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Volume 36
Main
Economic Modelling
Volume 36
Economic Modelling
Volume 36
1
Volatility forecasting using high frequency data: Evidence from stock markets
Çelik, Sibel
,
Ergin, Hüseyin
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 361 KB
Your tags:
english, 2014
2
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis
Aloui, Chaker
,
Hkiri, Besma
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 3.28 MB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 371 KB
Your tags:
english, 2014
4
Multi-objective hedging model with the third central moment and the capital budget
Fu, Junhui
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 626 KB
Your tags:
english, 2014
5
Volatility spillovers between the oil market and the European Union carbon emission market
Reboredo, Juan C.
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 228 KB
Your tags:
english, 2014
6
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 395 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 182 KB
Your tags:
english, 2014
8
Licensing under vertical product differentiation: Price vs. quantity competition
Nguyen, Xuan
,
Sgro, Pasquale
,
Nabin, Munirul
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 252 KB
Your tags:
english, 2014
9
Volatility transmission in agricultural futures markets
Beckmann, Joscha
,
Czudaj, Robert
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 415 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 270 KB
Your tags:
english, 2014
11
Globalization and economic growth: Evidence from two decades of transition in CEE
Gurgul, Henryk
,
Lach, Łukasz
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 579 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 367 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 1.16 MB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 320 KB
Your tags:
english, 2014
15
High debt companies' leverage determinants in Spain: A quantile regression approach
Sánchez-Vidal, F. Javier
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 488 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 1.16 MB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 283 KB
Your tags:
english, 2014
18
Network externality and incentive to invest in network security
Liao, Chun-Hsiung
,
Chen, Chun-Wei
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 297 KB
Your tags:
english, 2014
19
Intellectual capital and productivity of Malaysian general insurers
Chen, Fu-Chiang
,
Liu, Z.-John
,
Kweh, Qian Long
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 460 KB
Your tags:
english, 2014
20
Continuous-time mean–variance portfolio selection with only risky assets
Yao, Haixiang
,
Li, Zhongfei
,
Chen, Shumin
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 332 KB
Your tags:
english, 2014
21
Determinants of international transmission of business cycles to Turkish economy
Erden, Lutfi
,
Ozkan, Ibrahim
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 363 KB
Your tags:
english, 2014
22
Does employment protection legislation affect firm investment? The European case
Calcagnini, Giorgio
,
Ferrando, Annalisa
,
Giombini, Germana
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 268 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 565 KB
Your tags:
english, 2014
24
The effect of capital gains taxation on small business transfers and start-ups
Cho, Myeonghwan
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 593 KB
Your tags:
english, 2014
25
Do emission subsidies reduce emission? In the context of environmental R&D organization
Ouchida, Yasunori
,
Goto, Daisaku
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 441 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 496 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 386 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 834 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 417 KB
Your tags:
english, 2014
30
Firm's objective function and product and process R&D
Saha, Souresh
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 448 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 357 KB
Your tags:
english, 2014
32
Optimal project adjustment and selection
Huang, Xiaoxia
,
Xiang, Lan
,
Islam, Sardar M.N.
