Journal for Economic Forecasting

2000 - 2023

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

From Institute for Economic Forecasting
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2023, articles 2

Global Value Chain Participation and Sustainable Growth: Evidence from China pp. 5-20

Huan Yan, Xiaojing Li and Shuang Meng

Contagion Between Gold and other Commodity Goods using Bayesian Multivariate Quantile_On_Quantile Approach pp. 21-35

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

Salih Barişik and Kubilay Ergen

Trade Liberalization and Real Sector Investment Decisions: A Panel Data Evidence from Selected Economies of Asia pp. 52-71

Umar Farooq

Analysis on Liquidity Risk Management of Monetary and Financial Services based on the Goal of Financial Stability pp. 72-91

Xuanling Ma and Meng Ji

Measuring the Impact of the US Presidential Elections on the Stock Market using Event Study Methodology pp. 92-103

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

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

Xiaohui Gong, Bisharat Hussain Chang, Xi Chen and Kaiyang Zhong

Ports Digitization - A Challenge for Sustainable Development pp. 143-160

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

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

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

Yanfang Lyu, Mengfan Li and Dong Wang

Impact of Macroeconomic and Banking Indicators on Lending Rates - A Global Perspective pp. 64-77

Dan Costin Nițescu and Cristian Anghel

Forecasting the Government Yield Curve in China: A Cyclical Reverting Mean Approach pp. 78-90

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

Daniela Emanuela Dănăcică

Impact of Seasonal Level Shift (SLS) on Time Series Forecasting pp. 107-128

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

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

Parminder Kaur and Ravi Singla

From Fiscal policy to Income inequality in Advanced economies Does Institutional quality matter pp. 165-184

Nguyen Van Bon

2022, articles 4

Catastrophe Reinsurance Pricing -Modification of Dynamic Asset-Liability Management pp. 5-20

Han-Bin Kang, Hsuling Chang and Tsangyao Chang

Sectorial Price Shock Propagation via Input-Output Linkages pp. 21-40

Csaba Bálint

Evaluation of the Degree of Uncertainty in the Type-2 Fuzzy Logic System for Forecasting Stock Index pp. 41-57

Zuzana Janková and Petr Dostál

Entropy as Leading Indicator for Extreme Systemic Risk Events pp. 58-73

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

Kaan Masatçi and Asuman OKTAYER Buzluca

Macroprudential Liquidity Stress Test: How To Cope With Liquidity Drains pp. 96-111

Florian Neagu and Irina Mihai

Impact of Foreign Investment News on the Return, Cost of Equity and Cash Flow Activities pp. 112-127

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

Chiwei Su and Kaihua Wang

The Exports Performance of Pakistan: Evidence from the ARDL Cointegration Analysis pp. 150-168

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

Dragos Huru, Ioana Manafi, Ionut Pandelica and Marilena Carmen Uzlau

Investor Sentiment, Extrapolation and Asset Pricing pp. 182-205

Huihui Wu and Chunpeng Yang

2022, articles 3

Macroeconomic Measurement of Expectations versus Reality pp. 5-30

Emilian Dobrescu

Confidence vs. Uncertainty: An Explanation of Housing Prices In the Old EU Member States pp. 31-45

Blanka Skrabic Peric, Ana RIMAC Smiljanić and Petar Sorić

Bank Efficiency and Economic Growth in the OECD Countries pp. 46-66

Süleyman Kale and Mehmet Hasan Eken

Cohort Analysis of Labor Participation and Sectoral Composition of Employment in Ecuador pp. 67-87

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

Cristina Anghelescu

The Impact of Corporate Social Responsibility and Corporate Governance on Bank Efficiency. Comparative Analysis of Consolidated and Nonconsolidated Banks pp. 105-127

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

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

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

İbrahim Özmen

Procyclical and Countercyclical Fiscal Policies in Non-Euro EU Member Countries pp. 188-205

Aurel Iancu and Dan Olteanu

2022, articles 2

The Nexus between Bank M&As and Financial Development pp. 5-28

Alin Marius Andrieș, Sabina Cazan and Nicu Sprincean

Spillovers in the Presence of Financial Stress – An Application to Romania pp. 29-43

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

George Anton, Cosmin-Octavian Cepoi and Cătălin-Emilian Huidumac-Petrescu

The Competitive Advantage of Foreign Trade with Agri-Food Products pp. 54-64

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

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

Yufeng Chen and Shuo Yang

Re-Study on Dynamic Connectedness between Macroeconomic Indicators and the Stock Market in China pp. 104-124

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

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

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

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

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

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

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

Onur Özdemir

Joint Modelling of S&P500 and VIX Indices with Rough Fractional Ornstein-Uhlenbeck Volatility Model pp. 68-84

Ömer Önalan

Heterogeneous Debt Financing and Share Return Volatility pp. 85-105

Xiaobao Song and Wunhong Su

The Fractal Structure of CDS Spreads: Evidence from the OECD Countries pp. 106-121

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

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

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

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

Dan Dungaciu and Lucian Dumitrescu