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OUR ECONOMY

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Author Guidelines

The journal Naše gospodarstvo / Our Economy publishes scientific articles covering all areas of Economics and Business. Authors are invited to send original unpublished articles which have not been submitted for publication elsewhere. Authors are completely responsible for the contents of their articles. Only articles receiving a favourable review are published. The authors grant the Journal Owner the exclusive license for commercial use of the article throughout the world, in any form, in any language, for the full term of copyright, effective upon acceptance for publication. The journal does not have article processing charges (APC) nor article submission charges.

Please write your text in English. The cover page should include the author's name, academic title or profession, and affiliation. The first page must contain the title, an abstract of no more than 250 words, and key words. The purpose, methodology/approach, findings, limitations, implications and originality/value should be evident from the abstract. Add also appropriate codes of JEL classification that can be found at https://www.aeaweb.org/econlit/jelCodes.php?view=jel

The length of the manuscript should be composed of 30.000 characters. Emphasized parts of the text should be in italics, not bold or underlined. The text should be in single column layout.

Footnotes should be numbered consecutively and placed at the bottom of the relevant page. Equations should be numbered.

Tables and figures should be in black and white colour, numbered with a title above and notes and sources below. All tables and figures should be sent also in original files (.xls, .ppt and similar). References in the text and in the list of references should be arranged according to APA style – see http://www.apastyle.org/learn/tutorials/basics-tutorial.aspx.

Some elementary directions:

References in the text

Example 1a: Another graphic way of determining the stationarity of time series is correlogram of autocorrelation function (Gujarati, 1995).

Example 1b: Another graphic way of determining the stationarity of time series is correlogram of autocorrelation function (Gujarati, 1995, p. 36).

Example 2a: Engle and Granger (1987) present critical values also for other cointegration tests.

Example 2b: Engle and Granger (1987, p. 89) present critical values also for other cointegration tests.


References in the list of references

Example 1 – Book: Gujarati, D. N. (1995). Basic Econometrics. New York: McGraw-Hill.

Example 2 – Journal article: Engle, R. F., & Granger, C. W. J. (1987). Co-integration and Error Correction: Representation, Estimation and Testing. Econometrica, 55(2), 251-276.

Example 3 – Book chapter or article from conference proceedings: MacKinnon, J. (1991). Critical Values for Cointegration Tests. In R. F. Engle & C.W. J. Granger, (Eds.), Long-Run Economic Relationships: Readings in Cointegration (pp. 191-215). Oxford: University Press.

Example 4 – Web source: Esteves, J., Pastor, J. A., & Casanovas, J. (2002). Using the Partial Least Square (PLS): Method to Establish Critical Success Factors Interdependence in ERP Implementation Projects. Retrieved from http://erp.ittoolbox.com/doc.asp?i=2321

Authors should state DOI numbers of references, if they exist.

Send the manuscript in MS Word file to nase.gospodarstvo@um.si or our.economy@um.si. Add also postal address and e-mail address of all authors, while for the corresponding author, please, add also a phone number.

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