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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

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Volume 27, issue 11-12, 2003

Computing in economics and finance pp. 1939-1939 Downloads
Michel Juillard
Global dynamics in macroeconomics: an overlapping generations example pp. 1941-1959 Downloads
Pedro Gomis-Porqueras and Alex Haro
A computational general equilibrium model with vintage capital pp. 1961-1991 Downloads
Loic Cadiou, Stephane Dees and Jean-Pierre Laffargue
Do adjustment costs explain investment-cash flow insensitivity? pp. 1993-2006 Downloads
Sangeeta Pratap
Information technologies, embodiment and growth pp. 2007-2034 Downloads
Raouf Boucekkine and David de la Croix
Mitigation of the Lucas critique with stochastic control methods pp. 2035-2057 Downloads
Hans Amman and David Kendrick
Monetary policy rules for an open economy pp. 2059-2094 Downloads
Nicoletta Batini, Richard Harrison and Stephen Millard
Small dimension PDE for discrete Asian options pp. 2095-2114 Downloads
Eric Benhamou and Alexandre Duguet
Local trade networks and spatially persistent unemployment pp. 2115-2149 Downloads
Nienke Oomes
Inferring strategies from observed actions: a nonparametric, binary tree classification approach pp. 2151-2170 Downloads
Jim Engle-Warnick
Gaining the competitive edge using internal and external spillovers: a dynamic analysis pp. 2171-2193 Downloads
Gian-Italo Bischi, Herbert Dawid and Michael Kopel
Competitive dynamics of web sites pp. 2195-2206 Downloads
Sebastian M. Maurer and Bernardo A. Huberman
Learning competitive pricing strategies by multi-agent reinforcement learning pp. 2207-2218 Downloads
Erich Kutschinski, Thomas Uthmann and Daniel Polani
Numerical issues in threshold autoregressive modeling of time series pp. 2219-2242 Downloads
Jerry Coakley, Ana-Maria Fuertes and Maria-Teresa Perez
Nonlinear mean reversion in the term structure of interest rates pp. 2243-2265 Downloads
Byeongseon Seo

Volume 27, issue 11, 2003

Computing in economics and finance pp. 1939-1939 Downloads
Michel Juillard
Global dynamics in macroeconomics: an overlapping generations example pp. 1941-1959 Downloads
Pedro Gomis-Porqueras and Alex Haro
A computational general equilibrium model with vintage capital pp. 1961-1991 Downloads
Loı̈c Cadiou, Stephane Dees and Jean-Pierre Laffargue
Do adjustment costs explain investment-cash flow insensitivity? pp. 1993-2006 Downloads
Sangeeta Pratap
Information technologies, embodiment and growth pp. 2007-2034 Downloads
Raouf Boucekkine and David de la Croix
Mitigation of the Lucas critique with stochastic control methods pp. 2035-2057 Downloads
Hans Amman and David Kendrick
Monetary policy rules for an open economy pp. 2059-2094 Downloads
Nicoletta Batini, Richard Harrison and Stephen Millard
Small dimension PDE for discrete Asian options pp. 2095-2114 Downloads
Eric Benhamou and Alexandre Duguet
Local trade networks and spatially persistent unemployment pp. 2115-2149 Downloads
Nienke Oomes
Inferring strategies from observed actions: a nonparametric, binary tree classification approach pp. 2151-2170 Downloads
Jim Engle-Warnick
Gaining the competitive edge using internal and external spillovers: a dynamic analysis pp. 2171-2193 Downloads
Gian-Italo Bischi, H. Dawid and Michael Kopel
Competitive dynamics of web sites pp. 2195-2206 Downloads
Sebastian M. Maurer and Bernardo A. Huberman
Learning competitive pricing strategies by multi-agent reinforcement learning pp. 2207-2218 Downloads
Erich Kutschinski, Thomas Uthmann and Daniel Polani
Numerical issues in threshold autoregressive modeling of time series pp. 2219-2242 Downloads
Jerry Coakley, Ana-Maria Fuertes and Marı́a-Teresa Pérez
Nonlinear mean reversion in the term structure of interest rates pp. 2243-2265 Downloads
Byeongseon Seo

Volume 27, issue 10, 2003

Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements pp. 1699-1737 Downloads
Eric Jondeau and Michael Rockinger
User's guide pp. 1739-1742 Downloads
Eric Jondeau and Michael Rockinger
Stochastic equilibrium: learning by exponential smoothing pp. 1743-1770 Downloads
Klaus Potzelberger and Leopold Sogner
A boundary crossing model of counterparty risk pp. 1771-1799 Downloads
Kian Esteghamat
Two-factor convertible bonds valuation using the method of characteristics/finite elements pp. 1801-1831 Downloads
Giovanni Barone-Adesi, Ana Bermudez and John Hatgioannides
Saddle-point calculation for constrained finite Markov chains pp. 1833-1853 Downloads
E. Gomez-Ramirez, K. Najim and A. S. Poznyak
Convergence and Biases of Monte Carlo estimates of American option prices using a parametric exercise rule pp. 1855-1879 Downloads
Diego Garcia
Optimal growth with decreasing marginal impatience pp. 1881-1898 Downloads
Mausumi Das
Why countries with the same technology and preferences can have different growth rates pp. 1899-1916 Downloads
Jacek Krawczyk and Koji Shimomura
Stability, chaos and multiple attractors: a single agent makes a difference pp. 1917-1938 Downloads
Tamotsu Onozaki, Gernot Sieg and Masanori Yokoo

