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Journal of Economic Dynamics and Control

1979 - 2016

Current editor(s): J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok

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Volume 71, issue C, 2016

Non-renewable resources in the long run pp. 1-20 Downloads
Rob Hart
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach pp. 21-44 Downloads
Roberto Dieci and Frank Westerhoff
Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk pp. 45-59 Downloads
Christian-Oliver Ewald and Hai Zhang
Home productivity pp. 60-76 Downloads
Benjamin Bridgman
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching pp. 77-85 Downloads
Xin-Jiang He and Song-Ping Zhu
Measuring nonfundamentalness for structural VARs pp. 86-101 Downloads
Stefano Soccorsi

Volume 70, issue C, 2016

Information rigidities and the news-adjusted output gap pp. 1-17 Downloads
Anthony Garratt, Kevin Lee and Kalvinder Shields
The annuity puzzle remains a puzzle pp. 18-35 Downloads
Kim Peijnenburg, Theo Nijman and Bas J.M. Werker
Lack of confidence, the zero lower bound, and the virtue of fiscal rules pp. 36-53 Downloads
Sebastian Schmidt
Slow recoveries: Any role for corporate leverage? pp. 54-85 Downloads
Frank Smets and Stefania Villa
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR pp. 86-100 Downloads
Jonas Dovern, Martin Feldkircher and Florian Huber
Alpha-robust mean-variance reinsurance-investment strategy pp. 101-123 Downloads
Bin Li, Danping Li and Dewen Xiong
Changes in Federal Reserve preferences pp. 124-143 Downloads
Aeimit Lakdawala
Asset retirement with infinitely repeated alternative replacements: Harvest age and species choice in forestry pp. 144-164 Downloads
Skander Ben Abdallah and Pierre Lasserre
Identification and inference in two-pass asset pricing models pp. 165-177 Downloads
Lynda Khalaf and Huntley Schaller
On pre-commitment aspects of a time-consistent strategy for a mean-variance investor pp. 178-193 Downloads
F. Cong and C.W. Oosterlee

Volume 69, issue C, 2016

When do fiscal consolidations lead to consumption booms? Lessons from a laboratory experiment pp. 1-20 Downloads
Martin Geiger, Wolfgang J. Luhan and Johann Scharler
On the desirability of nominal GDP targeting pp. 21-44 Downloads
Julio Garin, Robert Lester and Eric Sims
Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents pp. 45-67 Downloads
in ׳t Veld, Daan
Can a stochastic cusp catastrophe model explain housing market crashes? pp. 68-88 Downloads
Cees Diks and Juanxi Wang
Endogenous credit standards and aggregate fluctuations pp. 89-111 Downloads
Søren Hove Ravn
Optimal monetary policy under learning and structural uncertainty in a New Keynesian model with a cost channel and inflation inertia pp. 112-126 Downloads
Mikael Bask and Christian R. Proaño
Technology ladders and R&D in dynamic Cournot markets pp. 127-151 Downloads
Michael Ludkovski and Ronnie Sircar
Asset prices with non-permanent shocks to consumption pp. 152-178 Downloads
Walter Pohl, Karl Schmedders and Ole Wilms
Testing for time variation in an unobserved components model for the U.S. economy pp. 179-208 Downloads
Tino Berger, Gerdie Everaert and Hauke Vierke
Equilibria under monetary and fiscal policy interactions in a portfolio choice model pp. 209-228 Downloads
Baruch Gliksberg
Does relative risk aversion vary with wealth? Evidence from households׳ portfolio choice data pp. 229-248 Downloads
Xuan Liu, Fang Yang and Zongwu Cai
By force of demand: Explaining cyclical fluctuations of international trade and government spending pp. 249-267 Downloads
Mingming Jiang
Asymmetric Effects of Exogenous Tax Changes pp. 268-300 Downloads
Syed Hussain and Samreen Malik
On the welfare cost of rare housing disasters pp. 301-318 Downloads
Shaofeng Xu
The macroeconomic effects of uncertainty shocks: The role of the financial channel pp. 319-349 Downloads
Aaron Popp and Fang Zhang
Revisiting the matching function pp. 350-374 Downloads
Britta Kohlbrecher, Christian Merkl and Daniela Nordmeier
Agent based-stock flow consistent macroeconomics: Towards a benchmark model pp. 375-408 Downloads
Alessandro Caiani, Antoine Godin, Eugenio Caverzasi, Mauro Gallegati, Stephen Kinsella and Joseph Stiglitz
Entry deterrence and hidden competition pp. 409-435 Downloads
Maria N. Lavrutich, Kuno J.M. Huisman and Peter Kort
Envelope condition method with an application to default risk models pp. 436-459 Downloads
Cristina Arellano, Lilia Maliar, Serguei Maliar and Viktor Tsyrennikov

Volume 68, issue C, 2016

NIT picking: The macroeconomic effects of a Negative Income Tax pp. 1-16 Downloads
Martin Lopez-Daneri
State dependent price setting rules under implicit thresholds: An experiment pp. 17-44 Downloads
Justin D. LeBlanc, Andrea Civelli, Cary Deck and Klajdi Bregu
Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk pp. 45-63 Downloads
Ralf Kellner and Daniel Rösch

Volume 67, issue C, 2016

Leveraged investments and agency conflicts when cash flows are mean reverting pp. 1-21 Downloads
Kristoffer Glover and Gerhard Hambusch
Learning and the dynamics of consumer unsecured debt and bankruptcies pp. 22-39 Downloads
Matthew N. Luzzetti and Seth Neumuller
A tale of two correlations: Evidence and theory regarding the phase shift between the price level and output pp. 40-57 Downloads
William A. Brock and Joseph Haslag
Statehood, democracy and preindustrial development pp. 58-72 Downloads
Nils-Petter Lagerlof
Asset sale, debt restructuring, and liquidation pp. 73-92 Downloads
Michi Nishihara and Takashi Shibata

Volume 66, issue C, 2016

Optimal asset allocation with fixed-term securities pp. 1-19 Downloads
Sascha Desmettre and Frank Thomas Seifried
Technological heterogeneity and corporate investment pp. 20-35 Downloads
Theodosios Dimopoulos and Stefano Sacchetto
A model of the topology of the bank – firm credit network and its role as channel of contagion pp. 36-53 Downloads
Thomas Lux
Evaluating systemic risk using bank default probabilities in financial networks pp. 54-75 Downloads
Sergio Rubens Stancato de Souza, Thiago Silva, Benjamin Tabak and Solange Guerra

Volume 65, issue C, 2016

The shadow costs of repos and bank liability structure pp. 1-29 Downloads
Nataliya Klimenko and Santiago Moreno-Bromberg
Consumption-based CAPM with belief heterogeneity pp. 30-46 Downloads
Lei Shi
Designing monetary policy committees pp. 47-67 Downloads
Volker Hahn
Asset pricing with expectation shocks pp. 68-82 Downloads
Christopher J. Elias
Optimal capital structure and investment decisions under time-inconsistent preferences pp. 83-104 Downloads
Yuan Tian
The impact of idiosyncratic uncertainty when investment opportunities are endogenous pp. 105-124 Downloads
Junghoon Lee
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