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Journal of Economic Dynamics and Control

1979 - 2016

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

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Volume 30, issue 12, 2006

Filtering and identification of Heston's stochastic volatility model and its market risk pp. 2363-2388 Downloads
ShinIchi Aihara and Arunabha Bagchi
Population ageing and pension reform in a small open economy with non-traded goods pp. 2389-2424 Downloads
Leon J.H. Bettendorf and Ben Heijdra
Habit persistence, money, and overlapping generations pp. 2425-2445 Downloads
Helle Bunzel
The incidence and persistence of corruption in economic development pp. 2447-2467 Downloads
Keith Blackburn, Niloy Bose and M. Emranul Haque
The simple analytics of optimal growth with illegal migrants: A clarification pp. 2469-2475 Downloads
Hon Man Moy and Chong Yip
Comparing solution methods for dynamic equilibrium economies pp. 2477-2508 Downloads
S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
Solving DSGE models with perturbation methods and a change of variables pp. 2509-2531 Downloads
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
Another look at sticky prices and output persistence pp. 2533-2552 Downloads
Pengfei Wang and Yi Wen
Economic dynamics of reservoir sedimentation management: Optimal control with singularly perturbed equations of motion pp. 2553-2575 Downloads
Ray Huffaker and Rollin Hotchkiss
Linear learning in changing environments pp. 2577-2611 Downloads
Tilman Klumpp
A qualitative dynamical modelling approach to capital accumulation in unregulated fisheries pp. 2613-2636 Downloads
Klaus Eisenack, Heinz Welsch and J.P. Kropp
Recursive Nash bargaining over a productive asset pp. 2637-2659 Downloads
Gerhard Sorger
A clarification of the Goodwin model of the growth cycle pp. 2661-2670 Downloads
Meghnad Desai, Brian Henry, Alexander Mosley and Malcolm Pemberton
Impatience and equilibrium indeterminacy pp. 2671-2692 Downloads
Qinglai Meng
Interpolation and backdating with a large information set pp. 2693-2724 Downloads
Elena Angelini, Jerome Henry and Massimiliano Marcellino
Are hyperinflation paths learnable? pp. 2725-2748 Downloads
Klaus Adam, George Evans and Seppo Honkapohja
Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth pp. 2749-2774 Downloads
Fabien Tripier
New product introduction with costly search pp. 2775-2792 Downloads
Chung-Yi Tse
Financially constrained arbitrage in illiquid markets pp. 2793-2822 Downloads
Mukarram Attari and Antonio S. Mello
Can money matter for interest rate policy? pp. 2823-2857 Downloads
Matthias Bruckner and Andreas Schabert
Effects of an anticipated expansion in international public goods on public capital accumulation pp. 2859-2874 Downloads
Wen-ya Chang, Hsueh-fang Tsai and Ching-chong Lai
A Hotelling model with a ceiling on the stock of pollution pp. 2875-2904 Downloads
Ujjayant Chakravorty, Bertrand Magne and Michel Moreaux

Volume 30, issue 11, 2006

Political shocks and public debt: The case for a conservative central bank revisited pp. 1857-1883 Downloads
Roel Beetsma and Lans Bovenberg
Is Schumpeterian `creative destruction' a plausible source of endogenous real business cycle shocks? pp. 1885-1913 Downloads
Kerk Phillips and Jeffrey Wrase
Dynamic efficiency in the two-sector overlapping generations model pp. 1915-1936 Downloads
Emily Cremers
Tractable hedging: An implementation of robust hedging strategies pp. 1937-1962 Downloads
Nicole Branger and Antje Mahayni
Entry and exit decisions based on a discount factor approach pp. 1963-1986 Downloads
Sigbjorn Sodal
Risk sharing through financial markets with endogenous enforcement of trades pp. 1987-2014 Downloads
Thorsten V. Koppl
State-contingent bank regulation with unobserved actions and unobserved characteristics pp. 2015-2049 Downloads
David A. Marshall and Edward Prescott
Fresh start or head start? Uniform bankruptcy exemptions and welfare pp. 2051-2079 Downloads
Kartik Athreya
Welfare implications of endogenous credit limits with bankruptcy pp. 2081-2115 Downloads
Xavier Mateos-Planas and Giulio Seccia
Corporate governance over the business cycle pp. 2117-2141 Downloads
Thomas Philippon
Endogenous market incompleteness with investment risks pp. 2143-2165 Downloads
Cesaire Meh and Vincenzo Quadrini
Uninsured idiosyncratic production risk with borrowing constraints pp. 2167-2190 Downloads
Francisco Covas
Stock grants as a commitment device pp. 2191-2216 Downloads
Gian Luca Clementi, Thomas Cooley and Cheng Wang
Predictability and habit persistence pp. 2217-2260 Downloads
Fabrice Collard, Patrick Fève and Imen Ghattassi
Migration dynamics, growth and convergence pp. 2261-2279 Downloads
Gemma Larramona and Marcos Sanso
Default and information pp. 2281-2303 Downloads
Kay Giesecke
Building up social capital in a changing world pp. 2305-2338 Downloads
Fernando Vega-Redondo
Venture capital financed investments in intellectual capital pp. 2339-2361 Downloads
Steffen Jorgensen, Peter Kort and Engelbert J. Dockner

