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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 33, issue 12, 2009

Option hedging theory under transaction costs pp. 1945-1961 Downloads
Tze Leung Lai and Tiong Wee Lim
Optimal timing of management turnover under agency problems pp. 1962-1980 Downloads
Keiichi Hori and Hiroshi Osano
Imitators and optimizers in Cournot oligopoly pp. 1981-1990 Downloads
Burkhard Schipper
Capital-labor substitution and equilibrium indeterminacy pp. 1991-2000 Downloads
Jang-Ting Guo and Kevin Lansing
E-stability and stability of adaptive learning in models with private information pp. 2001-2014 Downloads
Maik Heinemann
Jealousy and underconsumption in a one-sector model with wealth preference pp. 2015-2029 Downloads
Yasuhiro Nakamoto
Chaos and sector-specific externalities pp. 2030-2046 Downloads
David Stockman

Volume 33, issue 11, 2009

Implied recovery pp. 1837-1857 Downloads
Sanjiv Das and Paul Hanouna
Pooling forecasts in linear rational expectations models pp. 1858-1866 Downloads
Gregor Smith
On nonrenewable resource oligopolies: The asymmetric case pp. 1867-1879 Downloads
Hassan Benchekroun, Alex Halsema and Cees Withagen
Learning about monetary policy rules when the cost-channel matters pp. 1880-1896 Downloads
Luis-Gonzalo Llosa and Vicente Tuesta
Parental altruism, life expectancy and dynamically inefficient equilibria pp. 1897-1911 Downloads
Hippolyte d'Albis and Bruno Decreuse
More hedging instruments may destabilize markets pp. 1912-1928 Downloads
William Brock, Cars Hommes and Florian Wagener
Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis pp. 1929-1944 Downloads
Eelke de Jong, Willem Verschoor and Remco Zwinkels

Volume 33, issue 10, 2009

Learning games pp. 1739-1756 Downloads
Nobuyuki Hanaki, Ryuichiro Ishikawa and Eizo Akiyama
A note on the closed-form solution to the Lucas-Uzawa model with externality pp. 1757-1760 Downloads
Ryoji Hiraguchi
R&D policy in a volatile economy pp. 1761-1778 Downloads
Tetsugen Haruyama
Innovation and growth through local and global interaction pp. 1779-1795 Downloads
Rainer Andergassen, Franco Nardini and Massimo Ricottilli
Regime uncertainty and optimal investment timing pp. 1796-1807 Downloads
Katsumasa Nishide and Ernesto Kazuhiro Nomi
Speculative hyperinflations and currency substitution pp. 1808-1823 Downloads
Oscar Arce
Can a stochastic cusp catastrophe model explain stock market crashes? pp. 1824-1836 Downloads
Jozef Baruník and Miloslav Vošvrda

Volume 33, issue 9, 2009

Macroeconomic (in)stability under real interest rate targeting pp. 1631-1638 Downloads
Chi-Ting Chin, Jang-Ting Guo and Ching-chong Lai
Life-cycle savings, bequest, and a diminishing impact of scale on growth pp. 1639-1647 Downloads
Carl-Johan Dalgaard and Martin Jensen
Integrated assessment of energy policies: Decomposing top-down and bottom-up pp. 1648-1661 Downloads
Christoph Böhringer and Thomas Rutherford
Distortionary taxes and public investment when government promises are not enforceable pp. 1662-1681 Downloads
Marina Azzimonti, Pierre Daniel Sarte and Jorge Soares
Life-cycle portfolio choice: The role of heterogeneous under-diversification pp. 1682-1698 Downloads
Claudio Campanale
Could myopic pricing be a strategic choice in marketing channels? A game theoretic analysis pp. 1699-1718 Downloads
Hassan Benchekroun, Guiomar Martin-Herran and Sihem Taboubi
Behavioral heterogeneity in dynamic search situations: Theory and experimental evidence pp. 1719-1738 Downloads
Daniel Schunk

Volume 33, issue 8, 2009

Aging, transitional dynamics, and gains from trade pp. 1531-1542 Downloads
Takumi Naito and Laixun Zhao
Stochastic adaptation in finite games played by heterogeneous populations pp. 1543-1554 Downloads
Jens Josephson
Preferences with frames: A new utility specification that allows for the framing of risks pp. 1555-1576 Downloads
Nicholas Barberis and Ming Huang
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach pp. 1577-1592 Downloads
Richard T. Baillie and Claudio Morana
Single-leader-multiple-follower games with boundedly rational agents pp. 1593-1603 Downloads
Kurian Tharakunnel and Siddhartha Bhattacharyya
Methods for robust control pp. 1604-1616 Downloads
Richard Dennis, Kai Leitemo and Ulf Söderström
Delegation, time inconsistency and sustainable equilibrium pp. 1617-1629 Downloads
Henrique Basso

Volume 33, issue 7, 2009

Investor heterogeneity, asset pricing and volatility dynamics pp. 1379-1397 Downloads
David Weinbaum
Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model pp. 1398-1418 Downloads
Baoline Chen and Peter Zadrozny
Endogenous growth and adverse selection in entrepreneurship pp. 1419-1436 Downloads
Jose M. Plehn-Dujowich
A quantitative exploration of the Golden Age of European growth pp. 1437-1450 Downloads
Francisco Alvarez-Cuadrado and Mihaela Pintea
Monopoly behaviour with speculative storage pp. 1451-1468 Downloads
Sébastien Mitraille and Henry Thille
Optimal monetary policy in economies with dual labor markets pp. 1469-1489 Downloads
Fabrizio Mattesini and Lorenza Rossi
White discrimination in provision of black education: Plantations and towns pp. 1490-1530 Downloads
Neil Canaday and Robert Tamura

Volume 33, issue 6, 2009

Real wages over the business cycle: OECD evidence from the time and frequency domains pp. 1183-1200 Downloads
Julian Messina, Chiara Strozzi and Jarkko Turunen
Chaos in the cobweb model with a new learning dynamic pp. 1201-1216 Downloads
George Waters
A geometric description of a macroeconomic model with a center manifold pp. 1217-1235 Downloads
Pedro Gomis-Porqueras and Àlex Haro
Why does overnight liquidity cost more than intraday liquidity? pp. 1236-1246 Downloads
Joydeep Bhattacharya, Joseph Haslag and Antoine Martin
Happiness maintenance and asset prices pp. 1247-1262 Downloads
Antonio Falato
Transaction costs and consumption pp. 1263-1277 Downloads
Geng Li
Is there a majority to support a capital tax cut? pp. 1278-1295 Downloads
Francois Gourio
Wage or price-based inflation? Alternative targets in optimal monetary policy rules pp. 1296-1313 Downloads
Massimiliano Marzo
Asset pricing with incomplete information and fat tails pp. 1314-1331 Downloads
Prasad Bidarkota, Brice V. Dupoyet and J. Huston McCulloch
A naïve sticky information model of households' inflation expectations pp. 1332-1344 Downloads
Markku Lanne, Arto Luoma and Jani Luoto
Cake eating, exhaustible resource extraction, life-cycle saving, and non-atomic games: Existence theorems for a class of optimal allocation problems pp. 1345-1360 Downloads
Siu Leung
Search, unemployment, and age pp. 1361-1378 Downloads
Volker Hahn

Volume 33, issue 5, 2009

Introduction to special issue on complexity in economics and finance pp. 1019-1022 Downloads
Mikhail Anufriev and William Branch
The market organism: Long-run survival in markets with heterogeneous traders pp. 1023-1035 Downloads
Lawrence Blume and David Easley
A New Keynesian model with heterogeneous expectations pp. 1036-1051 Downloads
William Branch and Bruce McGough
Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation pp. 1052-1072 Downloads
Peter Heemeijer, Cars Hommes, Joep Sonnemans and Jan Tuinstra
Asset prices, traders' behavior and market design pp. 1073-1090 Downloads
Mikhail Anufriev and Valentyn Panchenko
The reality game pp. 1091-1105 Downloads
Dmitriy Cherkashin, J. Farmer and Seth Lloyd
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation pp. 1106-1122 Downloads
Roman Kozhan and Mark Salmon
Guessing with negative feedback: An experiment pp. 1123-1133 Downloads
Angela Sutan and Marc Willinger
A prototype model of speculative dynamics with position-based trading pp. 1134-1158 Downloads
Reiner Franke
Learning in a credit economy pp. 1159-1169 Downloads
Tiziana Assenza and Michele Berardi
Dynamic instability in generic model of multi-assets markets pp. 1170-1181 Downloads
Matteo Marsili, Giacomo Raffaelli and Benedicte Ponsot

