Journal for Economic Forecasting

2000 - 2024

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

From Institute for Economic Forecasting
Contact information at EDIRC.
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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

2021, articles 4

Potential Output: A Market Conditionalities Interpretation pp. 5-38

Emilian Dobrescu

Responding to Criticism of Monetary Policy in Romania in the Decade Surrounding the 2008 Financial Crisis (2004-2013) pp. 39-58

Lucian Croitoru

Digitization and Population Welfare in the New EU Member States pp. 59-75

Elena Pelinescu, Marioara Iordan and Mihaela-Nona Chilian

The Catch-up Effect of Economic Growth. Evidence from the European Countries pp. 76-86

Meral Kagitci, Leonardo Badea and Vasile Cosmin Nicula

Gauging the Effect of Investor Sentiment on Cryptocurrency Market: An Analysis of Bitcoin Currency pp. 87-102

Muhammad Mohsin, Sobia Naseem, Larisa Ivașcu, Lucian-Ionel Cioca, Muddassar Sarfraz and Nicolae Cristian Stănică

FDI Determinants Revisited: Extensive Evidence pp. 103-123

Oana Popovici, Adrian Cantemir Calin, Diana Ivana and Sorin Dan

Exploring the Relationship Between Farm Productivity and CAP Subsidies for the NMS pp. 124-140

Cecilia Alexandri, Corina Saman and Bianca Pauna

Simplified Pivot Pairwise Relative Criteria Importance Assessment (Piprecia-S) Method pp. 141-154

Dragisa Stanujkic, Darjan Karabasevic, Gabrijela Popovic and Cipriana Sava

The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration pp. 155-170

Contact_cb@yahoo.com., Simona Stamule and Iulian Cornel Lolea

Bank Competition and Firm Innovation Output: The Role of Financing Constraints pp. 171-188

Peisen Liu and Yufeng Xia

2021, articles 3

Anchoring of Inflation Expectations: The Case of Turkey pp. 5-19

Selahattin Togay and Umit Bulut

The Time-Varying Tradeoff between Inflation and Unemployment: Evidence from SAARC Economies with a State Space Approach pp. 20-34

Thanabalasingam Vinayagathasan and Xiangcai Meng

Do Mutual Fund Flows Influence Stock Market Volatility? Further Evidence from Emerging Market pp. 35-51

Fiza Qureshi, Saba Qureshi and Sobia Shafaq Shah

Human Capital and Firm Innovation: New Evidence from ASEAN Countries pp. 52-71

Chia-Hua Chang and Dung NGUYEN- van

Country Risk and Bank Stability pp. 72-96

Jiang-Chuan Huang and Hueh-Chen Lin

Measuring the Monetary Policy Stance in Turkey: Effects of Traditional and Non-Traditional Monetary Policy Instruments pp. 97-119

Metin Tetik and Görkem Kara

Investigating the Relationship between Natural Capital and Sustainable Economic Growth using the General Equilibrium Model pp. 120-139

Fatemeh Salimianrad, Vali Borimnejad and Sahar Dehyuori

Okun’s Law (A)Symmetry in SEE Countries: Evidence from Nonlinear ARDL Model pp. 140-157

Vladimir Mihajlović and Aleksandra Fedajev

Modelling the Budget Revenues on the Basis of Appropriate Macroeconomic Indicators. A Case Study for Romania pp. 158-171

Alina Mirela Bălţăţeanu, Emilia Ţiţan, Daniela Manea and Francesca Dana Andreescu

2021, articles 2

Fiscal and Monetary Policy Interactions in a DSGE Model for the Romanian Economy pp. 5-21

Alina Bobaşu and Bogdan Murarașu

Forecasting Stock Market Dynamics using Bidirectional Long Short-Term Memory pp. 22-34

Daehyeon Park and Doojin Ryu

The Impact of Global Uncertainties on Economic Growth: Evidence from the US Economy (1996: Q1-2018: Q4) pp. 35-54

Ömer Yalçinkaya and Ali Kemal Çeli̇k

Accentuating the Impacts of Political News on the Stock Price, Working Capital and Performance: An Empirical Review of Emerging Economy pp. 55-73

Muhammad Ateeq ur Rehman, Syed Ghulam Meran Shah, Lucian-Ionel Cioca and Alin Artene

Asymmetric Oil Price and Exchange Rate Pass-Through in the Turkish Oil-Gasoline Markets pp. 74-93

Taner Sekmen and Seher Gülşah Topuz

Emigration Decision and the Migration Profile of the Unemployed: A Case Study on Romania pp. 94-111

Mirela Cristea, Daniela Emanuela Dănăcică and Graţiela Georgiana Noja

The Role of Gender in the Government Expenditure and Unemployment Nexus: An Investigation at Regional Level for Turkey pp. 112-128

Orkun Çelik and Elif Erer

Estimating the Dynamics of Household Waste Management in Turkey pp. 129-143

Marius Petrescu, Ionica Oncioiu, Anca-Gabriela Petrescu, Florentina-Raluca Bîlcan, Mihai Petrescu and Dumitru-Alexandru Stoica

Forecasting Inflation by Using the Sub-Groups of both CPI and WPI: Evidence from Auto Regression (AR) and ARIMA Models pp. 144-161

Rizwan Raheem Ahmed, Dalia Streimikiene, Saghir Ghauri and Muhammad Aqil

The Role of Dividends on Equity Valuation: Evidence from the GCC Countries pp. 162-180

Bassam M. Abu-Abbas

Corporate Financial Risk Assessment and Role of Big Data; New Perspective Using Fuzzy Analytic Hierarchy Process pp. 181-199

Huaiwen Zhang, Adnan Khurshid, Xinyu Wang and Alina Mirela Băltăţeanu

2021, articles 1

EU’s CAM and Potential GDP Estimates. Some Inconsistent Results in the Case of Romania pp. 5-16

Bianca Pauna and George Georgescu

Does Firm Size Matters for Firm Growth? Evidence from the Romanian Health Sector pp. 17-31

Stelian Stancu, Eugenia Grecu, Mirela Ionela Aceleanu, Daniela Livia Traşcă and Claudiu Albulescu

Measuring the Jump Risk Contribution under Market Microstructure Noise – Evidence from Chinese Stock Market pp. 32-47

Chao Yu and Xujie Zhao

Higher Realized Moments and Stock Return Predictability pp. 48-70

Seema Rehman, Saqib Sharif and Wali Ullah

Forward-Backward-Looking Monetary Policy Rules: Derivation and Empirics pp. 71-92

Abdul Rashid and Farah Waheed

Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach pp. 93-108

Tihana Škrinjarić, Lidija Dedi and Boško Šego

New Evidence on the Information Content of Implied Volatility of S&P 500: Model-Free versus Model-Based pp. 109-121

Weiwei Zhang, Tiezhu Sun, Yechi Ma and Zilong Wang

The Revenue-Maximizing Corporate Income Tax Rate for Turkey pp. 122-142

Hüseyin Şen and Zeynep Burcu Bulut-Çevik

International Financial Market Integration and The Feldstein–Horioka Puzzle: Evidence from Emerging Market Economies pp. 143-165

Naib Alakbarov and Yılmaz Bayar

Nonlinearity Relationship of Inflation and Economic Growth: Role of Institutions Quality pp. 166-179

Thouraya Boujelbene