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Volume 36

Economic Modelling

Volume 36

1

Volatility forecasting using high frequency data: Evidence from stock markets

Çelik, Sibel, Ergin, Hüseyin

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 361 KB

english, 2014

2

Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis

Aloui, Chaker, Hkiri, Besma

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 3.28 MB

english, 2014

3

Globalization and income inequality: A panel data econometric approach for the EU27 countries

Asteriou, Dimitrios, Dimelis, Sophia, Moudatsou, Argiro

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 371 KB

english, 2014

4

Multi-objective hedging model with the third central moment and the capital budget

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 626 KB

english, 2014

5

Volatility spillovers between the oil market and the European Union carbon emission market

Reboredo, Juan C.

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 228 KB

english, 2014

6

Asymmetric generalized impulse responses with an application in finance

Hatemi-J, Abdulnasser

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 395 KB

english, 2014

7

Comparison of cosmetic earnings management for the developed markets and emerging markets: Some empirical evidence from the United States and Taiwan

Lin, Fengyi, Wu, Sheng-Fu

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 182 KB

english, 2014

8

Licensing under vertical product differentiation: Price vs. quantity competition

Nguyen, Xuan, Sgro, Pasquale, Nabin, Munirul

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 252 KB

english, 2014

9

Volatility transmission in agricultural futures markets

Beckmann, Joscha, Czudaj, Robert

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 415 KB

english, 2014

10

Parameter identification for fractional Ornstein–Uhlenbeck processes based on discrete observation

Zhang, Pu, Xiao, Wei-lin, Zhang, Xi-li, Niu, Pan-qiang

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 270 KB

english, 2014

11

Globalization and economic growth: Evidence from two decades of transition in CEE

Gurgul, Henryk, Lach, Łukasz

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 579 KB

english, 2014

12

A novel time-series model based on empirical mode decomposition for forecasting TAIEX

Cheng, Ching-Hsue, Wei, Liang-Ying

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 367 KB

english, 2014

13

The financial accelerator and the real economy: A small macroeconometric model for Norway with financial frictions

Hammersland, Roger, Træe, Cathrine Bolstad

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 1.16 MB

english, 2014

14

The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range

Todorova, Neda, Souček, Michael

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 320 KB

english, 2014

15

High debt companies' leverage determinants in Spain: A quantile regression approach

Sánchez-Vidal, F. Javier

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 488 KB

english, 2014

16

Macroeconomic policy responses to financial crises in emerging European economies

Josifidis, Kosta, Allegret, Jean-Pierre, Gimet, Céline, Pucar, Emilija Beker

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 1.16 MB

english, 2014

17

A contribution of foreign direct investment, clean energy, trade openness, carbon emissions and economic growth to energy demand in UAE

Sbia, Rashid, Shahbaz, Muhammad, Hamdi, Helmi

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 283 KB

english, 2014

18

Network externality and incentive to invest in network security

Liao, Chun-Hsiung, Chen, Chun-Wei

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 297 KB

english, 2014

19

Intellectual capital and productivity of Malaysian general insurers

Chen, Fu-Chiang, Liu, Z.-John, Kweh, Qian Long

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 460 KB

english, 2014

20

Continuous-time mean–variance portfolio selection with only risky assets

Yao, Haixiang, Li, Zhongfei, Chen, Shumin

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 332 KB

english, 2014

21

Determinants of international transmission of business cycles to Turkish economy

Erden, Lutfi, Ozkan, Ibrahim

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 363 KB

english, 2014

22

Does employment protection legislation affect firm investment? The European case

Calcagnini, Giorgio, Ferrando, Annalisa, Giombini, Germana

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 268 KB

english, 2014

23

Estimation of demand function for natural gas in Iran: Evidences based on smooth transition regression models

Kani, Alireza H., Abbasspour, Madjid, Abedi, Zahra

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 565 KB

english, 2014

24

The effect of capital gains taxation on small business transfers and start-ups

Cho, Myeonghwan

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 593 KB

english, 2014

25

Do emission subsidies reduce emission? In the context of environmental R&D organization

Ouchida, Yasunori, Goto, Daisaku

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 441 KB

english, 2014

26

A real business cycle model with tradable and non-tradable goods for the Spanish economy

