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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2014, articles 4

Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts pp. 5-21

Emilian Dobrescu

Measuring Systemic Risk using Contingent Claims Analysis (CCA) pp. 22-48

Moisa Altar, Adam-Nelu Altar-Samuel and Ioana Marcu

Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns pp. 49-64

Radu Lupu

Modeling Stock Index Returns using Semi-Parametric Approach with Multiplicative Adjustment pp. 65-75

Kaiping Wang

Industry Competition, Agency Problem, and Firm Performance pp. 76-93

Sue-Fung Wang, Yow-Jen Jou, Ke-Chiun Chang and Kun-Wei Wu

The Multi-Criteria Nodal Analysis of the System of Companies Resident in Romania pp. 94-108

Cezar Mereuta

Investigating the Impact of Unemployment Rate on the Romanian Shadow Economy. A Complex Approach Based on ARDL and SVAR Analysis pp. 109-127

Adriana Anamaria Davidescu (Alexandru)

An Empirical Analysis of The Impact of RMB Exchange Rate’s Changes on Industrial Restructure pp. 128-139

Boya Wang and Siyue Liu

Institutional Investor Sentiment and Market Returns: Evidence from the Taiwan Futures Market pp. 140-167

Ralph Yang-Cheng Lu, Hsiu-Chuan Lee and Peter Chiu

Sovereign Wealth Funds –Activity, Development and Forecasting pp. 168-183

Doina-Ana Draniceanu, Elena-Doina Dascalu and Lucian-Florin Onisor

2014, articles 3

Will there be Deflation and Current Account Surpluses? pp. 5-21

Lucian Croitoru

Does Income Converge among EU Member Countries following the Post-War Period? Evidence from the PANKPSS Test pp. 22-38

Burcu Ozcan

Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model pp. 39-50

Lucian Albu, Radu Lupu, Adrian Cantemir Calin and Oana Popovici

The Effects of Ownership Concentration and Origin on Listed Firms’ Value: Empirical Evidence from Romania pp. 51-71

Georgeta Vintila, Ştefan Gherghina and Mihai Nedelescu

Human Development European City Index: Methodology And Results pp. 72-87

Víctor Raúl López Ruiz, Domingo Nevado Peńa, José Luis Alfaro Navarro and Adriana Grigorescu

Increasing Financial Audit Quality Using A New Model To Estimate Financial Performance pp. 88-107

Iulian Viorel Brasoveanu, Florin Dobre and Laura Brad

Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models pp. 108-135

Melike Bildirici and Özgür Ersin

Performance Measurement In Public Spending: Evidence From A Non-Parametric Approach pp. 136-159

Yi-Chung Hsu and Chien-Chiang Lee

An Analysis Of Non-Life Insurance Determinants For Selected Countries In Central And South Eastern Europe: A Co-Integration Approach pp. 160-178

Mihail Petkovski and Kjosevski Jordan

The Performance of Predictions Based on the Dobrescu Macromodel for the Romanian Economy pp. 179-195

Mihaela Simionescu

2014, articles 2

A Multidimensional Approach to the Inclusiveness of economic Growth in the New Member States pp. 5-24

Monica Răileanu Szeles

The Impact of Globalization on Economic Growth pp. 25-34

Yung-Hsiang Ying, Koyin Chang and Chen-Hsun Lee

Influence of the EU Accession Process and the Global Crisis on the CEE Stock Markets: A Multivariate Correlation Analysis pp. 35-52

Gabriela Victoria Anghelache, Lorand Kralik, Marius Acatrinei and Stefan Pete

An Estimation of Sectoral Price Stickiness using Aggregate Data pp. 53-70

Cheng-qi Hou and Pin Wang

The Impact of Monetaru Policy on the Romanian Economy pp. 71-86

Vasile Dedu and Tiberiu Stoica

Outward Foreign Direct Iinvestments and Merchandise Exports: The European OECD Countries pp. 87-99

Štefan Bojnec and Imre Fertő

Transnational Clusters - Consequences of International Trade; Case Study of the Adriatic-Danube Region pp. 100-114

Carmen Pauna, Mihaela Nona Chilian and Tiberiu Diaconescu

A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting pp. 115-129

Chih-Chung Yang, Yungho Leu and Chien-Pang Lee

Forecast of Romanian Industry Employment using Simulation and Panel Data Models pp. 130-140

Madalina Ecaterina Andreica and Marin Andreica

The Twin Deficits in Selected Central and Eastern European Economies: Bounds Testing Approach with Causality Analysis pp. 141-160