Volume 30, issue 9-10, 2006

Computing in economics and finance pp. 1441-1444 Downloads
James Bullard, Cees Diks and Florian Wagener
Optimal taxation in an RBC model: A linear-quadratic approach pp. 1445-1489 Downloads
Pierpaolo Benigno and Michael Woodford
Robust inflation-forecast-based rules to shield against indeterminacy pp. 1491-1526 Downloads
Nicoletta Batini, Alejandro Justiniano, Paul Levine and Joseph Pearlman
Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics pp. 1527-1567 Downloads
Fabrizio Zampolli
The stochastic lake game: A numerical solution pp. 1569-1587 Downloads
W.D. Dechert and Sharon O'Donnell
Industrial subsidies and technology adoption in general equilibrium pp. 1589-1614 Downloads
Roberto Samaniego
Can social security be welfare improving when there is demographic uncertainty? pp. 1615-1646 Downloads
Virginia Sanchez-Marcos and Alfonso R. Sanchez-Martin
A new statistic and practical guidelines for nonparametric Granger causality testing pp. 1647-1669 Downloads
Cees Diks and Valentyn Panchenko
The inflation aversion of the Bundesbank: A state space approach pp. 1671-1686 Downloads
Vladimir Kuzin
Are European business cycles close enough to be just one? pp. 1687-1706 Downloads
Maximo Camacho, Gabriel Perez-Quiros and Lorena Saiz
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis pp. 1707-1727 Downloads
Jean-Marie Dufour, Lynda Khalaf and Maral Kichian
A dynamic analysis of moving average rules pp. 1729-1753 Downloads
Carl Chiarella, Xuezhong He and Cars Hommes
Asset price and wealth dynamics in a financial market with heterogeneous agents pp. 1755-1786 Downloads
Carl Chiarella, Roberto Dieci and Laura Gardini
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders pp. 1787-1835 Downloads
Mikhail Anufriev, Giulio Bottazzi and Francesca Pancotto
Self-organization and the persistence of noise in financial markets pp. 1837-1855 Downloads
David Goldbaum

Volume 30, issue 8, 2006

Chaotic dynamics in credit constrained emerging economies pp. 1261-1275 Downloads
Jordi Caballe, Xavier Jarque and Elisabetta Michetti
Equilibrium impact of value-at-risk regulation pp. 1277-1313 Downloads
Markus Leippold, Fabio Trojani and Paolo Vanini
Financing government expenditures in an open economy pp. 1315-1337 Downloads
Jill A. Holman and Kyriakos Neanidis
On the stability of the two-sector neoclassical growth model with externalities pp. 1339-1361 Downloads
Berthold Herrendorf and Akos Valentinyi
Stochastic intertemporal duality: An application to investment under uncertainty pp. 1363-1387 Downloads
Frank Krysiak
Cluster analysis of panel data sets using non-standard optimisation of information criteria pp. 1389-1408 Downloads
George Kapetanios
Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money pp. 1409-1430 Downloads
William D Lastrapes and Todd B. Potts
Equity premium with distorted beliefs: A puzzle pp. 1431-1440 Downloads
Miroslav Misina

Volume 30, issue 7, 2006

Inventories, market structure, and price volatility pp. 1081-1104 Downloads
Henry Thille
Control of accumulating stock pollution by heterogeneous producers pp. 1105-1130 Downloads
Angels Xabadia, Renan Goetz and David Zilberman
Dynamic optimisation in the presence of threshold effects when the location of the threshold is uncertain - with an application to a possible disintegration of the Western Antarctic Ice Sheet pp. 1131-1158 Downloads
Eric Nævdal
The expenditure switching effect, welfare and monetary policy in a small open economy pp. 1159-1182 Downloads
Alan Sutherland
Sellers' local currency pricing or buyers' local currency pricing: does it matter for international welfare analysis? pp. 1183-1213 Downloads
Kevin Huang and Zheng Liu
Capital externalities in OLG economies pp. 1215-1231 Downloads
Guido Cazzavillan and Patrick Pintus
Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt pp. 1233-1260 Downloads
Elyès Jouini and Clotilde Napp

Volume 30, issue 6, 2006

Dynamics in a non-scale R&D growth model with human capital: Explaining the Japanese and South Korean development experiences pp. 901-930 Downloads
Chris Papageorgiou and Fidel Perez-Sebastian
Approximating volatility diffusions with CEV-ARCH models pp. 931-966 Downloads
Fabio Fornari and Antonio Mele
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility pp. 967-991 Downloads
Harjoat Bhamra and Raman Uppal
An equilibrium model of child maltreatment pp. 993-1025 Downloads
Hideo Akabayashi
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle pp. 1027-1043 Downloads
Paolo Giordani and Paul Söderlind
Welfare, taxes and foreign investment pp. 1045-1061 Downloads
Ana Reis
Assessing Markov chain approximations: A minimal econometric approach pp. 1063-1079 Downloads
Pedro Silos