Martín-Moreno, José M., Pérez, Rafaela, Ruiz, Jesús

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 496 KB

english, 2014

27

The sovereign spread in Asian emerging economies: The significance of external versus internal factors

Banerji, Sanjay, Ventouri, Alexia, Wang, Zilong

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 386 KB

english, 2014

28

Extreme value statistics and recurrence intervals of NYMEX energy futures volatility

Xie, Wen-Jie, Jiang, Zhi-Qiang, Zhou, Wei-Xing

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 834 KB

english, 2014

29

Financial development and poverty reduction nexus: A cointegration and causality analysis in Bangladesh

Uddin, Gazi Salah, Shahbaz, Muhammad, Arouri, Mohamed, Teulon, Frédéric

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 417 KB

english, 2014

30

Firm's objective function and product and process R&D

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 448 KB

english, 2014

31

Cost efficiency of the Chinese banking sector: A comparison of stochastic frontier analysis and data envelopment analysis

Dong, Yizhe, Hamilton, Robert, Tippett, Mark

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 357 KB

english, 2014

32

Optimal project adjustment and selection

Huang, Xiaoxia, Xiang, Lan, Islam, Sardar M.N.

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 283 KB

english, 2014

33

Response of inflation to shocks: New evidence from Sub-Saharan African countries

Narayan, Paresh Kumar

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 266 KB

english, 2014

34

Sports and cultural habits by gender: An application using count data models

Muñiz, Cristina, Rodríguez, Plácido, Suárez, María J.

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 460 KB

english, 2014

35

Asymmetric effects in the Polish monetary policy rule

Sznajderska, Anna

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 351 KB

english, 2014

36

Dynamic optimal control of pollution abatement under emissions permit banking

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 433 KB

english, 2014

37

Causality between consumer price and producer price: Evidence from Mexico

Tiwari, Aviral Kumar, Suresh K.G.,, Arouri, Mohamed, Teulon, Frédéric

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 1.68 MB

english, 2014

38

Analyses of retirement benefits with options

Lin, Chung-Gee, Yang, Wei-Ning, Chen, Shu-Chuan

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 256 KB

english, 2014

39

Do business and public sector research and development expenditures contribute to economic growth in Central and Eastern European Countries? A dynamic panel estimation

Pop Silaghi, Monica Ioana, Alexa, Diana, Jude, Cristina, Litan, Cristian

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 741 KB

english, 2014

40

Macroeconomic equilibrium and welfare under simple monetary and switching fiscal policy rules

Danciulescu, Cristina

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 924 KB

english, 2014

41

Two-period trading sentiment asset pricing model with information

Yang, Chunpeng, Li, Jinfang

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 544 KB

english, 2014

42

Forecasting tourism demand to Catalonia: Neural networks vs. time series models

Claveria, Oscar, Torra, Salvador

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 424 KB

english, 2014

43

A revalidation of the savings–growth nexus in Pakistan

Tang, Chor Foon, Tan, Bee Wah

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 381 KB

english, 2014

44

Solving a vendor–buyer integrated problem with rework and a specific multi-delivery policy by a two-phase algebraic approach

Tseng, Chao-Tang, Wu, Mei-Fang, Lin, Hong-Dar, Chiu, Yuan-Shyi Peter

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 444 KB

english, 2014

45

Enriching U.S. labor results in a multi-regional CGE model

Carrico, Caitlyn, Tsigas, Marinos

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 607 KB

english, 2014

46

Optimal exchange rate policy for a small oil-exporting country: A dynamic general equilibrium perspective

Al-Abri, Almukhtar Saif

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 368 KB

english, 2014

47

Special Issue for the European Economics and Finance Society Conference 2012 in Koç University Istanbul

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 103 KB

english, 2014

48

Incomplete interest rate pass-through under credit and labor market frictions

Ciccarone, Giuseppe, Giuli, Francesco, Liberati, Danilo

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 515 KB

english, 2014

49

Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function

He, Huizhen, Chou, Ming Che, Chang, Tsangyao

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 390 KB

english, 2014

50

Regret theory and the competitive firm

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 251 KB

english, 2014

51

An empirical approach on labour segmentation. Applications with individual duration data

Álvarez de Toledo, Pablo, Núñez, Fernando, Usabiaga, Carlos

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 1.13 MB

english, 2014

52

Flexible Fourier unit root test of unemployment for PIIGS countries

Cheng, Shu-Ching, Wu, Tsung-pao, Lee, Kuei-Chiu, Chang, Tsangyao

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 365 KB

english, 2014

53

Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests

Öge Güney, Pelin, Hasanov, Mübariz

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 1.42 MB

english, 2014

54

Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity

Su, Jen-Je, Cheung, Adrian (Wai-Kong), Roca, Eduardo

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 544 KB

english, 2014

55

Economic growth and multiple equilibria: A critical note

Gaspar, J., Vasconcelos, P.B., Afonso, O.

