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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

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Volume 32, issue 12, 2008

Endogenous debt constraints in a life-cycle model with an application to social security pp. 3745-3759 Downloads
David Andolfatto and Martin Gervais
Public capital maintenance and congestion: Long-run growth and fiscal policies pp. 3760-3779 Downloads
Evangelos Dioikitopoulos and Sarantis Kalyvitis
Inflation, price competition, and consumer search technology pp. 3780-3806 Downloads
Makoto Watanabe
A hidden Markov model of credit quality pp. 3807-3819 Downloads
Malgorzata W. Korolkiewicz and Robert J. Elliott
A class of asset pricing models governed by subordinate processes that signal economic shocks pp. 3820-3846 Downloads
Raj Jagannathan
The optimal carbon sequestration in agricultural soils: Do the dynamics of the physical process matter? pp. 3847-3865 Downloads
Lionel Ragot and Katheline Schubert
Estimating the intensity of choice in a dynamic mutual fund allocation decision pp. 3866-3876 Downloads
David Goldbaum and Bruce Mizrach
Global analysis of an expectations augmented evolutionary dynamics pp. 3877-3894 Downloads
Angelo Antoci, Antonio Gay, Massimiliano Landi and Pier Luigi Sacco
R&D policies, endogenous growth and scale effects pp. 3895-3916 Downloads
Fuat Sener
Information shocks and precautionary saving pp. 3917-3938 Downloads
James Feigenbaum
Emergent and spontaneous computation of factor relationships from a large factor set pp. 3939-3959 Downloads
Zitian Wang, Lili Wang and Shaohua Tan
Why are similar workers paid differently? the role of social networks pp. 3960-3977 Downloads
Francois Fontaine
Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model pp. 3978-4015 Downloads
Nikolaus Hautsch
The overlapping generations model with habit formation: A comment pp. 4016-4017 Downloads
Ryoji Hiraguchi

Volume 32, issue 11, 2008

The external finance premium and the macroeconomy: US post-WWII evidence pp. 3415-3440 Downloads
Ferre De Graeve
An analysis of fiscal policy with endogenous investment-specific technological change pp. 3441-3458 Downloads
Gregory Huffman
Learnability and equilibrium selection under indeterminacy pp. 3459-3477 Downloads
Yasuo Hirose
A class of quadratic options for exchange rate stabilization pp. 3478-3501 Downloads
Sangwon Suh and Fernando Zapatero
Business cycles with free entry ruled by animal spirits pp. 3502-3519 Downloads
Rodolphe Dos Santos Ferreira and Teresa Lloyd-Braga
A moving boundary approach to American option pricing pp. 3520-3537 Downloads
Kumar Muthuraman
On the interaction of financial frictions and fixed capital adjustment costs: Evidence from a panel of German firms pp. 3538-3559 Downloads
Christian Bayer
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences pp. 3560-3589 Downloads
Claus Munk
Life-cycle asset allocation with annuity markets pp. 3590-3612 Downloads
Wolfram J. Horneff, Raimond H. Maurer and Michael Z. Stamos
Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply pp. 3613-3630 Downloads
Pablo Guerron
Analytic solving of asset pricing models: The by force of habit case pp. 3631-3660 Downloads
Yu Chen, Thomas Cosimano and Alex A. Himonas
Adaptive learning and the use of forecasts in monetary policy pp. 3661-3681 Downloads
Bruce Preston
On Abel's concept of doubt and pessimism pp. 3682-3694 Downloads
Elyès Jouini and Clotilde Napp
Asset prices with locally constrained-entropy recursive multiple-priors utility pp. 3695-3717 Downloads
Alessandro Sbuelz and Fabio Trojani
Central bank reputation in a forward-looking model pp. 3718-3742 Downloads
Olivier Loisel
Erratum to: "Annuitization and asset allocation": [Journal of Economic Dynamics & Control 31 (9) (2007) 3138-3177] pp. 3743-3744 Downloads
Moshe A. Milevsky and Virginia R. Young

Volume 32, issue 10, 2008

A variety-expansion model of growth with external habit formation pp. 3055-3083 Downloads
Junko Doi and Kazuo Mino
Risk sharing and counter-cyclical variation in market correlations pp. 3084-3112 Downloads
A. Cevdet Aydemir
Generalized method of moments and inverse control pp. 3113-3147 Downloads
Gregory Givens and Michael K. Salemi
Learning, monetary policy rules, and macroeconomic stability pp. 3148-3165 Downloads
Fabio Milani
Optimal interest rate stabilization in a basic sticky-price model pp. 3166-3191 Downloads
Matthias Paustian and Christian Stoltenberg
A patent race in a real options setting: Investment strategy, valuation, CAPM beta, and return volatility pp. 3192-3217 Downloads
Rujing Meng
Robust monetary policy in a small open economy pp. 3218-3252 Downloads
Kai Leitemo and Ulf Söderström
Asset pricing with loss aversion pp. 3253-3274 Downloads
Lars Grüne and Willi Semmler
Q-learning agents in a Cournot oligopoly model pp. 3275-3293 Downloads
Ludo Waltman and Uzay Kaymak
Labor and investment frictions in a real business cycle model pp. 3294-3314 Downloads
Francesco Zanetti
Linear-quadratic approximation, external habit and targeting rules pp. 3315-3349 Downloads
Paul Levine, Joseph Pearlman and Richard Pierse
On-the-job human capital investment and intertemporal substitution: New evidence on intertemporal substitution elasticity pp. 3350-3375 Downloads
Chul-In Lee
Econometric analysis of structural systems with permanent and transitory shocks pp. 3376-3395 Downloads
Adrian Pagan and M Pesaran

