Modelling and Simulation: An Overview

Michael McAleer, Felix Chan and Les Oxley

No 865, KIER Working Papers from Kyoto University, Institute of Economic Research

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 term-structure 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 E14 E27 E37 E47 F37 F47 (search for similar items in EconPapers)
Pages: 17pages
Date: 2013-05
New Economics Papers: this item is included in nep-for and nep-ore
References: Add references at CitEc
Citations: View citations in EconPapers (19)

Downloads: (external link)
http://www.kier.kyoto-u.ac.jp/DP/DP865.pdf (application/pdf)

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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kyo:wpaper:865

Access Statistics for this paper

More papers in KIER Working Papers from Kyoto University, Institute of Economic Research Contact information at EDIRC.
Bibliographic data for series maintained by Makoto Watanabe ().