Journal for Economic Forecasting

2000 - 2024

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

From Institute for Economic Forecasting
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2016, articles 4

Controversies over the Size of the Public Budget pp. 5-34

Emilian Dobrescu

Spatial Patterns of Ocean Economic Efficiency and their Influencing Factors in Chinese Coastal Regions pp. 35-49

Xin Zhao, Yong Peng, Yuemei Xue and Shun Yuan

Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility pp. 50-64

Cheong Chin, Lee Min Cherng and Grace Lee Ching Yap

Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method pp. 65-78

Chang Min Lee and Hahn Lee

Systemic Risk Impact on Economic Growth - The Case of the CEE Countries pp. 79-94

Matei Kubinschi and Dinu Barnea

Do Remittances Hurt Domestic Prices? New Evidence from Low, Lower-Middle and Middle–Income Groups pp. 95-114

Adnan Khurshid, Yin Kedong, Adrian Cantemir Calin and Oana Popovici

On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries pp. 115-134

Murad Bein and Mehmet Aga

Do Multiple Housing Bubbles Exist in China? Further Evidence from Generalized Sup ADF Tests pp. 135-145

Wen-Chi Liu

The Impact of Momentum Factors on Multi Asset Portfolio pp. 146-169

Achim Backhaus and Aliya ZHAKANOVA Isiksal

The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy pp. 170-183

Corina Saman

2016, articles 3

Monetary Effectiveness in Small Transition Economy – The Case of the Republic of Serbia pp. 5-18

Dejan Živkov, Jovan Njegić, Nataša Papić-Blagojević and Jovan Petronijević

Statistical Analysis of KEMIRA Type Weights Balancing Methods pp. 19-39

Aleksandras Krylovas, Natalja Kosareva and Edmundas Kazimieras Zavadskas

Co-Movement of Healthcare Financing in OECD Countries: Evidence from Discrete Wavelet Analyses pp. 40-56

Wen-Yi Chen and Yu-Hui Lin

Public Debt-to-GDP Ratio in New EU Member States: Cut the Numerator or Increase the Denominator? pp. 57-72

Tomislav Globan and Marina Matošec

Whose Short Sales Are Informed? Institutions vs. Individuals pp. 73-81

Cheng-Yi Chien, Kuei-Yuan Wang and Chih-Hsiang Hsu

Ownership Concentration, Location, and Internalization Advantage in Financial Performance pp. 82-93

Fang-Yi Lo, Shih-Kuan Chiu and Pei-Wen Shih

The Markov-switching Granger Causality of Asia-Pacific Exchange Rates pp. 94-115

Jing-Tung Wu

Nonlinear Relationships between Oil Price and Stock Index – Evidence from Brazil, Russia, India and China pp. 116-126

Liang-Chun Ho and Chia-Hsing Huang

Credit Risk modeling for Companies Default Prediction using Neural Networks pp. 127-143

Alina Mihaela Dima and Simona Vasilache

Main Determinants of Labor Force Participation in the case of Metropolitan Roma People pp. 144-163

Tudorel Andrei, Andreea Mirica, Daniel Teodorescu and Elena-Doina Dascălu

2016, articles 2

Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets pp. 5-12

Lucian Albu, Radu Lupu and Adrian Cantemir Calin

A Note on the Examination of the Fisher Hypothesis by Using Panel Co-Integration Tests with Break pp. 13-26

Tolga Omay, Mübariz Hasanov, Asli Yuksel and Aydin Yuksel

Statistical Assessment of the Value Relevance of Financial Information Reported by Romanian Listed Companies pp. 27-42

Elisabeta Jaba, Ioan-Bogdan Robu, Costel Istrate, Christiana Brigitte Balan and Mihai Roman

Analyzing the Regional Economic Convergence in Ecuador. Insights from Parametric and Nonparametric Models pp. 43-65

Monica Răileanu Szeles and Rodrigo Mendieta Muñoz

Reserve Requirement Policy, Bond Market, and Transmission Effect pp. 66-85

Li Ma, Tsangyao Chang and Chien-Chiang Lee

Discretion of Dynamic Position Adjustment in Hedging Strategy pp. 86-101

Hongfeng Peng, Xiaoyu Tan and Yi Chen

Economic Growth and Intangible Capitals: An International Panel Data Model Applied in the 21st Century pp. 102-113

Víctor Raúl López Ruiz, José Luis Alfaro Navarro and Domingo Nevado Peña

The Relationship between Insurance Industry and Banking Sector in China: Asymmetric Granger Causality Test pp. 114-127

Guochen Pan, Jingyan Guo and Qiaoling Jing

Are We Systematically Wrong when Estimating Potential Output and the Natural Rate of Interest? pp. 128-151

