Modelling and Simulation: An Overview

Michael McAleer, Les Oxley and Felix Chan

No 2013-16, Documentos de Trabajo del ICAE from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

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 limit-order driven market, measuring bias in a termstructure model of commodity prices through the comparison of simultaneous and sequential estimation, modelling 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: Modelling; 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 E27 E37 E47 F37 F47 (search for similar items in EconPapers)
Pages: 14 pages
Date: 2013
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Related works:
Working Paper: Modeling 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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