Journal for Economic Forecasting

2000 - 2024

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

From Institute for Economic Forecasting
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2012, articles 4

The Convergence Process in the EU Estimated by Gini Coefficients pp. 5-16

Lucian Albu

Reconsideration of Dimensions and Curve Fitting Practice in View of Georgescu-Roegen’s Epistemology in Economics pp. 17-35

Kozo Mayumi, Mario Giampietro and Jesus Ramos-Martin

FDI, Productivity and Wages. New Evidence from a Romanian Matched Sample pp. 36-55

Cristina Jude

Revisiting Mean Reversion in the Stock Prices of Nine Transition Countries: Threshold Unit Root Test pp. 56-67

Guochen Pan, Seng-Sung Chen and Tsangyao Chang

Governance and Contractual Structure in the Vegetable Supply Chain in Romania pp. 68-82

Cornelia Alboiu

Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data pp. 83-103

Wen Huang, Zhuo Huang, Marius Matei and Tianyi Wang

An Analytic Derivation of the Efficient Market Portfolio pp. 104-116

Zion Guo and Hsin-Yi Huang

Oscillatory Dynamics of Industrial Production pp. 117-128

Ionut Purica

Foreign Direct Investments in Romania. A Structural and Dynamic View pp. 129-146

Dalina Andrei

Can VAR Be Predictive for Regulation? Evidence from the Futures Industry in Taiwan pp. 147-162

Matthew C. Chang and Jui-Cheng Hung

The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Crisis pp. 163-180

Silvio Dajcman and Mejra Festic

2012, articles 3

Transmission Mechanism of Monetary Policy in Romania. Insights into the Economic Crisis pp. 5-21

Elena Pelinescu

Evaluating Individual and Mean Non-Replicable Forecasts pp. 22-43

Chia-Lin Chang, Philip Hans Franses and Michael McAleer

Enhancing the Efficiency of the Benchmarking Learning Map Model: The Integrated Fra Perspective pp. 44-57

Wen Cheng Lin and Shmuel Yahalom

Mean Reversion of Real Interest Rates in G-20: Panel Kss Test by Spsm with a Fourier Function pp. 58-68

Chih Kai Chang

Testing For Nonlinearity In G7 Macroeconomic Time Series pp. 69-79

Nilgün Çil Yavuz and Veli Yilanci

What is Romania’s Wealth? The Foundation of a National Wealth Evaluation Econometric Model pp. 80-96

Gheorghe Zaman, Roxana Arabela Dumitrascu and Vadim Dumitrascu

Revisiting the Relationship between Electricity Consumption, Capital and Economic Growth: Cointegration and Causality Analysis in Romania pp. 97-120

Muhammad Shahbaz, Mihai Mutascu and Aviral Tiwari

Determinants of the Dinar-Euro Nominal Exchange Rate pp. 121-141

Milan Nedeljković and Branko Urošević

Is the Romanian Business Cycle Characterized by Chaos? pp. 142-151

Petre Caraiani

Fiscal Theory of Price Level: A Panel Data Analysis for selected Saarc Countries pp. 152-170

Muhammad Nawaz, Muhammad Mazhar Iqbal, Amanat Ali and Khalid Zaman

2012, articles 2

Clusterization, Persistence, Dependency and Volatility of Business Cycles in an Enlarged Euro Area pp. 5-23

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

Transitional Behavior of Government Debt Ratio on Growth: The Case of OECD Countries pp. 24-37

Tsangyao Chang and Gengnan Chiang

Sudden Changes In Volatility In Central And Eastern Europe Foreign Exchange Markets pp. 38-51

Alexandru Todea and Diana Platon

Foreign Direct Investment, Export and Economic Growth: Empirical Evidence from New EU Countries pp. 52-67

Ali Acaravcı and Ilhan Ozturk

The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova pp. 68-84

Alexandru Stratan and Marcel Chistruga

Foreign Direct Investments, Technology Transfer and Economic Growth. A Panel Approach pp. 85-102

Oana Simona Hudea Caraman and Stelian Stancu

Copulas having Zero-Isoline and Economic Applications pp. 103-126

Daniel Ciuiu

Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa pp. 127-142

Atilla Cifter

Tax Policy under the Curse of Low Revenues: The Case of Romania (Part II) pp. 143-162

Daniel Daianu, Ella Kallai and Laurian Lungu

2012, articles 1

The Renewable Energy Development: A Nonparametric Efficiency Analysis pp. 5-19

Anamaria Aldea, Anamaria Ciobanu and Ion Stancu

The Roots of the Banking Crisis in the New EU Member States: A Panel Regression Approach pp. 20-40

