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Dynamic Modeling and Econometrics in Economics and Finance

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Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach
Marco Gallegati
Strategies of Foreign Direct Investment in the Presence of Technological Spillovers
Herbert Dawid and Benteng Zou
Continuous and Discrete Time Modeling
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
Financial Intermediation and Directed Technical Change
Elmar Hillebrand
Applied Spectral Analysis
Fabio Della Rossa, Julio Guerrero, Giuseppe Orlando and Giovanni Taglialatela
Financial Integration and Business Cycle Synchronization in Sub-Saharan Africa
Julien Acalin, Bruno Cabrillac, Gilles Dufrénot, Luc Jacolin and Samuel Diop
Handling the Complexity of Predator-Prey Systems: Managerial Decision Making in Urban Economic Development and Sustainable Harvesting
Birgit Bednar-Friedl, Doris A. Behrens, Dieter Grass, Olivia Koland and Ulrike Leopold-Wildburger
Pollution, Public Health Care, and Life Expectancy when Inequality Matters
Andreas Schaefer and Alexia Fürnkranz-Prskawetz
Conclusion
Alfred Greiner and Bettina Fincke
Diversification with Real Estate Stocks
W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Wavelet Analysis and the Forward Premium Anomaly
Michaela M. Kiermeier
Testing Institutional Arrangements via Agent-Based Modeling: A U.S. Electricity Market Application
Hongyan Li, Junjie Sun and Leigh Tesfatsion
Differential Games and Environmental Economics
Aart Zeeuw
Risk Information and Management
W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Asset Accumulation and Portfolio Decisions Under Inflation Risk
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
Recurrence Quantification Analysis: Theory and Applications
Giuseppe Orlando, Giovanna Zimatore and Alessandro Giuliani
Migration and Networks
Douglas Nelson
Prices Versus Quantities in a Vintage Capital Model
Thierry Bréchet, Tsvetomir Tsachev and Vladimir M. Veliov
Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models
Rickard Sandberg
Market Power, Resource Extraction and Pollution: Some Paradoxes and a Unified View
Luca Lambertini and George Leitmann
Oil Shocks and the Euro as an Optimum Currency Area
Luís Aguiar-Conraria, Teresa Maria Rodrigues and Maria Joana Soares
Endogenous Coalition Formation Concepts
Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
The Continuous Hedging Argument
Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Revisiting Wealth Effects in France: A Double-Nonlinearity Approach
Olivier Damette and Fredj Jawadi
Informational Efficiency and Endogenous Rational Bubbles
George Waters
On Optimal Harvesting in Age-Structured Populations
Anton Belyakov and Vladimir M. Veliov
On Business Cycles and Growth
Giuseppe Orlando and Mario Sportelli
Uncertain Climate Policy and the Green Paradox
Sjak Smulders, Yacov Tsur and Amos Zemel
The Martingale Approach
Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Wavelet-Based Correlation Analysis of the Key Traded Assets
Jozef Baruník, Evžen Kočenda and Lukas Vacha
Sustainability of Public Debt in an AK Model with Complex Tax System
Atsumasa Kondo
Energy Shocks and Macroeconomic Stabilization Policies in an Agent-Based Macro Model
Sander Hoog and Christophe Deissenberg
International Emission Policy with Lobbying and Technological Change
Tapio Palokangas
Capacity Accumulation Games with Technology Constraints
Jacek Krawczyk and Vladimir P. Petkov
The Incentive to Invest in Environmental-Friendly Technologies: Dynamics Makes a Difference
Davide Dragone, Luca Lambertini and Arsen Palestini
The Response of German Establishments to the 2008–2009 Economic Crisis
Lutz Bellmann, Hans-Dieter Gerner and Richard Upward
The Time-Varying Beveridge Curve
Luca Benati and Thomas A. Lubik
Maximizing Female Labor Force Participation in a Stationary Population
Elke Moser, Alexia Fürnkranz-Prskawetz, Gustav Feichtinger and Bilal Barakat
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier
Giuseppe Orlando
Uniqueness Versus Indeterminacy in the Tragedy of the Commons: A ‘Geometric’ Approach
Franz Wirl
Stock Market Bubble Migration: From Shanghai to Hong Kong
Eric Girardin, Roselyne Joyeux and Shuping Shi
The Harrod Model
Giuseppe Orlando, Mario Sportelli and Fabio Della Rossa
Demographic Change and the Rates of Return to Risky Capital and Safe Debt
Wolfgang Kuhle
Concluding Remarks
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
Optimization with Performance-Attribution Constraints
W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
The Role of Product Differentiation in the Producer-targeted Promotion of Renewable Energy Technologies
Ina Meyer and Serguei Kaniovski
The Impact of Migration on Origin Countries: A Numerical Analysis
Luca Marchiori, Patrice Pieretti and Benteng Zou
Dynamic Analysis of an Electoral Campaign
Luca Lambertini
Forecasting via Wavelet Denoising: The Random Signal Case
Joanna Bruzda
Multiplicity of Balanced Growth Paths in an Endogenous Growth Model with Elastic Labor Supply
Gerhard Sorger
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