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Journal of Economic Dynamics and Control

1979 - 2017

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

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Volume 77, issue C, 2017

Solving endogenous regime switching models pp. 1-25 Downloads
Jean Barthélemy and Magali Marx
Bayesian estimation of agent-based models pp. 26-47 Downloads
Jakob Grazzini, Matteo G. Richiardi and Mike Tsionas
Revisiting the behavior of small and large firms during the 2008 financial crisis pp. 48-69 Downloads
Marianna Kudlyak and Juan M. Sánchez
Dynamics in research joint ventures and R&D collaborations pp. 70-92 Downloads
Mario Samano, Marc Santugini and Georges Zaccour
The political intergenerational welfare state pp. 93-110 Downloads
Monisankar Bishnu and Min Wang
Thomas Piketty and the rate of time preference pp. 111-133 Downloads
Thomas Fischer
On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas pp. 134-156 Downloads
Michael Flor and Torben Klarl
On the optimal accumulation of renewable energy generation capacity pp. 157-179 Downloads
Gilbert Kollenbach
Empirical properties of a heterogeneous agent model in large dimensions pp. 180-201 Downloads
Guillaume Coqueret
Costly sequential experimentation and project valuation with an application to health technology assessment pp. 202-229 Downloads
Jacco J.J. Thijssen and Daniele Bregantini
Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes pp. 230-246 Downloads
Sebastian Poledna, Olaf Bochmann and Stefan Thurner

Volume 76, issue C, 2017

Composite habits and international transmission of business cycles pp. 1-34 Downloads
Alexandre Dmitriev
Financing flexibility: The case of outsourcing pp. 35-65 Downloads
Luca Di Corato, Michele Moretto and Gianpaolo Rossini
Relative pricing of binary options in live soccer betting markets pp. 66-85 Downloads
Vera Hofer and Johannes Leitner
Equilibrium asset pricing with Epstein-Zin and loss-averse investors pp. 86-108 Downloads
Jing Guo and Xue Dong He
Monitoring vulnerability and impact diffusion in financial networks pp. 109-135 Downloads
Thiago Christiano Silva, Sergio Rubens Stancato Souza and Benjamin Miranda Tabak
Equal risk pricing under convex trading constraints pp. 136-151 Downloads
Ivan Guo and Song-Ping Zhu
Job flows, jobless recoveries, and the Great Moderation pp. 152-170 Downloads
R. Jason Faberman
Mortgage default in an estimated model of the U.S. housing market pp. 171-201 Downloads
Luisa Lambertini, Victoria Nuguer and Pinar Uysal
A Monte Carlo procedure for checking identification in DSGE models pp. 202-210 Downloads
Vo Phuong Mai Le, David Meenagh, A. Patrick Minford and Michael Wickens
Three types of robust Ramsey problems in a linear-quadratic framework pp. 211-231 Downloads
Hyosung Kwon and Jianjun Miao
Flipping in the housing market pp. 232-263 Downloads
Charles Leung and Chung-Yi Tse
Piecewise closed-loop equilibria in differential games with regime switching strategies pp. 264-284 Downloads
Ngo Van Long, Fabien Prieur, Mabel Tidball and Klarizze Puzon

Volume 75, issue C, 2017

How tournament incentives affect asset markets: A comparison between winner-take-all tournaments and elimination contests pp. 1-27 Downloads
Dawei Fang, Martin Holmén, Daniel Kleinlercher and Michael Kirchler
Labor market dynamics with endogenous labor force participation and on-the-job search pp. 28-51 Downloads
Didem Tüzemen
On the behavior of commodity prices when speculative storage is bounded pp. 52-69 Downloads
Atle Oglend and Tore Selland Kleppe
Limelight on dark markets: Theory and experimental evidence on liquidity and information pp. 70-90 Downloads
Aleksander Berentsen, Michael McBride and Guillaume Rocheteau
Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework pp. 91-113 Downloads
Xiangyu Cui, Duan Li and Yun Shi
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter pp. 114-121 Downloads
Angelia Grant and Joshua Chan
Real options and contingent convertibles with regime switching pp. 122-135 Downloads
Pengfei Luo and Zhaojun Yang
Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence pp. 136-157 Downloads
Michal Franta
New monetarism with endogenous product variety and monopolistic competition pp. 158-181 Downloads
Mario Silva

