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.

Economic Model Predictive Control as a Solution to Markov Decision Processes: Dirk Reinhardt, Akhil S. Anand, Shambhuraj Sawant and Sébastien Gros
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
Markov Switching Models, Threshold Auto Regressive Models, and Smooth Transition Models: Sarit Maitra
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
Piecewise Smooth or Continuous ODE: Paulo Brito
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
Financing Sustainable Growth Through Energy Exports and Implications for Human Capital Investment: Unurjargal Nyambuu
Utmost Fear Hypothesis Explores Green Technology Driven Energy for Sustainable Growth: Chihiro Watanabe and Jae-Ho Shin
Reinforcement Learning with Guarantees: Mario Zanon and Sébastien Gros
The Partial Differential Equation Approach Under Geometric Brownian Motion: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips: Giuseppe Orlando and Mario Sportelli
Dynamic Behavior of Oil Importers and Exporters Under Uncertainty: Lucas Bretschger and Alexandra Vinogradova
Option Pricing: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
An Algorithmic Equilibrium Solution for n-Person Dynamic Stackelberg Difference Games with Open-Loop Information Pattern: Philipp Hungerländer and Reinhard Neck
Dynamic Oligopoly with Capital Accumulation and Environmental Externality: Davide Dragone, Luca Lambertini and Arsen Palestini
A Multi-Country Closed-Economy MU Model: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Commodity Prices in Empirical Research: Jean-François Carpantier
Fiscal and Monetary Policies in a Monetary Union: Conflict or Cooperation?: Dmitri Blueschke and Reinhard Neck
Multi-agent Optimal Control Problems and Variational Inequality Based Reformulations: George Leitmann, Stefan Pickl and Zhengyu Wang
Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence: Wojciech Charemza, Yuriy Kharin and Vladislav Maevskiy
Pricing Derivative Securities: A General Approach: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Stable Periodic Economic Cycles from Controlling: Ruedi Stoop
Complex Network Analysis in Socioeconomic Models: Luis M. Varela, Giulia Rotundo, Marcel Ausloos and Jesús Carrete
Singular ODE: Paulo Brito
On a Decentralized Boundedly Rational Emission Reduction Strategy: Arkady Kryazhimskiy
Robust Control of a Spatially Distributed Commercial Fishery: William A. Brock, Anastasios Xepapadeas and Athanasios N. Yannacopoulos
Transition Towards Renewable Energy Supply—A System Dynamics Approach: Bo Hu, Armin Leopold and Stefan Pickl
On the Optimal Trade-Off Between Fire Power and Intelligence in a Lanchester Model: A. J. Novák, Gustav Feichtinger and G. Leitmann
Time-Consistent Equilibria in a Differential Game Model with Time Inconsistent Preferences and Partial Cooperation: Jesús Marín-Solano
Macroeconomic Risk, Fiscal Policy Rules and Aggregate Volatility in Asymmetric Currency Unions: A Behavioral Perspective: Christian Proaño and Benjamin Lojak
Short and Long Term Growth Effects of Financial Crises: Fredrik Andersson and Peter Karpestam
Inclusion of ESG Ratings in Optimization: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs: Marcel Aloy, Floris Laly, Sébastien Laurent and Christelle Lecourt