EconPapers    
Economics at your fingertips  
 

Journal for Economic Forecasting

2000 - 2020

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 ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


2020, issue 1

A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model pp. 5-21 Downloads
Nikola Radivojević, Luka Filipovi and Тomislav D. Brzaković
Are Fund Attributes Risk Drivers? Evidence for the Polish Mutual Funds pp. 22-36 Downloads
Dariusz Filip
Is the Relationship between Remittances and Economic Growth Influenced by the Governance and Development of the Financial Sector? New Evidence from the Developing Countries pp. 37-56 Downloads
Adnan Khurshid, Yin Kedong, Adrian Cantemir Calin, Cristina Zeldea, Sun Qiang and Duan Wenqi
Short-Run Pricing Performance of Local and Dual Class IPOs in Alternative Investment Market pp. 57-74 Downloads
Abdul Wahid, Muhammad Zubair Mumtaz and Edmund H. Mantell
Cyclicality of Fiscal Policy in the European Union pp. 75-96 Downloads
Gheorghița Dincă, Marius Sorin Dincă, Bardhyl Dauti, Mirela Camelia Baba and Cătălina Popione
Effects of Global Economic, Political and Geopolitical Uncertainties on the Turkish Economy: A SVAR Analysis pp. 97-116 Downloads
Ömer Yalçinkaya and Muhammet Daştan
Threshold Effects of Inflation on the Banking Sector Performance in the ASEAN-6 Countries pp. 117-133 Downloads
Ngo Nu Dieu Khue and Ya-Wen Lai
Export Composition and the Eurozone Trade Balance in Manufacturing Goods pp. 134-150 Downloads
Carlos Carrasco and Edgar Demetrio Tovar-Garcia
The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete? pp. 151-172 Downloads
Mehmet Balcilar, Ojonugwa Usman and Muhammad Sani Musa

2019, issue 4

Government Expenditure, Risk and Return: A Framework for a New Keynesian Model in the Iranian Economy pp. 5-24 Downloads
Meysam Kaviani, Parviz Saeedi, Hosein Didehkhani and Seyed Fakhreddin Fakhrehosseini
Financial Stability or Instability? Impact from Chinese Consumer Confidence pp. 25-43 Downloads
Shi-Qi Liu, Xin-Zhou Qi, Meng Qin and Chi-Wei Su
The Role of No-Arbitrage Restriction in Term Structure Model in the Context of an Emerging Market pp. 44-66 Downloads
Wali Ullah
Asymmetric Price Transmission and Consumer Costs in the Taiwanese Rice Market pp. 67-86 Downloads
Kuo-Wei Chou and Po-Chun Lin
Predicting Banks’ Subordinated Bond Issuances pp. 87-99 Downloads
Jinyoung Yu and Doojin Ryu
A Multi-Indicator Multi-Output Mixed Frequency Sampling Approach for Stock Index Forecasting pp. 100-123 Downloads
Yuchen Pan, Zhi Xiao, Xianning Wang and Daoli Yang
The Influence of Capital Flow Bonanzas on Real and Financial Sectors: A Comparative Study of South Asia and China pp. 124-147 Downloads
Abdul Rashid, Zainab Jehan, Mehreen Khan and Muhammad Saeed
How is Financial Stability Impacted by Political and Economic Stabilities in Emerging Markets? A Dynamic Panel Analysis pp. 148-159 Downloads
Hasan Ertugrul, Alper Ozun and Dervis Kirikkaleli
Human Capital, Innovation and Economic Growth in the EU Countries pp. 160-173 Downloads
Elena Pelinescu, Carmen Pauna, Corina Saman and Tiberiu Diaconescu
Disparities, Gaps and Evolution Trends of Innovation, as a Vector of Economic Development, in the Countries of the European Union pp. 174-184 Downloads
Carmen Elena Dobrotă, Nicu Marcu, Marian Siminică and Lavinia Maria Nețoiu

2019, issue 3

Shocks from the Sub-Prime Crisis to Bond Indices in the U.S., the EU and Emerging Markets Via CDS Indices pp. 5-24 Downloads
Hao Fang, Chung-Hua Shen, Hwey-Yun Yau, Chien-Ping Chung and Yen-Hsien Lee
Asymmetry in the Environmental Pollution, Economic Development and Petrol Price Relationship: MRS-VAR and Nonlinear Causality Analyses pp. 25-50 Downloads
Özgür Ersin and Melike Bildirici
Modelling Non-Stationary Financial Time Series with Input Warped Student T-Processes pp. 51-61 Downloads
Gheorghe Ruxanda, Sorin Opincariu and Stefan Ionescu
The Mundell-Fleming Trilemma and the Global Financial Cycle: An Empirical Test of Competing Hypotheses pp. 62-80 Downloads
Josip Tica, Tomislav Globan and Vladimir Arčabić
Estimating Taylor Rules with Markov Switching Regimes for Turkey pp. 81-95 Downloads
Özge Filiz Yağcibaşi and Mustafa Ozan Yildirim
Linkage of Size Effect and Behavioral Risk in Indian Equity Market pp. 96-116 Downloads
Saji George and P Srinivasa Suresh
What Influences Overprecision in Judgmental Forecasting? pp. 117-131 Downloads
Marcin Czupryna and Elżbieta Kubinska
Keynes versus Laffer or Misleading Perspectives against Normal Evolution pp. 132-147 Downloads
Delia Diaconaşu, Ion Pohoaţă and Oana-Ramona Socoliuc
Integration and Trade Specialization in Central and Eastern European Countries: Towards A New Core-Periphery Structural Differentiation? pp. 148-169 Downloads
Gabriela Carmen Pascariu, Gabriela Drăgan and Oana Ancuţa Stângaciu
Computation of China’s Export Performance pp. 170-189 Downloads
Gheorghe Zaman and Iulia Oehler-Şincai

