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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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

2018, articles 4

A New Version (2018) of the Romanian Macromodel - Aggregate System pp. 5-20

Emilian Dobrescu

The Influence of International Capital Flow on the Effectiveness of Chinese Monetary Policy pp. 21-40

Zhaosu Meng, Wei Wei, Xiaotong Liu and Kedong Yin

A Reexamination of Friedman-Ball’s Hypothesis in Slovakia - Evidence from Wavelet Analysis pp. 41-54

Ran Tao, Zheng-Zheng Li, Xiao-Lin Li and Chi-Wei Su

Measuring the Macroeconomic Impacts of Fiscal Policy Shocks in the Saudi Economy: A Markov Switching Approach pp. 55-70

Jamel Jouini

Panel GARCH Model with Cross-Sectional Dependence between CEE Emerging Markets in Trading Day Effects Analysis pp. 71-84

Josip Arneric and Blanka Skrabic Peric

External Debt- Economic Growth Nexus in Selected CEE Countries pp. 85-100

Serhan Çiftçioğlu and Amin Sokhanvar

Testing Twin Deficits Hypothesis for Eu-27 and Turkey: A Panel Granger Causality Approach under Cross-sectional Dependence pp. 101-119

Mehmet Bölükbaş, Mehmet Hanefi Topal and Hakan Hotunluoğlu

Estimating the Price Impact of Market Orders on the Bucharest Stock Exchange pp. 120-133

Mircea Bahna, Cosmin-Octavian Cepoi, Bogdan Dumitrescu and Virgil Damian

Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach pp. 134-147

Tzu-Pu Chang and Ray Yeutien Chou

Embeddedness in Cluster Knowledge Networks, the Moderating Role of Network Competence. The Case Study of the Romanian Wine Cluster of Muntenia-Oltenia pp. 148-160

Manuel Expósito-Langa, José-Vicente Tomás-Miquel, Gabriel Brătucu and Oana Bărbulescu

Efficiency of Pension Systems in the EU Countries pp. 161-173

Mihai Roman, Georgiana Cristina TOMA (roşu) and Gabriela Tuchiluş

2018, articles 3

The Term Structure of Government Bond Yields in an Emerging Market pp. 5-28

Wali Ullah and Khadija Bari

The Influence of Income Diversification on Operating Stability of the Chinese Commercial Banking Industry pp. 29-41

Chunyang Wang and Yongjia Lin

Inflation Forecast or Forecast(s) Targeting? pp. 42-56

Karolina Tura-Gawron

Economic Policy Uncertainty, Bank Credit, External Demand, and Corporate Investment pp. 52-72

Wentao Gu, Xiaoyan Zheng, Liyan Pan and Hengkui Li

Does Bank Concentration Affect Debt Maturity? pp. 73-87

Peisen Liu, Houjian Li and Shoujun Huang

Interrelationship between DAX Index and Four Largest Eastern European Stock Markets pp. 88-103

Dejan Živkov, Jovan Njegić and Ivan Milenković

Natural Interest Rate for the Romanian Economy pp. 104-116

Marius Acatrinei, Dan Armeanu and Carmen Dobrota

An Empirical Analysis of Export, Import, and Inflation: A Case of Pakistan pp. 117-130

Rizwan Raheem Ahmed, Saghir Ghauri, Jolita Vveinhardt and Dalia Streimikiene

Risk Management and Diversification Strategy to Evaluate MNE Systematic Risk in Emerging Economy pp. 131-152

Yuang Shiang Chao

A Multifactorial Analysis of Bank Liquidity in the Euro Area pp. 153-167

Dan Costin Niţescu and Florin Alexandru Duna

2018, articles 2

Measuring Efficiency of Ocean Economy in China Based on a Novel Luenberger Approach pp. 5-21

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

Dohyun Chun, Hoon Cho and Doojin Ryu

Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China pp. 43-62

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

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

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

Shu-Hwa Chih, Lien-Wen Liang and Bor-Yi Huang

Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements pp. 118-134

Kiryoung Lee and Chanik Jo

Dynamics of Social Tolerance on Corruption: An Economic Interaction Perspective pp. 135-141

Yingying Shi and Min Pan

On the Solutions to the Ramsey Model with Logistic Population Growth via the Partial Hamiltonian Approach pp. 142-150

Para Iulia and Ioana Viasu

Money as the Potential Cause of the Tragedy of the Commons pp. 151-156

Kozo Mayumi and Mario Giampietro

2018, articles 1

Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis pp. 5-19

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

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

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

Buhari Doğan and Osman Değer

Do International Relative Commodity Prices Support the Prebisch-Singer Hypothesis? A Nonlinear Panel Unit Root Testing pp. 76-92

Murat Aslan and Saban Nazlioglu

Industry and Size Effect in Profitability-Capital Structure Relation: Empirical Evidence from Poland pp. 93-107

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

Oana Popovici

Territorial Growth in Ecuador: The Role of Economic Sectors pp. 124-139

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

Yu-Hu Lin and Wen-Yi Chen

Drivers of Entrepreneurial Intentions in Romania pp. 157-166

Ionela Dumitru and Ionut Dumitru

Stratfor vs. Reality (1995-2025). Dilemmas in Global Forecasting pp. 167-178

Dan Dungaciu, Darie Cristea, Diana Alexandra Dumitrescu and Ştefan Pop Zaharie