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Journal of Economic Dynamics and Control

1979 - 2015

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

from Elsevier
Series data maintained by Zhang, Lei ().

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Volume 29, issue 12, 2005

Capital utilization, economic growth and convergence pp. 2093-2124 Downloads
Santanu Chatterjee
Option pricing with an illiquid underlying asset market pp. 2125-2156 Downloads
Hong Liu and Jiongmin Yong

Volume 29, issue 11, 2005

Expectations, learning and monetary policy pp. 1807-1808 Downloads
Athanasios Orphanides and John Williams
Monetary policy, indeterminacy and learning pp. 1809-1840 Downloads
George Evans and Bruce McGough
Escapist policy rules pp. 1841-1865 Downloads
James Bullard and In-Koo Cho
Performance of inflation targeting based on constant interest rate projections pp. 1867-1892 Downloads
Seppo Honkapohja and Kaushik Mitra
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system pp. 1893-1925 Downloads
Timothy Cogley, Sergei Morozov and Thomas Sargent
The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations pp. 1927-1950 Downloads
Athanasios Orphanides and John Williams
Endogenous monetary policy with unobserved potential output pp. 1951-1983 Downloads
Alex Cukierman and Francesco Lippi
Permanent and transitory policy shocks in an empirical macro model with asymmetric information pp. 1985-2015 Downloads
Sharon Kozicki and Peter Tinsley
The role of expectations in economic fluctuations and the efficacy of monetary policy pp. 2017-2065 Downloads
Mordecai Kurz, Hehui Jin and Maurizio Motolese
Local robustness analysis: Theory and application pp. 2067-2092 Downloads
William Brock and Steven Durlauf

Volume 29, issue 10, 2005

Stability properties for learning with heterogeneous expectations and multiple equilibria pp. 1623-1642 Downloads
Eran Guse
Flexibility choices and oligopolistic competition in an evolutionary environment pp. 1643-1671 Downloads
Angelo Antoci, P.L. Sacco and Carlo Scarpa
Infectious disease and preventive behavior in an overlapping generations model pp. 1673-1700 Downloads
Akira Momota, Ken Tabata and Koichi Futagami
Sustainable growth and the environmental Kuznets curve pp. 1701-1736 Downloads
Richard Hartman and O-Sung Kwon
Dynamic asset pricing theory with uncertain time-horizon pp. 1737-1764 Downloads
Christophette Blanchet-Scalliet, Nicole El Karoui and Lionel Martellini
Occupational choice and the private equity premium puzzle pp. 1765-1783 Downloads
Thomas Hintermaier and Thomas Steinberger
Q-convergence with interquartile ranges pp. 1785-1806 Downloads
Sung Jin Kang and Myoungjae Lee

Volume 29, issue 9, 2005

Heckscher-Ohlin revisited: implications of differential population dynamics for trade within an overlapping generations framework pp. 1471-1493 Downloads
Serdar Sayan
Options with combined reset rights on strike and maturity pp. 1495-1515 Downloads
Min Dai and Yue Kuen Kwok
Specialization and non-renewable resources: Ricardo meets Ricardo pp. 1517-1545 Downloads
Ujjayant Chakravorty, Darrell Krulce and James Roumasset
The equilibrium allocation of diffusive and jump risks with heterogeneous agents pp. 1547-1576 Downloads
Stephan Dieckmann and Michael Gallmeyer
Commodity markets, price limiters and speculative price dynamics pp. 1577-1596 Downloads
Xuezhong He and Frank Westerhoff
Optimal growth with pollution: how to use pollution permits? pp. 1597-1609 Downloads
Pierre-André Jouvet, Philippe Michel and Gilles Rotillon
Employing the extended Kalman filter in measuring the output gap pp. 1611-1622 Downloads
Levent Ozbek and Umit Ozlale

Volume 29, issue 8, 2005

Hedging using simulation: a least squares approach pp. 1287-1312 Downloads
Claudio Tebaldi
Necessity of the transversality condition for stochastic models with bounded or CRRA utility pp. 1313-1329 Downloads
Takashi Kamihigashi
Heterogeneous borrowers, liquidity, and the search for credit pp. 1331-1360 Downloads
Zsolt Becsi, Victor E. Li and Ping Wang
Endogenous money or sticky prices?--comment on monetary non-neutrality and inflation dynamics pp. 1361-1383 Downloads
Pengfei Wang and Yi Wen
Second-, third-, and higher-order consumption functions: a precautionary tale pp. 1385-1425 Downloads
James Feigenbaum
Extensive and intensive growth in a neoclassical framework pp. 1427-1448 Downloads
Andreas Irmen
International relocation, the real exchange rate and welfare pp. 1449-1469 Downloads
Wataru Johdo and Ken-ichi Hashimoto

Volume 29, issue 7, 2005

Does trade openness matter for aggregate instability? pp. 1165-1192 Downloads
Fiorella De Fiore and Zheng Liu
Investment under uncertainty and policy change pp. 1193-1209 Downloads
Grzegorz Pawlina and Peter Kort
Optimal investment with lumpy costs pp. 1211-1236 Downloads
Duc Thuc Le and John Jones
Explicit solutions to an optimal portfolio choice problem with stochastic income pp. 1237-1266 Downloads
Vicky Henderson
Money, habits and growth pp. 1267-1285 Downloads
Arman Mansoorian and Leo Michelis

