Printed from https://ideas.repec.org/s/ids/ijcome3.html
Content
2014, Volume 4, Issue 1/2
- 207-233 The intertemporal general equilibrium model of the economy with the product, money and stock markets
by N.P. Pilnik & I.G. Pospelov & S.A. Radionov & A.A. Zhukova - 234-253 Technology of development and implementation of realistic (country-specific) models of intertemporal equilibrium
by M.A. Khokhlov & I.G. Pospelov & L.Ya. Pospelova - 254-268 Are inflation expectations in Russia forward-looking?
by Anna Sokolova
2013, Volume 3, Issue 1/2
- 2-13 The Central Bank's endogenous and non-linear credibility in a dynamic stochastic general equilibrium model: theory and a small computational simulation
by Ricardo Ramalhete Moreira - 14-26 A boundary analysis of ICT firms on Thailand Stock Market: a maximum entropy bootstrap approach and highest density regions (HDR) approach
by Chukiat Chaiboonsri & Prasert Chaitip - 27-42 Phillips curve inflation and unemployment: an empirical research for Greece
by Chaido Dritsaki & Melina Dritsaki - 43-63 The long run dynamic of the Dutch disease phenomenon: a SVAR approach
by Fakhri Issaoui & Talel Boufateh & Ghassen El Montasser - 64-82 Indigenous R%D effectiveness, technology transfer and productivity growth: evidence from the hi-tech industry of China
by Ahmar Qasim Qazi & Zhao Yulin - 83-90 Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection
by Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras & John C. Mourmouris - 91-101 A quantitative approach to Faber's tactical asset allocation
by Stefano Marmi & Claudio Pacati & Roberto Renò & Wiston Adrián Risso
2012, Volume 2, Issue 3/4
- 155-178 Income distribution and majority patterns
by Thomas Kämpke - 179-196 Linear and non-linear unit root testing in the presence of heavy-tailed GARCH: a finite-sample simulation analysis
by Steve Cook - 197-222 Modelling and decomposing price volatility in the Greek meat market
by Anthony N. Rezitis - 223-237 Stock market volatility and fluctuations in the price-earnings ratio
by Dimitrios Koutmos
2011, Volume 2, Issue 2
- 75-94 Industry-specific determinants of environmental indicators
by Michael Getzner - 95-104 Choosing an investment strategy by stochastic control
by Amaresh Das - 105-114 Econometrics and computational economics: an exercise in compatibility
by Todd Feldman & Yi Sun - 115-122 Equilibrium in Nash differential games via Lyapunov-type iterations
by Ivan Ganchev Ivanov & Boyan Mihailov Lomev - 123-153 Inference for structural equation modelling on dependent populations
by Savas Papadopoulos
2011, Volume 2, Issue 1
- 1-23 A computational model of politicians–bureaucracy relationship in a competitively authoritarian environment
by Vahe Lskavyan & Vardges Melkonian - 24-46 Clustering the changing nature of currency crises in emerging markets: an exploration with self-organising maps
by Peter Sarlin - 47-62 Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality
by Panagiotis Mantalos - 63-73 Construction properties of equity fund of funds: a preliminary note from the Greek market
by Aristeidis Samitas & Eleni Stavridou & Ioannis Asimakopoulos
2010, Volume 1, Issue 3/4
- 239-253 Theory and methodology for dynamic panel data: tested by simulations based on financial data
by Savas Papadopoulos - 254-277 Vector autoregressive order selection and forecasting via the modified divergence information criterion
by Panagiotis Mantalos & Kyriacos Mattheou & Alex Karagrigoriou - 278-293 Variable-ordering induced problems of impulse-response analysis and other difficulties: the dividend policy of Austrian firms
by Tobias Basse & Sebastian Reddemann - 294-308 Testing for market power in the Spanish meat market: price transmission elasticity and asymmetry using econometric models
by Jordi Guillen & Ramon Franquesa - 309-316 Revisiting deterministic extended-path: a simple and accurate solution method for macroeconomic models
by David R.F. Love - 317-326 Forecasting volatility: double averaging and weighted medians
by Erhard Reschenhofer - 327-342 The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis
by Panagiotis Mantalos & Kristofer Mansson & Ghazi Shukur - 343-345 A test of statistical independence under uncertainty
by Moawia Alghalith
2009, Volume 1, Issue 2
- 113-125 Monopolisation of triopoly – revisited
by Jacek Prokop - 126-147 Optimal investment in immobile human capital in an economic and monetary union
by Michal Konopczynski - 148-170 Business cycles in Bulgaria and the Baltic countries: an RBC approach
by Aleksandar Zdravkov Vasilev - 171-194 A new macroeconometric approach to the NATREX model of the equilibrium real exchange rate
by Nedim Dikmen - 195-209 A comparison of alternative parametric efficiency estimates using rank-sum test statistic
by Roxani Karagiannis & Kostas Velentzas - 210-224 A note on impact of new economic reforms on the elasticity of substitution in Indian industries: alternative measures
by Bhupendra V. Singh & Akhilesh K. Sharma - 225-237 Risk process estimation techniques used in the optimisation of financial resources of an insurance company
by Iulian Mircea & Radu Serban & Mihaela Covrig
2009, Volume 1, Issue 1
- 1-8 Average treatment effect estimators – inefficiency – minimisation of variance
by Athanasios G. Tsagkanos - 9-22 VAR model training using particle swarm optimisation: evidence from macro-finance data
by George Filis & Kyriakos Kentzoglanakis & Christos Floros - 23-47 Bank efficiency and share prices in China: empirical evidence from a three-stage banking model
by Fadzlan Sufian & Muhamed Zulkhibri Abdul Majid - 48-63 Size and power properties of tests of the martingale difference hypothesis: a Monte Carlo study
by Lijun Fan & Terence C. Mills - 64-75 Forecasting tourist arrivals to Balearic Islands using genetic programming
by Marcos Alvarez-Diaz & Josep Mateu-Sbert & Jaume Rossello-Nadal - 76-88 Chaos theory: forecasting the freight rate of an oil tanker
by Eleftherios I. Thalassinos & Mike P. Hanias & Panayiotis G. Curtis & Yannis E. Thalassinos - 89-110 Is PEAD a consequence of the presence of the cognitive bias of self-attribution in investors' expectations regarding permanent earnings? Evidence from Athens Stock Exchange
by Stavros Degiannakis & George Giannopoulos