Dynamic Modeling and Econometrics in Economics and Finance

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Historical Portfolio Optimization: Domestic REITs: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
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
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 Verschoor
The Stochastic Differential Equation: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Finite-Dimensional Receding Horizon Control of Linear Time-Varying Parabolic PDEs: Stability Analysis and Model-Order Reduction: Behzad Azmi, Jan Rohleff and Stefan Volkwein
Diversification Effect of Heterogeneous Beliefs: Xuezhong (Tony) He and Lei Shi
Optimal Environmental Policy in the Presence of Multiple Equilibria and Reversible Hysteresis: Ben J. Heijdra and Pim Heijnen
A State-Space Model to Estimate Potential Growth in the Industrialized Countries: Thomas Brand, Gilles Dufrénot and Antoine Mayerowitz
Growth and Climate Change: Threshold and Multiple Equilibria: Alfred Greiner, Lars Grüne and Willi Semmler
Skiba Phenomena in Markov Perfect Equilibria of Asymmetric Differential Games: Herbert Dawid, Michel Y. Keoula and Peter Kort
The Dynamics of Lobbying Under Uncertainty: On Political Liberalization in Arab Countries: Raouf Boucekkine, Fabien Prieur and Klarizze Puzon
International Biodiversity Management with Technological Change: Tapio Palokangas
Public Debt and Economic Growth: A Theoretical Model: Alfred Greiner and Bettina Fincke
Nonlinear Dynamics and Wavelets for Business Cycle Analysis: Peter Martey Addo, Monica Billio and Dominique Guégan
Semiparametric Spatial Autoregressive Geoadditive Models: Roberto Basile, Saime Kayam, Román Mínguez, Jose María Montero and Jesus Mur
Diversification with International REITs: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
From Local Bifurcations to Global Dynamics: Hopf Systems from the Applied Perspective: Hiroyuki Yoshida
Financial Liberalization, Inequality and Inclusion in Low-Income Countries: Davide Furceri, Jun Ge and Prakash Loungani
Can Investors Benefit from Using Trading Rules Evolved by Genetic Programming? A Test of the Adaptive Efficiency of U.S. Stock Markets with Margin Trading Allowed: Stan Miles and Barry Smith
A Dynamic Advertising Game with Market Growth: Steffen Jørgensen and Simon Pierre Sigué
Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods: Jun Nagayasu
Optimal Economic Growth Under Stochastic Environmental Impact: Sensitivity Analysis: Elena Rovenskaya
Asset Accumulation with Estimated Low Frequency Movements of Asset Returns: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
High Frequency Trading in the Equity Markets During US Treasury POMO: Cheng Gao and Bruce Mizrach
Public Debt, Productive Public Spending and Economic Growth with Full Employment: Alfred Greiner and Bettina Fincke
Solving Hybrid Model Predictive Control Problems via a Mixed-Integer Approach: Iman Nodozi and Ricardo G. Sanfelice
The Basic Symmetric Two-Country Model: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Black–Litterman Optimization Results: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Chaos: Giuseppe Orlando, Ruedi Stoop and Giovanni Taglialatela
Environmental Regulations, Abatement and Economic Growth: Elke Moser, Alexia Fürnkranz-Prskawetz and Gernot Tragler
Modeling the Dynamics of the Transition to a Green Economy: Stefan Mittnik, Willi Semmler, Mika Kato and Daniel Samaan
A Feedback Stackelberg Game of Cooperative Advertising in a Durable Goods Oligopoly: Anshuman Chutani and Suresh Sethi
Manipulating Stochastic Differential Equations and Stochastic Integrals: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Dynamic Portfolio Optimization: Beyond MPT: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Managerial Delegation in a Dynamic Renewable Resource Oligopoly: Luca Lambertini
Artificial Neural Networks and Hybrid Volatility Modeling: Sarit Maitra
Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
On (Non-)Neutrality of Public Debt in Growing Economies: Alfred Greiner
Diffusion of Growth and Cycles in Continuous Time and Space: Tönu Puu
Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility: Mark Jensen and Brandon Whitcher
Embedding Dimension and Mutual Information: Giuseppe Orlando, Ruedi Stoop and Giovanni Taglialatela
Crude Oil and Biofuel Agricultural Commodity Prices: Semei Coronado, Omar Rojas, Rafael Romero-Meza, Apostolos Serletis and Leslie Verteramo Chiu
Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques: Tonatiuh Pena Centeno, Serafín Martínez and Bolanle Abudu
Optimal Growth with Polluting Waste and Recycling: Raouf Boucekkine and Fouad Ouardighi
Optimal Economic Growth with a Random Environmental Shock: Sergey Aseev, Konstantin Besov, Simon-Erik Ollus and Tapio Palokangas
nMPyC A Python Package for Solving Optimal Control Problems via Model Predictive Control: Jonas Schießl and Lisa Krügel
The Role of Real Wage Rigidity and Unemployment: Alfred Greiner and Bettina Fincke