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Editorial: Computational Methods in Economic Dynamics

In: Computational Methods in Economic Dynamics

Author

Listed:
  • Herbert Dawid

    (Bielefeld University)

  • Willi Semmler

    (New School for Social Research)

Abstract

This book contains selected papers presented at the 14th International conference on Computing in Economics and Finance (CEF 2008), organized by the Society of Computational Economics as well as some additional invited papers. A main topic in this volume is the issue of market design and resulting market dynamics. The economic crisis of 2007–2009 has once again highlighted the importance of a proper design of market protocols and institutional details for economic dynamics and macroeconomics. In particular, it became clear that the failure of many traditional models to capture behavioral details of agents’ decision making, contagion effects, spillovers between markets and effects to the macroeconomy made it difficult to understand the mechanisms driving the economic meltdown. Also apart from the treatment of economic crises it has been recognized in several important areas of economic policy, like regulation of energy markets, that a proper study of implications of different institutional setups is crucial for an understanding of the evolution of markets as well as policy effects.

Suggested Citation

  • Herbert Dawid & Willi Semmler, 2011. "Editorial: Computational Methods in Economic Dynamics," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 1-2, Springer.
    • Handle: RePEc:spr:dymchp:978-3-642-16943-4_1
    DOI: 10.1007/978-3-642-16943-4_1
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