Volume 59

Economic Modelling

Volume 59

1

Robust random effects tests for two-way error component models with panel data

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 378 KB

english, 2016

2

Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis

Kim, Hyun-Seok, Min, Hong-Ghi, McDonald, Judith A.

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 1.07 MB

english, 2016

3

Determinants of U.S. health expenditure: Evidence from autoregressive distributed lag (ARDL) approach to cointegration

Murthy, Vasudeva N.R., Okunade, Albert A.

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 423 KB

english, 2016

4

Impact of trade liberalisation on labour market and poverty in Sri Lanka. An integrated macro-micro modelling approach

Liyanaarachchi, Tilak S., Naranpanawa, Athula, Bandara, Jayatilleke S.

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 725 KB

english, 2016

5

Migration and FDI: Reconciling the standard trade theory with empirical evidence

Jayet, H., Marchal, L.

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 522 KB

english, 2016

6

Non-linearities in euro area inflation persistence

Kanellopoulos, Nikolaos C., Koutroulis, Aristotelis G.

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 720 KB

english, 2016

7

Personal carbon trading and subsidies for hybrid electric vehicles

Fan, Jin, He, Haonan, Wu, Yanrui

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 747 KB

english, 2016

8

Optimal reinsurance policies with two reinsurers in continuous time

Meng, Hui, Zhou, Ming, Siu, Tak Kuen

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 843 KB

english, 2016

9

Modelling the long-run economic impact of leaving the European Union

Ebell, Monique, Hurst, Ian, Warren, James

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 3.26 MB

english, 2016

10

International contagion through financial versus non-financial firms

Akhtaruzzaman, Md, Shamsuddin, Abul

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 2.55 MB

english, 2016

11

Testing threshold cointegration in Wagner's Law: The role of military spending

Cavicchioli, Maddalena, Pistoresi, Barbara

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 902 KB

english, 2016

12

Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach

Kim, Jan R., Lim, Gieyoung

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 550 KB

english, 2016

13

On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets

Hathroubi, Salem, Aloui, Chaker

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 2.77 MB

english, 2016

14

Contagion in the world's stock exchanges seen as a set of coupled oscillators

Bellenzier, Lucia, Vitting Andersen, Jørgen, Rotundo, Giulia

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 1.65 MB

english, 2016

15

Emerging market sovereign bond spreads, credit ratings and global financial crisis

Özmen, Erdal, Doğanay Yaşar, Özge

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 741 KB

english, 2016

16

Information advantage, short sales, and stock returns: Evidence from short selling reform in China

Feng, Xunan, Chan, Kam C.

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 356 KB

english, 2016

17

A novel jump diffusion model based on SGT distribution and its applications

Xu, Weijun, Liu, Guifang, Li, Hongyi

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 1.90 MB

english, 2016

18

Convergence in income distributions: Evidence from a panel of countries

Chambers, Dustin, Dhongde, Shatakshee

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 529 KB

english, 2016

19

Modelling the extreme variability of the US Consumer Price Index inflation with a stable non-symmetric distribution

Chronis, George A.

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 731 KB

english, 2016

20

Financial crises and dynamic linkages across international stock and currency markets

Dua, Pami, Tuteja, Divya

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 475 KB

english, 2016

21

An improved framework for approximating option prices with application to option portfolio hedging

Mozumder, Sharif, Dempsey, Michael, Kabir, M. Humayun, Choudhry, Taufiq

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 2.21 MB

english, 2016

22

Real estate global beta and spillovers: An international study

Liow, Kim Hiang, Newell, Graeme

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 1.07 MB

english, 2016

23

Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model

Pal, Debdatta, Mitra, Subrata K.

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 771 KB

english, 2016

24

State of confidence, overborrowing and macroeconomic stabilization in out-of-equilibrium dynamics

Cavallaro, Eleonora, Maggi, Bernardo

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 376 KB

english, 2016

25

Environmental finance: A research agenda for interdisciplinary finance research

Linnenluecke, Martina K., Smith, Tom, McKnight, Brent

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 540 KB

english, 2016

26

Economic growth and insurance development: The role of institutional environments

Lee, Chien-Chiang, Chang, Chi-Hung, Arouri, Mohamed, Lee, Chi-Chuan

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 362 KB

english, 2016

27

On oil-US exchange rate volatility relationships: An intraday analysis

Jawadi, Fredj, Louhichi, Waël, Ameur, Hachmi Ben, Cheffou, Abdoulkarim Idi

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 307 KB

english, 2016

28

Islamic banking: Good for growth?

Imam, Patrick, Kpodar, Kangni

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 782 KB

english, 2016

29

Optimal tax structure and public expenditure composition in a simple model of endogenous growth

Zhang, Lifeng, Ru, Yucong, Li, Jingkui

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 582 KB

english, 2016

30

Reducing unwanted consequences of aggregation in large-scale economic models - A systematic empirical evaluation with the GTAP model

Britz, Wolfgang, van der Mensbrugghe, Dominique

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 994 KB

english, 2016

31

Do stock market trading activities forecast recessions?

Chatterjee, Ujjal K.

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 851 KB

english, 2016

32

Cyclical fiscal rules for oil-exporting countries

Snudden, Stephen

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 1.35 MB

english, 2016

33

The relationship between judicial efficiency and corporate cash holdings: An international study

Shah, Hamid Ali, Shah, Attaullah

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 385 KB

english, 2016

34

Endogenous labour market imperfection, foreign direct investment and external terms-of-trade shocks in a developing economy

Chaudhuri, Sarbajit, Biswas, Anindya

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 366 KB

english, 2016

35

An analysis of government loan guarantees and direct investment through public-private partnerships

Soumaré, Issouf, Lai, Van Son

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 820 KB

english, 2016

36

Tax reform, fiscal decentralization, and regional economic growth: New evidence from China

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 361 KB

english, 2016

37

Desperately seeking cash: Evidence from bank output measurement

Groslambert, Bertrand, Chiappini, Raphaël, Bruno, Olivier

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 897 KB

english, 2016

38

Commodity prices and fiscal policy in a commodity exporting economy

Medina, Juan Pablo, Soto, Claudio

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 1.71 MB

english, 2016

39

Revisiting the bull and bear markets notions in the Tunisian stock market: New evidence from multi-state duration-dependence Markov-switching models

Bejaoui, Azza, Karaa, Adel

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 2.18 MB

english, 2016

40

Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model

Kamber, Gunes, McDonald, Chris, Sander, Nick, Theodoridis, Konstantinos

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 1.76 MB

english, 2016

41

New stylized facts on occupational employment and their implications: Evidence from consistent employment data

Shim, Myungkyu, Yang, Hee-Seung

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 1.21 MB

english, 2016

42

Do Spanish fiscal regimes follow the euro-area trends? Evidence from Markov-Switching fiscal rules

Ricci-Risquete, Alejandro, Ramajo, Julián, de Castro, Francisco

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 660 KB

english, 2016

43

North–South FDI and directed technical change

Li, Shang-ao, Pan, Shan, Chi, Shawn

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 2.11 MB

english, 2016

44

How does a mixed ownership firm license a patent?

Gelves, Juan Alejandro, Heywood, John S.

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 419 KB

english, 2016

45

A dead-end tunnel or the light at the end of it: The role of BRICs in European exports

Fedoseeva, Svetlana, Zeidan, Rodrigo

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 1.70 MB

english, 2016

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