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Journal of Economic Dynamics and Control

1979 - 2014

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

from Elsevier
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Volume 13, issue 4, 1989

Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship pp. 499-531 Downloads
Bong-Soo Lee
Optimal investment policy of the regulated firm pp. 533-552 Downloads
Seiichi Katayama and Fumio Abe
Asymptotic properties of a Leontief economy pp. 553-568 Downloads
Rose-Anne Dana, Monique Florenzano, Cuong Levan and Dominique Levy
The tree-cutting problem in a stochastic environment: The case of age-dependent growth pp. 569-595 Downloads
Harry Clarke and William J. Reed
State space modeling of time series: A review essay pp. 597-612 Downloads
Francis Diebold

Volume 13, issue 3, 1989

Two-stage optimal control problems with an explicit switch point dependence: Optimality criteria and an example of delivery lags and investment pp. 319-337 Downloads
Ken Tomiyama and Robert Rossana
Optimal investment, financing, and dividends: A stackelberg differential game pp. 339-377 Downloads
Steffen Jorgensen, Peter Kort and Geert-Jan C. Th. Van Schijndel
On learning and rational expectations in an overlapping generations model pp. 379-400 Downloads
Jean-Pascal Benassy and Michael C. Blad
Monetary and fiscal policies under two alternative types of rules pp. 401-420 Downloads
Shin-ichi Fukuda
Exploration information and AEC regulation of the domestic uranium industry pp. 421-448 Downloads
Charles Mason
On some computational aspects of equilibrium business cycle theory pp. 449-470 Downloads
Jean-Pierre Danthine, John B. Donaldson and Rajnish Mehra
The utility of manufacturing cooperatives pp. 471-483 Downloads
Charles S. Tapiero
Oscillations in the Rodriguez model of entry and price dynamics pp. 485-497 Downloads
Wei-Bin Zhang

Volume 13, issue 2, 1989

The optimal lag selection and transfer function analysis in Granger causality tests pp. 151-169 Downloads
Heejoon Kang
Geometric combination lags as flexible infinite distributed lag estimators pp. 171-185 Downloads
Paul J. Speaker, Douglas W. Mitchell and Gregory M. Gelles
Information, persistence, and real business cycles pp. 187-199 Downloads
Stefan Gerlach
A value function arising in the economics of information pp. 201-223 Downloads
Nicholas Kiefer
Application of nonlinear mapping theory to commodity price fluctuatuions pp. 225-246 Downloads
A. J. Lichtenberg and A. Ujihara
A simple search model with procyclical quits pp. 247-253 Downloads
Steven A. Lippman and John W. Mamer
Liquidity-constrained employment contracts pp. 255-269 Downloads
John Leach
IR & D project data and theories of R & D investment pp. 271-282 Downloads
Frank Lichtenberg
An algorithm for Ramsey pricing by multiproduct public firms under incomplete information pp. 283-300 Downloads
Kevin M. Currier
On the extrapolation method and the USA algorithm pp. 301-311 Downloads
Dragoslav Herceg and Ljiljana Cvetkovic
A note on the radius of convergence of the USA algorithm pp. 313-316 Downloads
Arvind Khilnani and Edison T. S. Tse

Volume 13, issue 1, 1989

Noncooperative solutions for a differential game model of fishery pp. 1-20 Downloads
Engelbert Dockner, Gustav Feichtinger and Alexander Mehlmann
On dynamic decoupling and dynamic path controllability in economic systems pp. 21-39 Downloads
Henk Nijmeijer
A Newton's algorithm for solving multicountry econometric models pp. 41-54 Downloads
Patrick Henaff
Competitive dynamic advertising: A modification of the Case game pp. 55-80 Downloads
Gerhard Sorger
On the dynamic structure of a seasonal component pp. 81-91 Downloads
Agustin Maravall
Dynamic consistency of insurance contracts under enforcement by exclusion pp. 93-112 Downloads
Bart Taub
Aggregate fluctuations as an information transmission mechanism pp. 113-150 Downloads
Bart Taub

Volume 12, issue 4, 1988

Control of economic systems under the process of data improvement pp. 609-633 Downloads
V. Z. Belenky and A. M. Belostotsky
Efficient solution techniques for linear and non-linear rational expectations models pp. 635-657 Downloads
P. G. Fisher and Andrew Hughes Hallett
The dynamic annihilation of a rational competitive fringe by a low-cost dominant firm pp. 659-678 Downloads
Peter Berck and Jeffrey Perloff
Job search with general stochastic offer arrival rates pp. 679-684 Downloads
Dror Zuckerman

