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Journal of Economic Dynamics and Control
1979 - 2013
Edited by 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 Bong-Soo Lee Optimal investment policy of the regulated firm pp. 533-552 Seiichi Katayama and Fumio Abe Asymptotic properties of a Leontief economy pp. 553-568 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 Harry Clarke and William J. Reed State space modeling of time series: A review essay pp. 597-612 Francis X. 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 Ken Tomiyama and Robert J. Rossana Optimal investment, financing, and dividends: A stackelberg differential game pp. 339-377 Steffen Jorgensen , Peter Kort and Geert-Jan C. Th. Van Schijndel On learning and rational expectations in an overlapping generations model pp. 379-400 Jean-Pascal Benassy and Michael C. Blad Monetary and fiscal policies under two alternative types of rules pp. 401-420 Shin-ichi Fukuda Exploration information and AEC regulation of the domestic uranium industry pp. 421-448 Charles F. Mason On some computational aspects of equilibrium business cycle theory pp. 449-470 Jean-Pierre Danthine , John B. Donaldson and Rajnish Mehra The utility of manufacturing cooperatives pp. 471-483 Charles S. Tapiero Oscillations in the Rodriguez model of entry and price dynamics pp. 485-497 Wei-Bin Zhang Volume 13, issue 2 , 1989
The optimal lag selection and transfer function analysis in Granger causality tests pp. 151-169 Heejoon Kang Geometric combination lags as flexible infinite distributed lag estimators pp. 171-185 Paul J. Speaker , Douglas W. Mitchell and Gregory M. Gelles Information, persistence, and real business cycles pp. 187-199 Stefan Gerlach A value function arising in the economics of information pp. 201-223 Nicholas M. Kiefer Application of nonlinear mapping theory to commodity price fluctuatuions pp. 225-246 A. J. Lichtenberg and A. Ujihara A simple search model with procyclical quits pp. 247-253 Steven A. Lippman and John W. Mamer Liquidity-constrained employment contracts pp. 255-269 John Leach IR & D project data and theories of R & D investment pp. 271-282 Frank Lichtenberg An algorithm for Ramsey pricing by multiproduct public firms under incomplete information pp. 283-300 Kevin M. Currier On the extrapolation method and the USA algorithm pp. 301-311 Dragoslav Herceg and Ljiljana Cvetkovic A note on the radius of convergence of the USA algorithm pp. 313-316 Arvind Khilnani and Edison T. S. Tse Volume 13, issue 1 , 1989
Noncooperative solutions for a differential game model of fishery pp. 1-20 Engelbert Dockner , Gustav Feichtinger and Alexander Mehlmann On dynamic decoupling and dynamic path controllability in economic systems pp. 21-39 Henk Nijmeijer A Newton's algorithm for solving multicountry econometric models pp. 41-54 Patrick Henaff Competitive dynamic advertising: A modification of the Case game pp. 55-80 Gerhard Sorger On the dynamic structure of a seasonal component pp. 81-91 Agustin Maravall Dynamic consistency of insurance contracts under enforcement by exclusion pp. 93-112 Bart Taub Aggregate fluctuations as an information transmission mechanism pp. 113-150 Bart Taub Volume 12, issue 4 , 1988
Control of economic systems under the process of data improvement pp. 609-633 V. Z. Belenky and A. M. Belostotsky Efficient solution techniques for linear and non-linear rational expectations models pp. 635-657 P. G. Fisher and Andrew J Hughes Hallett The dynamic annihilation of a rational competitive fringe by a low-cost dominant firm pp. 659-678 Peter Berck and Jeffrey M. Perloff Job search with general stochastic offer arrival rates pp. 679-684 Dror Zuckerman Volume 12, issue 2-3 , 1988
