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Journal of Economic Dynamics and Control
1979 - 2011
Edited by J. Bullard , C. Chiarella , H. Dawid , C. H. Hommes , P. Klein and C. Otrok
from Elsevier
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Volume 35, issue 10 , 2011
Effects of international sharing of pollution abatement burdens on income inequality among countries pp. 1615-1625 Makoto Hirazawa , Koichi Saito and Akira Yakita Optimal policy in Markov-switching rational expectations models pp. 1626-1651 Andrew Peter Blake and Fabrizio Zampolli Some evidence on factor intensity and price rigidity pp. 1652-1658 Ekaterina Peneva Combining VAR and DSGE forecast densities pp. 1659-1670 Ida Wolden Bache , Anne Sofie Jore , James Mitchell and Shaun P. Vahey Non-linear DSGE models and the optimized central difference particle filter pp. 1671-1695 Martin M. Andreasen Volatility, growth, and welfare pp. 1696-1709 Peng-fei Wang and Yi Wen Co-development ventures: Optimal time of entry and profit-sharing pp. 1710-1730 Jaksa Cvitanic , Sonja Radas and Hrvoje Sikic Backdating executive stock options--An ex ante valuation pp. 1731-1743 Hans Marius Eikseth and Snorre Lindset The (un)importance of unemployment fluctuations for the welfare cost of business cycles pp. 1744-1768 Philip Jung and Keith Kuester Optimal capital accumulation under price uncertainty and costly reversibility pp. 1769-1788 Luis H. R. Alvarez Impatience, pollution, and indeterminacy pp. 1789-1799 Akihiko Yanase Excessive risk taking and the maturity structure of debt pp. 1800-1816 Bertrand Djembissi Volume 35, issue 9 , 2011
Growth, dynamics, and economic policy: Special JEDC issue in honor of Stephen J. Turnovsky pp. 1387-1392 Walter Henry Fisher and Kenneth M. Kletzer A unified theory of structural change pp. 1393-1404 María Dolores Guilló , Chris Papageorgiou and Fidel Perez-Sebastian Reprint to: Infrastructure provision and macroeconomic performance pp. 1405-1423 Santanu Chatterjee and AKM Mahbub Morshed The environmental and macroeconomic effects of socially responsible investment pp. 1424-1434 Lammertjan Dam and Ben J. Heijdra Public policies and convergence pp. 1435-1450 Ingrid Ott and Susanne Soretz The long run effects of changes in tax progressivity pp. 1451-1473 Daniel R. Carroll and Eric R. Young Can progressive taxation account for cross-country variation in labor supply? pp. 1474-1488 Murat Koyuncu The relative income hypothesis pp. 1489-1501 Francisco Alvarez-Cuadrado and Ngo Van Long Hoarding international reserves versus a Pigovian tax-cum-subsidy scheme: Reflections on the deleveraging crisis of 2008-2009, and a cost benefit analysis pp. 1502-1513 Joshua Aizenman The effects of total factor productivity and export shocks on a small open economy with unemployment pp. 1514-1530 Stefan F. Schubert Ramsey policies in a small open economy with sticky prices and capital pp. 1531-1546 Stéphane Auray , Beatriz de Blas and Aurélien Eyquem The Penn-Balassa-Samuelson effect through the lens of the dependent economy model pp. 1547-1556 Philip L. Brock Risk premia in general equilibrium pp. 1557-1576 Olaf Posch Bifurcation analysis of Zellner's Marshallian Macroeconomic Model pp. 1577-1585 Sanjibani Banerjee , William Arnold Barnett , Evgeniya A. Duzhak and Ramu Gopalan Patent replacement and welfare gains pp. 1586-1604 Earl L. Grinols and Hwan C. Lin On the role of small models in macrodynamics pp. 1605-1613 Stephen J Turnovsky Volume 35, issue 8 , 2011
The financial instability hypothesis: A stochastic microfoundation framework pp. 1151-1171 Carl Chiarella and Corrado Di Guilmi Search in the product market and the real business cycle pp. 1172-1191 Thomas Y. Mathä and Olivier Pierrard Unemployment insurance in a sticky-price model with worker moral hazard pp. 1192-1214 Gregory Givens Steady-state growth and the elasticity of substitution pp. 1215-1228 Andreas Irmen Yield curve in an estimated nonlinear macro model pp. 1229-1244 Taeyoung Doh Firm entry, credit availability and monetary policy pp. 1245-1272 Teruyoshi Kobayashi Poverty traps, the money growth rule, and the stage of financial development pp. 1273-1287 Yoichi Gokan Infrastructure provision and macroeconomic performance pp. 1288-1306 Santanu Chatterjee and AKM Mahbub Morshed Adaptive expectations and cobweb phenomena: Does heterogeneity matter? pp. 1307-1321 Domenico Colucci and Vincenzo Valori High-growth recoveries, inventories and the Great Moderation pp. 1322-1339 Maximo Camacho , Gabriel Perez Quiros and Hugo Rodriguez Mendizabal Premia for correlated default risk pp. 1340-1357 Shahriar Azizpour , Kay Giesecke and Baeho Kim Maximum likelihood estimation for dynamic factor models with missing data pp. 1358-1368 B. Jungbacker , Siem Jan Koopman and Michel van der Wel Mean-variance portfolio selection of cointegrated assets pp. 1369-1385 Mei Choi Chiu and Hoi Ying Wong Volume 35, issue 7 , 2011
