Dynamic Modeling and Econometrics in Economics and Finance

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this chapter series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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
An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area: Mariam Camarero, Juan Sapena and Cecilio Tamarit
Backtesting: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Complex Financial Networks and Systemic Risk: A Review: Spiros Bougheas and Alan Kirman
Continuous and Discrete Time Modeling: Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane
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
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
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
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
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
Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models: Rickard Sandberg
Recurrence Quantification Analysis: Theory and Applications: Giuseppe Orlando, Giovanna Zimatore and Alessandro Giuliani
Migration and Networks: Douglas Nelson
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
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
Economic Model Predictive Control as a Solution to Markov Decision Processes: Dirk Reinhardt, Akhil S. Anand, Shambhuraj Sawant and Sébastien Gros
The Martingale Approach: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
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
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