Template-type: ReDIF-Paper 1.0
Author-Name: Michael McAleer
Author-Person: pmc90 
Author-Workplace-Name: Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam and Tinbergen Institute,
	The Netherlands, Department of Quantitative Economics, Complutense University of Madrid, and Institute of
	Economic Research, Kyoto University. 
Author-Name: Les Oxley
Author-Email: lesoxley@gmail.com
Author-Person: pox4 
Author-Workplace-Name: Department of Economics, University of Waikato, New Zealand
Author-Name: Felix Chan
Author-Email: felix.chan@cbs.curtin.edu.au
Author-Person: pch631
Author-Workplace-Name: School of Economics and Finance, Curtin Business School, Curtin University of Technology
Title: Modelling and Simulation: An Overview
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.
Classification-JEL: C15, C63, E27, E37, E47, F37, F47.

Keywords: Modelling, Simulation, Forecasting, Time series models, Trading, Credit risk, Empirical finance, 
	Health economics, Sampling, Groundwater systems, Exchange rates, Structural change, Citations.
Length: 14 pages 
Creation-Date: 2013 
Number: 2013-16 
X-File-Ref: http://america.sim.ucm.es/repec/ucm/ref/doicae1316.txt
File-URL: https://eprints.ucm.es/id/eprint/21516/1/1316.pdf
File-Format: Application/pdf
Handle: RePEc:ucm:doicae:1316