Economics at your fingertips  

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

From Elsevier
Series data maintained by Shamier, Wendy ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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 E. Stiglitz
Entry deterrence and hidden competition pp. 409-435 Downloads
Maria N. Lavrutich, Kuno J.M. Huisman and Peter M. 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 Christiano 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
Page updated 2016-10-21