About This Special Issue
Quantitative and computational methods have become increasingly important in monetary and financial economics. Financial risk managers, for example, today use techniques from mathematics and physics to improve their ability to measure and control financial risks in the economy. The financial crisis also has shown that monetary policy does matter in this context. Numerous central banks all around the world have used the tools of monetary policy to enhance liquidity and thereby rescue financial service institutions (e.g., banks and insurers). Consequently, financial and monetary economics have to be discussed using an integrated point of view. This special issue tries to summarize important relevant ideas and to develop new concepts focusing on quantitative and computational techniques in financial and monetary economics.
Main topic areas
1. Asset pricing and Computational Finance
2. Business Cycle Modeling
3. Physical Methods in Economics
4. Modeling Financial Crises
5. Inflation Dynamics
6. Learning and Evolutionary Economics
7. Market Structure
8. Monetary Policy
9. Monte Carlo Methods
10. Optimization and Solution Methods
11. Time Series Econometrics and Analysis
12. Volatility Modeling
13. Financial Risk Management