Dynamic Modeling and Econometrics in Economics and Finance

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Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence: Saskia ter Ellen and Willem Verschoor
Dynamic Saving and Portfolio Decisions-Theory: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
The Stochastic Differential Equation: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Diversification Effect of Heterogeneous Beliefs: Xuezhong (Tony) He and Lei Shi
A State-Space Model to Estimate Potential Growth in the Industrialized Countries: Thomas Brand, Gilles Dufrénot and Antoine Mayerowitz
Optimal Environmental Policy in the Presence of Multiple Equilibria and Reversible Hysteresis: Ben J. Heijdra and Pim Heijnen
Skiba Phenomena in Markov Perfect Equilibria of Asymmetric Differential Games: Herbert Dawid, Michel Y. Keoula and Peter Kort
Growth and Climate Change: Threshold and Multiple Equilibria: Alfred Greiner, Lars Grüne and Willi Semmler
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
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
Semiparametric Spatial Autoregressive Geoadditive Models: Roberto Basile, Saime Kayam, Román Mínguez, Jose María Montero and Jesus Mur
Financial Liberalization, Inequality and Inclusion in Low-Income Countries: Davide Furceri, Jun Ge and Prakash Loungani
A Dynamic Advertising Game with Market Growth: Steffen Jørgensen and Simon Pierre Sigué
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
Optimal Economic Growth Under Stochastic Environmental Impact: Sensitivity Analysis: Elena Rovenskaya
Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods: Jun Nagayasu
High Frequency Trading in the Equity Markets During US Treasury POMO: Cheng Gao and Bruce Mizrach
Asset Accumulation with Estimated Low Frequency Movements of Asset Returns: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
Public Debt, Productive Public Spending and Economic Growth with Full Employment: Alfred Greiner and Bettina Fincke
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
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
Chaos: Giuseppe Orlando, Ruedi Stoop and Giovanni Taglialatela
A Feedback Stackelberg Game of Cooperative Advertising in a Durable Goods Oligopoly: Anshuman Chutani and Suresh Sethi
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
Manipulating Stochastic Differential Equations and Stochastic Integrals: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
On (Non-)Neutrality of Public Debt in Growing Economies: Alfred Greiner
Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
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
Optimal Economic Growth with a Random Environmental Shock: Sergey Aseev, Konstantin Besov, Simon-Erik Ollus and Tapio Palokangas
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
Signal Processing: Ruedi Stoop
One-Parameter GHG Emission Policy with R&D-Based Growth: Tapio Palokangas
An MU Model with Active Monetary Policy: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Ito’s Lemma and Its Applications: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
The Role of Real Wage Rigidity and Unemployment: Alfred Greiner and Bettina Fincke
Optimal Control of Growth and Climate Change—Exploration of Scenarios: Helmut Maurer, Johann Jakob Preuß and Willi Semmler
Backtesting: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area: Mariam Camarero, Juan Sapena and Cecilio Tamarit
Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach: Marco Gallegati