Economics at your fingertips  

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

From Elsevier
Series data maintained by Dana Niculescu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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
Page updated 2017-08-23