Volume 29; Issue 6

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Economic Modelling
Volume 29; Issue 6

Economic Modelling

Volume 29; Issue 6

1

Empirical mode decomposition–based least squares support vector regression for foreign exchange rate forecasting

Lin, Chiun-Sin, Chiu, Sheng-Hsiung, Lin, Tzu-Yu

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 958 KB

english, 2012

2

Futures basis, inventory and commodity price volatility: An empirical analysis

Symeonidis, Lazaros, Prokopczuk, Marcel, Brooks, Chris, Lazar, Emese

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 323 KB

english, 2012

3

The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model

Chang, Kuang-Liang

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 878 KB

english, 2012

4

A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting

Liu, Li, Wan, Jieqiu

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 457 KB

english, 2012

5

Risk and regret aversions on optimal bank interest margin under capital regulation

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 206 KB

english, 2012

6

Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks

Wang, Zongrun, Wang, Wuchao, Chen, Xiaohong, Jin, Yanbo, Zhou, Yanju

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 771 KB

english, 2012

7

Does trade openness affect long run growth? Cointegration, causality and forecast error variance decomposition tests for Pakistan

Shahbaz, Muhammad

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 350 KB

english, 2012

8

Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies

Sun, Xiaolei, Li, Jianping, Tang, Ling, Wu, Dengsheng

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 806 KB

english, 2012

9

Stylized facts of business cycles in a transition economy in time and frequency

Caraiani, Petre

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 2.27 MB

english, 2012

10

The impact of convertible debt financing on investment timing

Yagi, Kyoko, Takashima, Ryuta

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 1.07 MB

english, 2012

11

Is energy consumption effective to spur economic growth in Pakistan? New evidence from bounds test to level relationships and Granger causality tests

Shahbaz, Muhammad, Zeshan, Muhammad, Afza, Talat

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 371 KB

english, 2012

12

RETRACTED: Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan

Naz, Farah, Mohsin, Asma, Zaman, Khalid

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 553 KB

english, 2012

13

Pricing decisions and strategies selection of dominant manufacturer in dual-channel supply chain

Ma, Lidan, Zhang, Rong, Guo, Sandang, Liu, Bin

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 583 KB

english, 2012

14

Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis

Wang, Yudong, Wu, Chongfeng

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 462 KB

english, 2012

15

Beta-convergence and sigma-convergence in corporate governance in Europe

Matos, Pedro Verga, Faustino, Horácio C.

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 252 KB

english, 2012

16

A three layer multi-item production–inventory model for multiple suppliers and retailers

Pal, Brojeswar, Sana, Shib Sankar, Chaudhuri, Kripasindhu

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 448 KB

english, 2012

17

On the economic factors of deforestation: What can we learn from quantile analysis?

Damette, Olivier, Delacote, Philippe

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 346 KB

english, 2012

18

Government size, democracy, and corruption: An empirical investigation

Kotera, Go, Okada, Keisuke, Samreth, Sovannroeun

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 354 KB

english, 2012

19

LISREL growth model on direct and indirect effects using cross-country data

Cavusoglu, Nevin

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 340 KB

english, 2012

20

Financial constraints and international trade patterns

Goksel, Turkmen

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 191 KB

english, 2012

21

The efficiency of government promotion of inbound tourism: The case of Australia

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 357 KB

english, 2012

22

Foreign direct investment and income inequality: Does the relationship vary with absorptive capacity?

Wu, Jyun-Yi, Hsu, Chih-Chiang

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 253 KB

english, 2012

23

RETRACTED: Effect of oil prices on trade balance: New insights into the cointegration relationship from Pakistan

Hassan, Syeda Anam, Zaman, Khalid

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 1.61 MB

english, 2012

24

Assessing the impacts of oil price fluctuations on stock returns in emerging markets

Aloui, Chaker, Nguyen, Duc Khuong, Njeh, Hassen

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 1.13 MB

english, 2012

25

Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia

Haughton, Andre Yone, Iglesias, Emma M.

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 951 KB

english, 2012

26

Trade policy reform and international trade tax revenue in Uganda

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 1020 KB

english, 2012

27

Optimal monetary policy in a small open economy with inflation and output persistence

Rhee, Hyuk-jae, Turdaliev, Nurlan

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 437 KB

english, 2012

28

Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010

Zhang, Yanbing, Hua, Xiuping, Zhao, Liang

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 826 KB

english, 2012

29

Structural breaks and GARCH models of stock return volatility: The case of South Africa

Babikir, Ali, Gupta, Rangan, Mwabutwa, Chance, Owusu-Sekyere, Emmanuel

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 304 KB

english, 2012

30

Multi-item EOQ model while demand is sales price and price break sensitive

Pal, Brojeswar, Sana, Shib Sankar, Chaudhuri, Kripasindhu

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 193 KB

english, 2012

31

Socioeconomic value of religion and the impacts of ideological change in China

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 618 KB

english, 2012

32

A general equilibrium assessment of external and domestic shocks in Spain

Álvarez-Martínez, María Teresa, Polo, Clemente

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 218 KB

english, 2012

33

Tax competition for foreign direct investment under information uncertainty

Zambujal-Oliveira, J.