Volume 29, issue 6, 2005

Risky higher education and subsidies pp. 979-1023 Downloads
Ahmet Akyol and Kartik Athreya
Repeated real options: optimal investment behaviour and a good rule of thumb pp. 1025-1041 Downloads
Nikolaj Malchow-Møller and Bo Thorsen
A robust rational route to randomness in a simple asset pricing model pp. 1043-1072 Downloads
Cars Hommes, Hai Huang and Duo Wang
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games pp. 1073-1096 Downloads
Guiomar Martin-Herran and Juan Pablo Rincón-Zapatero
Harvesting and conservation in a predator-prey system pp. 1097-1120 Downloads
Jeljer Hoekstra and Jeroen van den Bergh
Optimal management of durable pollution pp. 1121-1164 Downloads
Sudhir A. Shah

Volume 29, issue 5, 2005

Non-linear endogenous fluctuations with free entry and variable markups pp. 847-871 Downloads
Rodolphe Dos Santos Ferreira and Teresa Lloyd-Braga
How to maximize domestic benefits from foreign investments: the effect of irreversibility and uncertainty pp. 873-889 Downloads
Enrico Pennings
Dynamic trading policies with price impact pp. 891-930 Downloads
Hua He and Harry Mamaysky
Eductive expectations coordination on deterministic cycles in an economy with heterogeneous agents pp. 931-952 Downloads
Giorgio Negroni
Market efficiency and learning in an endogenously unstable environment pp. 953-978 Downloads
David Goldbaum

Volume 29, issue 4, 2005

Bounded rationality, heterogeneity and market dynamics pp. 595-600 Downloads
Alan Kirman and Jan Tuinstra
Stable sunspot solutions in models with predetermined variables pp. 601-625 Downloads
George Evans and Bruce McGough
Performance of monetary policy with internal central bank forecasting pp. 627-658 Downloads
Seppo Honkapohja and Kaushik Mitra
Consistent expectations and misspecification in stochastic non-linear economies pp. 659-676 Downloads
William Branch and Bruce McGough
Representativeness of news and exchange rate dynamics pp. 677-689 Downloads
Sebastiano Manzan and Frank Westerhoff
Heterogeneity of agents, transactions costs and the exchange rate pp. 691-719 Downloads
Paul De Grauwe and Marianna Grimaldi
On the performance of efficient portfolios pp. 721-740 Downloads
Volker Bohm and Jan Wenzelburger
Herding, a-synchronous updating and heterogeneity in memory in a CBS pp. 741-763 Downloads
Cees Diks and Roy van der Weide
Testing for bubbles and change-points pp. 765-799 Downloads
Alan Kirman and Gilles Teyssiere
The dynamics of price dispersion, or Edgeworth variations pp. 801-822 Downloads
Timothy Cason, Daniel Friedman and Florian Wagener
A strategy experiment in dynamic asset pricing pp. 823-843 Downloads
Cars Hommes, Joep Sonnemans, Jan Tuinstra and Henk van de Velden

Volume 29, issue 3, 2005

Error learning behaviour and stability revisited pp. 371-388 Downloads
Domenico Colucci and Vincenzo Valori
Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt pp. 389-421 Downloads
Michael Hanke
Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands pp. 423-447 Downloads
Stefano G. Athanasoulis
Optimal portfolio management with American capital guarantee pp. 449-468 Downloads
Nicole El Karoui, Monique Jeanblanc and Vincent Lacoste
On the elasticities of harvesting rules pp. 469-485 Downloads
Fwu-Ranq Chang
Public schooling, college subsidies and growth pp. 487-507 Downloads
William Blankenau
Factor price uncertainty, technology choice and investment delay pp. 509-527 Downloads
Joseph Kaboski
Wicksellian theory of forest rotation under interest rate variability pp. 529-545 Downloads
Luis Alvarez and Erkki Koskela
Income ranking and convergence with physical and human capital and income inequality pp. 547-566 Downloads
Jie Zhang
How does labor mobility affect income convergence? pp. 567-581 Downloads
Jordan Rappaport
Dynamic stability in a two-country model of optimal growth and international trade pp. 583-594 Downloads
Richard Brecher, Zhiqi Chen and Ehsan Choudhri

Volume 29, issue 1-2, 2005

Computing in economics and finance pp. 1-2 Downloads
Nicolaas Vriend
Stochastic control for economic models: past, present and the paths ahead pp. 3-30 Downloads
David Kendrick
Evaluation of American strangles pp. 31-62 Downloads
Carl Chiarella and Andrew Ziogas
Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results pp. 63-96 Downloads
Wojciech Charemza, Mikhail Lifshits and Svetlana Makarova
Optimal monetary policy when interest rates are bounded at zero pp. 97-133 Downloads
Ryo Kato and Shin-Ichi Nishiyama
Markov-switching stochastic trends and economic fluctuations pp. 135-158 Downloads
Maximo Camacho
Indeterminacy, sunspots, and development traps pp. 159-185 Downloads
Sergey Slobodyan
Market structure and endogenous productivity growth: how do R&D subsidies affect market structure? pp. 187-223 Downloads
Christopher Laincz
A percolation model of innovation in complex technology spaces pp. 225-244 Downloads
Gerald Silverberg and Bart Verspagen
Co-evolution of firms and consumers and the implications for market dominance pp. 245-276 Downloads
Joseph Harrington and Myong-Hun Chang
Cournot competition, organization and learning pp. 277-295 Downloads
Jason Barr and Francesco Saraceno
Endogenous neighborhood formation in a local coordination model with negative network externalities pp. 297-319 Downloads
Giorgio Fagiolo
Globalization, polarization and cultural drift pp. 321-334 Downloads
Konstantin Klemm, Victor M. Eguiluz, Raul Toral and Maxi San Miguel
Partial differential equation modelling for stochastic fixed strategy distributed systems pp. 335-367 Downloads
Victor Dorofeenko and Jamsheed Shorish
Page updated 2015-06-30