Central European Journal of Economic Modelling and Econometrics最新文献

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Equilibrium in Economy with Linear Production Sets 线性生产集经济中的均衡
IF 0.2
Central European Journal of Economic Modelling and Econometrics Pub Date : 2023-12-28 DOI: 10.24425/cejeme.2023.149070
A. Lipieta, †. MariaSadko
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引用次数: 0
Procyclicality of Bank Growth and Competitive Environment: Cross-country Evidence 银行增长的顺周期性与竞争环境:跨国证据
IF 0.2
Central European Journal of Economic Modelling and Econometrics Pub Date : 2023-12-28 DOI: 10.24425/cejeme.2023.149071
Małgorzata Olszak, †. IwonaKowalska
{"title":"Procyclicality of Bank Growth and Competitive Environment: Cross-country Evidence","authors":"Małgorzata Olszak, †. IwonaKowalska","doi":"10.24425/cejeme.2023.149071","DOIUrl":"https://doi.org/10.24425/cejeme.2023.149071","url":null,"abstract":"This paper attempts to find out what is the role of competitive environment in shaping the sensitivity of growth in banking to the business cycle . To answer this question, we apply a large set of individual bank level data including over 8000 banks operating in more than 100 countries. This study uses the growth of assets, loans, deposits and leverage as proxies of bank growth and Lerner index as a proxy for the competitive environment. The analysis shows that decreased competition is associated with increased procyclicality of bank growth. However, in a perfectly competitive environment the growth turns out to be countercyclical. This effect differs between high-and low-income countries. A perfectly competitive environment is associated with countercyclical growth in high-income countries. The opposite result is found for low-income countries. Our results for Central Eastern European countries show that increased competition is associated with enhanced procyclicality of growth.","PeriodicalId":9951,"journal":{"name":"Central European Journal of Economic Modelling and Econometrics","volume":"37 11","pages":""},"PeriodicalIF":0.2,"publicationDate":"2023-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139149801","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
How Regional Business Cycles Diffuse through Space and Time: Evidence from Spatial Markov Model of Polish NUTS-3 Regions 地区商业周期如何在空间和时间中扩散:波兰 NUTS-3 地区空间马尔可夫模型的证据
IF 0.2
Central European Journal of Economic Modelling and Econometrics Pub Date : 2023-12-28 DOI: 10.24425/cejeme.2023.149072
{"title":"How Regional Business Cycles Diffuse through Space and Time: Evidence from Spatial Markov Model of Polish NUTS-3 Regions","authors":"","doi":"10.24425/cejeme.2023.149072","DOIUrl":"https://doi.org/10.24425/cejeme.2023.149072","url":null,"abstract":"","PeriodicalId":9951,"journal":{"name":"Central European Journal of Economic Modelling and Econometrics","volume":"360 1","pages":""},"PeriodicalIF":0.2,"publicationDate":"2023-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139148890","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
List of Referees 推荐人名单
Central European Journal of Economic Modelling and Econometrics Pub Date : 2023-11-06 DOI: 10.24425/cejeme.2022.144204
{"title":"List of Referees","authors":"","doi":"10.24425/cejeme.2022.144204","DOIUrl":"https://doi.org/10.24425/cejeme.2022.144204","url":null,"abstract":"","PeriodicalId":9951,"journal":{"name":"Central European Journal of Economic Modelling and Econometrics","volume":"214 3","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135679693","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Can Emerging Countries Mitigate the Effect of Original Sin Problem in Achieving External Debt Sustainability? 新兴国家能否缓解原罪问题对实现外债可持续性的影响?
Central European Journal of Economic Modelling and Econometrics Pub Date : 2023-10-02 DOI: 10.24425/cejeme.2023.147911
{"title":"Can Emerging Countries Mitigate the Effect of Original Sin Problem in Achieving External Debt Sustainability?","authors":"","doi":"10.24425/cejeme.2023.147911","DOIUrl":"https://doi.org/10.24425/cejeme.2023.147911","url":null,"abstract":"Due to the spike in inflation, the implementation of easy monetary and fiscal policies since the pandemic appears to be coming to an end. The shift towards tighter policies raises concerns about debt sustainability in developing countries, particularly due to the challenge of the “original sin” problem. Given these premises, to analyze debt sustainability for emerging countries, this study focuses on foreign exchange revenue capability and employs external debt-creating (imports, reserves and interest payments) and reducing variables (exports, reserve return and net transfers) for 1995-2020. The results of this panel cointegration estimation for 15 EMDE countries are 0.74 and 0.70 for CCEMG and AMG estimators respectively which indicates moderate sustainability as whole sample countries. However, the individual estimators vary widely for each individual country from weak to strong sustainability.","PeriodicalId":9951,"journal":{"name":"Central European Journal of Economic Modelling and Econometrics","volume":"48 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135791441","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Endogeneous Structural Change in General Equilibrium 一般平衡中的内生性结构变化
Central European Journal of Economic Modelling and Econometrics Pub Date : 2023-10-02 DOI: 10.24425/cejeme.2023.147909
{"title":"Endogeneous Structural Change in General Equilibrium","authors":"","doi":"10.24425/cejeme.2023.147909","DOIUrl":"https://doi.org/10.24425/cejeme.2023.147909","url":null,"abstract":"We study the evolution of income and wealth inequality in an economy undergoing endogenous structural change with imperfect labor mobility. Our economy features two sectors: services and manufacturing. With faster TFP growth in manufacturing, labor reallocates from manufacturing to services. This reallocation is slower due to labor mobility frictions, which in turn, raises relative wages in services. As a result, income inequality is higher. Moreover, we study the impact of structural change on wealth inequality. Its economic intuition is more ambiguous. On the one hand, increased income dispersion implies increased dispersion in the ability to accumulate wealth across individuals. On the other hand, younger workers who hold the least assets are the most mobile across sectors. Their incomes are improved, which boosts their savings, which works towards equalizing wealth distribution. The consequence of these changes can only be verified with a computational model. To this end, we construct an overlapping generations model with two sectors: manufacturing and services. Our model also features heterogeneous individuals. With our model, we are able to show how the structural change affected the evolution of income and wealth inequality in Poland as of 1990.","PeriodicalId":9951,"journal":{"name":"Central European Journal of Economic Modelling and Econometrics","volume":"15 4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135791443","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Measuring the Illness-Related Absenteeism — Can Bradford Factor Approximate the Indirect Cost of Illness? 衡量与疾病相关的旷工——布拉德福德因子能否近似疾病的间接成本?