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 187 KB

english, 2012

34

Price setting behaviour in Latvia: Econometric evidence from CPI micro data

Benkovskis, Konstantins, Fadejeva, Ludmila, Kalnberzina, Krista

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 387 KB

english, 2012

35

Financial market frictions in a model of the Euro area

Lombardo, Giovanni, McAdam, Peter

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 2.24 MB

english, 2012

36

Game theory and speculation on government bonds

Carfì, David, Musolino, Francesco

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 661 KB

english, 2012

37

Institutions, governance and technology catch-up in North Africa

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 325 KB

english, 2012

38

Is there an environmental Kuznets curve for Spain? Fresh evidence from old data

Esteve, Vicente, Tamarit, Cecilio

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 364 KB

english, 2012

39

The ECB's New Multi-Country Model for the euro area: NMCM — Simulated with rational expectations

Dieppe, Alistair, González Pandiella, Alberto, Willman, Alpo

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 732 KB

english, 2012

40

The impacts of PTA formation on small economies’ tax competition for FDI inflows

Kim, Sang-Kee, Kim, Minseong, Kim, Young-Han

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 381 KB

english, 2012

41

Information acquisition under uncertainty: The case of labor-managed and profit-maximizing firms coexist

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 200 KB

english, 2012

42

A threshold cointegration analysis of interest rate pass-through to UK mortgage rates

Becker, Ralf, Osborn, Denise R., Yildirim, Dilem

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 529 KB

english, 2012

43

Aid, spending strategies and productivity effects: A multi-sectoral CGE analysis for Zambia

Clausen, Volker, Schürenberg-Frosch, Hannah

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 1.24 MB

english, 2012

44

The welfare effect of income tax deductions for losses as insurance: Insured- versus insurer-sided adverse selection

Wu, T.C. Michael, Yang, C.C.

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 195 KB

english, 2012

45

Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries

Su, Chi-Wei, Chang, Hsu-Ling, Liu, Lin

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 267 KB

english, 2012

46

The momentum effect on Chinese real estate stocks: Evidence from firm performance levels

Lee, Jen-Sin, Huang, Gow-Liang, Kuo, Chin-Tai, Lee, Liang-Chien

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 368 KB

english, 2012

47

Trade liberalisation and inequalities in Nepal: A CGE analysis

Acharya, Sanjaya, Hölscher, Jens, Perugini, Cristiano

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 270 KB

english, 2012

48

Warrant pricing under GARCH diffusion model

Wu, Xin-Yu, Ma, Chao-Qun, Wang, Shou-Yang

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 628 KB

english, 2012

49

Adaptive ARFIMA models with applications to inflation

Baillie, Richard T., Morana, Claudio

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 338 KB

english, 2012

50

On the dynamics of an inflation IS‐LM model

Guirao, Juan L.G., García‐Rubio, Raquel, Vera, Juan A.

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 223 KB

english, 2012

51

Romanians, Hungarians and their wages, in transition, in Romania

Andrén, Daniela

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 513 KB

english, 2012

52

Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model

Liu, Hsiang-Hsi

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 463 KB

english, 2012

53

Monetary policy of a small open economy in the world production chain

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 191 KB

english, 2012

54

MOSES: Model for studying the economy of Sweden

Bårdsen, Gunnar, den Reijer, Ard, Jonasson, Patrik, Nymoen, Ragnar

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 984 KB

english, 2012

55

Income distribution dynamics across European regions: Re-examining the role of space

Maza, Adolfo, Hierro, María, Villaverde, José

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 566 KB

english, 2012

56

Modeling quality demand with data from Household Budget Surveys: An application to meat and fish products in Greece

Vassilopoulos, Achilleas, Klonaris, Stathis, Drichoutis, Andreas C., Lazaridis, Panagiotis

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 226 KB

english, 2012

57

A general framework for some economic problems with uncertainty and exogenous barriers

Agliardi, R., Popivanov, P., Slavova, A.

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 206 KB

english, 2012

58

Default probability of a captive credit bank with government capital injections: A capped barrier option approach

Chang, Chuen-Ping

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 210 KB

english, 2012

59

Inflation contract, central bank transparency and model uncertainty

Dai, Meixing, Spyromitros, Eleftherios

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 309 KB

english, 2012

60

A research study on the relationship between personal career development management and willingness to relocate

Lee, Hung-Wen, Chen, Chien-Jung

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 208 KB

english, 2012

61

On the estimation and testing of mixed geographically weighted regression models

Wei, Chuan-Hua, Qi, Fei

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 197 KB

english, 2012

62

Nowcasting the French index of industrial production: A comparison from bridge and factor models

Brunhes-Lesage, Véronique, Darné, Olivier

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 251 KB

english, 2012

63

Toward a North American Security Perimeter? Assessing the trade, FDI, and welfare impacts of liberalizing 9/11 security measures

Georges, Patrick, Mérette, Marcel

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 494 KB

english, 2012

64

Optimal replenishment order for uncertain demand in three layer supply chain

Roy, Arpita, Sana, Shib Sankar, Chaudhuri, Kripasindhu

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 244 KB

english, 2012

65

The impact of defense expenditure on economic productivity in OECD countries

Wang, Tung-Pao, Shyu, Stacy Huey-Pyng, Chou, Han-Chung

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 543 KB

english, 2012

66

Estimating the import demand function for China

Wang, Yi-Hsien, Lee, Jun-De

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 245 KB

english, 2012

67

Revisiting the core-periphery view of EMU

Pentecôte, Jean-Sébastien, Huchet-Bourdon, Marilyne

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 883 KB

english, 2012

68

Indeterminacy and multiple steady states with sector-specific externalities

Magris, Francesco

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 317 KB

english, 2012

69

Gains and losses from potential bilateral US–China trade retaliation

Dong, Yan, Whalley, John

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 270 KB

english, 2012

70

Decomposition valuation of complex real options embedded in creative financial leases

Liang, Zhaohui, Wang, Wei, Li, Shusheng

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 828 KB

english, 2012