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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 ().

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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