2019, issue 2

The New Version (2018) of the Romanian Macromodel - The Sectoral Module pp. 5-31 Downloads
Emilian Dobrescu
Improving Short-Term Forecasting of Macedonian GDP: Comparing the Factor Model with the Macroeconomic Structural Equation Model pp. 32-53 Downloads
Dimitar Eftimoski
A novel spatial mixed frequency forecasting model with application to Chinese regional GDP pp. 54-77 Downloads
Xianning Wang, Jingrong Dong, Zhi Xiao and Guanjie He
Do Remittances Contribute to the Development of Financial Institutions? New Evidence from the Developing World pp. 78-97 Downloads
Sun Qiang, Adnan Khurshid, Adrian Cantemir Calin and Khalid Khan
The Asymmetric Impact of Macroeconomic Shocks on Stock Returns in Turkey: A Nonlinear ARDL Approach pp. 98-116 Downloads
Kassouri Yacouba and Halil Altintas
Testing the Structural Break of Taiwan Inbound Tourism Markets pp. 117-130 Downloads
Jennifer C. H. Min, Hsien-Hung Kung and Tsangyao Chang
Export-Led Growth: Evidence from Post-Communist Serbia pp. 131-145 Downloads
Sasa Obradović and Nemanja Lojanica
The Effects of Remittances on Inflation (CPI and WPI) and Exchange Rate: A Case of Pakistan pp. 146-165 Downloads
Saghir Pervaiz Ghauri, Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Streimikiene and Khalid Sarwar Qureshi
Quality Management of E-business: A Key Node Analysis of Ecological Network in Digital Economy by Using Artificial Intelligence pp. 166-179 Downloads
Da Huo, Yan Chen, Ken Hung, Rihui Ouyang, Baowen Sun and Yinghui Cai
Optimizing the Financial Structure of the State Treasury in Romania pp. 180-195 Downloads
Laurentiu Andrei and Petre Brezeanu
Reconsidering “Circular Economy” in Terms of Irreversible Evolution of Economic Activity and Interplay between Technosphere and Biosphere pp. 196-206 Downloads
Kozo Mayumi and Mario Giampietro

2019, issue 1

Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach pp. 5-18 Downloads
Wojciech Charemza, Carlos Díaz and Svetlana Makarova
Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market pp. 19-37 Downloads
Lucian Albu, Radu Lupu, Adrian Cantemir Calin and Iulia Lupu
Forecasting Remittances to Mexico with a Multi-State Markov-Switching Model Applied to the Trend with Controlled Smoothness pp. 38-56 Downloads
A. Islas, Víctor M. Guerrero and Eliud Silva
The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk pp. 57-71 Downloads
Samina Riaz, Venus Liew and Rossazana Bt Ab Rahim
Inflation Contagion Effects in the Baltic Countries: A Time-varying Coefficients VAR with Stochastic Volatility Analysis pp. 72-87 Downloads
Bogdan Dima, Ştefana Maria Dima and Flavia Barna
Correlations and Turbulence of the European Markets pp. 88-100 Downloads
Laurentiu Andrei, Petre Brezeanu, Sorin-Marius Dinu, Tiberiu Diaconescu and Constantin Anghelache
Forecasting the Yield Curve with Dynamic Factors pp. 101-113 Downloads
Erhard Reschenhofer and Thomas Stark
SMEs’ Access to Finance: An European Perspective pp. 114-127 Downloads
Vasile Dedu, Dan Costin Niţescu and Ciprian Sebastian Turcan
Analyzing the Impacts of Unobserved National Characteristics on Economic Performance of Information Technology based on a Partial Adjustment Approach With Dynamic and Variable Speed of Adjustment pp. 128-142 Downloads
Zhiguang Zhang, Haiqing Hu and Winston T. Lin
Explaining The EU Regional Economic Growth upon Regional- and Country- Level Achievements in Education pp. 143-157 Downloads
Monica RĂILEANU Szeles, Carmen Anton, Mirela Baba, Steliana Busuioceanu, Adriana Litră and Titus Suciu
Page updated 2020-07-08