Modeling and Simulation: An Overview

Michael McAleer, Felix Chan and Les Oxley

Working Papers in Economics from University of Canterbury, Department of Economics and Finance

Abstract: The papers in this special issue of Mathematics and Computers in Simulation cover the following topics. Improving judgmental adjustment of model-based forecasts, whether forecast updates are progressive, on a constrained mixture vector autoregressive model, whether all estimators are born equal. The empirical properties of some estimators of long memory, characterising trader manipulation in a limitorder driven market, measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation, modeling tail credit risk using transition matrices, evaluation of the DPC-based inclusive payment system in Japan for cataract operations by a new model, the matching of lead underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting. A time-simultaneous fan chart application, adaptive survey designs for sampling rare and clustered populations, income distribution inequality, globalization, and innovation. A general equilibrium simulation, whether exchange rates affect consumer prices. A comparative analysis for Australia, China and India, the impacts of exchange rates on Australia's domestic and outbound travel markets, clean development mechanism in China. Regional distribution and prospects, design and implementation of a Web-based groundwater data management system, the impact of serial correlation on testing for structural change in binary choice model. Monte Carlo evidence, and coercive journal self citations, impact factor, journal influence and article influence.

Keywords: Modeling; simulation; forecasting; time series models; trading; credit risk; empirical finance; health economics; sampling; groundwater systems; exchange rates; structural change; citations (search for similar items in EconPapers)
JEL-codes: C15 C63 E14 E27 E37 E47 F37 F47 (search for similar items in EconPapers)
Pages: 15 pages
Date: 2013-05-20
New Economics Papers: this item is included in nep-cmp, nep-ets, nep-for and nep-ore
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https://repec.canterbury.ac.nz/cbt/econwp/1318.pdf (application/pdf)

Related works:
Working Paper: Modelling and Simulation: An Overview (2013)
Working Paper: Modelling and Simulation: An Overview (2013)
Working Paper: Modelling and Simulation: An Overview (2013)
Working Paper: Modelling and Simulation: An Overview (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:cbt:econwp:13/18

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