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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2020, articles 4

Self-fulfillment degree of economic expectations within an integrated space: The European Union case study pp. 5-32

Emilian Dobrescu

Predictive ability of investor sentiment for the stock market pp. 33-46

Karam Kim and Doojin Ryu

Investor Herding in the China Stock Market: An Examination of ChiNext pp. 47-61

Hui Hong, Shulin Xu and Chien-Chiang Lee

Host Country Network Integration, Home Country Government Involvement, and Corporate Overseas Survival: Evidence from China pp. 62-84

Yan Chen, Jie Gao, Yuqi Cao and Jialin Guan

The Relationship Between Total Factor Productivity and Subsidies in the Case of Romanian Farms pp. 85-98

Cecilia Alexandri, Bianca Pauna and Corina Saman

The Impact of Terrorism on Economics and Logistics Performance: An Empirical Study from the Perspective of SAARC Member States pp. 99-117

Syed Abdul Rehman Khan and Zhang Yu

Portfolio Decision Using Time Series Prediction and Multi-objective Optimization pp. 118-130

Jia Lu, Noor Muhammad Shazemeen and Raimonda Martinkute-Kauliene

FDI or Remittances for Sustainable External Financial Inflows. Theoretical Delimitations and Practical Evidence using Granger Causality pp. 131-153

Valentina Vasile, Daniel Ştefan, Calin-Adrian Comes, Elena Bunduchi and Anamari-Beatrice Ştefan

Weak Redistribution Dampens Economic Growth and Causes Strong Social Tensions pp. 154-169

Florin Georgescu, Ana-Maria Cazacu and Alexandra-Mariana Cojocaru

Life Expectancy from the Perspective of Global and Individual Wealth and Expenditures: A Granger Causality Study of Some Eu Countries pp. 170-184

Mihai Păunică, Alexandru Manole, Cătălina Motofei and Gabriela - Lidia Tănase

2020, articles 3

The Risk-Taking Channel of Monetary Policy: Do Macroprudential Regulation and Central Bank Independence Influence the Transmission of Interest Rates? pp. 5-30

Alin-Marius Andrieş and Ioana Pleşcău

Which Types of Stocks Herded by Foreign Institutional Investors are Informational in the Emerging Stock Market? pp. 31-48

Hao Fang, Joseph C. P. Shieh, Tsangyao Chang and Meng-Wen Wu

Testing the Unemployment Hysteresis in G7 Countries: A Fresh Evidence from Fourier Threshold Unit Root Test pp. 49-59

Veli Yilanci, Yilmaz Ozkan and Abdulkadir Altinsoy

A Time-varying VAR Investigation of the Relationship among Electricity, Fossil Fuel Prices and Exchange Rate in Turkey pp. 60-77

Nazif Catik

Globalisation, Economic Growth and COVID-19. Insights from International Finance pp. 78-92

Monica RAILEANU Szeles and Corina Saman

Effects of Climate Change on Economic Growth: Evidence from 20 Biggest Economies of the World pp. 93-118

Esra Kadanali and Omer Yalcinkaya

Export Determinants of China’s FDI in Africa: Empirical Evidence from Oil/Minerals Exporting African Countries pp. 119-133

Kafilah Gold, Rajah Rasiah, Kian Teng Kwek and Murtala Muhammad

Comparison of Forex Market Forecasting Tools Based on Evolino Ensemble and Technical Analysis Indicators pp. 134-148

Nijolė Maknickienė, Jelena Stankevičienė and Algirdas Maknickas

Bureaucratic Quality and FDI Inflows Nexus: A South Asian Perspective pp. 149-168

Adeel Ahmad Dar, Taj Muhammad and M. Wasif Siddiqi

Long Term Assessment of Nuclear Technology Penetration Using Message – The Case of Romania pp. 169-181

Ionut Purica, Lucian Albu, Marioara Iordan, Sorin Dinu, Eugen Bancheş, Ilie Turcu and Daniela Diaconu

2020, articles 2

Estimates of Dynamics of the Covid19 Pandemic and of its Impact on the Economy pp. 5-17

Lucian Albu, Ciprian Ion Preda, Radu Lupu, Carmen Dobrota, George Marian Călin and Claudia M. Boghicevici

Forecasting the Inflation Rate in Poland and U.S. Using Dynamic Model Averaging (DMA) and Google Queries pp. 18-34

Krzysztof Drachal

The Spending Behavior of Government through the Lenses of Global Uncertainty and Economic Integration pp. 35-57

Canh Nguyen and Christophe Schinckus

Stock Index Pattern Discovery via Toeplitz Inverse Covariance-based Clustering pp. 58-72

Hongbing Ouyang, Xiaolu Wei and Qiufeng Wu

Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors pp. 73-91

Chamil W Senarathne and Wei Jianguo

Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets pp. 92-114

Dan Gabriel Anghel, Elena Tilica and Victor Dragotă

Income Inequalities in Romania in the Aftermath of the 2008 Economic Crisis pp. 115-130

Simona Ilie

Forecasting and the Causal Relationship of Sectorial Energy Consumptions and GDP of Pakistan by using AR, ARIMA, and Toda-Yamamoto Wald Models pp. 131-148

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

Multiple-Criteria Approach of the Operational Performance Evaluation in the Airline Industry: Evidence from the Emerging Markets pp. 149-172

