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
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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 Deák, 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

Volume 172, issue C, 2025

IEL-CDA model: A more accurate theory of behavior in continuous double auctions

Mikhail Anufriev, Jasmina Arifovic, Anil Donmez, John Ledyard and Valentyn Panchenko

Efficiency gains through social influence in a minimum effort game

Jasmina Arifovic, Herbert Dawid and Mariam Nanumyan

Introduction to the special issue on computational and experimental economics in memory of Jasmina Arifovic

Herbert Dawid, Cars Hommes and Luba Petersen

Learning integrated inflation forecasts in a simple multi-agent macroeconomic model

Blake LeBaron and Karen Smith

Least squares learning? Evidence from the laboratory

Te Bao, Yun Dai and John Duffy

Modeling noisy learning in a dynamic oligopoly experiment

Felix Mauersberger and Rosemarie Nagel

Is monetary and fiscal policy conflict that dire?

Jeremy Kronick and Luba Petersen

Social learning for the masses

James Bullard

A Dynare toolbox for social learning expectations

Alex Grimaud, Isabelle Salle and Gauthier Vermandel

Information-constrained coordination of economic behavior

Guy Aridor, Rava Azeredo da Silveira and Michael Woodford

CANVAS: A Canadian behavioral agent-based model for monetary policy

Cars Hommes, Mario He, Sebastian Poledna, Melissa Siqueira and Yang Zhang

Cooperation in temporary partnerships

Gabriele Camera and Alessandro Gioffré

Cooperation under the shadow of political inequality

Yaroslav Rosokha, Xinxin Lyu, Denis Tverskoi and Sergey Gavrilets

Sources of artificial intelligence

Thomas Sargent

Social learning and expectational stability

George Evans and Bruce McGough

Reinforcement learning and rational expectations equilibrium in limit order markets

Xuan Zhou, Shen Lin and Xuezhong (Tony) He

An individual evolutionary learning model meets Cournot

Jasmina Arifovic, Liang Diao and Nobuyuki Hanaki

Leaning against the wind in the New Keynesian model with heterogeneous expectations

Mikhail Anufriev, Fabio Lamantia, Davide Radi and Tomas Tichy