M. Umur Tosun, Pelin Varol Iyidogan and Erdinc Telatar

2014, articles 1

Lawrence R. Klein and the Economic Forecasting – A Survey pp. 5-14

Stephen Hall, Andrei Roudoi, Lucian Albu, Radu Lupu and Adrian Cantemir Calin

Modelling the Confidence in Industry in Romania and other European Member Countries Using the Ordered Logit Model pp. 15-34

Mariana Gagea

Unemployment Duration and Exit States of Disabled People in Romania pp. 35-52

Daniela Dănăcică and Doru Cirnu

Unemployment, Gender and Labor Force Participation in Spain: Future Trends in Labor Market pp. 53-66

Emilio Congregado, Monica Carmona, Antonio Golpe and André van Stel

What Role for 'Learning'? A North-South Tale of Enrichment Effect∗ pp. 67-85

Gouranga Das

Testing the Endogeneity of Trade and Financial Integration and Sectoral Specialization in an Enlarged Euro Area pp. 86-104

Marin Dinu, Marius Marinas, Cristian Socol and Aura-Gabriela Socol

The Optimal Hedging Ratio for Non-Ferrous Metals pp. 105-122

Mihai Cristian Dinica and Dan Armeanu

International Equity Diversification Between the United States and Brics Countries pp. 123-138

Ming Zhong, Tsangyao Chang and Han-Wen Tzeng

Time-Varying Behaviour of Sector Beta Risk – The Case of Poland pp. 139-159

Radosław Kurach and Jerzy Stelmach

Economic Freedom, Inflation Rate and their Impact on Economic Growth: A Panel Data Analysis pp. 160-176

Cuneyt Kiliç and Feyza Arica

2013, articles 4

Updating the Romanian Economic Macromodel pp. 5-31

Emilian Dobrescu

Rational Bubbles Exist in the G-7 Stock Markets? Threshold Cointegration Approach pp. 32-43

Li-Hung Wu

The Relationship between Energy Consumption and Output: A Frequency Domain Approach pp. 44-55

Wen-Chi Liu

Liquidity Characteristics, Implicit Information of Asset Prices and Monetary Policy in China pp. 56-66

Xiao Weiguo, Zhao Yang and Yuan Wei

History of Credit Crisis as a Mirror: An International Perspective on the Impact of the Sub-Prime Crisis on the Performance of Investment and Commercial Banks pp. 67-81

Yang-Cheng Lu, Hao Fang and Shu-Lien Chang

Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests pp. 82-93

Shu-Ching Cheng and Tsung-Pao Wu

Factors that Affect Credit Rating: An Application of Ordered Probit Models pp. 94-108

Ken Hung, Hui Wen Cheng, Shih-shen Chen and Ying-Chen Huang

Capital Constraints and the Credit Structure of Commercial Banks: Evidence from China pp. 109-123

Junxun Dai

Macroeconomics Framework Considered Risk Factors: Based on Default Distance pp. 124-133

Yonggang Ye, Jiaqi Yang, Lingfeng Song and Pei ZHang

A Study of yhe Nonlinear Relationships among the U.S. and Asian Stock Markets during Financial Crises pp. 134-147

Yu-Hau Hu and Shun-Jen Hsueh

Board Ownership and Firm Value in Taiwan - A Panel Smooth Transition Regression Model pp. 148-160

Feng-Li Lin

Corruption and Income Inequality in Asian Countries: Bootstrap Panel Granger Causality Test pp. 161-170

Chiung-Ju Huang

Military Spending and Economic Growth Nexus in Sixteen Latin and South American Countries: A Bootstrap Panel Causality Test pp. 171-185

Hsien-Hung Kung and Jennifer C. H. Min

The Dollar Standard and Stability of China’s Macroeconomy pp. 186-204

Guohua He and Xinxin Chang

Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS pp. 205-217

Jian Zhang, Dongxiang Zhang, Juan Wang and Yue Zhang

Cluster Analysis of Market Potential in Emerging Markets: A Dynamic Research based on Markov Chain pp. 218-231

Da Huo

STOCK CHARACTERISTICS HERDED BY FOREIGN INVESTORS WITH HIGHER ABNORMAL RETURNS IN THE TAIWAN STOCK MARKET pp. 232-245

Hao Fang, Yang-Cheng Lu, Hwey-Yun Yau and Yen-Hsien Lee

2013, articles 3

What Good is Higher Inflation? To Avoid or Escape the liquidity Trap pp. 5-25

Lucian Croitoru

A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability pp. 26-43

Pablo Pincheira

The Chinese News Sentiment around Earnings Announcements pp. 44-58

Yang-Cheng Lu and Yu-Chen Wei

Modelling the Sectoral Structure of the Final Output pp. 59-89

Emilian Dobrescu

Does Housing Cost Affect Birth Rates in Taiwan? The ADL Test for Threshold Co-integration pp. 90-103