Volume 12, issue 2-3, 1988

Nonstationarity, cointegration, and error correction in economic modeling: Editor's introduction and overview pp. 199-201 Downloads
Masanao Aoki
Testing for cointegration using principal components methods pp. 205-230 Downloads
Peter Phillips and Sam Ouliaris
Statistical analysis of cointegration vectors pp. 231-254 Downloads
Soren Johansen
Multivariate estimates of the permanent components of GNP and stock prices pp. 255-296 Downloads
John Cochrane and Argia Sbordone
Trends and random walks in macroeconomic time series: Further evidence from a new approach pp. 297-332 Downloads
Pierre Perron
Cointegration and stock prices: The random walk on wall street revisited pp. 333-346 Downloads
Marlene Cerchi and Arthur Havenner
Common nonstationary components of asset prices pp. 347-364 Downloads
Peter Bossaerts
Continuous time autoregressive models with common stochastic trends pp. 365-384 Downloads
Andrew Harvey and James H. Stock
Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates pp. 385-423 Downloads
James Hamilton
Common trends, the government's budget constraint, and revenue smoothing pp. 425-444 Downloads
Bharat Trehan and Carl Walsh
Nearly redundant parameters and measures of persistence in economic time series pp. 447-461 Downloads
Peter Clark
Bayesian skepticism on unit root econometrics pp. 463-474 Downloads
Christopher Sims
Spurious trend and cycle in the state space decomposition of a time series with a unit root pp. 475-488 Downloads
Charles Nelson
The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality pp. 489-502 Downloads
Lars Ljungqvist, Myungsoo Park, James H. Stock and Mark Watson
Interpreting cointegrated models pp. 505-522 Downloads
John Campbell and Robert Shiller
Error correction models, cointegration and the internal model principle pp. 523-549 Downloads
Mark Salmon
Causality, cointegration, and control pp. 551-559 Downloads
Clive Granger
On the dynamic shape of aggregated error correction models pp. 561-585 Downloads
Marco Lippi
A note on minimum mean squared error estimation of signals with unit roots pp. 589-593 Downloads
Agustin Maravall
On alternative state space representations of time series models pp. 595-607 Downloads
Masanao Aoki

Volume 12, issue 1, 1988

Foreword pp. 3-3 Downloads
Christopher Baum
Sector-specific capital and real exchange rate dynamics pp. 7-12 Downloads
Robert Murphy
The gains from optimal control in a small econometric model of the UK pp. 13-18 Downloads
Paul Levine and Peter Smith
International policy coordination and the reduction of the US trade deficit pp. 19-25 Downloads
Jaime Marquez
The behavior of inflation and interest rates: Evidence from Italian national history pp. 27-35 Downloads
Tullio Jappelli and Andrea Ripa Di Meana
The aggregation problem in business cycle theory pp. 37-40 Downloads
Claude Hillinger and Thilo Weser
The flexible least squares approach to time-varying linear regression pp. 43-48 Downloads
Robert Kalaba and Leigh Tesfatsion
An instrumental variables interpretation of linear systems theory estimation pp. 49-54 Downloads
Arthur Havenner and Masanao Aoki
Estimation of time-varying weights on alternative expectations models: An application of non-linear time-varying parameter estimation pp. 55-61 Downloads
Jeffrey Fuhrer
Testing for bubbles, reflecting barriers and other anomalies pp. 63-70 Downloads
Francis Diebold
Cyclical and secular trade elasticities: An application to LDC exports pp. 71-76 Downloads
Jaime Marquez
Asymmetrical effects of monetary policy between the US and Europe pp. 79-84 Downloads
Elias Karakitsos
Trade-off reversals in macroeconomic policy pp. 85-91 Downloads
Andrew Hughes Hallett and M. L. Petit
International economic policy coordination: Policy analysis in a staggered wage-setting model pp. 93-100 Downloads
Gary Fissel
A constrained min-max algorithm for rival models pp. 101-107 Downloads
Berc Rustem
Interactive preference elicitation in macroeconomic decision models pp. 109-116 Downloads
Lorenzo Panattoni
Uncertainty, habit persistence, and cyclical price behavior pp. 119-125 Downloads
Franklin R. Shupp
Dynamic adjustment of firms' capital structures in a varying-risk environment pp. 127-133 Downloads
Christopher Baum and Joanne Doyle
Risky business: The allocation of capital pp. 135-135 Downloads
Roger Craine
Stochastic learning by experience and returns to scale pp. 137-143 Downloads
Spiro Stefanou
Specification and estimation of asymmetric adjustment rates for quasi-fixed factors of production pp. 145-151 Downloads
Ching-Cheng Chang and Spiro Stefanou
A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games pp. 155-159 Downloads
Peter Zadrozny
An illustration of the application of control methods in choosing optimal us agricultural policy pp. 161-166 Downloads
Paul A. Coomes
Asynchronous algorithms in non-cooperative games pp. 167-172 Downloads
Tamer Basar
The reliability of control experiments: Comparison of the sources of error pp. 173-179 Downloads
Jean-Louis Brillet and Jean-Paul Laurent
Temporal risk aversion in a phased deregulation game pp. 181-187 Downloads
Shih-Hsun Hsu and Spiro Stefanou
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