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 412 KB

english, 2014

56

How to aggregate experts' discount rates: An equilibrium approach

Jouini, Elyès, Napp, Clotilde

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 392 KB

english, 2014

57

Monopolistic screening and uninformed buyers

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 308 KB

english, 2014

58

Vertical product differentiation under demand uncertainty

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 293 KB

english, 2014

59

Corruption and decisions on opening up markets

Dong, Quan, Bárcena-Ruiz, Juan Carlos

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 307 KB

english, 2014

60

Growth, productivity and market imperfections

Saltari, Enrico

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 93 KB

english, 2014

61

A time series analysis of labor productivity. Italy versus the European countries and the U.S.

Calcagnini, Giorgio, Travaglini, Giuseppe

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 505 KB

english, 2014

62

The productivity effect of permanent and temporary labor contracts in the Italian manufacturing sector

Addessi, William

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 296 KB

english, 2014

63

Firm heterogeneity, R&D, and economic growth

Chun, Hyunbae, Ha, Joonkyung, Kim, Jung-Wook

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 782 KB

english, 2014

64

Coal consumption: An alternate energy resource to fuel economic growth in Pakistan

Satti, Saqlain Latif, Hassan, Muhammad Shahid, Mahmood, Haider, Shahbaz, Muhammad

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 336 KB

english, 2014

65

Climate game analyses for CO2 emission trading among various world organizations

Wu, Pei-Ing, Chen, Chai Tzu, Cheng, Pei-Ching, Liou, Je-Liang

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 300 KB

english, 2014

66

Preferences for social protection: Theory and empirics

Di Gioacchino, Debora, Sabani, Laura, Tedeschi, Simone

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 709 KB

english, 2014

67

Forecasting growth during the Great Recession: is financial volatility the missing ingredient?

Ferrara, Laurent, Marsilli, Clément, Ortega, Juan-Pablo

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 569 KB

english, 2014

68

The nexus between defense expenditure and economic growth: New global evidence

Chen, Pei-Fen, Lee, Chien-Chiang, Chiu, Yi-Bin

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 358 KB

english, 2014

69

R&D, innovation activity, and the use of external numerical flexibility

Addessi, William, Saltari, Enrico, Tilli, Riccardo

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 397 KB

english, 2014

70

Multi-period Markowitz's mean–variance portfolio selection with state-dependent exit probability

Wu, Huiling, Zeng, Yan, Yao, Haixiang

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 494 KB

english, 2014

71

Benchmarking an optimal pattern of pollution trading: The case of Cub River, Utah

Caplan, Arthur J., Sasaki, Yuya

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 828 KB

english, 2014

72

Exploring Stackelberg profit ordering under asymmetric product differentiation

Banerjee, Dyuti S., Chatterjee, Ishita

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 651 KB

english, 2014

73

Open Innovation in a dynamic Cournot duopoly

Hasnas, Irina, Lambertini, Luca, Palestini, Arsen

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 438 KB

english, 2014

74

1979–2001: A Greek great depression through the lens of neoclassical growth theory

Gogos, Stylianos G., Mylonidis, Nikolaos, Papageorgiou, Dimitris, Vassilatos, Vanghelis

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 952 KB

english, 2014

75

Wages in a factor proportions model with energy input

Kim, Hyeongwoo, Thompson, Henry

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 1.35 MB

english, 2014

76

Optimal growth theory: Challenging problems and suggested answers

La Grandville, O. de

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 223 KB

english, 2014

77

Predicting restaurant financial distress using decision tree and AdaBoosted decision tree models

Kim, Soo Y., Upneja, Arun

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 403 KB

english, 2014

78

Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies

Hunter, John, Wu, Feng

Journal:

Economic Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 304 KB

english, 2014