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Volume 29; Issue 6
Main
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
english, 2012
5
Risk and regret aversions on optimal bank interest margin under capital regulation
Tsai, Jeng-Yan
Journal:
Economic Modelling
Year:
2012
Language:
english
File:
PDF, 206 KB
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
english, 2012
20
Financial constraints and international trade patterns
Goksel, Turkmen
Journal:
Economic Modelling
Year:
2012
Language:
english
File:
PDF, 191 KB
Your tags:
english, 2012
21
The efficiency of government promotion of inbound tourism: The case of Australia
Shi, Hui
Journal:
Economic Modelling
Year:
2012
Language:
english
File:
PDF, 357 KB
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
english, 2012
26
Trade policy reform and international trade tax revenue in Uganda
Hisali, Eria
Journal:
Economic Modelling
Year:
2012
Language:
english
File:
PDF, 1020 KB
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
english, 2012
31
Socioeconomic value of religion and the impacts of ideological change in China
Cao, Shixiong
Journal:
Economic Modelling
Year:
2012
Language:
english
File:
PDF, 618 KB
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
english, 2012
37
Institutions, governance and technology catch-up in North Africa
Drine, Imed
Journal:
Economic Modelling
Year:
2012
Language:
english
File:
PDF, 325 KB
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
english, 2012
41
Information acquisition under uncertainty: The case of labor-managed and profit-maximizing firms coexist
Luo, Jianli
Journal:
Economic Modelling
Year:
2012
Language:
english
File:
PDF, 200 KB
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
english, 2012
53
Monetary policy of a small open economy in the world production chain
Chu, Hsiao-Lei
Journal:
Economic Modelling
Year:
2012
Language:
english
File:
PDF, 191 KB
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
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
Your tags:
english, 2012
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