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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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

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