Editorial for Applied Econometrics

Chia-Lin Chang

doi:10.3390/jrfm13090187

Abstract

This Editorial evaluates 14 invaluable and interesting articles in the Special Issue “Applied Econometrics” for the Journal of Risk and Financial Management (JRFM). The topics covered include recovering historical inflation data from postage stamps prices, FHA loans in foreclosure proceedings through distinguishing sources of interdependence in competing risks, information in earnings forecasts, nonlinear time series modeling, a systemic approach to management control through determining factors, economic freedom and FDI versus economic growth, efficient cash use of the Taiwan dollar, financial health prediction in companies from post-Communist countries, influence of misery index on U.S. Presidential political elections, multivariate student versus Gaussian regression models in finance, financial derivatives markets and economic development, income inequality and economic growth in middle-income countries, abnormal returns, mis-measured risk, network effects, and risk spillovers in stock returns.

Highlights

This Special Issue is concerned with the broad topic of recent advances in “Applied Econometrics”, and includes any novel theoretical or empirical research associated with the application of econometrics in a broad range of disciplines associated with finance, risk modelling, portfolio management, optimal hedging strategies, economics, econometrics, and financial econometrics
The theme of this Special Issue is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with an empirical example, or directions in which the novel theoretical ideas might be applied
The authors propose a simple method that aims to recover such figures of inflation using prices of postage stamps issued in earlier years

Summary

Introduction

This Special Issue is concerned with the broad topic of recent advances in “Applied Econometrics”, and includes any novel theoretical or empirical research associated with the application of econometrics in a broad range of disciplines associated with finance, risk modelling, portfolio management, optimal hedging strategies, economics, econometrics, and financial econometrics. the theme of this Special Issue is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with an empirical example, or directions in which the novel theoretical ideas might be applied. This Special Issue is concerned with the broad topic of recent advances in “Applied Econometrics”, and includes any novel theoretical or empirical research associated with the application of econometrics in a broad range of disciplines associated with finance, risk modelling, portfolio management, optimal hedging strategies, economics, econometrics, and financial econometrics.

Results

Conclusion