Volume 33, issue 4, 2009

Macroeconomic implications of early retirement in the public sector: The case of Brazil pp. 777-797 Downloads
Gerhard Glomm, Juergen Jung and Chung Tran
Structural estimation of real options models pp. 798-816 Downloads
Andrea Gamba and Matteo Tesser
Do stylised facts of order book markets need strategic behaviour? pp. 817-831 Downloads
Daniel Ladley and Klaus Schenk-Hoppé
Note on Goodwin's 1951 nonlinear accelerator model with an investment delay pp. 832-842 Downloads
Akio Matsumoto
Exchange rates and fundamentals under adaptive learning pp. 843-863 Downloads
Young Se Kim
Comparing DSGE-VAR forecasting models: How big are the differences? pp. 864-882 Downloads
Andra Ghent
Quantitative implications of indexed bonds in small open economies pp. 883-902 Downloads
C. Bora Durdu
Investment timing, asymmetric information, and audit structure: A real options framework pp. 903-921 Downloads
Takashi Shibata
Bubbles and crashes: Gradient dynamics in financial markets pp. 922-937 Downloads
Daniel Friedman and Ralph Abraham
Matching with interviews pp. 938-954 Downloads
Adrian Masters
The asset location puzzle: Taxes matter pp. 955-969 Downloads
Jie Zhou
Inside money, credit, and investment pp. 970-984 Downloads
Scott Dressler and Victor E. Li
Imperfect transparency and shifts in the central bank's output gap target pp. 985-996 Downloads
Niklas Westelius
On the evolution of the monetary policy transmission mechanism pp. 997-1017 Downloads
Gary Koop, Roberto Leon-Gonzalez and Rodney Strachan

Volume 33, issue 3, 2009

The impact of heterogeneous trading rules on the limit order book and order flows pp. 525-537 Downloads
Carl Chiarella and Giulia Iori
Sticky wages and sectoral labor comovement pp. 538-553 Downloads
Riccardo DiCecio
Demographic structure and capital accumulation: A quantitative assessment pp. 554-567 Downloads
Sau-Him Paul Lau
Dynamic R&D with spillovers: Competition vs cooperation pp. 568-582 Downloads
Roberto Cellini and Luca Lambertini
Optimal pricing and advertising policies for an entertainment event pp. 583-596 Downloads
Steffen Jørgensen, Peter Kort and Georges Zaccour
The effects of permanent technology shocks on hours: Can the RBC-model fit the VAR evidence? pp. 597-613 Downloads
Jesper Lindé
Valuing programs with deterministic and stochastic cycles pp. 614-623 Downloads
Harry Paarsch and John Rust
Indeterminacy, change points and the price puzzle in an estimated DSGE model pp. 624-648 Downloads
Anatoliy Belaygorod and Michael Dueker
Solving heterogeneous-agent models by projection and perturbation pp. 649-665 Downloads
Michael Reiter
Non-constant discounting in finite horizon: The free terminal time case pp. 666-675 Downloads
Jesus Marin-Solano and Jorge Navas
Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities pp. 676-691 Downloads
Erhan Bayraktar, Moshe A. Milevsky, S. David Promislow and Virginia R. Young
Revealing the implied risk-neutral MGF from options: The wavelet method pp. 692-709 Downloads
Emmanuel Haven, Xiaoquan Liu, Chenghu Ma and Liya Shen
Spectral decomposition of optimal asset-liability management pp. 710-724 Downloads
Marc Decamps, Ann De Schepper and Marc Goovaerts
Human capital formation and macroeconomic performance in an ageing small open economy pp. 725-744 Downloads
Ben Heijdra and Ward Romp
Intergenerational human capital evolution, local public good preferences, and stratification pp. 745-757 Downloads
Been-Lon Chen, Shin-Kun Peng and Ping Wang
Money and the natural rate of interest: Structural estimates for the United States and the euro area pp. 758-776 Downloads
Javier Andrés, David Lopez-Salido and Edward Nelson