Wen-Yi Chen

Does Wealth or Credit Effect Exist in China? pp. 104-114

Chih-Wei Su, Hsu-Ling Chang and Chun Jiang

The IPO Cycles in China's A-share IPO Market: Detection Based on a Three Regimes Markov Switching Model pp. 115-131

Zhiqiang Hu and Yizhu Wang

Inflation Persistence in Nine Latin American Countries: Panel SURKSS Test with a Fourier Function pp. 132-143

Hongfeng PENG Yanli LI and Hongfeng Peng

Fractal Analysis of the Gold Market in China pp. 144-163

Kedong Yin, Hengda Zhang, Wenbo Zhang and Qian Wei

The Transmission Mechanism and Effectiveness of the Fed's Operation Twist pp. 164-181

Li Ma, Zhongyuan Duan and Huadan Yu

Insurance Activity and Economic Growth Nexus in 31 Regions of China: Bootstrap Panel Causality Test pp. 182-198

Hongbing Hu, Meng Su and Wenhua Lee

On Tobin's Multiperiod Portfolio Theorem pp. 199-208

Heping Xiong and Jingming Zhou

2013, articles 2

Foreign Trade and FDI as Main Factors of Growth in the EU pp. 7-17

Lucian Albu

Liquidity, the October 2008 Speculative Attack and the Central Bank Reputation pp. 18-51

Lucian Croitoru

Economic Growth and Structural Changes in Regional EmploymenT pp. 52-69

Dorin Jula and Nicolae Jula

Cost Minimization under Variable Input Prices: A Theoretical Approach pp. 70-86

Adriana Agapie and Tony Lima

The Interaction Of Structural Changes With Inflation in the Presence of Symetric and Asymetric Economic Behaviours – Evidence from a General Dynamic Intersectoral Model pp. 87-100

Andrei Dospinescu and Maria Mitrofan

A View on the Risk-Neutral Density Forecasting of the Dax30 Returns pp. 101-114

Ioana Andreea Duca and Gheorghe Ruxanda

Does Venture Capital Spur Economic Growth? Evidence from Israel pp. 115-128

Biao Zhang, Dongxiang Zhang, Juan Wang and Xiashuai Huang

Discovering the System Structure with Applications in Economic and Social Sciences pp. 129-140

Stefan Stefanescu

Multiple Points Regression pp. 141-144

George Mateescu

Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium pp. 145-158

Florin Pavelescu

New Keynesian Phillips Curve for Romania pp. 159-171

Corina Saman and Bianca Pauna

Financialisation: Structure, Extent, Consequences pp. 172-192

Aurel Iancu

The Eurozone: An Inconvenient Truth pp. 193-210

Lucian Croitoru

The Input-Output Modeling Approach to the National Economy pp. 211-222

Viorel Gaftea

The Mechanisms of Arrears in Romania pp. 223-239

Elena Pelinescu

2013, articles 1

The Monetary Causes of Inflation in Romania pp. 5-23

Cristian Paun and Mihai Vladimir Topan

The Interchange Fees - A Comparison between Optimal Private and Social Levels pp. 24-38

Ionuț Mihai Drăgoi

Foreign Direct Investment based on Country Risk and other Macroconomic Factors. Econometric Models for Romanian Economy pp. 39-61

Gheorghe Săvoiu, Vasile Dinu and Suzana Ciuca

Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area pp. 62-81

Claudiu Albulescu

A HYBRID BUSINESS FAILURE PREDICTION MODEL USING LOCALLY LINEAR EMBEDDING AND SUPPORT VECTOR MACHINES pp. 82-97

Fengyi Lin, Ching Chiang Yeh and Meng Yuan Lee

How Core Inflation Reacts to the Second Round Effects pp. 98-118

Simion Mija, Dorin Slobozian, Radu Cuhal and Alexandru Stratan

Using a Macroeconomic Model to Check Forecast Consistency pp. 119-135

Cristian Nicolae Stanica

A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania pp. 136-148

Marius Acatrinei, Adrian Gorun and Nicu Marcu

Education in Romania - How much is it Worth? pp. 149-163

Irina Ion Zgreaban