Volume 74, issue C, 2017

What is the globalisation of inflation? pp. 1-27 Downloads
Gantungalag Altansukh, Ralf Becker, George Bratsiotis and Denise R. Osborn
Pure jump models for pricing and hedging VIX derivatives pp. 28-55 Downloads
Jing Li, Lingfei Li and Gongqiu Zhang
DSGE pileups pp. 56-86 Downloads
Stephen D. Morris
A general endogenous grid method for multi-dimensional models with non-convexities and constraints pp. 87-107 Downloads
Jeppe Druedahl and Thomas Jørgensen
Monetary policy shocks: We got news! pp. 108-128 Downloads
Sandra Gomes, Nikolay Iskrev and Caterina Mendicino

Volume 73, issue C, 2016

Bank equity and macroprudential policy pp. 1-17 Downloads
Keqing Liu
Self-fulfilling deflations pp. 18-40 Downloads
Roberto Piazza
What׳s news in News? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks pp. 41-60 Downloads
Eric Sims
On the emergence of scale-free production networks pp. 61-77 Downloads
Stanislao Gualdi and Antoine Mandel
The evolution of U.S. monetary policy: 2000–2007 pp. 78-93 Downloads
Michael Belongia and Peter Ireland
Endogenous search, price dispersion, and welfare pp. 94-117 Downloads
Liang Wang
Education, lifetime labor supply, and longevity improvements pp. 118-141 Downloads
Miguel Sanchez-Romero, d׳Albis, Hippolyte and Alexia Prskawetz
Information rigidities and asymmetric business cycles pp. 142-158 Downloads
Anton Cheremukhin and Antonella Tutino
News shock, firm dynamics and business cycles: Evidence and theory pp. 159-180 Downloads
Haichao Fan, Xiang Gao, Juanyi Xu and Zhiwei Xu
Uncertainty-driven labor market fluctuations pp. 181-199 Downloads
Michael Pries
Uncertainty shocks, banking frictions and economic activity pp. 200-219 Downloads
Dario Bonciani and Björn van Roye
Optimal fiscal and monetary policy with occasionally binding zero bound constraints pp. 220-240 Downloads
Taisuke Nakata
Testing for identification in SVAR-GARCH models pp. 241-258 Downloads
Helmut Lütkepohl and George Milunovich
The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy pp. 259-282 Downloads
Yuliya Rychalovska
The inflation bias under Calvo and Rotemberg pricing pp. 283-297 Downloads
Campbell Leith and Ding Liu
Pricing competition with inventory considerations in a hazard rate-prone market of durables pp. 298-313 Downloads
Konstantin Kogan
Money, liquidity, and the structure of production pp. 314-328 Downloads
Joshua Hendrickson and Alexander William Salter
Direct comparison of agent-based models of herding in financial markets pp. 329-353 Downloads
Sylvain Barde
A contingent claims analysis of optimal investment subsidy pp. 354-372 Downloads
Norvald Instefjord, Vivekanand Nawosah and Pei Yang
Optimal monetary policy in a New Keynesian model with heterogeneous expectations pp. 373-387 Downloads
Giovanni Di Bartolomeo, Marco Di Pietro and Bianca Giannini
Interbank loans, collateral and modern monetary policy pp. 388-416 Downloads
Marcin Wolski and Michiel van de Leur
The stock–bond comovements and cross-market trading pp. 417-438 Downloads
Mengling Li, Huanhuan Zheng, Terence Tai Leung Chong and Yang Zhang
Joint stochastic dynamic pricing and advertising with time-dependent demand pp. 439-452 Downloads
Rainer Schlosser
Dynamic R&D with spillovers: A comment pp. 453-457 Downloads
Grega Smrkolj and Florian Wagener
Page updated 2017-04-30