Decomposing the declining volatility of long-term inflation expectations pp. 981-999 Todd Clark and Troy Davig Time to build capital: Revisiting investment-cash-flow sensitivities pp. 1000-1016 John Tsoukalas Commitment, advertising and efficiency of two-sided investment in competitive search equilibrium pp. 1017-1031 Adrian M. Masters The dynamics of economic convergence: The role of alternative investment decisions pp. 1032-1044 Jan Bruha and Jiri Podpiera Optimal monetary policy under incomplete markets and aggregate uncertainty: A long-run perspective pp. 1045-1060 Oleksiy Kryvtsov , Malik Shukayev and Alexander Ueberfeldt Irreversible investment and R&D spillovers in a dynamic duopoly pp. 1061-1090 Gianluca Femminis and Gianmaria Martini On the role of labor supply for the optimal size of Social Security pp. 1091-1105 Marten Hillebrand Would the Bundesbank have prevented the Great Inflation in the United States? pp. 1106-1125 Luca Benati Time varying VARs with inequality restrictions pp. 1126-1138 Gary Koop and Simon M. Potter Price uncertainty, saving, and welfare pp. 1139-1149 Diego Nocetti and William T. Smith Volume 35, issue 6 , 2011
Discrete time Wishart term structure models pp. 815-824 Christian S. Gourieroux and Razvan Sufana The dynamics of innovation and horizontal differentiation pp. 825-842 Borghan Narajabad and Randal Watson Pricing of the time-change risks pp. 843-858 Ivan Shaliastovich and George Tauchen An agent-based model of payment systems pp. 859-875 Marco Galbiati and Kimmo Soramäki The welfare cost of one-size-fits-all patent protection pp. 876-890 Angus C. Chu Exploration and development of U.S. oil and gas fields, 1955-2002 pp. 891-908 John R. Boyce and Linda Nøstbakken Incomplete markets, ambiguity, and irreversible investment pp. 909-921 Jacco Thijssen Strategic real options under asymmetric information pp. 922-934 Jeffrey Graham Buying cooperation in an asymmetric environmental differential game pp. 935-946 Pascaux Smala Fanokoa , Issam Telahigue and Georges Zaccour The implications of inflation in an estimated new Keynesian model pp. 947-962 Pablo A. Guerron Implicit contracts and the cyclicality of the skill-premium pp. 963-979 Panayiotis M. Pourpourides Volume 35, issue 5 , 2011
Cooperation through imitation and exclusion in networks pp. 641-658 Constanza Fosco and Friederike Mengel Optimal consumption and investment under time-varying relative risk aversion pp. 659-667 Mogens Steffensen Time-inconsistent preferences and social security: Revisited in continuous time pp. 668-675 Frank N. Caliendo Formal education and public knowledge pp. 676-693 Maurizio Iacopetta On pricing and hedging options in regime-switching models with feedback effect pp. 694-713 Robert J. Elliott , Tak Kuen Siu and Alexandru Badescu A network of options: Evaluating complex interdependent decisions under uncertainty pp. 714-729 Takashi Akamatsu and Takeshi Nagae Durable goods, inter-sectoral linkages and monetary policy pp. 730-745 Hafedh Bouakez , Emanuela Cardia and Francisco Ruge-Murcia EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility pp. 746-763 Masaaki Kijima , Katsumasa Nishide and Atsuyuki Ohyama Fast delta computations in the swap-rate market model pp. 764-775 Mark Joshi and Chao Yang Fundamentalists vs. chartists: Learning and predictor choice dynamics pp. 776-792 Michele Berardi Labor market institutions and inflation volatility in the euro area pp. 793-812 Alessia Campolmi and Ester Faia Erratum to: "On the firm-level implications of the bank lending channel of monetary policy" [J. Econ. Dynamics Control 34 (10) (2010) 2038-2055] pp. 813-813 Roger Aliaga-Diaz and Maria Pia Olivero Volume 35, issue 4 , 2011
