The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving … through the comparison of simultaneous and sequential estimation, modelling tail credit risk using transition matrices …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …

varying size. Based on the new modelling framework and the associated estimation technique, we find remarkable changes in the …

comparison is based on a small simulation study. The processes that are simulated are in the class of ARMA (5,5) processes. Based … on the simulation evidence, we suggest to use a slightly modified version of Buehlmann's (1996) iterative method …. -- window width ; bandwidth ; non-parametric spectral estimation ; simulation …