Volume 30, issue 5, 2006

Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process pp. 721-739 Downloads
Cristian Gatu and Erricos Kontoghiorghes
Credit contagion and aggregate losses pp. 741-767 Downloads
Kay Giesecke and Stefan Weber
Labor market rigidities and R&D-based growth in the global economy pp. 769-805 Downloads
Fuat Sener
Labor market trends with balanced growth pp. 807-842 Downloads
William Blankenau and Steven Cassou
Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans pp. 843-877 Downloads
Andrew J.G. Cairns, David Blake and Kevin Dowd
Sub-optimality of the Friedman rule in Townsend's turnpike and stochastic relocation models of money: Do finite lives and initial dates matter? pp. 879-897 Downloads
Joydeep Bhattacharya, Joseph Haslag and Antoine Martin
Corrigendum to "Repeated real options: Optimal investment behaviour and a good rule of thumb" [Journal of Economic Dynamics & Control 29(6) (2005) 1025-1041] pp. 899-899 Downloads
Nikolaj Malchow-Møller and Bo Thorsen

Volume 30, issue 4, 2006

Credit and risk in rural developing economies pp. 541-568 Downloads
Theresa Osborne
Optimal time aggregation of infinite horizon control problems pp. 569-593 Downloads
Nedim M. Alemdar, Sibel Sirakaya and Farhad Husseinov
A test for additive outliers applicable to long-memory time series pp. 595-621 Downloads
Patrick Chareka, Florance Matarise and Rolf Turner
Testing for sign and amplitude asymmetries using threshold autoregressions pp. 623-654 Downloads
Jerry Coakley and Ana-Maria Fuertes
On taxation in a two-sector endogenous growth model with endogenous labor supply pp. 655-685 Downloads
Paul de Hek
Clusters of invention, life cycle of technologies and endogenous growth pp. 687-719 Downloads
Murat Iyigun

Volume 30, issue 3, 2006

Short-memory and the PPP hypothesis pp. 361-391 Downloads
Mahmoud El-Gamal and Deockhyun Ryu
Targeting inflation by forecast feedback rules in small open economies pp. 393-413 Downloads
Kai Leitemo
Computation of reservation prices of options with proportional transaction costs pp. 415-444 Downloads
Anders Damgaard
Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration pp. 445-456 Downloads
Luca Fanelli
The dynamics of law clerk matching: An experimental and computational investigation of proposals for reform of the market pp. 457-486 Downloads
Ernan Haruvy, Alvin Roth and Utku Unver
Interest rate policy, debt, and indeterminacy with distortionary taxation pp. 487-510 Downloads
Ludger Linnemann
Stochastic taxation and asset pricing in dynamic general equilibrium pp. 511-540 Downloads
Clemens Sialm

Volume 30, issue 2, 2006

Production experiences and market structure in R&D competition pp. 163-183 Downloads
Shun-Chiao Chang and Ho-Mou Wu
Optimal nonlinear policy: signal extraction with a non-normal prior pp. 185-203 Downloads
Eric Swanson
Global patent protection: channels of north and south welfare gain pp. 205-227 Downloads
Earl Grinols and Hwan Lin
An infinite-horizon maximum principle with bounds on the adjoint variable pp. 229-241 Downloads
Thomas A. Weber
Equilibrium consumption and precautionary savings in a stochastically growing economy pp. 243-278 Downloads
Stephen J Turnovsky and William T. Smith
Markets do not select for a liquidity preference as behavior towards risk pp. 279-292 Downloads
Thorsten Hens and Klaus Schenk-Hoppé
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach pp. 293-322 Downloads
Frank Westerhoff and Roberto Dieci
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models pp. 323-345 Downloads
Alexei Onatski
Second-best public debt with human capital externalities pp. 347-360 Downloads
Jie Zhang

Volume 30, issue 1, 2006

European option pricing and hedging with both fixed and proportional transaction costs pp. 1-25 Downloads
Valeri I. Zakamouline
Household borrowing constraints, fertility dynamics, and economic growth pp. 27-54 Downloads
Erasmo Papagni
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization pp. 55-79 Downloads
Mariagiovanna Baccara, Anna Battauz and Fulvio Ortu
Optimal commitment policy under noisy information pp. 81-109 Downloads
Kosuke Aoki
Financial crashes as endogenous jumps: estimation, testing and forecasting pp. 111-141 Downloads
Marcelo Fernandes
Durability in consumption and the dynamics of the current account pp. 143-162 Downloads
Mohammed Mohsin
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