Dynamic Modeling and Econometrics in Economics and Finance

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Accession to a Monetary Union: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach: Mohammad Karimi and Marcel Voia
Drivers of the Change in Social Welfare in European Countries: Mikuláš Luptáčik, Eduard Nežinský and Martin Lábaj
Applying the General Pricing Framework: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Interactions Between Fiscal and Monetary Authorities in a Three-Country New-Keynesian Model of a Monetary Union: Tomasz Michalak, Jacob Engwerda and Joseph Plasmans
Environmental Mortality and Long-Run Growth: Ulla Lehmijoki and Elena Rovenskaya
On the Effect of Resource Exploitation on Growth: Domestic Innovation vs. Technological Diffusion Through Trade: Francisco Cabo, Guiomar Martin-Herran and María Pilar Martínez-García
Asset Accumulation with Heterogeneous Households: The Rise of Wealth Disparity: Willi Semmler and Damien Parker
Kaldor–Kalecki New Model on Business Cycles: Giuseppe Orlando
Inclusion of ESG Ratings in Option Pricing: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach: Ekaterini Panopoulou and Sarantis Kalyvitis
Dynamics of Industrial Oligopoly Market Involving Capacity Limits and Recurrent Investment: Anastasiia Panchuk
Jump-Diffusion Processes: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Introduction to Functional Calculus: Paulo Brito
Organizational Nimbleness and Operational Policies: The Case of Optimal Control of Maintenance Under Uncertainty: Ali Dogramaci and Suresh Sethi
Development of Transportation Infrastructure in the Context of Economic Growth: Manuel Benjamin Ortiz-Moctezuma, Denis Pivovarchuk, Jana Szolgayova and Sabine Fuss
Forest Management and Biodiversity in Size-Structured Forests Under Climate Change: Renan Goetz, Carme Cañizares, Joan Pujol and Angels Xabadia
Revisiting the Glick–Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries: Yushi Yoshida and Weiyang Zhai
Recurrence Quantification Analysis of Business Cycles: Giuseppe Orlando and Giovanna Zimatore
World-wide Regional Policy Coordination: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Option Pricing Under Jump-Diffusion Processes: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
R&D Networks: Gian Italo Bischi and Fabio Lamantia
Safety Stocks in Centralized and Decentralized Supply Chains Under Different Types of Random Yields: Karl Inderfurth
An Empirical Test of Harrod’s Model: Giuseppe Orlando and Fabio Della Rossa
Carbon Taxes and Comparison of Trading Regimes in Fossil Fuels: Seiichi Katayama, Ngo Long and Hiroshi Ohta
Subgame Consistent Cooperative Provision of Public Goods Under Accumulation and Payoff Uncertainties: David W. K. Yeung and Leon A. Petrosyan
Cycles and Long-Range Behaviour in the European Stock Markets: Guglielmo Maria Caporale, Luis Gil-Alana and Carlos Poza
Testing a Goodwin’s Model with Capacity Utilization to the US Economy: Ricardo Araujo and Helmar Nunes Moreira
Partial Differential Equation Approach Under Geometric Jump-Diffusion Process: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Strategic Location Choice, R&D, and Sourcing Strategies: Michael Kopel, Mario Pezzino and Björn Brand
Dynamic Pricing Under Economic Ordering and Strategic Customers with Forward Buying and Postponement: Stefan Minner
Concluding Remarks: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Introduction to Calculus of Variations: Paulo Brito
A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets: Stéphane Goutte and Benjamin Keddad
The Effect of Remanufacturability of End-of-Use Returns on the Optimal Intertemporal Production Decisions of a Newsvendor: Marc Reimann
Financial Stress, Regime Switching and Macrodynamics: Pu Chen and Willi Semmler
Landowning, Status and Population Growth: Ulla Lehmijoki and Tapio Palokangas
Stochastic Volatility: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Typology of Nonlinear Time Series Models: Aditi Chaubal
Introduction to Optimal Control: The Maximum Principle Approach: Paulo Brito
Empirical Literature on Location Choice of Multinationals: Roberto Basile and Saime Kayam
Optimal Harvesting of Size-Structured Biological Populations: Olli Tahvonen
Comparing Modeling Approaches for the Multi-Level Capacitated Lot-Sizing and Scheduling Problem: Christian Almeder
Pricing the American Feature: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Hybrid Metaheuristics for Project Scheduling and Staffing, Considering Project Interruptions and Labor Contracts: Thomas Felberbauer, Karl F. Doerner and Walter J. Gutjahr
Spatial Interactions in Agent-Based Modeling: Marcel Ausloos, Herbert Dawid and Ugo Merlone
Introduction to the Dynamic Programming Principle: Paulo Brito
Pareto Models for Risk Management: Arthur Charpentier and Emmanuel Flachaire
Optimal Control of ODE: Extensions: Paulo Brito
Pricing Options Using Binomial Trees: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
From Incomplete Information to Strict Rankings: Methods to Exploit Probabilistic Preference Information: Rudolf Vetschera
First-Order PDE: Paulo Brito
Volatility Smiles: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
The After-Effects of Fear-Inducing Public Service Announcements: Udo Wagner, Claus Ebster, Lisa Eberhardsteiner and Madeleine Prenner
Allowing for Stochastic Interest Rates in the Black–Scholes Model: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Decision Support for Strategic Disaster Management: First Release of a Wiki: Marion Rauner, Helmut Niessner, Lisa Sasse, Kristina Tomic, Karen Neville, Andrew Pope and Sheila O’Riordan
Change of Numeraire: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Optimal Control of First-Order PDE: Paulo Brito
The Paradigm Interest Rate Option Problem: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Modelling Interest Rate Dynamics: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Scalar Parabolic Partial Differential Equations: Paulo Brito
Overview of Optimization Problems in Electric Car-Sharing System Design and Management: Georg Brandstätter, Claudio Gambella, Markus Leitner, Enrico Malaguti, Filippo Masini, Jakob Puchinger, Mario Ruthmair and Daniele Vigo
Interest Rate Derivatives: One Factor Spot Rate Models: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
The Golf Tourist Problem: Fabien Tricoire, Sophie N. Parragh and Margaretha Gansterer
Optimal Control of Parabolic Partial Differential Equations: Paulo Brito
Twenty Years of Vehicle Routing in Vienna: Karl F. Doerner, Alexander Kiefer and David Wolfinger
Introduction to Stochastic Calculus and Stochastic Differential Equations: Paulo Brito
Interest Rate Derivatives: Multi-Factor Models: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Linear Scalar Stochastic Differential Equations: Paulo Brito
Achilles and the Theory of Games: Alexander Mehlmann
The Heath–Jarrow–Morton Framework: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Stochastic Optimal Control: Paulo Brito
The LIBOR Market Model: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos