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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 80, issue C, 2017

Fifth-order perturbation solution to DSGE models pp. 1-16 Downloads
Oren Levintal
Volatility risk and economic welfare pp. 17-33 Downloads
Shaofeng Xu
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations pp. 34-53 Downloads
Noemi Schmitt and Frank Westerhoff
Growing through the merger and acquisition pp. 54-74 Downloads
Jianhuan Xu
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps pp. 75-100 Downloads
J. Lars Kirkby, Duy Nguyen and Zhenyu Cui
Booms, busts and behavioural heterogeneity in stock prices pp. 101-124 Downloads
Cars Hommes and in ’t Veld, Daan

Volume 79, issue C, 2017

Elastic attention, risk sharing, and international comovements pp. 1-20 Downloads
Wei Li, Yulei Luo and Jun Nie
The government wage bill and private activity pp. 21-47 Downloads
Dimitrios Bermperoglou, Evi Pappa and Eugenia Vella
Continuous time ARMA processes: Discrete time representation and likelihood evaluation pp. 48-65 Downloads
Michael A. Thornton and Marcus Chambers
Measurement errors and monetary policy: Then and now pp. 66-78 Downloads
Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang
Sovereign risk, bank funding and investors’ pessimism pp. 79-96 Downloads
Ester Faia
Disaster risk and preference shifts in a New Keynesian model pp. 97-125 Downloads
Marlène Isoré and Urszula Szczerbowicz
Health care reform or more affordable health care? pp. 126-153 Downloads
Pedro Ferreira and Diego Gomes
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data pp. 154-183 Downloads
Kyungsub Lee and Byoung Ki Seo
On the optimal quantity of liquid bonds pp. 184-200 Downloads
Samuel Huber and Jaehong Kim

Volume 78, issue C, 2017

The uncertainty multiplier and business cycles pp. 1-25 Downloads
Hikaru Saijo
On the initialization of adaptive learning in macroeconomic models pp. 26-53 Downloads
Michele Berardi and Jaqueson Galimberti
Nonlinear effects of fiscal policy over the business cycle pp. 54-87 Downloads
Christopher Biolsi
Time allocation and home production technology pp. 88-101 Downloads
Lei Fang and Guozhong Zhu
Social insurance, private health insurance and individual welfare pp. 102-117 Downloads
Kai Zhao
International endogenous growth, macro anomalies, and asset prices pp. 118-148 Downloads
Patrick Grüning
How should a local regime-switching model be calibrated? pp. 149-163 Downloads
Xin-Jiang He and Song-Ping Zhu
Monetary and macroprudential policies in an estimated model with financial intermediation pp. 164-189 Downloads
Paolo Gelain and Pelin Ilbas
Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish pp. 190-205 Downloads
Filippo Massari

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 Sanchez
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 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
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 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 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
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