Nonstationarity, cointegration, and error correction in economic modeling: Editor's introduction and overview pp. 199-201 Masanao Aoki Testing for cointegration using principal components methods pp. 205-230 Peter C. B. Phillips and Sam Ouliaris Statistical analysis of cointegration vectors pp. 231-254 Soren Johansen Multivariate estimates of the permanent components of GNP and stock prices pp. 255-296 John H. Cochrane and Argia M Sbordone Trends and random walks in macroeconomic time series: Further evidence from a new approach pp. 297-332 Pierre Perron Cointegration and stock prices: The random walk on wall street revisited pp. 333-346 Marlene Cerchi and Arthur Havenner Common nonstationary components of asset prices pp. 347-364 Peter L. Bossaerts Continuous time autoregressive models with common stochastic trends pp. 365-384 Andrew C. 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 James Hamilton Common trends, the government's budget constraint, and revenue smoothing pp. 425-444 Bharat Trehan and Carl Walsh Nearly redundant parameters and measures of persistence in economic time series pp. 447-461 Peter K. Clark Bayesian skepticism on unit root econometrics pp. 463-474 Christopher Sims Spurious trend and cycle in the state space decomposition of a time series with a unit root pp. 475-488 Charles R. Nelson The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality pp. 489-502 Lars Ljungqvist , Myungsoo Park , James H. Stock and Mark W. Watson Interpreting cointegrated models pp. 505-522 John Y. Campbell and Robert J. Shiller Error correction models, cointegration and the internal model principle pp. 523-549 Mark Salmon Causality, cointegration, and control pp. 551-559 Clive W. J. Granger On the dynamic shape of aggregated error correction models pp. 561-585 Marco Lippi A note on minimum mean squared error estimation of signals with unit roots pp. 589-593 Agustin Maravall On alternative state space representations of time series models pp. 595-607 Masanao Aoki Volume 12, issue 1 , 1988
Foreword pp. 3-3 Christopher F Baum Sector-specific capital and real exchange rate dynamics pp. 7-12 Robert G. Murphy The gains from optimal control in a small econometric model of the UK pp. 13-18 Paul Leslie Levine and Peter N Smith International policy coordination and the reduction of the US trade deficit pp. 19-25 Jaime Marquez The behavior of inflation and interest rates: Evidence from Italian national history pp. 27-35 Tullio Jappelli and Andrea Ripa Di Meana The aggregation problem in business cycle theory pp. 37-40 Claude Hillinger and Thilo Weser The flexible least squares approach to time-varying linear regression pp. 43-48 Robert Kalaba and Leigh S Tesfatsion An instrumental variables interpretation of linear systems theory estimation pp. 49-54 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 Jeffrey C. Fuhrer Testing for bubbles, reflecting barriers and other anomalies pp. 63-70 Francis X. Diebold Cyclical and secular trade elasticities: An application to LDC exports pp. 71-76 Jaime Marquez Asymmetrical effects of monetary policy between the US and Europe pp. 79-84 Elias Karakitsos Trade-off reversals in macroeconomic policy pp. 85-91 Andrew J Hughes Hallett and M. L. Petit International economic policy coordination: Policy analysis in a staggered wage-setting model pp. 93-100 Gary Fissel A constrained min-max algorithm for rival models pp. 101-107 Berc Rustem Interactive preference elicitation in macroeconomic decision models pp. 109-116 Lorenzo Panattoni Uncertainty, habit persistence, and cyclical price behavior pp. 119-125 Franklin R. Shupp Dynamic adjustment of firms' capital structures in a varying-risk environment pp. 127-133 Christopher F Baum and Joanne M. Doyle Risky business: The allocation of capital pp. 135-135 Roger Craine Stochastic learning by experience and returns to scale pp. 137-143 Spiro Stefanou Specification and estimation of asymmetric adjustment rates for quasi-fixed factors of production pp. 145-151 Ching-Cheng Chang and Spiro Stefanou A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games pp. 155-159 Peter A. Zadrozny An illustration of the application of control methods in choosing optimal us agricultural policy pp. 161-166 Paul A. Coomes Asynchronous algorithms in non-cooperative games pp. 167-172 Tamer Basar The reliability of control experiments: Comparison of the sources of error pp. 173-179 Jean-Louis Brillet and Jean-Paul Laurent Temporal risk aversion in a phased deregulation game pp. 181-187 Shih-Hsun Hsu and Spiro Stefanou
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