Mejra Festic and Alenka Kavkler

On Solving Some Types of Multiple Attribute Decision-Making Problems pp. 41-61

Ion Vaduva

Price Indicators as a Measure of Credit Market Integration in the Visegrad Countries pp. 62-73

Pavla Klepková Vodová

The Demand for Money in China: A Reassessment Using the Bounds Testing Approach pp. 74-94

Chien-Chiang Lee and Chun-Ping Chang

Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models pp. 95-115

Marius Matei

Control and Crisis in a City Seen as a Reactor of Economic Transactions pp. 116-127

Ionut Purica

Local Environment Analysis and Rules Inferring Procedure in an Agent-Based Model – Applications in Economics pp. 128-143

Andrei Dospinescu

The Contribution of Econometrics to the Management of the Enterprise pp. 144-155

Régis Bourbonnais and Mara Magda Maftei

Tax Policy under the Curse of Low Revenues: The Case of Romania (Part I) pp. 156-186

Daniel Daianu, Ella Kallai and Laurian Lungu

Evolution of Regional and Sub-Regional Disparities in Romania – A Sectoral Shift-Share Analysis pp. 187-204

Mihaela-Nona Chilian

2011, articles 4

Hysteresis in Unemployment for G-7 Countries: Threshold Unit Root Test pp. 5-14

Tsangyao Chang and Chia-Hao Lee

Debt Ceiling and External Debt Sustainability in Romania: A Quantile Autoregression Model pp. 15-29

Tudor Boengiu, Cristina Morar Triandafil and Adrian Morar Triandafil

Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach pp. 30-46

Petre Caraiani

How Good are the Growth and Inflation Forecasts for Slovenia? pp. 47-67

Timotej Jagric and Jani Beko

Discriminant Analysis of the Abilities of Public Marketing Specialists pp. 68-78

Adriana Grigorescu and Constantin Bob

Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia pp. 79-89

Mansor Ibrahim

Modeling Government Policies used for Sustaining Economic Growth in Romania pp. 90-105

Cristian Nicolae Stanica

Estimating the Impact of Central Bank Independence upon Macroeconomic Performance using a Panel Data Model pp. 106-128

Florin Cornel Dumiter

Scenarios of the Romanian GDP Evolution With Neural Models pp. 129-140

Corina Saman

Possible Evolutions of Investment Rate – Error Correction Models Scenarios pp. 141-162

Cornelia Scutaru

A Model for Measuring the National Global Performance and Analyzing its Determinants – The Case of Romania pp. 163-177

Mihaela Herciu and Claudia Ogrean

Patrimonial Pattern of Rural Development. Case Study: The Rural Communities from Tara Hateg Retezat Area pp. 178-196

Violeta Florian

2011, articles 3

Sectoral Structure and Economic Growth pp. 5-36

Emilian Dobrescu

Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information pp. 37-58

Beum Jo Park

Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan pp. 59-70

Yang-Cheng Lu, Tsangyao Chang and Chin-Ping Yu

Optimum Currency Area and Shock Asymmetry: A Dynamic Analysis of the West African Monetary Zone (WAMZ) pp. 71-82

Douglason G. Omotor and Aggrey Niringiye

P-Star Model under the Currency Board – The Case of Bulgaria 1997-2008 pp. 83-91

Xenia Mihalicova, Vladimír Gazda, Matus Kubak and Marek Grof

An Evaluation of Effectiveness of Fuzzy Logic Model in Predicting the Business Bankruptcy pp. 92-107

Tomasz Korol and Adrian Korodi

Operational Risk Modelling and Capital Adequacy – are There any Rewards in Greater Complexity? pp. 108-131

Gabriela Victoria Anghelache, Bogdan-Octavian Cozmanca and Alina Nicoleta Radu

Central and East European Corporate Finance: Between Commonality and Heterogeneity pp. 132-161

Cristina Morar Triandafil and Dorina Poanta

Consumer Credit Scoring pp. 162-177

Alexandru Costangioara

Contribution of Balance Scorecard Model in Efficiency of Managerial Control pp. 178-199

Ionel Bostan and Veronica Grosu

Measurement of National Non-Visible Wealth through Intellectual Capital pp. 200-212

Víctor Raul Lopez Ruiz, Domingo Nevado Pena, Jose Luis Alfaro Navarro, Leonardo Badea, Adriana Grigorescu and Liviu Voinea

Three Unemployment Rates Relevant To Monetary Policy pp. 213-238

Lucian Croitoru

Modeling the Financial Behavior of Population (I) – Conceptual Assignations pp. 239-254

