Modelling and Simulation: An Overview


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McAleer, Michael and Chan, Felix and Oxley, Les (2013) Modelling and Simulation: An Overview. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2013, ] (Unpublished)

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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.

Item Type:Working Paper or Technical Report
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The authors are grateful to the numerous reviewers for their speedy and efficiency, and to Ellen Young and France Pinon for substantial assistance in the preparation of this volume. The first author is most grateful to the Australian Research Council, National Science Council, Taiwan, and the Japan Society for the Promotion of Science, and the second author wishes to acknowledge the Australian Research Council and the School of Economics and Finance at Curtin niversity.

Uncontrolled Keywords:Modelling, Simulation, Forecasting, Time series models, Trading, Credit risk, Empirical finance, Health economics, Sampling, Groundwater systems, Exchange rates, Structural change, Citations.
Subjects:Social sciences > Economics > Econometrics
JEL:C15, C63, E14, E27, E37, E47, F37, F47
Series Name:Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE)
ID Code:21516
Deposited On:23 May 2013 11:14
Last Modified:23 Feb 2016 10:05

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