Dynamic Modeling and Econometrics in Economics and Finance

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Ito’s Lemma and Its Applications: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
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
Continuous and Discrete Time Modeling: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
Complex Financial Networks and Systemic Risk: A Review: Spiros Bougheas and Alan Kirman
Strategies of Foreign Direct Investment in the Presence of Technological Spillovers: Herbert Dawid and Benteng Zou
Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach: Marco Gallegati
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
Controllability of Continuous Networks and a Kernel-Based Learning Approximation: Michael Herty, Chiara Segala and Giuseppe Visconti
Differential Games and Environmental Economics: Aart Zeeuw
Testing Institutional Arrangements via Agent-Based Modeling: A U.S. Electricity Market Application: Hongyan Li, Junjie Sun and Leigh Tesfatsion
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
Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models: Rickard Sandberg
Prices Versus Quantities in a Vintage Capital Model: Thierry Bréchet, Tsvetomir Tsachev and Vladimir M. Veliov
Oil Shocks and the Euro as an Optimum Currency Area: Luís Aguiar-Conraria, Teresa Maria Rodrigues and Maria Joana Soares
Market Power, Resource Extraction and Pollution: Some Paradoxes and a Unified View: Luca Lambertini and George Leitmann
The Continuous Hedging Argument: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Endogenous Coalition Formation Concepts: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Revisiting Wealth Effects in France: A Double-Nonlinearity Approach: Olivier Damette and Fredj Jawadi
On Optimal Harvesting in Age-Structured Populations: Anton Belyakov and Vladimir M. Veliov
Informational Efficiency and Endogenous Rational Bubbles: George Waters
On Business Cycles and Growth: Giuseppe Orlando and Mario Sportelli
Uncertain Climate Policy and the Green Paradox: Sjak Smulders, Yacov Tsur and Amos Zemel
Wavelet-Based Correlation Analysis of the Key Traded Assets: Jozef Baruník, Evžen Kočenda and Lukas Vacha
The Martingale Approach: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Economic Model Predictive Control as a Solution to Markov Decision Processes: Dirk Reinhardt, Akhil S. Anand, Shambhuraj Sawant and Sébastien Gros
Energy Shocks and Macroeconomic Stabilization Policies in an Agent-Based Macro Model: Sander Hoog and Christophe Deissenberg
Sustainability of Public Debt in an AK Model with Complex Tax System: Atsumasa Kondo
Capacity Accumulation Games with Technology Constraints: Jacek Krawczyk and Vladimir P. Petkov
International Emission Policy with Lobbying and Technological Change: Tapio Palokangas
The Response of German Establishments to the 2008–2009 Economic Crisis: Lutz Bellmann, Hans-Dieter Gerner and Richard Upward
The Incentive to Invest in Environmental-Friendly Technologies: Dynamics Makes a Difference: Davide Dragone, Luca Lambertini and Arsen Palestini
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
Uniqueness Versus Indeterminacy in the Tragedy of the Commons: A ‘Geometric’ Approach: Franz Wirl
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier: Giuseppe Orlando
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