Optimal R&D investment for a risk-averse entrepreneur pp. 413-429 A. Elizabeth Whalley A two sector endogenous growth model with habit formation pp. 430-441 Ryoji Hiraguchi Risk, uncertainty, and option exercise pp. 442-461 Jianjun Miao and Neng Wang Two state capital accumulation with heterogenous products: Disruptive vs. non-disruptive goods pp. 462-478 Jonathan P. Caulkins , Gustav Feichtinger , Dieter Grass , Richard F. Hartl and Peter Kort Environmental policy and stable collusion: The case of a dynamic polluting oligopoly pp. 479-490 Hassan Benchekroun and Amrita Ray Chaudhuri Heuristic learning and the discovery of specialization and exchange pp. 491-511 Erik Olson Kimbrough Fiscal stimulus and the role of wage rigidity pp. 512-527 Francesco Furlanetto Environmental regulation, technological diversity, and the dynamics of technological change pp. 528-544 Frank C. Krysiak Does trade integration alter monetary policy transmission? pp. 545-564 Tobias Cwik , Gernot Johannes Müller and Maik H. Wolters Transmission lags and optimal monetary policy pp. 565-578 Juha Kilponen and Kai Leitemo The New Keynesian Phillips Curve and staggered price and wage determination in a model with firm-specific labor pp. 579-603 Mikael Carlsson and Andreas Westermark Second-order approximation of dynamic models without the use of tensors pp. 604-615 Paul Gomme and Paul Klein Production technologies in stochastic continuous time models pp. 616-622 Klaus Wälde Dynamic portfolio choice under ambiguity and regime switching mean returns pp. 623-640 Hening Liu Volume 35, issue 3 , 2011
Comment on "A dynamic portfolio choice model of tax evasion: Comparative statics of tax rates and its implication for economic growth" pp. 253-256 Ratbek Dzhumashev and Emin Gahramanov The forward method as a solution refinement in rational expectations models pp. 257-272 Seonghoon Cho and Antonio Moreno Consumption paths under prospect utility in an optimal growth model pp. 273-281 Reto Foellmi , Rina Rosenblatt-Wisch and Klaus Reiner Schenk-Hoppé The role of liquid government bonds in the great transformation of American monetary policy pp. 282-294 Matthew Canzoneri , Robert E. Cumby , Behzad T. Diba and David Lopez-Salido Invertible and non-invertible information sets in linear rational expectations models pp. 295-311 Brad Baxter , Liam Graham and Stephen Hurst Wright Dividends and leverage: How to optimally exploit a non-renewable investment pp. 312-329 Delia Coculescu Understanding liquidity shortages during severe economic downturns pp. 330-343 Manoj Atolia , Tor Einarsson and Milton H. Marquis Rationally inattentive macroeconomic wedges pp. 344-362 Antonella Tutino Credit and self-employment pp. 363-385 Ahmet Akyol and Kartik Athreya Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors pp. 386-393 Eric Mark Aldrich , Jesus Fernandez-Villaverde , A. Ronald Gallant and Juan F Rubio-Ramirez Time-varying (S, s) band models: Properties and interpretation pp. 394-412 Erwan Gautier and Hervé LE BIHAN Volume 35, issue 2 , 2011
Computational suite of models with heterogeneous agents II: Multi-country real business cycle models pp. 175-177 Wouter J. Den Haan , Kenneth L. Judd and Michel Juillard Multi-country real business cycle models: Accuracy tests and test bench pp. 178-185 Michel Juillard and Sébastien Villemot Comparison of solutions to the multi-country Real Business Cycle model pp. 186-202 Robert Kollmann , Serguei Maliar , Benjamin Andrew Malin and Paul Pichler Solving the multi-country Real Business Cycle model using a perturbation method pp. 203-206 Robert Kollmann , Jinill Kim and Sunghyun Henry Kim Solving the multi-country real business cycle model using ergodic set methods pp. 207-228 Serguei Maliar , Lilia Maliar and Kenneth L. Judd Solving the multi-country real business cycle model using a Smolyak-collocation method pp. 229-239 Benjamin Andrew Malin , Dirk Krueger and Felix Kubler Solving the multi-country Real Business Cycle model using a monomial rule Galerkin method pp. 240-251 Paul Pichler Volume 35, issue 1 , 2011
The heterogeneous expectations hypothesis: Some evidence from the lab pp. 1-24 Cars Hommes Thinning and harvesting in stochastic forest models pp. 25-39 Kurt L. Helmes and Richard H. Stockbridge Inflation and output volatility under asymmetric incomplete information pp. 40-51 Giacomo Carboni and Martin Ellison Monetary policy and learning from the central bank's forecast pp. 52-66 Ichiro Muto Sources of the great moderation: A time-series analysis of GDP subsectors pp. 67-79 Walter Enders and Jun Ma Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available pp. 80-96 Hervé Roche Pricing executive stock options under employment shocks pp. 97-114 Julio Carmona , Angel León and Antoni Vaello-Sebastià Investment shocks and the comovement problem pp. 115-130 Hashmat U Khan and John Tsoukalas Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends pp. 131-147 Mei Zhu , Duo Wang and Maozheng Guo An analysis of the effect of noise in a heterogeneous agent financial market model pp. 148-162 Carl Chiarella , Xuezhong He and Min Zheng Optimal pricing of a conspicuous product during a recession that freezes capital markets pp. 163-174 J.P. Caulkins , G. Feichtinger , D. Grass , R.F. Hartl , Peter Kort and A. Seidl
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