă and Claudiu Albulescu
Measuring the Jump Risk Contribution under Market Microstructure Noise – Evidence from Chinese Stock Market pp. 32-47 Downloads
Chao Yu and Xujie Zhao
Higher Realized Moments and Stock Return Predictability pp. 48-70 Downloads
Seema Rehman, Saqib Sharif and Wali Ullah
Forward-Backward-Looking Monetary Policy Rules: Derivation and Empirics pp. 71-92 Downloads
Abdul Rashid and Farah Waheed
Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach pp. 93-108 Downloads
Tihana Škrinjarić, Lidija Dedi and Boško Šego
New Evidence on the Information Content of Implied Volatility of S&P 500: Model-Free versus Model-Based pp. 109-121 Downloads
Weiwei Zhang, Tiezhu Sun, Yechi Ma and Zilong Wang
The Revenue-Maximizing Corporate Income Tax Rate for Turkey pp. 122-142 Downloads
Hüseyin Şen and Zeynep Burcu Bulut-Çevik
International Financial Market Integration and The Feldstein–Horioka Puzzle: Evidence from Emerging Market Economies pp. 143-165 Downloads
Naib Alakbarov and Yılmaz Bayar
Nonlinearity Relationship of Inflation and Economic Growth: Role of Institutions Quality pp. 166-179 Downloads
Thouraya Boujelbene
Page updated 2022-12-09