Journal for Economic Forecasting

2000 - 2025

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 ( this e-mail address is bad, please contact ).

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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

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