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Journal for Economic Forecasting

2000 - 2018

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 ().

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2018, issue 3

The Term Structure of Government Bond Yields in an Emerging Market pp. 5-28 Downloads
Wali Ullah and Khadija Malik Bari
The Influence of Income Diversification on Operating Stability of the Chinese Commercial Banking Industry pp. 29-41 Downloads
Chunyang Wang and Yongjia Lin
Inflation Forecast or Forecast(s) Targeting? pp. 42-56 Downloads
Karolina Tura-Gawron
Economic Policy Uncertainty, Bank Credit, External Demand, and Corporate Investment pp. 52-72 Downloads
Wentao Gu, Xiaoyan Zheng, Liyan Pan and Hengkui Li
Does Bank Concentration Affect Debt Maturity? pp. 73-87 Downloads
Peisen Liu, Houjian Li and Shoujun Huang
Interrelationship between DAX Index and Four Largest Eastern European Stock Markets pp. 88-103 Downloads
Dejan Živkov, Jovan Njegić and Ivan Milenković
Natural Interest Rate for the Romanian Economy pp. 104-116 Downloads
Marius Acatrinei, Dan Armeanu and Carmen Elena Dobrota
An Empirical Analysis of Export, Import, and Inflation: A Case of Pakistan pp. 117-130 Downloads
Rizwan Raheem Ahmed, Saghir Pervaiz Ghauri, Jolita Vveinhardt and Dalia Streimikiene
Risk Management and Diversification Strategy to Evaluate MNE Systematic Risk in Emerging Economy pp. 131-152 Downloads
Yuang Shiang Chao
A Multifactorial Analysis of Bank Liquidity in the Euro Area pp. 153-167 Downloads
Dan Costin Niţescu and Florin Alexandru Duna

2018, issue 2

Measuring Efficiency of Ocean Economy in China Based on a Novel Luenberger Approach pp. 5-21 Downloads
Xin Zhao, Yue-mei Xue, Wang-lin Kang, Li-li Ding and Lin Zhu
Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis pp. 22-42 Downloads
Dohyun Chun, Hoon Cho and Doojin Ryu
Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China pp. 43-62 Downloads
Yufeng Chen, Wenqi Li and Xi Jin
The Comovment between Money and Economic Growth in 15 Asia-Pacific Countries: Wavelet Coherency Analysis in Time-Frequency Domain pp. 63-79 Downloads
Su-Ling Tsai and Tsangyao Chang
Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac pp. 80-94 Downloads
Yonghong Jiang, Juan Meng and He Nie
The Study on the Relationship between Bank M&A, SME Lending, Credit Guarantee and Bank Efficiency pp. 95-117 Downloads
Shu-Hwa Chih, Lien-Wen Liang and Bor-Yi Huang
Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements pp. 118-134 Downloads
Kiryoung Lee and Chanik Jo
Dynamics of Social Tolerance on Corruption: An Economic Interaction Perspective pp. 135-141 Downloads
Yingying Shi and Min Pan
On the Solutions to the Ramsey Model with Logistic Population Growth via the Partial Hamiltonian Approach pp. 142-150 Downloads
Iulia Para and Ioana Viasu
Money as the Potential Cause of the Tragedy of the Commons pp. 151-156 Downloads
Kozo Mayumi and Mario Giampietro

2018, issue 1

Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis pp. 5-19 Downloads
Deng-Kui Si, Xiao-Lin Li, Tsangyao Chang and Lu Bai
Remittances Inflows, Gain of Foreign Exchange or Trade Loss? New Evidence from Low, Lower-Middle and Middle-Income Groups pp. 20-41 Downloads
Adnan Khurshid, Yin Kedong, Adrian Cantemir Calin, Zhaosu Meng and Naila Nazir
Actual and Expected Inflation in the U.S.: A Time-Frequency View pp. 42-62 Downloads
Yingying Xu, Zhixin Liu and Jaime Ortiz
The Energy Consumption and Economic Growth in the E7 Countries: Cointegration in Panel Data with Structural Breaks pp. 63-75 Downloads
Buhari Doğan and Osman Değer
Do International Relative Commodity Prices Support the Prebisch-Singer Hypothesis? A Nonlinear Panel Unit Root Testing pp. 76-92 Downloads
Murat Aslan and Saban Nazlioglu
Industry and Size Effect in Profitability-Capital Structure Relation: Empirical Evidence from Poland pp. 93-107 Downloads
Julia Koralun-Bereźnicka and Dorota Ciołek
The Impact of FDI on EU Export Performance in Manufacturing and Services. A Dynamic Panel Data Approach pp. 108-123 Downloads
Oana Popovici
Territorial Growth in Ecuador: The Role of Economic Sectors pp. 124-139 Downloads
Rodrigo MENDIETA Muñoz and Nicola Pontarollo
On the Relationship between Business Cycle and Fertility Rate in Taiwan: Evidence from the Nonlinear Cointegration Methodology pp. 140-156 Downloads
Yu-Hu Lin and Wen-Yi Chen
Drivers of Entrepreneurial Intentions in Romania pp. 157-166 Downloads
Ionela Dumitru and Ionuţ Dumitru
Stratfor vs. Reality (1995-2025). Dilemmas in Global Forecasting pp. 167-178 Downloads
Dan Dungaciu, Darie Cristea, Diana Alexandra Dumitrescu and Ştefan Pop Zaharie

