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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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 Daniel 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

2017, articles 4

The Risk Contagion Effect of Return Volatility between China’s Offshore and Onshore Foreign Exchange Market pp. 5-21

Zhaosu Meng, Kedong Yin, Yan Zhang and Xun Dong

A Nonlinear Analysis of Monetary Policy with Dominance Indices in Turkey: MS-VAR Approach pp. 22-46

Özgür Ersin and Melike Bildirici

SHOCK AND VOLATILITY SPILLOVERS BETWEEN OIL AND SOME BALKAN STOCK MARKETS pp. 47-59

Muzammil Kurshid and Berna Kirkulak-Uludag

DO SEASONAL ANOMALIES STILL EXIST IN CENTRAL AND EASTERN EUROPEAN COUNTRIES? A CONDITIONAL VARIANCE APPROACH pp. 60-83

Alin Marius Andrieş, Iulian Ihnatov and Nicu Sprincean

ARE THE DETERMINANTS OF MONEY DEMAND STABLE IN SELECTED COUNTRIES FROM SOUTHEASTERN EUROPE? pp. 84-96

Jordan Kjosevski and Mihail Petkovski

FORECASTING VALUE-AT-RISK WITH TWO-STEP METHOD: GARCH-EXPONENTIATED ODD LOG-LOGISTIC NORMAL MODEL pp. 97-115

Emrah Altun, Morad Alizadeh, Gamze Ozel, Hüseyin Tatlidil and Najmieh Maksayi

THE USE OF THE PIVOT PAIRWISE RELATIVE CRITERIA IMPORTANCE ASSESSMENT METHOD FOR DETERMINING THE WEIGHTS OF CRITERIA pp. 116-133

Dragisa Stanujkic, Edmundas Kazimieras Zavadskas, Darjan Karabasevic, Florentin Smarandache and Zenonas Turskis

THE INFLATION-GROWTH NEXUS: A DYNAMIC PANEL THRESHOLD ANALYSIS FOR D-8 COUNTRIES pp. 134-151

Celil Aydin

TAX REFORM, INFLATION, FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH IN MALAYSIA pp. 152-165

Nanthakumar Loganathan, Suraya Ismail, Dalia Streimikiene, Asan Ali Golam Hassan, Edmundas Kazimieras Zavadskas and Abbas Mardani

PURCHASING POWER PARITY IN CHINA: AN EMPIRICAL INVESTIGATION BASED ON BOOTSTRAP ROLLINGWINDOW TEST pp. 166-181

Kai-Hua Wang, Chi-Wei Su, Hsu-Ling Chang, Ji Ma and Cristina Iovu

2017, articles 3

Are Suicide Rate Fluctuations Transitory or Permanent? Panel KSS Unit Root Test with a Fourier Function through the Sequential Panel Selection Method pp. 5-17

Tsangyao Chang, Yifei Cai and Wen-Yi Chen

Measuring Financial Cycle Length and Assessing Synchronization using Wavelets pp. 18-36

Moisă Altăr, Matei Kubinschi and Dinu Barnea

Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries pp. 37-53

Krzysztof Drachal

Improving Phillips Curve’s Inflation Forecasts under Misspecification pp. 54-76

Mamdouh Abdelsalam

Computation of Operational Risk for Financial Institutions pp. 77-87

Ming-Tao Chung, Ming-Hua Hsieh and Yan-Ping Chi

Intraday Market Efficiency for a Typical Central and Eastern European Stock Market: The Case of Romania pp. 88-109

Dan Gabriel Anghel

Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis pp. 110-129

Hatice Gaye Gencer and Mehmet Yasin Hurata

Are South American Countries Really Converging?: The Influence of the Region's Integration Projects pp. 130-149

Andrea Gabriela Bonilla-Bolaños

The Impact of the Juncker Plan on Investors’ Beliefs pp. 150-165

Adrian Cantemir Calin, Oana Popovici and Gheorghe Hurduzeu

Decomposing Productivity Changes – Romania’s Counties Case pp. 166-184

Cristina Lincaru and Speranţa Pîrciog

2017, articles 2

Modelling an Emergent Economy and Parameter Instability Problem pp. 5-28

Emilian Dobrescu

Foreign Direct Investments and Employment. Structural Analysis pp. 29-44

Dorin Jula and Nicolae Jula

Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework pp. 45-61

Doojin Ryu and Hyein Shim

Shock Effects from International Stock Price Volatility on Investment Style Drift in Chinese Open-end Funds pp. 62-78

Kedong Yin, Xuemei Li, Bohong Li and Fan Zhang

Heterogeneity of Households and the Effects of Fiscal Policy in the CEE Countries pp. 79-93

Piotr Krajewski

Regional Unemployment Disparities in Turkey pp. 94-108

Mehmet Güçlü

The Stationarity of Consumption-Income Ratios: Nonlinear Evidence in ASEAN Countries pp. 109-123

Sakiru Solarin

An Investigation of the Day-of-the-week Effect in Conditional Variance at the Bucharest Stock Exchange pp. 124-134

Nicu Marcu, Carmen Dobrota and Raluca ANTONEAC (calin)

What Matters for Entrepreneurship? A Global View on Its Determinants pp. 135-149

Mariana Nicolae-Balan, Radu Lupu and Irina Ion

Competitiveness of EU Member States in Attracting EU Funding for Research and Innovation pp. 150-167

Simona Moagar-Poladian, Victoria Folea and Mihai Paunica

2017, articles 1

Measuring the Green Efficiency of Ocean Economy in China: An Improved Three - Stage DEA Model pp. 5-22

Lili Ding, Haihong Zheng and Wanglin Kang

Fundamental Indexation in European Emerging Markets pp. 23-37

Tomasz Miziolek and Adam Zaremba

The Relationship between Stock and Exchange Rates for BRICS Countries Pre - and Post - Crisis: A Mixed C - VINE Copula Model pp. 38-59

Yingying Han and Xiang Zhou

Does Economic Policies Uncertainty affect Economic Activity? Evidences from the United States of America pp. 60-74

Bogdan Dima, Marius Sorin Dincă, Ştefana Maria Dima and Gheorghiţa Dincă

The Effect of Trade on Agglomeration within Regions pp. 75-97

Grace Carolina Guevara-Rosero

The Future of Facilities Management in Lithuania pp. 98-115

Willem Brauers, Edmundas Kazimieras Zavadskas and Natalija Lepkova

The Tax Effects of Health Expenditures on Aging Economies: Empirical Evidence on Selected OECD Countries pp. 116-127

Pelin Varol İyidoğan, Eda Balikçioğlu and H. Hakan Yilmaz

FINANCIAL INDICATORS AS PREDICTORS OF ILLIQUIDITY pp. 128-149

Dejan Jovanović, Mirjana Todorović and Milka Grbić

Micro and Macroeconomic Determinants of Stock Prices: The Case of Turkish Banking Sector pp. 150-166

Husam Rjoub, İrfan Civcir and Nil Gunsel Resatoglu

When Policies Fuel Economic Cycles pp. 167-190

Daniel Daianu