Dynamic Modeling and Econometrics in Economics and Finance

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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
One-Parameter GHG Emission Policy with R&D-Based Growth: Tapio Palokangas
The Role of Real Wage Rigidity and Unemployment: Alfred Greiner and Bettina Fincke
nMPyC A Python Package for Solving Optimal Control Problems via Model Predictive Control: Jonas Schießl and Lisa Krügel
Ito’s Lemma and Its Applications: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
An MU Model with Active Monetary Policy: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Signal Processing: Ruedi Stoop
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
Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach: Marco Gallegati
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
Financial Intermediation and Directed Technical Change: Elmar Hillebrand
Dynamic Volatility and Option Valuation: Sarit Maitra
Applied Spectral Analysis: Fabio Della Rossa, Julio Guerrero, Giuseppe Orlando and Giovanni Taglialatela
Physics-Inspired Gravity Model: Sarit Maitra
Financial Integration and Business Cycle Synchronization in Sub-Saharan Africa: Julien Acalin, Bruno Cabrillac, Gilles Dufrénot, Luc Jacolin and Samuel Diop
Pollution, Public Health Care, and Life Expectancy when Inequality Matters: Andreas Schaefer and Alexia Fürnkranz-Prskawetz
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
Conclusion: Alfred Greiner and Bettina Fincke
Wavelet Analysis and the Forward Premium Anomaly: Michaela M. Kiermeier
Diversification with Real Estate Stocks: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Differential Games and Environmental Economics: Aart Zeeuw
Controllability of Continuous Networks and a Kernel-Based Learning Approximation: Michael Herty, Chiara Segala and Giuseppe Visconti
Testing Institutional Arrangements via Agent-Based Modeling: A U.S. Electricity Market Application: Hongyan Li, Junjie Sun and Leigh Tesfatsion
Planar Non-Linear ODE: The Regular Case: Paulo Brito
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
Prices Versus Quantities in a Vintage Capital Model: Thierry Bréchet, Tsvetomir Tsachev and Vladimir M. Veliov
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
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
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
Informational Efficiency and Endogenous Rational Bubbles: George Waters
On Optimal Harvesting in Age-Structured Populations: Anton Belyakov and Vladimir M. Veliov
Machine Learning for Fraud Analytics: Sarit Maitra
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