Lucian Croitoru

Common Stochastic Trends in European Mortality Levels: Testing and Consequences for Modeling Longevity Risk in Insurance pp. 152-168

Dorina Lazar, Anuta Buiga and Adela Deaconu

2016, articles 1

Bring Quantile Unit Root Test back in Testing Hysteresis in Unemployment for the United States pp. 5-13

Yushi Jiang and Tsangyao Chang

Interest Rate Risk Analysis with Multifactor Model: The US case pp. 14-22

Natalia Campos, Francisco Jareño and Marta Tolentino

Connectivity - Based Clustering of GDP Time Series pp. 23-38

Eugen Scarlat

The Relationship between Bank Efficiency and Risk and Productivity Patterns in the Romanian Banking System pp. 39-53

Mihai Nitoi and Cristi Spulbar

Performance of VaR in Developed and CEE Countries during the Global Financial Crisis pp. 54-75

Mirjana Miletić and Siniša Miletić

Equilibrium Real Exchange Rate Assessment of the Serbian Dinar: The MB approach pp. 76-87

Brankica Pažun, Zlatko Langović and Ana Langovic Milićević

Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices pp. 88-103

Adam Zaremba

The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises pp. 104-121

Hatice Gaye Gencer and Sercan Demiralay

Long-Memory in Volatilities of CDS Spreads: Evidences from the Emerging Markets pp. 122-137

Samet Gunay and Yanlin Shi

Dependent Business Climate. A Network-Based Analysis pp. 138-152

Elena Doina Dascălu, Nicu Marcu, Ştefan Pete, Maria-Lenuţa Ulici and Vadim Dumitraşcu

2015, articles 4

Comparative Price Level (Cpl) – A Representative Parameter of Economic Convergence pp. 7-28

Emilian Dobrescu

Sovereign Financial Asset Market Linkages across Europe During the Euro Zone Debt Crisis pp. 29-49

Moisă Altăr, Alexandru-Adrian Cramer and Adam-Nelu Altăr-Samuel

Do Network Linkages affect Financial Leverage ? A Group Governance Perspective pp. 50-69

Hsien-Chang Kuo and Lie-Huey Wang

Is Growth Rate Implicit In Ipo Prices ? pp. 70-89

Muhammad Zubair Mumtaz and Zachary Alexander Smith

Asymmetric Interaction between Stock Price Index and Exchange Rates: Empirical Evidence for Romania pp. 90-109

Corina Saman

Measuring Unemployment Persistence by Age and Gender pp. 110-133

Amaia Altuzarra

European Structural Funds and Labor Force Requirement in Romania pp. 134-153

Maurizio Ciaschini, Andrea El Meligi, Nicoleta Matei, Rosita Pretaroli and Claudio Socci

Estimating a Hospital Production Function to Evaluate the Effect of Nurse Staffing on Patient Mortality in Taiwan: The Longitudinal Count Data Approach pp. 154-169

Yia-Wun Liang, Wen-Yi Chen and Yu-Hui Lin

A Decision Support System to Predict Financial Distress. The Case Of Romania pp. 170-179

Liviu Tudor, Madalina Popescu and Marin Andreica

Evolution of Mutual Funds in Romania: Performance and Risks pp. 180-197

Tudorache Florentin Gabriel, Luminita Nicolescu and Radu Lupu

2015, articles 3

EASTERN EUROPE IN THE WORLD ECONOMY: A GLOBAL VAR ANALYSIS pp. 5-26

Moisă Altar, Adrian Ifrim and Adam-Nelu ALTAR - Samuel

NONLINEAR A DJUSTMENT TO THE LONG-RUN EQUILIBRIUM BETWEEN THE REIT AND THE STOCK MARKETS IN JAPAN AND SINGAPORE pp. 27-38

Tsangyao Chang, Hao Fang and Yen-Hsien Lee

THE IMPACT OF FINANCIAL NEWS AND PRESS FREEDOM ON ABNORMAL RETURNS AROUND EARNINGS ANNOUNCEMENT PERIODS IN THE SHANGHAI, SHENZHEN AND TAIWAN STOCK MARKETS pp. 39-59

Yu-Chen Wei, Yang-Cheng Lu and I-Chi Lin

CURRENCY - EQUIVALENT VS. DIVISIA MONETARY AGGREGATES: THEORETICAL EVALUATION AND EMPIRICAL EVIDENCE FROM THE UNITED STATES AND CHINA pp. 60-80