Emil Dinga, Napoleon Pop, Mihail Dimitriu and Camelia Milea

About the Accuracy of Gini Index for Measuring the Poverty pp. 255-266

Stefan Stefanescu

The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Autumn Forecast 2011, September Estimate pp. 267-269

Institute for Economic Forecasting and Centre for Macroeconomic Modelling

2011, articles 2

Early-stage entrepreneurial aspirations in efficiency-driven economies pp. 5-18

Stefan Pete, Agnes Nagy, Dumitru Matis, Lehel Zoltan Gyorfy, Annamária Dézsi-Benyovszki and Tunde Petra Petru

Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration pp. 19-30

Tsangyao Chang, Chi Chen Chiu and Han Wen Tzeng

Energy Consumption and Economic Growth in Turkey: Cointegration and Causality Analysis pp. 31-41

Muhittin Kaplan, Ilhan Ozturk and Huseyin Kalyoncu

Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models pp. 42-54

Marius Cristian Acatrinei and Petre Caraiani

Biotechnology and Its Role for a Sustainable Agriculture pp. 55-63

Cristian Hera and Ana Popescu

Income Polarization In Romania pp. 64-83

Maria Molnar

Absorption of the structural funds in Romania pp. 84-105

Corina Cace, Sorin Cace and Victor Nicolaescu

Assessing the Sustainability of Public Finances in Romania pp. 106-115

Constantin Zaman

Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data pp. 116-141

Marius Matei

Regaining Financial Stability: Taming Financial Markets Is a Must - A Focus on NMSs pp. 142-170

Daniel Daianu

The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Yearly Forecast – Summer Forecast 2011, June Estimate pp. 171-174

Institute for Economic Forecasting and Centre for Macroeconomic Modelling

2011, articles 1

Similarity of Supply and Demand Shocks Between the New Member States and the Euro Zone. The Case of Romania pp. 5-19

Ionut Dumitru and Ionela Jianu (Dumitru)

Exploring the Economic Convergence in the Eu’s New Member States by Using Nonparametric Models pp. 20-40

Monica Răileanu Szeles

A Non-Linear Model of Causality Between the Stock and Real Estate Markets of European Countries pp. 41-53

Chi Wei Su, Hsu Ling Chang and Meng Nan Zhu

Financial Information Fraud Risk Warning for Manufacturing Industry - Using Logistic Regression and Neural Network pp. 54-71

Kuang Hsun Shih, Ching Chan Cheng and Yi Hsien Wang

Analyzing the Dynamics of Relative Prices on a Market with Speculative and Non-Speculative Agents Based on the Evolutionary Model pp. 72-87

Andrei Dospinescu

The Introduction of the Common Currency in Slovenia pp. 88-105

Mejra Festic and France Krizanic

An Evaluation of Asymmetric and Symmetric Effects of Oil Exports Shocks on Non-Tradable Sector of Iranian Economy pp. 106-124

Shamsollah Shirinbakhsh and Maryam Moghaddas Bayat

An Application of Economic Capacity Utilization to the Measurement of Total Factor Productivity Growth: Empirical Evidence from Indian Fertilizer Industry pp. 125-142

Ray Sarbapriya and Kumar Pal Mihir

Why do not They Move from Rural to Urban Areas? Inter-Regional Migration in Romania pp. 143-158

Monica Ioana Silaghi and Subrata Ghatak

General Equilibrium Dynamic Models and the Doha Round Impact on Underdeveloped Economies pp. 159-174

Ionel Bostan and Veronica Grosu

Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market pp. 175-192

Alexandru Todea and Adrian Zoicas Ienciu

Analysis of the Procedure for Balancing the Local Budgets in Romania pp. 193-211

Liliana Bunescu and Marian Pompiliu Cristescu

The Drivers of the CEE Exchange Rate Volatility - Empirical Perspective in the context of the Recent Financial Crisis pp. 212-229

Cristina Morar Triandafil, Petre Brezeanu, Catalin Huidumac and Adrian Morar Triandafil

Models of Financial System Fragility pp. 230-256

Aurel Iancu

Approaching Economic Issues through Epidemiology–An Introduction to Business Epidemiology pp. 257-276

Bradut Bolos, Vladimir Bacarea and Marius Marusteri

The Dobrescu Macromodel of the Romanian Market Economy – 2005 Version Yearly Forecast Spring Forecast 2011, March Estimate pp. 277-281

Institute for Economic Forecasting and Centre for Macroeconomic Modelling

2011

The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast Preliminate for 2011, November Estimates pp. 197-199

Institute for Economic Forecasting and Centre for Macroeconomic Modelling