Volume 27, issue 9, 2003

The speed of convergence and alternative government financing pp. 1517-1531 Downloads
Yoichi Gokan
Skiba points and heteroclinic bifurcations, with applications to the shallow lake system pp. 1533-1561 Downloads
Florian Wagener
Reevaluation and renegotiation of climate change coalitions--a sequential closed-loop game approach pp. 1563-1594 Downloads
Zili Yang
Price stability vs. output stability: tales of federal reserve administrations pp. 1595-1610 Downloads
Umit Ozlale
Uncertain potential output: implications for monetary policy pp. 1611-1638 Downloads
Michael Ehrmann and Frank Smets
Taxation and the intergenerational transmission of human capital pp. 1639-1662 Downloads
Lutz Hendricks
Solving the real business cycles model of small-open economies by a sample-independent approach pp. 1663-1679 Downloads
Wen-Ya Chang, Hsiu-Yun Lee and Yu-Lin Wang
A comparison of two business cycle dating methods pp. 1681-1690 Downloads
Don Harding and Adrian Pagan
Comment on "A comparison of two business cycle dating methods" pp. 1691-1693 Downloads
James Hamilton
Rejoinder to James Hamilton pp. 1695-1698 Downloads
Don Harding and Adrian Pagan

Volume 27, issue 8, 2003

The comparative dynamics of closed-loop controls for discounted infinite horizon optimal control problems pp. 1335-1365 Downloads
Michael Caputo
On environmental Kuznets curves arising from stock externalities pp. 1367-1390 Downloads
David Kelly
Robust parameter estimation for asset price models with Markov modulated volatilities pp. 1391-1409 Downloads
R. J. Elliott, W. P. Malcolm and Allanus H. Tsoi
On the economics of forest vintages pp. 1411-1435 Downloads
Seppo Salo and Olli Tahvonen
Learning with bounded memory in stochastic models pp. 1437-1457 Downloads
Seppo Honkapohja and Kaushik Mitra
Higher education subsidies and heterogeneity: a dynamic analysis pp. 1459-1502 Downloads
Elizabeth Caucutt and Krishna Kumar
On-line computation of Stackelberg equilibria with synchronous parallel genetic algorithms pp. 1503-1515 Downloads
Nedim M. Alemdar and Sibel Sirakaya

Volume 27, issue 7, 2003

Dynamic asset pricing with non-redundant forwards pp. 1163-1180 Downloads
Abraham Lioui and Patrice Poncet
Estimation and control of an optimization-based model with sticky prices and wages pp. 1181-1215 Downloads
Jeffery D. Amato and Thomas Laubach
The division of labor and the growth of government pp. 1217-1235 Downloads
Lewis S. Davis
On the profitability of production perturbations in a dynamic natural resource oligopoly pp. 1237-1252 Downloads
Hassan Benchekroun and Gérard Gaudet
A two-person dynamic equilibrium under ambiguity pp. 1253-1288 Downloads
Larry Epstein and Jianjun Miao
The stochastic turnpike property without uniformity in convex aggregate growth models pp. 1289-1315 Downloads
Sumit Joshi
Computing observation weights for signal extraction and filtering pp. 1317-1333 Downloads
Siem Jan Koopman and Andrew Harvey

Volume 27, issue 6, 2003

High-performance computing for financial planning pp. 907-908 Downloads
Stavros Zenios
Foreign exchange trading models and market behavior pp. 909-935 Downloads
Ramazan Gencay, Michel Dacorogna, Richard Olsen and Olivier Pictet
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach pp. 937-969 Downloads
Yesim Tokat, Svetlozar T. Rachev and Eduardo S. Schwartz
Monte Carlo computation of optimal portfolios in complete markets pp. 971-986 Downloads
Jaksa Cvitanic, Levon Goukasian and Fernando Zapatero
Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation pp. 987-1011 Downloads
Riccardo Cesari and David Cremonini
On-line portfolio selection using stochastic programming pp. 1013-1043 Downloads
Alexei A. Gaivoronski and Fabio Stella
Hedging options under transaction costs and stochastic volatility pp. 1045-1068 Downloads
Jacek Gondzio, Roy Kouwenberg and Ton Vorst
Retirement saving with contribution payments and labor income as a benchmark for investments pp. 1069-1097 Downloads
Arjan Berkelaar and Roy Kouwenberg
Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990-1999 pp. 1099-1112 Downloads
Jorgen Blomvall and Per Olov Lindberg
A nonparametric model for analysis of the EURO bond market pp. 1113-1131 Downloads
Jozsef Abaffy, Marida Bertocchi, Jitka Dupacova, Rosella Giacometti, Marie Huskova and Vittorio Moriggia
An object-oriented framework for valuing shout options on high-performance computer architectures pp. 1133-1161 Downloads
H. Windcliff, K. R. Vetzal, P. A. Forsyth, A. Verma and T. F. Coleman

Volume 27, issue 5, 2003

Option prices under Bayesian learning: implied volatility dynamics and predictive densities pp. 717-769 Downloads
Massimo Guidolin and Allan Timmermann
Stages of growth in economic development pp. 771-800 Downloads
Michal Kejak
Channel coordination over time: incentive equilibria and credibility pp. 801-822 Downloads
Steffen Jorgensen and Georges Zaccour
Dynamics of a household norm in female labour supply pp. 823-841 Downloads
Maarten Vendrik
Exact solution of asset pricing models with arbitrary shock distributions pp. 843-851 Downloads
Efthymios Tsionas
Intellectual property rights protection and endogenous economic growth pp. 853-873 Downloads
Yum K. Kwan and Edwin Lai
Dynamic production teams with strategic behavior pp. 875-905 Downloads
Michele Breton, Pascal St-Amour and Désiré Vencatachellum

Volume 27, issue 4, 2003

Functional equivalence between intertemporal and multisectoral investment adjustment costs pp. 533-549 Downloads
Jinill Kim
Optimal transition to backstop substitutes for nonrenewable resources pp. 551-572 Downloads
Yacov Tsur and Amos Zemel
Profits, markups and entry: fiscal policy in an open economy pp. 573-597 Downloads
Javier Coto-Martinez and Huw Dixon
The general instability of balanced paths in endogenous growth models: the role of transversality conditions pp. 599-618 Downloads
María Pilar Martínez-García
Real options and preemption under incomplete information pp. 619-643 Downloads
Bart Lambrecht and William Perraudin
Portable random number generators pp. 645-650 Downloads
Gerald Dwyer and K. B. Williams
Forward trading and storage in a Cournot duopoly pp. 651-665 Downloads
Henry Thille
Utility based option evaluation with proportional transaction costs pp. 667-700 Downloads
Anders Damgaard
A DNS-curve in a two-state capital accumulation model: a numerical analysis pp. 701-716 Downloads
Josef L. Haunschmied, Peter Kort, Richard F. Hartl and Gustav Feichtinger

Volume 27, issue 3, 2003

Calculating short-run adjustments: Sensitivity to non-linearities in a representative agent framework pp. 357-379 Downloads
Peter J. Stemp and Ric D. Herbert
Time-consistent Shapley value allocation of pollution cost reduction pp. 381-398 Downloads
Leon Petrosjan and Georges Zaccour
Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns pp. 399-421 Downloads
Prasad Bidarkota and J. Huston McCulloch
Quasi-equilibrium in economies with infinite dimensional commodity spaces: a truncation approach pp. 423-444 Downloads
Gerard van der Laan and Cees Withagen
A model of trickle-down through learning pp. 445-466 Downloads
Keith Blackburn and Niloy Bose
Investment and dividends under irreversibility and financial constraints pp. 467-502 Downloads
Richard Holt
Dynamics of beliefs and learning under aL-processes -- the heterogeneous case pp. 503-531 Downloads
Carl Chiarella and Xuezhong He

Volume 27, issue 2, 2002

Dynamic Laffer curves pp. 181-206 Downloads
Alfonso Novales and Jesus Ruiz
Human capital and the switch from agriculture to industry pp. 207-242 Downloads
Robert Tamura
Optimal tax depreciation under a progressive tax system pp. 243-269 Downloads
Jacco L. Wielhouwer, Anja De Waegenaere and Peter Kort
Indeterminacy in a dynamic small open economy pp. 271-281 Downloads
Kazuo Nishimura and Koji Shimomura
On infinite-horizon minimum-cost hedging under cone constraints pp. 283-301 Downloads
Kevin Huang
Testing for hysteresis against nonlinear alternatives pp. 303-327 Downloads
Andrew Hughes Hallett and Laura Piscitelli
Real options with constant relative risk aversion pp. 329-355 Downloads
Vicky Henderson and David G. Hobson

Volume 27, issue 1, 2002

The economic determinants of technology shocks in a real business cycle model pp. 1-28 Downloads
Klaus Wälde
Could Prometheus be bound again? A contribution to the convergence controversy pp. 29-50 Downloads
Nicola Cetorelli
A differential game approach to investment in product differentiation pp. 51-62 Downloads
Roberto Cellini and Luca Lambertini
Local convergence properties of a cobweb model with rationally heterogeneous expectations pp. 63-85 Downloads
William Branch
Optimal learning and experimentation in bandit problems pp. 87-108 Downloads
Monica Brezzi and Tze Leung Lai
Efficiency rents of pumped-storage plants and their uses for operation and investment decisions pp. 109-142 Downloads
Anthony Horsley and Andrew Wrobel
Welfare-improving debt policy under monopolistic competition pp. 143-156 Downloads
Partha Sen
Long-term risk management of nuclear waste: a real options approach pp. 157-180 Downloads
Henri Loubergé, Stephane Villeneuve and Marc Chesney
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