2017, issue 4

The Risk Contagion Effect of Return Volatility between China’s Offshore and Onshore Foreign Exchange Market pp. 5-21 Downloads
Zhaosu Meng, Kedong Yin, Yan Zhang and Xun Dong
A Nonlinear Analysis of Monetary Policy with Dominance Indices in Turkey: MS-VAR Approach pp. 22-46 Downloads
Özgür Ersi̇n and Melike Bi̇ldi̇ri̇ci̇
SHOCK AND VOLATILITY SPILLOVERS BETWEEN OIL AND SOME BALKAN STOCK MARKETS pp. 47-59 Downloads
Muzammil Kurshid and Berna Kirkulak Uludag
DO SEASONAL ANOMALIES STILL EXIST IN CENTRAL AND EASTERN EUROPEAN COUNTRIES? A CONDITIONAL VARIANCE APPROACH pp. 60-83 Downloads
Alin Marius Andrieş, Iulian Ihnatov and Nicu Sprincean
ARE THE DETERMINANTS OF MONEY DEMAND STABLE IN SELECTED COUNTRIES FROM SOUTHEASTERN EUROPE? pp. 84-96 Downloads
Jordan Kjosevski and Mihail Petkovski
FORECASTING VALUE-AT-RISK WITH TWO-STEP METHOD: GARCH-EXPONENTIATED ODD LOG-LOGISTIC NORMAL MODEL pp. 97-115 Downloads
Emrah Altun, Morad Alizadeh, Gamze Ozel, Hüseyin Tatlidil and Najmieh Maksayi
THE USE OF THE PIVOT PAIRWISE RELATIVE CRITERIA IMPORTANCE ASSESSMENT METHOD FOR DETERMINING THE WEIGHTS OF CRITERIA pp. 116-133 Downloads
Dragisa Stanujkic, Edmundas Kazimieras Zavadskas, Darjan Karabasevic, Florentin Smarandache and Zenonas Turskis
THE INFLATION-GROWTH NEXUS: A DYNAMIC PANEL THRESHOLD ANALYSIS FOR D-8 COUNTRIES pp. 134-151 Downloads
Celil Aydin
TAX REFORM, INFLATION, FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH IN MALAYSIA pp. 152-165 Downloads
Nanthakumar Loganathan, Suraya Ismail, Dalia Streimikiene, Asan Ali Golam Hassan, Edmundas Kazimieras Zavadskas and Abbas Mardani
PURCHASING POWER PARITY IN CHINA: AN EMPIRICAL INVESTIGATION BASED ON BOOTSTRAP ROLLINGWINDOW TEST pp. 166-181 Downloads
Kai-Hua Wang, Chi-Wei Su, Hsu-Ling Chang, Ji Ma and Cristina Iovu

