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This open access book encompasses a collection of in-depth analyses showcasing the challenges and ways forward for macroeconomic modelling of R&D and innovation policies. Based upon the proceedings of the EC-DG JRC-IEA workshop held in Brussels in 2017, it presents cutting-edge contributions from a number of leading economists in the field. It provides a comprehensive overview of the current academic and policy challenges surrounding R&D as well as of the state-of-the-art modelling techniques. The book brings to the forefront outstanding issues related to the assessment of the macroeconomic impact of R&D policies and its modelling. It speaks to the rising importance of R&D and innovation policy, and the proliferation of macroeconomic models featuring endogenous technological change. The contents of this book will be of interest to both academic and policy audiences working in the fields of R&D and innovation.

Macroeconomics --- Research --- Research and development projects --- Science and state. --- Mathematical models. --- Government policy. --- Economic aspects. --- R&D --- Innovation policy --- Macroeconomic modelling --- Endogenous technological progress --- Endogenous growth theory --- Economic growth challenges --- Open Access --- Economic development. --- Macroeconomics. --- Economics. --- Economic Growth. --- Macroeconomics and Monetary Economics.

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This book is a collection of papers for the Special Issue “Quantitative Methods for Economics and Finance” of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.

Coins, banknotes, medals, seals (numismatics) --- academic cheating --- tax evasion --- informality --- pairs trading --- hurst exponent --- financial markets --- long memory --- co-movement --- cointegration --- risk --- delay --- decision-making process --- probability --- discount --- detection --- mean square error --- multicollinearity --- raise regression --- variance inflation factor --- derivation --- intertemporal choice --- decreasing impatience --- elasticity --- GARCH --- EGARCH --- VaR --- historical simulation approach --- peaks-over-threshold --- EVT --- student t-copula --- generalized Pareto distribution --- centered model --- noncentered model --- intercept --- essential multicollinearity --- nonessential multicollinearity --- commodity prices --- futures prices --- number of factors --- eigenvalues --- volatility cluster --- Hurst exponent --- FD4 approach --- volatility series --- probability of volatility cluster --- S&amp --- P500 --- Bitcoin --- Ethereum --- Ripple --- bitcoin --- deep learning --- deep recurrent convolutional neural networks --- forecasting --- asset pricing --- financial distress prediction --- unconstrained distributed lag model --- multiple periods --- Chinese listed companies --- cash flow management --- corporate prudential risk --- the financial accelerator --- financial distress --- induced risk aversion --- liquidity constraints --- liquidity risk --- macroeconomic propagation --- multiperiod financial management --- non-linear macroeconomic modelling --- Tobin’s q --- precautionary savings --- pharmaceutical industry --- scale economies --- profitability --- biotechnological firms --- non-parametric efficiency --- productivity --- DEA --- dispersion trading --- option arbitrage --- volatility trading --- correlation risk premium --- econometrics --- computational finance --- ensemble empirical mode decomposition (EEMD) --- autoregressive integrated moving average (ARIMA) --- support vector regression (SVR) --- genetic algorithm (GA) --- energy consumption --- cryptocurrency --- gold --- P 500 --- DCC --- copula --- copulas --- Markov Chain Monte Carlo simulation --- local optima vs. local minima --- SRA approach --- foreign direct investment --- bilateral investment treaties --- regional trade agreements --- structural gravity model --- policy uncertainty --- stock prices --- dynamically simulated autoregressive distributed lag (DYS-ARDL) --- threshold regression --- United States

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This book is a collection of papers for the Special Issue “Quantitative Methods for Economics and Finance” of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.

Coins, banknotes, medals, seals (numismatics) --- academic cheating --- tax evasion --- informality --- pairs trading --- hurst exponent --- financial markets --- long memory --- co-movement --- cointegration --- risk --- delay --- decision-making process --- probability --- discount --- detection --- mean square error --- multicollinearity --- raise regression --- variance inflation factor --- derivation --- intertemporal choice --- decreasing impatience --- elasticity --- GARCH --- EGARCH --- VaR --- historical simulation approach --- peaks-over-threshold --- EVT --- student t-copula --- generalized Pareto distribution --- centered model --- noncentered model --- intercept --- essential multicollinearity --- nonessential multicollinearity --- commodity prices --- futures prices --- number of factors --- eigenvalues --- volatility cluster --- Hurst exponent --- FD4 approach --- volatility series --- probability of volatility cluster --- S&amp --- P500 --- Bitcoin --- Ethereum --- Ripple --- bitcoin --- deep learning --- deep recurrent convolutional neural networks --- forecasting --- asset pricing --- financial distress prediction --- unconstrained distributed lag model --- multiple periods --- Chinese listed companies --- cash flow management --- corporate prudential risk --- the financial accelerator --- financial distress --- induced risk aversion --- liquidity constraints --- liquidity risk --- macroeconomic propagation --- multiperiod financial management --- non-linear macroeconomic modelling --- Tobin’s q --- precautionary savings --- pharmaceutical industry --- scale economies --- profitability --- biotechnological firms --- non-parametric efficiency --- productivity --- DEA --- dispersion trading --- option arbitrage --- volatility trading --- correlation risk premium --- econometrics --- computational finance --- ensemble empirical mode decomposition (EEMD) --- autoregressive integrated moving average (ARIMA) --- support vector regression (SVR) --- genetic algorithm (GA) --- energy consumption --- cryptocurrency --- gold --- P 500 --- DCC --- copula --- copulas --- Markov Chain Monte Carlo simulation --- local optima vs. local minima --- SRA approach --- foreign direct investment --- bilateral investment treaties --- regional trade agreements --- structural gravity model --- policy uncertainty --- stock prices --- dynamically simulated autoregressive distributed lag (DYS-ARDL) --- threshold regression --- United States