Dynamic Modeling and Econometrics in Economics and Finance

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Introduction: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
Introduction and Overview: Alfred Greiner and Bettina Fincke
Introduction: Giuseppe Orlando, Alexander N. Pisarchik and Ruedi Stoop
Introduction: Pasquale Commendatore, Saime Kayam and Ingrid Kubin
The Real Estate Investment Market: The Current State and Why Advances Are Needed: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
International Policy Coordination: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Introduction: Herbert Dawid, Karl F. Doerner, Gustav Feichtinger, Peter Kort and Andrea Seidl
Inequality in Germany and the US: An Introductory Note: Bettina Bökemeier
Editorial: Computational Methods in Economic Dynamics: Herbert Dawid and Willi Semmler
Robust Markov Perfect Equilibria in a Dynamic Choice Model with Quasi-hyperbolic Discounting: Łukasz Balbus, Anna Jaśkiewicz and Andrzej Nowak
Functional Representation, Approximation, Bases and Wavelets: James B. Ramsey
On Adequate Transversality Conditions for Infinite Horizon Optimal Control Problems—A Famous Example of Halkin: Sabine Pickenhain
The Stock Option Problem: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Uncertainty and Stationarity in Financial and Macroeconomic Time Series—Evidence from Fourier Approximated Structural Changes: William Barnett and Qing Han
Estimating a Banking-Macro Model Using a Multi-regime VAR: Stefan Mittnik and Willi Semmler
Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series: Gilles Dufrénot, Takashi Matsuki and Kimiko Sugimoto
Climate Change and Technical Progress: Impact of Informational Constraints: Anton Bondarev, Christiane Clemens and Alfred Greiner
The Problem of Optimal Endogenous Growth with Exhaustible Resources Revisited: Sergey Aseev, Konstantin Besov and Serguei Kaniovski
Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior: Marco LiCalzi, Lucia Milone and Paolo Pellizzari
Sustainability of Public Debt: Alfred Greiner and Bettina Fincke
Assessing Public Spending Efficiency in 20 OECD Countries: Antonio Afonso and Mina Kazemi
Stochastic Processes for Asset Price Modelling: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Forecasting and Low Frequency Movements of Asset Returns: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
Dynamic Drug Policy: Optimally Varying the Mix of Treatment, Price-Raising Enforcement, and Primary Prevention Over Time: Jonathan P. Caulkins and Gernot Tragler
Dynamical Systems: Giuseppe Orlando and Giovanni Taglialatela
Towards a Multiregional NEG Framework: Comparing Alternative Modelling Strategies: Pasquale Commendatore, Valerio Filoso, Theresa Grafeneder-Weissteiner and Ingrid Kubin
The Data: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Portfolio Modeling with Sustainability Constraints: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
Sequential Precision of Predictions in Models of Economic Growth: Andrey A. Krasovskii and Alexander M. Tarasyev
Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US: Marco Gallegati, Mauro Gallegati, James B. Ramsey and Willi Semmler
Stochastic Differential Games and Intricacy of Information Structures: Tamer Başar
Modern Portfolio Theory: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Using Software Agents to Supplement Tests Conducted by Human Subjects: Hyungna Oh and Timothy D. Mount
Optimal Pollution, Optimal Population, and Sustainability: Ulla Lehmijoki
Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?: Marc Joëts, Valérie Mignon and Tovonony Razafindrabe
On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?: Antonia López-Villavicencio and Valérie Mignon
Economics of Talent: Dynamics and Multiplicity of Equilibria: Yuri Yegorov, Franz Wirl, Dieter Grass and Andrea Seidl
Environmental Policy in a Dynamic Model with Heterogeneous Agents and Voting: Kirill Borissov, Thierry Bréchet and Stéphane Lambrecht
An Initial Attempt at Pricing an Option: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
An Example of Nonlinear Dynamical System: The Logistic Map: Giuseppe Orlando and Giovanni Taglialatela
Mathematical Background: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
U.S. Business Cycles, Monetary Policy and the External Finance Premium: Enrique Martínez-García
Government Debt, Fiscal Rules and Singular Growth Dynamics: Paulo Brito
High Order Precision Estimates in Algorithms for Solving Problems of Economic Growth: Andrey A. Krasovskii and Alexander M. Tarasyev
The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand: Patrick Crowley and Andrew Hughes Hallett
Optimal Proportions in Growth Trends of Resource Productivity: Alexander Tarasyev and Bing Zhu
Historical Portfolio Optimization: Domestic REITs: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Bifurcations: Giuseppe Orlando, Ruedi Stoop and Giovanni Taglialatela
Parametric Models in Spatial Econometrics: A Survey: Diana A. Mendes and Vivaldo M. Mendes
Policy Interactions in a Monetary Union: An Application of the OPTGAME Algorithm: Dmitri Blueschke and Reinhard Neck