Central European Journal of Economic Modelling and Econometrics Pub Date : 2023-10-02 DOI: 10.24425/cejeme.2023.147910
{"title":"Measuring the Illness-Related Absenteeism — Can Bradford Factor Approximate the Indirect Cost of Illness?","authors":"","doi":"10.24425/cejeme.2023.147910","DOIUrl":"https://doi.org/10.24425/cejeme.2023.147910","url":null,"abstract":"In the management of human resources, the absences are monitored with Bradford Factor (BF) using the number and length of sick leaves. The sick leaves are also measured in health technology to assess the impact of health technologies on product loss, aka indirect cost (IC). Linking the BF and IC might promote BF as an outcome measure and facilitate the estimation of IC. We simulate a single company operation in several scenarios describing the firm’s functioning and adjustments to workers’ absence. We measure the BF and the IC due to absence and relate them with econometric modelling. Results show that BF and IC are associated in a non-linear way; hence, IC cannot be calculated from BF in a simple manner. The association is strongest for possibility to adjust to worker’s absence, and a high elasticity of substitution between workers. Therefore, the possibility to proxy IC by BF is rather limited.","PeriodicalId":9951,"journal":{"name":"Central European Journal of Economic Modelling and Econometrics","volume":"101 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135791442","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Principal Component Analysis - Points of Association Between Cancer and Economic Development 主成分分析——癌症与经济发展的关联点
IF 0.2
Central European Journal of Economic Modelling and Econometrics Pub Date : 2023-07-07 DOI: 10.24425/cejeme.2023.146538
{"title":"Principal Component Analysis - Points of Association Between Cancer and Economic Development","authors":"","doi":"10.24425/cejeme.2023.146538","DOIUrl":"https://doi.org/10.24425/cejeme.2023.146538","url":null,"abstract":"","PeriodicalId":9951,"journal":{"name":"Central European Journal of Economic Modelling and Econometrics","volume":" ","pages":""},"PeriodicalIF":0.2,"publicationDate":"2023-07-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42069107","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Competition in the Financial Sector and Financial Crises in a Business Cycle Model 商业周期模型中的金融部门竞争与金融危机
IF 0.2
Central European Journal of Economic Modelling and Econometrics Pub Date : 2023-07-07 DOI: 10.24425/cejeme.2023.146540
{"title":"Competition in the Financial Sector and Financial Crises in a Business Cycle Model","authors":"","doi":"10.24425/cejeme.2023.146540","DOIUrl":"https://doi.org/10.24425/cejeme.2023.146540","url":null,"abstract":"","PeriodicalId":9951,"journal":{"name":"Central European Journal of Economic Modelling and Econometrics","volume":" ","pages":""},"PeriodicalIF":0.2,"publicationDate":"2023-07-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46040922","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Is the Tendency to Free Ride Impacting Your Willingness to Pay for Public Healthcare? 搭便车的倾向会影响你支付公共医疗费用的意愿吗?
IF 0.2
Central European Journal of Economic Modelling and Econometrics Pub Date : 2023-07-07 DOI: 10.24425/cejeme.2023.146539
{"title":"Is the Tendency to Free Ride Impacting Your Willingness to Pay for Public Healthcare?","authors":"","doi":"10.24425/cejeme.2023.146539","DOIUrl":"https://doi.org/10.24425/cejeme.2023.146539","url":null,"abstract":"","PeriodicalId":9951,"journal":{"name":"Central European Journal of Economic Modelling and Econometrics","volume":" ","pages":""},"PeriodicalIF":0.2,"publicationDate":"2023-07-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46861405","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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