Mahmut Bakir, Şahap Akan, Kasım Kiraci, Darjan Karabasevic, Dragisa Stanujkic and Gabrijela Popovic

Developing States and the Green Challenge. A Dynamic Approach pp. 173-193

Alexandra-Anca Purcel

Models for Nonlinear Decisions Overview and Two Case Examples in Finance and Energy pp. 194-201

Ionut Purica, Lucian Albu, Marioara Iordan and Sorin Dinu

2020, articles 1

A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model pp. 5-21

Nikola Radivojević, Luka Filipovi and Тomislav D. Brzaković

Are Fund Attributes Risk Drivers? Evidence for the Polish Mutual Funds pp. 22-36

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

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

Abdul Wahid, Muhammad Zubair Mumtaz and Edmund H. Mantell

Cyclicality of Fiscal Policy in the European Union pp. 75-96

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

Ömer Yalçinkaya and Muhammet Daştan

Threshold Effects of Inflation on the Banking Sector Performance in the ASEAN-6 Countries pp. 117-133

Ngo Nu Dieu Khue and Ya-Wen Lai

Export Composition and the Eurozone Trade Balance in Manufacturing Goods pp. 134-150

Carlos Carrasco and Edgar Demetrio Tovar-García

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

Mehmet Balcilar, Ojonugwa Usman and Muhammad Sani Musa

2019, articles 4

Government Expenditure, Risk and Return: A Framework for a New Keynesian Model in the Iranian Economy pp. 5-24

Meysam Kaviani, Parviz Saeedi, Hosein Didehkhani and Seyed Fakhreddin Fakhrehosseini

Financial Stability or Instability? Impact from Chinese Consumer Confidence pp. 25-43

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

Wali Ullah

Asymmetric Price Transmission and Consumer Costs in the Taiwanese Rice Market pp. 67-86

Kuo-Wei Chou and Po-Chun Lin

Predicting Banks’ Subordinated Bond Issuances pp. 87-99

Jinyoung Yu and Doojin Ryu

A Multi-Indicator Multi-Output Mixed Frequency Sampling Approach for Stock Index Forecasting pp. 100-123

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

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

Hasan Ertugrul, Alper Ozun and Dervis Kirikkaleli

Human Capital, Innovation and Economic Growth in the EU Countries pp. 160-173

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

Carmen Dobrota, Nicu Marcu, Marian Siminica and Lavinia Maria Nețoiu

2019, articles 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

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

Özgür Ersin and Melike Bildirici

Modelling Non-Stationary Financial Time Series with Input Warped Student T-Processes pp. 51-61

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

Josip Tica, Tomislav Globan and Vladimir Arčabić

Estimating Taylor Rules with Markov Switching Regimes for Turkey pp. 81-95

Özge Filiz Yağcibaşi and Mustafa Ozan Yildirim

Linkage of Size Effect and Behavioral Risk in Indian Equity Market pp. 96-116

Saji George and P Srinivasa Suresh

What Influences Overprecision in Judgmental Forecasting? pp. 117-131

Marcin Czupryna and Elżbieta Kubinska

Keynes versus Laffer or Misleading Perspectives against Normal Evolution pp. 132-147

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

Gabriela Carmen Pascariu, Gabriela Drăgan and Oana Ancuţa Stângaciu

Computation of China’s Export Performance pp. 170-189

Gheorghe Zaman and Iulia Oehler-Şincai

2019, articles 2

The New Version (2018) of the Romanian Macromodel - The Sectoral Module pp. 5-31

Emilian Dobrescu

Improving Short-Term Forecasting of Macedonian GDP: Comparing the Factor Model with the Macroeconomic Structural Equation Model pp. 32-53

Dimitar Eftimoski

A novel spatial mixed frequency forecasting model with application to Chinese regional GDP pp. 54-77

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

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

Kassouri Yacouba and Halil Altintas

Testing the Structural Break of Taiwan Inbound Tourism Markets pp. 117-130

Jennifer C. H. Min, Hsien-Hung Kung and Tsangyao Chang

Export-Led Growth: Evidence from Post-Communist Serbia pp. 131-145

Sasa Obradović and Nemanja Lojanica

The Effects of Remittances on Inflation (CPI and WPI) and Exchange Rate: A Case of Pakistan pp. 146-165

Saghir 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

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

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

Kozo Mayumi and Mario Giampietro

2019, articles 1

Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach pp. 5-18

Wojciech Charemza, Carlos Díaz and Svetlana Makarova

Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market pp. 19-37

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

A. Islas, Víctor M. Guerrero and Eliud Silva

The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk pp. 57-71

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

Bogdan Dima, Ştefana Maria Dima and Flavia Barna

Correlations and Turbulence of the European Markets pp. 88-100

Laurentiu Andrei, Petre Brezeanu, Sorin-Marius Dinu, Tiberiu Diaconescu and Constantin Anghelache

Forecasting the Yield Curve with Dynamic Factors pp. 101-113

Erhard Reschenhofer and Thomas Stark

SMEs’ Access to Finance: An European Perspective pp. 114-127

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

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

Monica RĂILEANU Szeles, Carmen Anton, Mirela Baba, Steliana Busuioceanu, Adriana Litră and Titus Suciu