2017, issue 3

Are Suicide Rate Fluctuations Transitory or Permanent? Panel KSS Unit Root Test with a Fourier Function through the Sequential Panel Selection Method pp. 5-17 Downloads
Tsangyao Chang, Yifei Cai and Wen-Yi Chen
Measuring Financial Cycle Length and Assessing Synchronization using Wavelets pp. 18-36 Downloads
Moisă Altăr, Matei Kubinschi and Dinu Barnea
Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries pp. 37-53 Downloads
Krzysztof Drachal
Improving Phillips Curve’s Inflation Forecasts under Misspecification pp. 54-76 Downloads
Mamdouh Abdelsalam
Computation of Operational Risk for Financial Institutions pp. 77-87 Downloads
Ming-Tao Chung, Ming-Hua Hsieh and Yan-Ping Chi
Intraday Market Efficiency for a Typical Central and Eastern European Stock Market: The Case of Romania pp. 88-109 Downloads
Dan Gabriel Anghel
Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis pp. 110-129 Downloads
Hatice Gaye Gencer and Mehmet Yasin Hurata
Are South American Countries Really Converging?: The Influence of the Region's Integration Projects pp. 130-149 Downloads
Andrea Gabriela Bonilla Bolaños
The Impact of the Juncker Plan on Investors’ Beliefs pp. 150-165 Downloads
Adrian Cantemir Calin, Oana Popovici and Gheorghe Hurduzeu
Decomposing Productivity Changes – Romania’s Counties Case pp. 166-184 Downloads
Cristina Lincaru and Speranţa Pîrciog

2017, issue 2

Modelling an Emergent Economy and Parameter Instability Problem pp. 5-28 Downloads
Emilian Dobrescu
Foreign Direct Investments and Employment. Structural Analysis pp. 29-44 Downloads
Dorin Jula and Nicolae Jula
Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework pp. 45-61 Downloads
Doojin Ryu and Hyein Shim
Shock Effects from International Stock Price Volatility on Investment Style Drift in Chinese Open-end Funds pp. 62-78 Downloads
Kedong Yin, Xuemei Li, Bohong Li and Fan Zhang
Heterogeneity of Households and the Effects of Fiscal Policy in the CEE Countries pp. 79-93 Downloads
Piotr Krajewski
Regional Unemployment Disparities in Turkey pp. 94-108 Downloads
Mehmet Güçlü
The Stationarity of Consumption-Income Ratios: Nonlinear Evidence in ASEAN Countries pp. 109-123 Downloads
Sakiru Solarin
An Investigation of the Day-of-the-week Effect in Conditional Variance at the Bucharest Stock Exchange pp. 124-134 Downloads
Nicu Marcu, Carmen Elena Dobrota and Raluca ANTONEAC (calin)
What Matters for Entrepreneurship? A Global View on Its Determinants pp. 135-149 Downloads
Mariana Nicolae, Radu Lupu and Irina Ion
Competitiveness of EU Member States in Attracting EU Funding for Research and Innovation pp. 150-167 Downloads
Simona Moagar-Poladian, Victoria Folea and Mihai Paunica

2017, issue 1

Measuring the Green Efficiency of Ocean Economy in China: An Improved Three - Stage DEA Model pp. 5-22 Downloads
Lili Ding, Haihong Zheng and Wanglin Kang
Fundamental Indexation in European Emerging Markets pp. 23-37 Downloads
Tomasz Miziolek and Adam Zaremba
The Relationship between Stock and Exchange Rates for BRICS Countries Pre - and Post - Crisis: A Mixed C - VINE Copula Model pp. 38-59 Downloads
Yingying Han and Xiang Zhou
Does Economic Policies Uncertainty affect Economic Activity? Evidences from the United States of America pp. 60-74 Downloads
Bogdan Dima, Marius Sorin Dincă, Ştefana Maria Dima and Gheorghiţa Dincă
The Effect of Trade on Agglomeration within Regions pp. 75-97 Downloads
Grace Carolina Guevara-Rosero
The Future of Facilities Management in Lithuania pp. 98-115 Downloads
Willem Karel M. Brauers, Edmundas Kazimieras Zavadskas and Natalija Lepkova
The Tax Effects of Health Expenditures on Aging Economies: Empirical Evidence on Selected OECD Countries pp. 116-127 Downloads
Pelin Varol İyidoğan, Eda Balikçioğlu and H. Hakan Yilmaz
FINANCIAL INDICATORS AS PREDICTORS OF ILLIQUIDITY pp. 128-149 Downloads
Dejan Jovanović, Mirjana Todorović and Milka Grbić
Micro and Macroeconomic Determinants of Stock Prices: The Case of Turkish Banking Sector pp. 150-166 Downloads
Husam Rjoub, Irfan Civcir and Nil Gunsel Resatoglu
When Policies Fuel Economic Cycles pp. 167-190 Downloads
Daniel Daianu
Page updated 2018-12-11