Journal for Economic Forecasting

2000 - 2025

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

From Institute for Economic Forecasting
Contact information at EDIRC.
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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

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