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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

From Elsevier
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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

Volume 64, issue C, 2016

Stochastic costly state verification and dynamic contracts pp. 1-22 Downloads
Latchezar Popov
Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation pp. 23-38 Downloads
F. Cong and C.W. Oosterlee
Taking financial frictions to the data pp. 39-65 Downloads
Hyunduk Suh and Todd B. Walker
Calibration of stochastic volatility models: A Tikhonov regularization approach pp. 66-81 Downloads
Min Dai, Ling Tang and Xingye Yue
Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity pp. 82-103 Downloads
Ivan Savin and Abiodun Egbetokun
Unions, innovation and cross-country wage inequality pp. 104-118 Downloads
Angus Chu, Guido Cozzi and Yuichi Furukawa
Default risk and private student loans: Implications for higher education policies pp. 119-147 Downloads
Felicia Ionescu and Nicole Simpson
Optimal monetary policy in a new Keynesian model with animal spirits and financial markets pp. 148-165 Downloads
Matthias Lengnick and Hans-Werner Wohltmann

Volume 63, issue C, 2016

Ricardian equivalence revisited: Deficits, gifts and bequests pp. 1-24 Downloads
Daniel Barczyk
An options pricing approach to ramping rate restrictions at hydro power plants pp. 25-52 Downloads
Shilei Niu and Margaret Insley
Itchy feet vs cool heads: Flow of funds in an agent-based financial market pp. 53-68 Downloads
Jan Palczewski, Klaus Schenk-Hoppé and Tongya Wang

Volume 62, issue C, 2016

The stability of macroeconomic systems with Bayesian learners pp. 1-16 Downloads
James Bullard and Jacek Suda
Imperfect knowledge, liquidity and bubbles pp. 17-42 Downloads
William Branch
A new approach to risk-return trade-off dynamics via decomposition pp. 43-55 Downloads
David T. Frazier and Xiaochun Liu
Financial fragility and distress propagation in a network of regions pp. 56-75 Downloads
Stefania Vitali, Stefano Battiston and Mauro Gallegati

Volume 61, issue C, 2015

Value and risk dynamics over the innovation cycle pp. 1-16 Downloads
Engelbert J. Dockner and Baran Siyahhan
Inflation tax in the lab: a theoretical and experimental study of competitive search equilibrium with inflation pp. 17-33 Downloads
Nejat Anbarci, Richard Dutu and Nick Feltovich
Emission taxes and standards in a general equilibrium with entry and exit pp. 34-60 Downloads
Zhe Li and Jianfei Sun
Multinational firms׳ entry and productivity: Some aggregate implications of firm-level heterogeneity pp. 61-80 Downloads
Silvio Contessi
Do credit market imperfections justify a central bank׳s response to asset price fluctuations? pp. 81-94 Downloads
Kengo Nutahara
The effects of oil price shocks on job reallocation pp. 95-113 Downloads
Ana María Herrera and Mohamad Karaki
Fiscal policy effects in a heterogeneous-agent OLG economy with an aging population pp. 114-132 Downloads
Shinichi Nishiyama
CES technology and business cycle fluctuations pp. 133-151 Downloads
Cristiano Cantore, Paul Levine, Joseph Pearlman and Bo Yang
Macroeconomies as constructively rational games pp. 152-182 Downloads
Ekaterina Sinitskaya and Leigh Tesfatsion
Robust measurement of (heavy-tailed) risks: Theory and implementation pp. 183-203 Downloads
Judith C. Schneider and Nikolaus Schweizer
Economic growth and inequality: The role of public investment pp. 204-221 Downloads
Stephen J Turnovsky
Resiliency of the limit order book pp. 222-244 Downloads
Danny K. Lo and Anthony Hall
Learning, information processing and order submission in limit order markets pp. 245-268 Downloads
Carl Chiarella, Xuezhong He and Lijian Wei
From General Equilibrium to Schumpeter pp. 269-282 Downloads
Martin Shubik and William D. Sudderth
Discrete-time behavioral portfolio selection under cumulative prospect theory pp. 283-302 Downloads
Yun Shi, Xiangyu Cui and Duan Li
‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors pp. 303-333 Downloads
Nicole Branger, Christian Schlag and Lue Wu
Estimation of correlations in portfolio credit risk models based on noisy security prices pp. 334-349 Downloads
Mathieu Boudreault, Geneviève Gauthier and Tommy Thomassin
Page updated 2016-08-27