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Mathematics
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Mathematical Models and Methods in Applied Economic Research
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Mathematical Models and Methods in Applied Economic Research

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Financial Mathematics".

Deadline for manuscript submissions: closed (15 November 2023) | Viewed by 10653

Special Issue Editors

Prof. Dr. Chaido Dritsaki

E-Mail Website
Guest Editor
Department of Accounting and Finance, University of Western Macedonia, Kozani Campus, Kila, 50100 Kozani, Greece
Interests: econometrics; applied economics; macroeconomics; time series
Prof. Dr. Theodoros Monovasilis

E-Mail Website
Guest Editor
Department of Economics, University of Western Macedonia, Kastoria Campus, 52100 Kastoria, Greece
Interests: numerical solution of ordinary differential equations

Special Issue Information

Dear Colleagues,

Mathematical Economics is the application of mathematical methods to represent theories and analyze problems in economics. Economics has become increasingly dependent upon mathematical methods, and the mathematical tools it employs have become more sophisticated, helping to quantify the relationship between economic variables through stochastic and non-stochastic models.

The aim of this Special Issue is to publish high-quality papers in Applied Economics with the use of mathematical models and methods and to promote academic exchange between a wide array of scholars. The applied quantitative methods will allow for a better understanding of the interactions between economic activities, and will contribute to the development of new models or the improvement of existing ones.

The topics include, but are not limited to, the following:

  • Financial mathematics;
  • Time series forecasting models;
  • Nonlinear time series;
  • Nonlinear Granger causality;
  • Decomposition of time series;
  • Volatility modeling;
  • State space modeling;
  • Neural network method for nonlinear time series analysis;
  • Machine Learning;
  • Multivariate GARCH models.

Prof. Dr. Chaido Dritsaki
Prof. Dr. Theodoros Monovasilis
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Mathematics is an international peer-reviewed open access semimonthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Published Papers (4 papers)

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Research

13 pages, 1542 KiB  
Article
The Possibilities of Using Scoring to Determine the Relevance of Software Development Tenders
by Ivan Tikshaev, Roman Kulshin, Gennadii Volokitin, Pavel Senchenko and Anatoly Sidorov
Mathematics 2022, 10(24), 4800; https://doi.org/10.3390/math10244800 - 16 Dec 2022
Viewed by 1290
Abstract
The issue of searching for tender proposals satisfying the conditions of selection on the basis of the relevance assessment algorithm is considered. The algorithm is based on a mathematical scoring model. The approbation of the model based on the historical data of the [...] Read more.
The issue of searching for tender proposals satisfying the conditions of selection on the basis of the relevance assessment algorithm is considered. The algorithm is based on a mathematical scoring model. The approbation of the model based on the historical data of the software company is presented. The possibility of using such a method to determine relevance is proved. The assumption is made about the possibility of using scoring to evaluate tenders not only for the development of software products but also in other market segments. Full article
(This article belongs to the Special Issue Mathematical Models and Methods in Applied Economic Research)
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24 pages, 4394 KiB  
Article
A Study on the Dynamic Evolution and Regional Differences of Public Capital and Return to Capital in China
by Zhihong Wang and Wenjia Tian
Mathematics 2022, 10(19), 3622; https://doi.org/10.3390/math10193622 - 3 Oct 2022
Viewed by 1203
Abstract
Public capital plays a key role in national economic production in developing countries, and it has become the focus of factor reform in China. This paper aims at studying the dynamic characteristics of China’s public capital and the return rate. To this end, [...] Read more.
Public capital plays a key role in national economic production in developing countries, and it has become the focus of factor reform in China. This paper aims at studying the dynamic characteristics of China’s public capital and the return rate. To this end, this paper inventories the public capital stock from 1978 to 2017; constructs a two-sector model to derive the necessary condition for optimal investment related to the return rate, and empirically tests it; estimates the output shares of the two sectors and calculates the rate of return to capital; and illustrates the dynamic evolution of public capital and the return rate from the time and regional dimensions. The study shows that, first, public capital has grown significantly. The portion of public capital held in the form of state-holding is increasing year by year. However, the proportion of public capital to total capital has decreased from 81% to 35%. Second, the growth of public capital has effectively balanced the gap of capital between regions. Third, the rate of return to capital has been decreasing, with two sectors’ return rates having converged in 1981 and in 2010–2013. This paper measures the stock of public capital and its return rate, which is beneficial for formulating the policy of public capital in economic production and distribution, as well as exploring the path to achieving common prosperity. Full article
(This article belongs to the Special Issue Mathematical Models and Methods in Applied Economic Research)
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21 pages, 8509 KiB  
Article
Measuring Productivities for the 38 OECD Member Countries: An Input-Output Modelling Approach
by Zacharias Bragoudakis, Evangelia Kasimati, Christos Pierros, Nikolaos Rodousakis and George Soklis
Mathematics 2022, 10(13), 2332; https://doi.org/10.3390/math10132332 - 3 Jul 2022
Viewed by 2867
Abstract
Using a multisectoral model and the latest data from the OECD Input-Output Tables (IOTs-2021 ed.), this article estimates labour and capital productivities of the 38 OECD member countries. As measures of the productivity of labour, we consider the inverse of the vertically integrated [...] Read more.
Using a multisectoral model and the latest data from the OECD Input-Output Tables (IOTs-2021 ed.), this article estimates labour and capital productivities of the 38 OECD member countries. As measures of the productivity of labour, we consider the inverse of the vertically integrated labour coefficients, while Perron–Frobenius theorems are employed so as to measure capital productivity. In this respect, the productive technologies and the intersectoral relationships of each economy are taken into account. We further investigate the relationship between productivity, economic efficiency and living standards. Findings indicate that the impact of capital productivity on higher living standards depends on the evolutionary and institutional background of the economy at hand. Full article
(This article belongs to the Special Issue Mathematical Models and Methods in Applied Economic Research)
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18 pages, 1565 KiB  
Article
Comparison of HP Filter and the Hamilton’s Regression
by Melina Dritsaki and Chaido Dritsaki
Mathematics 2022, 10(8), 1237; https://doi.org/10.3390/math10081237 - 9 Apr 2022
Cited by 4 | Viewed by 3604
Abstract
In this paper we examine if the use of Hamilton’s regression filter significantly modifies the cyclical components concerning unemployment in Greece compared with those using the Hodrick–Prescott double filter (HP). Hamilton suggested the use of a regression filter in order to overcome some [...] Read more.
In this paper we examine if the use of Hamilton’s regression filter significantly modifies the cyclical components concerning unemployment in Greece compared with those using the Hodrick–Prescott double filter (HP). Hamilton suggested the use of a regression filter in order to overcome some of the drawbacks of the HP filter, which contains the presence of false cycles, the bias in the end of the sample, and the ad-hoc assumptions for the parameters’ smoothing. Thus, our paper examines two widely used detrending methods for the extraction of cyclical components, including techniques of deterministic detrending as well as stochastic detrending. Using quarterly data for the unemployment of Greece in a macroeconomic model decomposition, we indicate that trend components and cycle components of Hamilton’s filter regression led to significantly larger cycle volatilities than those from the HP filter. The dynamic forecasting in the sample, occurred both with autoregressive forecasting, that yields steady forecasts for a wide variety of non-stationary procedures, and with the HP filter, along with its constraints at the end of the time series. The results of the paper showed that the dynamic forecasting of the HP filter is better than that of Hamilton’s in all assessment measures. Full article
(This article belongs to the Special Issue Mathematical Models and Methods in Applied Economic Research)
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