Volume 33, issue 2, 2009

Business cycle analysis and VARMA models pp. 267-282 Downloads
Christian Kascha and Karel Mertens
Computing the mean square error of unobserved components extracted by misspecified time series models pp. 283-295 Downloads
Andrew Harvey and Davide Delle Monache
Robustifying learnability pp. 296-316 Downloads
Robert Tetlow and Peter von zur Muehlen
Flexible shrinkage in portfolio selection pp. 317-328 Downloads
Vasyl Golosnoy and Yarema Okhrin
Exchange rate dynamics in a target zone--A heterogeneous expectations approach pp. 329-344 Downloads
Christian Bauer, Paul De Grauwe and Stefan Reitz
Limited attention, interaction and the gradual adjustment of a firm's decisions pp. 345-362 Downloads
Katsuya Takii
Computational modelling of price formation in the electricity pool of England and Wales pp. 363-376 Downloads
Derek W. Bunn and Christopher J. Day
Financial integration, credit market imperfections and consumption smoothing pp. 377-393 Downloads
Asli Leblebicioglu
History versus expectations in economic geography reconsidered pp. 394-408 Downloads
Daisuke Oyama
Is forward-looking inflation targeting destabilizing? The role of policy's response to current output under endogenous investment pp. 409-430 Downloads
Kevin Huang, Qinglai Meng and Jianpo Xue
A population-macroeconomic growth model for currently developing countries pp. 431-453 Downloads
Akira Momota
Monetary equilibrium and the differentiability of the value function pp. 454-462 Downloads
C.D. Aliprantis, Gabriele Camera and F. Ruscitti
Water allocation under distribution losses: Comparing alternative institutions pp. 463-476 Downloads
Ujjayant Chakravorty, Eithan Hochman, Chieko Umetsu and David Zilberman
Structural changes in the US economy: Is there a role for monetary policy? pp. 477-490 Downloads
Fabio Canova and Luca Gambetti
Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study pp. 491-506 Downloads
Michael Kirchler
Investment under uncertainty with price ceilings in oligopolies pp. 507-524 Downloads
Fabien Roques and Nicos Savva

Volume 33, issue 1, 2009

Wealth distribution and aggregate time-preference: Markov-perfect equilibria in a Ramsey economy pp. 1-14 Downloads
Paul Pichler and Gerhard Sorger
Saddlepoint approximations for affine jump-diffusion models pp. 15-36 Downloads
Paul Glasserman and Kyoung-Kuk Kim
Analytical methods for hedging systematic credit risk with linear factor portfolios pp. 37-52 Downloads
Dan Rosen and David Saunders
Keeping up with the ageing Joneses pp. 53-64 Downloads
Walter Fisher and Ben Heijdra
Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach pp. 65-77 Downloads
Hideyuki Takamizawa and Isao Shoji
Network structure and N-dependence in agent-based herding models pp. 78-92 Downloads
Simone Alfarano and Mishael Milaković
Systematic equity-based credit risk: A CEV model with jump to default pp. 93-108 Downloads
Luciano Campi, Simon Polbennikov and Alessandro Sbuelz
Risk aversion and block exercise of executive stock options pp. 109-127 Downloads
Matheus Grasselli and Vicky Henderson
American chooser options pp. 128-153 Downloads
Jérôme Detemple and Thomas Emmerling
A quartet of asset pricing models in nominal and real economies pp. 154-165 Downloads
Chao Wei
Dynamic interaction models of economic equilibrium pp. 166-182 Downloads
Igor Evstigneev and Michael Taksar
Anything goes with heterogeneous, but not always with homogeneous oligopoly pp. 183-203 Downloads
Dave Furth
Effectiveness of CPPI strategies under discrete-time trading pp. 204-220 Downloads
Sven Balder, Michael Brandl and Antje Mahayni
Specialization and efficiency with labor-market matching pp. 221-236 Downloads
Toshihiko Mukoyama and Aysegul Sahin
Trends in hours: The U.S. from 1900 to 1950 pp. 237-249 Downloads
Guillaume Vandenbroucke
Cournot duopoly when the competitors operate multiple production plants pp. 250-265 Downloads
Fabio Tramontana, Laura Gardini and Tönu Puu
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