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Modelling and Simulation: An Overview

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2013-05
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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.
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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.
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Allen, D.E., A.R. Kramadibrata, R.J. Powell and A.K. Singh, Modelling tail credit risk using transition matrices, to appear in Mathematics and Computers in Simulation, 2013. Brown, J.A., M. Salehi, M. Moradi, B. Panahbehagh and D.R. Smith, Adaptive survey designs for sampling rare and clustered populations, to appear in Mathematics and computers in Simulation, 2013. Chan, F., L. Pauwels and J. Wongsosaputro, The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence, to appear in Mathematics and Computers in Simulation, 2013. Chang, C.-L., P.H. Franses and M. McAleer, Are forecast updates progressive?, to appear in Mathematics and Computers in Simulation, 2013. Chang, C.-L., M. McAleer and L. Oxley, Coercive journal self citations, impact factor, journal influence and article influence, to appear in Mathematics and Computers in Simulation, 2013. Franses, P.H., Improving judgmental adjustment of model-based forecasts, to appear in Mathematics and Computers in Simulation, 2013. Fukiharu, T., Income distribution inequality, globalization, and innovation: A general equilibrium simulation, to appear in Mathematics and Computers in Simulation, 2013. Hong,J., X. Guo, D. Marinova, F. Yang and W. Yu, Clean development mechanism in China: Regional distribution and prospects, to appear in Mathematics and Computers in Simulation, 2013. Iwanaga, T., S. El Sawah and A. Jakeman, Design and implementation of a Web-based groundwater data management system, to appear in Mathematics and Computers in Simulation, 2013. Li, J.S.H., A.C.Y. Ng and W.S. Chan, Stochastic life table forecasting: A time-simultaneous fan chart application, to appearin Mathematics and Computers in Simulation, 2013. McKenzie, C.R. and S. Takaoka, The matching of lead underwriters and issuing firms in the Japanese corporate bond market, to appear in Mathematics and Computers in Simulation, 2013. Nawata, K. and K. Kawabuchi, Evaluation of the DPC-based inclusive payment system in Japan for cataract operations by a new model, to appear in Mathematics and Computers in Simulation, 2013. Rea, W., L. Oxley, M. Reale and J. Brown, Not all estimators are born equal: The empirical properties of some estimators of long memory, to appear in Mathematics and Computers in Simulation, 2013. Saha, S. and Z. Zhang, Do exchange rates affect consumer prices? A comparative analysis for Australia, China and India, to appear in Mathematics and Computers in Simulation, 2013. Suenaga, H., Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation, to appear in Math ematics and Computers in Simulation, 2013. Withanawasam, R.M., P.A. Whigham and T.F. Crack, Characterising trader manipulation in a limit-order driven market”, to appear in Mathematics and Computers in Simulation, 2013. Wong, C.S., On a constrained mixture vector autoregressive model, to appear in Mathematics and Computers in Simulation, 2013. Yap, G.C.L., The impacts of exchange rates on Australia's domestic and outbound travel markets, to appear in Mathematics and Computers in Simulation, 2013.