EconPapers    
Economics at your fingertips  
 

Dynamic Modeling and Econometrics in Economics and Finance

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this chapter series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Editorial: Computational Methods in Economic Dynamics
Herbert Dawid and Willi Semmler
Introduction
Herbert Dawid, Karl F. Doerner, Gustav Feichtinger, Peter Kort and Andrea Seidl
Introduction and Overview
Alfred Greiner and Bettina Fincke
Introduction
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
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
Introduction
Giuseppe Orlando, Alexander N. Pisarchik and Ruedi Stoop
Introduction
Pasquale Commendatore, Saime Kayam and Ingrid Kubin
International Policy Coordination
Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Inequality in Germany and the US: An Introductory Note
Bettina Bökemeier
Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series
Gilles Dufrénot, Takashi Matsuki and Kimiko Sugimoto
On Adequate Transversality Conditions for Infinite Horizon Optimal Control Problems—A Famous Example of Halkin
Sabine Pickenhain
The Problem of Optimal Endogenous Growth with Exhaustible Resources Revisited
Sergey Aseev, Konstantin Besov and Serguei Kaniovski
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
The Stock Option Problem
Carl Chiarella, Xuezhong He and Christina Sklibosios Nikitopoulos
Climate Change and Technical Progress: Impact of Informational Constraints
Anton Bondarev, Christiane Clemens and Alfred Greiner
Sustainability of Public Debt
Alfred Greiner and Bettina Fincke
Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior
Marco LiCalzi, Lucia Milone and Paolo Pellizzari
Stochastic Processes for Asset Price Modelling
Carl Chiarella, Xuezhong He and Christina Sklibosios Nikitopoulos
Assessing Public Spending Efficiency in 20 OECD Countries
Antonio Afonso and Mina Kazemi
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
Portfolio Modeling with Sustainability Constraints
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
Stochastic Differential Games and Intricacy of Information Structures
Tamer Başar
Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US
Marco Gallegati, Mauro Gallegati, James B. Ramsey and Willi Semmler
Sequential Precision of Predictions in Models of Economic Growth
Andrey A. Krasovskii and Alexander M. Tarasyev
Using Software Agents to Supplement Tests Conducted by Human Subjects
Hyungna Oh and Timothy D. Mount
Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?
Marc Joëts, Valérie Mignon and Tovonony Razafindrabe
Optimal Pollution, Optimal Population, and Sustainability
Ulla Lehmijoki
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
An Initial Attempt at Pricing an Option
Carl Chiarella, Xuezhong He and Christina Sklibosios Nikitopoulos
Environmental Policy in a Dynamic Model with Heterogeneous Agents and Voting
Kirill Borissov, Thierry Bréchet and Stéphane Lambrecht
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 M. Crowley and Andrew Hughes Hallett
Optimal Proportions in Growth Trends of Resource Productivity
Alexander Tarasyev and Bing Zhu
Policy Interactions in a Monetary Union: An Application of the OPTGAME Algorithm
Dmitri Blueschke and Reinhard Neck
Parametric Models in Spatial Econometrics: A Survey
Diana A. Mendes and Vivaldo M. Mendes
Bifurcations
Giuseppe Orlando, Ruedi Stoop and Giovanni Taglialatela
Dynamic Saving and Portfolio Decisions-Theory
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence
Saskia ter Ellen and Willem F. C. Verschoor
The Stochastic Differential Equation
Carl Chiarella, Xuezhong He and Christina Sklibosios Nikitopoulos
Diversification Effect of Heterogeneous Beliefs
Xuezhong He and Lei Shi
Page updated 2021-10-27
Sorted by Page