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 283 KB
Your tags:
english, 2014
33
Response of inflation to shocks: New evidence from Sub-Saharan African countries
Narayan, Paresh Kumar
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 266 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 460 KB
Your tags:
english, 2014
35
Asymmetric effects in the Polish monetary policy rule
Sznajderska, Anna
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 351 KB
Your tags:
english, 2014
36
Dynamic optimal control of pollution abatement under emissions permit banking
Li, Shoude
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 433 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 1.68 MB
Your tags:
english, 2014
38
Analyses of retirement benefits with options
Lin, Chung-Gee
,
Yang, Wei-Ning
,
Chen, Shu-Chuan
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 256 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 741 KB
Your tags:
english, 2014
40
Macroeconomic equilibrium and welfare under simple monetary and switching fiscal policy rules
Danciulescu, Cristina
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 924 KB
Your tags:
english, 2014
41
Two-period trading sentiment asset pricing model with information
Yang, Chunpeng
,
Li, Jinfang
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 544 KB
Your tags:
english, 2014
42
Forecasting tourism demand to Catalonia: Neural networks vs. time series models
Claveria, Oscar
,
Torra, Salvador
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 424 KB
Your tags:
english, 2014
43
A revalidation of the savings–growth nexus in Pakistan
Tang, Chor Foon
,
Tan, Bee Wah
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 381 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 444 KB
Your tags:
english, 2014
45
Enriching U.S. labor results in a multi-regional CGE model
Carrico, Caitlyn
,
Tsigas, Marinos
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 607 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 368 KB
Your tags:
english, 2014
47
Special Issue for the European Economics and Finance Society Conference 2012 in Koç University Istanbul
Hunter, John
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 103 KB
Your tags:
english, 2014
48
Incomplete interest rate pass-through under credit and labor market frictions
Ciccarone, Giuseppe
,
Giuli, Francesco
,
Liberati, Danilo
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 515 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 390 KB
Your tags:
english, 2014
50
Regret theory and the competitive firm
Wong, Kit Pong
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 251 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 1.13 MB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 365 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 1.42 MB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 544 KB
Your tags:
english, 2014
55
Economic growth and multiple equilibria: A critical note
Gaspar, J.
,
Vasconcelos, P.B.
,
Afonso, O.
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 412 KB
Your tags:
english, 2014
56
How to aggregate experts' discount rates: An equilibrium approach
Jouini, Elyès
,
Napp, Clotilde
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 392 KB
Your tags:
english, 2014
57
Monopolistic screening and uninformed buyers
Bose, Subir
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 308 KB
Your tags:
english, 2014
58
Vertical product differentiation under demand uncertainty
Cheng, Yi-Ling
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 293 KB
Your tags:
english, 2014
59
Corruption and decisions on opening up markets
Dong, Quan
,
Bárcena-Ruiz, Juan Carlos
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 307 KB
Your tags:
english, 2014
60
Growth, productivity and market imperfections
Saltari, Enrico
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 93 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 505 KB
Your tags:
english, 2014
62
The productivity effect of permanent and temporary labor contracts in the Italian manufacturing sector
Addessi, William
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 296 KB
Your tags:
english, 2014
63
Firm heterogeneity, R&D, and economic growth
Chun, Hyunbae
,
Ha, Joonkyung
,
Kim, Jung-Wook
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 782 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 336 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 300 KB
Your tags:
english, 2014
66
Preferences for social protection: Theory and empirics
Di Gioacchino, Debora
,
Sabani, Laura
,
Tedeschi, Simone
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 709 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 569 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 358 KB
Your tags:
english, 2014
69
R&D, innovation activity, and the use of external numerical flexibility
Addessi, William
,
Saltari, Enrico
,
Tilli, Riccardo
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 397 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 494 KB
Your tags:
english, 2014
71
Benchmarking an optimal pattern of pollution trading: The case of Cub River, Utah
Caplan, Arthur J.
,
Sasaki, Yuya
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 828 KB
Your tags:
english, 2014
72
Exploring Stackelberg profit ordering under asymmetric product differentiation
Banerjee, Dyuti S.
,
Chatterjee, Ishita
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 651 KB
Your tags:
english, 2014
73
Open Innovation in a dynamic Cournot duopoly
Hasnas, Irina
,
Lambertini, Luca
,
Palestini, Arsen
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 438 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 952 KB
Your tags:
english, 2014
75
Wages in a factor proportions model with energy input
Kim, Hyeongwoo
,
Thompson, Henry
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 1.35 MB
Your tags:
english, 2014
76
Optimal growth theory: Challenging problems and suggested answers
La Grandville, O. de
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 223 KB
Your tags:
english, 2014
77
Predicting restaurant financial distress using decision tree and AdaBoosted decision tree models
Kim, Soo Y.
,
Upneja, Arun
Journal:
Economic Modelling
Year:
2014
Language:
english
File:
PDF, 403 KB
Your tags:
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
Year:
2014
Language:
english
File:
PDF, 304 KB
Your tags:
english, 2014
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