Xian Huang and Shilong Xia

LOW RISK ANOMALY IN THE CEE STOCK MARKETS pp. 81-102

Adam Zaremba

EUROPEAN STOCK MARKETS CORRELATIONS IN A MARKOV SWITCHING FRAMEWORK pp. 103-119

Iulia Lupu

RETHINKING THE EFFECTS OF FISCAL POLICY ON MACROECONOMIC AGGREGATES: A DISAGGREGATED SVAR ANALYSIS pp. 120-135

Umut Unal

THE FISCAL CONSOLIDATION CONSEQUENCES ON ECONOMIC GROWTH IN ROMANIA pp. 136-151

Bogdan Dumitrescu

FINANCIAL MARKET REACTION TO CHANGES IN THE VOLATILITIES OF CDS RETURNS pp. 152-165

Gheorghe Hurduzeu, Radu Cristian Musetescu and Georgeta-Madalina Meghisan-Toma

SOCIAL SUSTAINABILITY IN HIGHER EDUCATION. THE ROLE OF INSTITUTIONS FROM STUDENTS’ POINT OF VIEW pp. 166-180

Isabel Novo-Corti, Diana-Mihaela Țîrcă (Pociovalisteanu) and Raluca Iorgulescu

2015, articles 2

Net Indirect Taxes and Sectoral Structure of Economy pp. 5-29

Emilian Dobrescu

The Assessment of Some Macroeconomic Forecasts for Spain using Aggregated Accuracy Indicators pp. 30-47

Lucian Albu, Carlos MatéJIMÉNEZ and Mihaela Simionescu

Liquidity Shocks Transmission to Lending Activity in the Romanian Banking System. A VAR Approach pp. 48-60

Horaţiu Lovin

Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis pp. 61-80

Murad Bein and Gulcay Tuna

The Impact of Trade Announcements on Financial Markets. An Event Study Analysis pp. 81-91

Adrian Cantemir Calin

Adding EMD Process and Filtering Analysis to Enhance Performances of ARIMA Model When Time Series Is Measurement Data pp. 92-104

Feng-Jenq Lin

The Relationship between Health Care Expenditures and Income in the Selected Transition Economies: A Panel Smooth Transition Regression Analysis pp. 105-118

Mahmut Zortuk and Sinan Çeken

Public Debt and Economic Growth in the EU Post-Communist Countries pp. 119-132

Gheorghiţă Dincă and Marius Sorin Dincă

The Impact Of Education And Health On Economic Growth: Evidence From Romania (1980-2011) pp. 133-147

Murat Cetin and Ibrahim Dogan

Internationalization Strategy and Firm Performance: Estimation of Corporate Strategy Effect Based on Big Data of Chinese IT Companies in a Complex Network pp. 148-163

Da Huo and Ken Hung

2015, articles 1

EFFICIENCY IN COOPERATIVE BANKS AND SAVINGS BANKS: A STOCHASTIC FRONTIER APPROACH pp. 5-21

Cristi Spulbar, Mihai Nitoi and Lucian Anghel

MODELING PORTFOLIO RETURNS ON BUCHAREST STOCK EXCHANGE USING THE FAMA-FRENCH MULTIFACTOR MODEL pp. 22-46

Andrei Anghel, Dalina Dumitrescu and Cristiana Tudor

EMPIRICAL ASSESSMENT OF STABILIZATION EFFECTS OF FISCAL POLICY IN CROATIA

Ana Grdović Gnip

HAS NONLINEARITY RESOLVED THE A NOMALY OF UNIT ROOT BEHAVIOUR IN FORWARD DISCOUNT ? NEW EMPIRICAL EVIDENCE pp. 70-80

Aidil Rizal Shahrin

TESTING FOR NONLINEARITY IN UNEMPLOYMENT RATES VIA DELAY VECTOR VARIANCE pp. 81-92

Petre Caraiani

OUT-OF-SAMPLE FORECASTING PERFORMANCE OF A ROBUST NEURAL EXCHANGE RATE MODEL OF RON/USD pp. 93-106

Corina Saman

ANALYSIS OF RELATIVE RETURN BEHAVIOUR OF BORSA ISTANBUL REIT AND BORSA ISTANBUL 100 INDEX pp. 107-128

Mine Aksoy and Veysel Ulusoy

TOP MANAGEMENT TEAM HETEROGENEITY, DIVERSIFICATION, AND CORPORATE PERFORMANCE: A PANEL SMOOTH TRANSITION REGRESSION MODEL pp. 129-142

Weining Li, Sen Zhang and Jing Zhang

FORECASTING PRICES OF PRESALE HOUSES: A REAL OPTION APPROACH pp. 143-158

Ming-Cheng Wu, I-Cheng Lin, Yi-Ting Huang and Chang-Rong

A CENTRAL BANK’S DILEMMAS IN HIGHLY UNCERTAIN TIMES - A ROMANIAN VIEW pp. 159-180

Daniel Daianu