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Journal for Economic Forecasting

2000 - 2023

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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2023, articles 2

Global Value Chain Participation and Sustainable Growth: Evidence from China pp. 5-20 Downloads
Huan Yan, Xiaojing Li and Shuang Meng
Contagion Between Gold and other Commodity Goods using Bayesian Multivariate Quantile_On_Quantile Approach pp. 21-35 Downloads
Hao Wen Chang, Tsangyao Chang and Yang-Cheng Lu
Heterogenous Effects of the Determinants of Pro-market Reforms: Panel Quantile Estimation for OECD Countries pp. 36-51 Downloads
Salih Barişik and Kubilay Ergen
Trade Liberalization and Real Sector Investment Decisions: A Panel Data Evidence from Selected Economies of Asia pp. 52-71 Downloads
Umar Farooq
Analysis on Liquidity Risk Management of Monetary and Financial Services based on the Goal of Financial Stability pp. 72-91 Downloads
Xuanling Ma and Meng Ji
Measuring the Impact of the US Presidential Elections on the Stock Market using Event Study Methodology pp. 92-103 Downloads
Nenad Tomić, Violeta Todorovic and Milena Jaksić
The Analysis of the Dynamic Relationships between Real Exchange Rates and Macroeconomic Variables in Selected Countries with Targeted Inflation: Evidence from Linear and Non-Linear ARDL Models pp. 104-124 Downloads
Đorđe Đukić, Mustafa Özer and Mališa Đukić
Asymmetric Effects of Exchange Rates on Energy Demand in E7 Countries: New Evidence from Multiple Thresholds Nonlinear ARDL Model pp. 125-142 Downloads
Xiaohui Gong, Bisharat Hussain Chang, Xi Chen and Kaiyang Zhong
Ports Digitization - A Challenge for Sustainable Development pp. 143-160 Downloads
Carmen Gasparotti, Glencora-Maria BENEC Mincu, Cristina Nitu, Alina Raileanu and Andra ȚURCANU (marcu)

2023, articles 1

Financial Risk Meter for The Romanian Stock Market pp. 5-24 Downloads
Daniel Traian Pele, Alexandra Ioana Conda, Raul Cristian Bag, Miruna Mazurencu-Marinescu-Pele and Vasile Alecsandru Strat
Relative Signed Jump and Future Stock Returns pp. 25-45 Downloads
Seema Rehman, Saqib Sharif and Wali Ullah
Research on the Non-linear Impact of China's Provincial Import and Export Trade on Carbon Emissions based on PSTR Model pp. 46-63 Downloads
Yanfang Lyu, Mengfan Li and Dong Wang
Impact of Macroeconomic and Banking Indicators on Lending Rates - A Global Perspective pp. 64-77 Downloads
Dan Costin Nițescu and Cristian Anghel
Forecasting the Government Yield Curve in China: A Cyclical Reverting Mean Approach pp. 78-90 Downloads
Songzhuo Li and Fang Zhang
The Effect of Academic Specialization on Unemployment Spells and (Re) Employment Hazard of Highly Educated Individuals in Romania pp. 91-106 Downloads
Daniela Emanuela Dănăcică
Impact of Seasonal Level Shift (SLS) on Time Series Forecasting pp. 107-128 Downloads
Hayat Shahid, Amena Urooj and Zahid Asghar
The Evaluation of Economic Freedom Indexes of EU Countries with a GREY Hybrid MCDM Model pp. 129-144 Downloads
Çağatay Karaköy, Alptekin Ulutaş, Darjan Karabasevic, Salim Üre and Ali Oğuz Bayrakçil
Asymmetric Effects of Commodity Prices on Stock Returns of BRICS Countries pp. 145-164 Downloads
Parminder Kaur and Ravi Singla
From Fiscal policy to Income inequality in Advanced economies Does Institutional quality matter pp. 165-184 Downloads
Nguyen Van Bon

2022, articles 4

Catastrophe Reinsurance Pricing -Modification of Dynamic Asset-Liability Management pp. 5-20 Downloads
Han-Bin Kang, Hsuling Chang and Tsangyao Chang
Sectorial Price Shock Propagation via Input-Output Linkages pp. 21-40 Downloads
Csaba Bálint
Evaluation of the Degree of Uncertainty in the Type-2 Fuzzy Logic System for Forecasting Stock Index pp. 41-57 Downloads
Zuzana Janková and Petr Dostál
Entropy as Leading Indicator for Extreme Systemic Risk Events pp. 58-73 Downloads
Radu Lupu, Iulia Lupu, Tanase Stamule and Mihai Roman
Testing the Fiscal Theory of the Price Level in Türkiye by Using Structural Balance Data pp. 74-95 Downloads
Kaan Masatçi and Asuman OKTAYER Buzluca
Macroprudential Liquidity Stress Test: How To Cope With Liquidity Drains pp. 96-111 Downloads
Florian Neagu and Irina Mihai
Impact of Foreign Investment News on the Return, Cost of Equity and Cash Flow Activities pp. 112-127 Downloads
Muhammad Ateeq ur Rehman, Furman Ali and Shang Xie
Does Optimal Capital Structure Exist in Chinese Military Enterprises? Evidence from Industrial Heterogeneity pp. 128-149 Downloads
Chiwei Su and Kaihua Wang
The Exports Performance of Pakistan: Evidence from the ARDL Cointegration Analysis pp. 150-168 Downloads
Saghir Pervaiz Ghauri, Hina Qadir, Rizwan Raheem Ahmed, Dalia Streimikiene and Justas Streimikis
Nonlinear Dependencies between Green Bonds and General Financial Market Indices pp. 169-181 Downloads
Dragos Huru, Ioana Manafi, Ionut Pandelica and Marilena Carmen Uzlau
Investor Sentiment, Extrapolation and Asset Pricing pp. 182-205 Downloads
Huihui Wu and Chunpeng Yang

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 Skrabic Peric, 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, 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 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 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
Page updated 2023-12-06