Journal of Economic Dynamics and Control
1979 - 2025
Current editor(s): J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 178, issue C, 2025
- What are the macroeconomic effects of state-dependent forward guidance?

- Martin Weale and Tomasz Wieladek
- Accounting for the multiple sources of inflation: An agent-based model investigation

- Leonardo Ciambezi, Mattia Guerini, Mauro Napoletano and Andrea Roventini
- The demographic transition and stagnation in countries vulnerable to climate change

- Nguyen Thang Dao and Chrysovalantis Vasilakis
- Mismatch unemployment during COVID-19 and the post-pandemic labor shortages

- Serdar Birinci, Yusuf Mercan and Kurt See
- DSGE Nash: Solving Nash games in macro models

- Massimo Ferrari Minesso and Maria Sole Pagliari
- Yield curve dynamics and fiscal policy shocks

- Adam Kučera, Evžen Kočenda and Aleš Maršál
- A tractable model of epidemic control and equilibrium dynamics

- Martín Gonzalez-Eiras and Dirk Niepelt
- Monetary policy transmission with endogenous central bank responses in TANK

- Lilia Maliar and Christopher Naubert
- Medicaid work requirements, labor market effects and welfare

- Juergen Jung and Vinish Shrestha
- Cap and trade versus tradable performance standard in a production network model with sectoral heterogeneity

- Peter Burgold, Anne Ernst, Natascha Hinterlang, Marius Jäger and Nikolai Stähler
- The role of external habits and preference heterogeneity in the equity term structure

- Hamilton Galindo Gil
- Robust p theory of taxes and debt management

- Yingjie Niu, Zian Tang and Jinqiang Yang
- Investment, capital structure and agency costs with write-down equity

- Zhiming Zhao, Wenjie Chen and Pengfei Luo
- Dynamic incentive contracts with controllable risk

- Yuqian Zhang and Zhaojun Yang
- A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks

- Markku Lanne and Savi Virolainen
Volume 177, issue C, 2025
- The role of capital expansion in stock evaluation: A variance decomposition approach

- Huixuan Li, Jing Chen, Manling Zhang and Ya Tang
- A robust asymptotic control model to analyze climate policy with CDR options

- Frédéric Babonneau, Alain Haurie and Marc Vielle
- The sleeper effect of comparative advertising in oligopolistic markets

- Rabah Amir, Dominika Machowska and Andrzej Nowakowski
- Generalizing heuristic switching models and a (boundedly) rational route away from randomness

- Giorgos Galanis, Iraklis Kollias, Ioanis Leventides and Joep Lustenhouwer
- Optimal multi-period leverage-constrained portfolios: A neural network approach

- Chendi Ni, Yuying Li and Peter Forsyth
- Extreme conditional tail risk inference in ARMA–GARCH models

- Yaolan Ma and Bo Wei
- On automation, labor reallocation and welfare

- Stéphane Auray and Aurélien Eyquem
- Real investment decision under CRRA utility: The flow payoff case

- Xiaoqing Yin and Haijun Wang
- Comparing external and internal instruments for vector autoregressions

- Martin Bruns and Helmut Lütkepohl
- Oil price shocks and US business cycles

- Irfan A. Qureshi and Ghufran Ahmad
- Expectation formation in financial markets: Heterogeneity and sentiment

- Bart Frijns, Thanh Huynh and Remco C.J. Zwinkels
- Decentralised finance and automated market making: Execution and speculation

- Álvaro Cartea, Fayçal Drissi and Marcello Monga
- Fear (no more) of floating: Asset purchases and exchange rate dynamics

- Yasin Mimir and Enes Sunel
- Optimal N-state endogenous Markov-switching model for currency liquidity timing

- Luqi Wang and Giovanni Urga
Volume 176, issue C, 2025
- Regime-specific exchange rate predictability

- Joscha Beckmann, Marco Kerkemeier and Robinson Kruse-Becher
- All models are wrong but all can be useful: Robust policy design using prediction pools

- Szabolcs Deak, Paul Levine, Afrasiab Mirza and Joseph Pearlman
- Do search costs explain persistent investment in active mutual funds?

- Aljoscha Janssen and Jurre Thiel
- Continuous-time persuasion by filtering

- René Aïd, Ofelia Bonesini, Giorgia Callegaro and Luciano Campi
- Financial conditions, business cycle fluctuations and growth-at-risk

- Andrea Falconio and Simone Manganelli
- Dynamic trading strategies for storage

- Sergei Balakin and Guillaume Roger
- Intergenerational income mobility and income taxation

- Musab Kurnaz and Mehmet A. Soytas
- Patent policy, invention and innovation in the theory of Schumpeterian growth

- Michael A. Klein
Volume 175, issue C, 2025
- Monetary policy and credit flows: A tale of two effective lower bounds

- Timothy Bianco and Ana María Herrera
- Monetary policy, labor force participation, and wage rigidity

- Yuto Iwasaki, Hiroyuki Kubota, Ichiro Muto and Mototsugu Shintani
- Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach

- Tommaso Di Francesco and Cars Hommes
- Fiscal policy under secular stagnation: An optimal pump-priming strategy

- Jean-Baptiste Michau
- Coinvestment games under uncertainty

- Benoît Chevalier-Roignant, Stéphane Villeneuve, Fabien Delpech and May-Line Grapotte
Volume 174, issue C, 2025
- Microdata-based output gap estimation using business tendency surveys

- Mirosław Błażej, Mariusz Górajski and Magdalena Ulrichs
- Robots, AI, and unemployment

- Noritaka Kudoh and Hiroaki Miyamoto
- What drives German trend output growth? A sectoral view

- Robert Lehmann and Lara Zarges
- The role of international reserves in sovereign debt restructuring under fiscal adjustment

- Tiago Tavares
- Hidden information as a source of misallocation: An application to the opioid crisis

- Bayarmaa Dalkhjav and Loris Rubini
- Dynamic labor demand and informality

- Armela Mancellari
- Robust algorithmic trading in a generalized lattice market

- Chung-Han Hsieh and Xin-Yu Wang
Volume 173, issue C, 2025
- Fiscal consolidation in heavily indebted economies

- Concepción González García
- Limited asset market participation and monetary policy in a small open economy

- Paul Levine, Stephen McKnight, Alexander Mihailov and Jonathan Swarbrick
- Liquidity allocation and endogenous aggregate risks

- Ge Zhou
- How large are hysteresis effects? Estimates from a Keynesian growth model

- Steven Fazzari and Alejandro González
- Networks, beliefs, and asset prices

- Michael Hatcher and Tim Hellmann
- An Investigation into the Uncertainty Revision Process of Professional Forecasters

- Michael Clements, Robert Rich and Joseph Tracy
- Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints

- Joshua Chan, Davide Pettenuzzo, Aubrey Poon and Dan Zhu
- Modelling dynamic interdependence in nonstationary variances with an application to carbon markets

- Susana Campos-Martins and Cristina Amado
- Trend-cycle decomposition in the presence of large shocks

- Gunes Kamber, James Morley and Benjamin Wong
- Time-varying government spending foresight

- Junjie Guo and Zhao Han
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