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Economic & Financial Modelling

Journal Aims and Scope:

Economic & Financial Modelling presents recent advances in all aspects of economic modelling. It is intended that the journal should act as a forum for new developments in different aspects of economic and financial modelling - covering national macroeconomic models and related topics; models of international trade; general equilibrium, microeconomic and econometric simulation models; methodological aspects of model building; dynamic games, rational and adaptive expectations; and reports in areas including finance, agriculture, energy and natural resources. It is also one of the aims of this journal to bring closer the work of economic modellers to that of non-modellers.

Among the articles published:

•"Impact of Rising Interest Rates on US Banks"- David Hendler, Baylor A. Lancaster & Craig Guttenplan, CreditSights

•"Trading Risk Management: Practical Applications to Emerging-Markets"- Mazin A. M. Al Janabi, Al Akhawyan University in Ifraane

•"Market Risk in Commodity Markets: A Switching Regime Approach"- Timotheos Angelidis, Alexandros Benos, University of Piraeus, Greece

•"Budget and Trade Deficits: Linked, Both Worrisome in the Long Run, but not Twins"- Edward M. Gramlich, Governor, Federal Reserve System

•"Risky Assets and Hedging in Emerging Markets"- Octave Jokung, EDHEC Business School, Lille, France

•"Eurex Derivative Products in Alternative Investments: the Case for Hedge Funds"- Thomas Schneeweis, Hossein Kazemi, Isenberg School of Management, Univeristy of Massachusetts, and Vassilis Karavas, Senior Associate/Schneeweis Partners

•"Macroeconomic Shocks and Stock Market Activity in Greece" - George Hondroyiannis, Bank of Greece

•"The Behaviour of the South African Rand" - Petrus Potgieter, University of South Africa

•"Measures of Competition and Concentration in the Banking Industry: a Review of the Literature" - Jacob A. Bikker and Katharina Haaf, Central Bank of the Netherlands

•"The Behaviour of the Euro versus other Currencies" - H. Scobie, Director, European Economics and Financial Centre

•"The Size of an Open Economy and Interest Rates: a General Model" - Ignacio Valero Perandones, Universidad Complutense de Madrid, Spain

•"Monetary Impact on Exchange Rate Volatility" - Adam Koronowski, National Bank of Poland

•"Multicriteria Judgments for Project Ranking: An Integrated Methodology" - Y. Goletsis, D.T. Askounis & J. Psarras, National Technical University of Athens

•"A Model of French Household Portfolio Selection" - C. Augory, CDC IXIS, M. Boutillier, University of Paris X and CDC IXIS, and B. Sejourne, University of Angers and CDC IXIS

•"A Computable General Equilibrium Analysis of Taxes and Double Dividend: An Application to the Mexican Carbon Tax" - M.E. Ibarraran Viniegra, Universidad de Las Americas, Mexico, & Roy Boyd, Ohio University, USA

•"The Role of EU Structural Funds in the Development of the European Regions Lagging Behind" - S.E.G. Lolos, Bank of Greece & Panteion University of Athens, & A.T. Theodoulides, Agropole Ltd, Athens

•"Estimating Monthly GDP in a General Kalman Filter Framework: Evidence from Switzerland" - Nicolas A. Cuche, University of California Berkeley, & Martin K. Hess, Instituto Technologico Autonomo de Mexico

•"Modelling Inflation: an Application to Estonia" - Urmas Sepp, Andres Vesilind and Ülo Kaasik, Bank of Estonia

•"Improving the Process of Forecasting" - Shaw Chen & Jeffrey Jarrett, University of Rhode Island, USA

•"Temporal Causality and Nominal Effects of Fiscal and Monetary Policies: Evidence from Greece" - Evangelina Papapetrou, Bank of Greece & University of Athens

•"The Term Structure of Expected Inflation Rates" - Hans-Jurg Buttler, Swiss National Bank

•"A Simple Factor Demand Model and Capacity Effects" - Lars Dreier Kristensen and Dan Knudsen, Danmarks Nationalbank

•"The Effects of Foreign Direct Investment on Trade Flows: Some Evidence for Spain, 1977-1992" - Oscar Bajo-Rubio and Maria Montero-Munoz

•"Euro Area-Wide and Country Modelling at the Start of EMU" - Jerome Henry, European Central Bank

•"Unemployment, Advertisement and Consumer Demand: A Theoretical and Empirical Analysis" - Fumimasa Hamada, Tokyo International University

•"Stakeholders and Shareholders" - S. Gazioglu and W.D. McCausland, University of Aberdeen

•"A Dynamic Model of Capital Flows" - S.M. Samadian and G. Croft, University of Westminster, London

•"On General Models of Structured Amortization Schedules" - Robert Neumann, Alm. Brand Bank, and Poul Wolffsen, Roskilde University, Denmark

•"The Jointly Optimal Inflation Tax, Income Tax Structure, and Transfers" - Preston J. Miller, Federal Reserve Bank of Minneapolis

•"Euro Exchange Rate Policy Orientations" - Jon Sigurdsson, President, Nordic Investment Bank

•"A Structural Econometric Model of the Maltese Economy" - G. Cordina, Central Bank of Malta

•"Inflation and Unemployment in an Open Economy" - M. Dombrecht & P. Moes, National Bank of Belgium

•"Modelling Forward Foreign Currency Market Volatility in Small Countries: the Australian Case" - Bruce Felmingham & Peter Mansfield, University of Tasmania

•"Bankruptcy and Shutdown Rule: an Analysis of Managerial Decision Making" - Harlan D. Platt, Marjorie B. Platt and Mark Kazarosian, Northeastern University

•"Current Quarter Model of the United States Economy, Forecast Summary" - Lawrence Klein & J.Y. Park, University of Pennsylvania

•"National Savings, the Current Account & Aging Population: a Pension Fund Model" - Jacob Bikker, European Monetary Institute

•"Formation of Economic Policy in the U.S." - Martin Feldstein, Harvard University

•"Transition to EMU and Its Impact on Fixed Income Investment" - Nicolas Gaussel, Jean Pierre Leoni and Valerie Plagnol, Credit Commercial de France

•"Modelling of Corporate Investment Decisions: an Application to Philips" - S.I. Cohen & F.W. van Tongeren, Erasmus University, Rotterdam

•"Hedging with Futures Contracts" & "Trading Futures Spreads" - London International Financial Futures and Options Exchange (LIFFE)

•"An Empirical Model for Spanish Foreign Trade" - Ignacio Mauleon & Luis Sastre, University of Salamanca, Spain

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