Volume 32, issue 9, 2008

Diffusion-induced instability and pattern formation in infinite horizon recursive optimal control pp. 2745-2787 Downloads
William Brock and Anastasios Xepapadeas
A dynamic factor approach to nonlinear stability analysis pp. 2788-2808 Downloads
Mototsugu Shintani
Staggered updating in an artificial financial market pp. 2809-2825 Downloads
Christophre Georges
Learning-or-doing in a cash-in-advance economy with costly credit pp. 2826-2853 Downloads
Jana Hromcová
Interactions between monetary and fiscal policy under flexible exchange rates pp. 2854-2882 Downloads
Campbell Leith and Simon Wren-Lewis
Can consumption spillovers be a source of equilibrium indeterminacy? pp. 2883-2902 Downloads
Jaime Alonso-Carrera, Jordi Caballe and Xavier Raurich
Pricing derivatives with barriers in a stochastic interest rate environment pp. 2903-2938 Downloads
Carole Bernard, Olivier Le Courtois and François Quittard-Pinon
Strategic asset allocation with liabilities: Beyond stocks and bonds pp. 2939-2970 Downloads
Roy Hoevenaars, Roderick D.J. Molenaar, Peter C. Schotman and Tom B.M. Steenkamp
Business risk, credit constraints, and corporate taxation pp. 2971-3008 Downloads
Cesaire Meh
Interpreting aggregate fluctuations looking at sectors pp. 3009-3031 Downloads
Antonio Acconcia and Saverio Simonelli
The optimal economic lifetime of vintage capital in the presence of operating costs, technological progress, and learning pp. 3032-3053 Downloads
Renan Goetz, Natali Hritonenko and Yuri Yatsenko

Volume 32, issue 8, 2008

A dynamic new Keynesian life-cycle model: Societal aging, demographics, and monetary policy pp. 2398-2427 Downloads
Ippei Fujiwara and Yuki Teranishi
On the application and use of DSGE models pp. 2428-2452 Downloads
Pedro Alvarez-Lois, Richard Harrison, Laura Piscitelli and Alasdair Scott
Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott pp. 2453-2459 Downloads
Lucrezia Reichlin
Improving monetary policy models pp. 2460-2475 Downloads
Christopher Sims
Shocks, structures or monetary policies? The Euro Area and US after 2001 pp. 2476-2506 Downloads
Lawrence Christiano, Roberto Motto and Massimo Rostagno
'A dynamic new Keynesian life-cycle model: Societal aging, demographics, and monetary policy' by Ippei Fujiwara and Yuki Teranishi. A comment pp. 2507-2511 Downloads
Antti Ripatti
Natural rate measures in an estimated DSGE model of the U.S. economy pp. 2512-2535 Downloads
Rochelle M. Edge, Michael Kiley and Jean-Philippe Laforte
Special issue comment on optimal price setting and inflation inertia in a rational expectations model pp. 2536-2542 Downloads
Jeffrey Fuhrer
Tax reform and labour-market performance in the euro area: A simulation-based analysis using the New Area-Wide Model pp. 2543-2583 Downloads
Günter Coenen, Peter McAdam and Roland Straub
Optimal price setting and inflation inertia in a rational expectations model pp. 2584-2621 Downloads
Michel Juillard, Ondra Kamenik, Michael Kumhof and Douglas Laxton
Trade adjustment and the composition of trade pp. 2622-2650 Downloads
Christopher Erceg, Luca Guerrieri and Christopher Gust
Would protectionism defuse global imbalances and spur economic activity? A scenario analysis pp. 2651-2689 Downloads
Hamid Faruqee, Douglas Laxton, Dirk Muir and Paolo Pesenti
Evaluating an estimated new Keynesian small open economy model pp. 2690-2721 Downloads
Malin Adolfson, Stefan Laséen, Jesper Lindé and Mattias Villani

Volume 32, issue 7, 2008

Gains from international monetary policy coordination: Does it pay to be different? pp. 2085-2117 Downloads
Zheng Liu and Evi Pappa
Production management, output volatility, and good luck pp. 2118-2136 Downloads
David Bivin
Note on positive lower bound of capital in the stochastic growth model pp. 2137-2147 Downloads
Partha Chatterjee and Malik Shukayev
Endogenous participation risk in speculative markets pp. 2148-2164 Downloads
Edouard Challe
Do European business cycles look like one? pp. 2165-2190 Downloads
Maximo Camacho, Gabriel Perez-Quiros and Lorena Saiz
Finite project life and uncertainty effects on investment pp. 2191-2213 Downloads
Sebastian Gryglewicz, Kuno Huisman and Peter Kort
Management of a capital stock by Strotz's naive planner pp. 2214-2239 Downloads
Christopher Tyson
Intergenerational risk shifting through social security and bailout politics pp. 2240-2268 Downloads
Luca Bossi
Optimal multiple stopping models of reload options and shout options pp. 2269-2290 Downloads
Min Dai and Yue Kuen Kwok
The market for crash risk pp. 2291-2321 Downloads
David S. Bates
The influence of seller learning and time constraints on sequential bargaining in an artificial perishable goods market pp. 2322-2348 Downloads
Sonia Moulet and Juliette Rouchier
Aggregate stock market behavior and investors' low risk aversion pp. 2349-2369 Downloads
George Li
A new marked point process model for the federal funds rate target: Methodology and forecast evaluation pp. 2370-2396 Downloads
Joachim Grammig and Kerstin Kehrle

Volume 32, issue 6, 2008

Misperception-driven chaos: Theory and policy implications pp. 1732-1753 Downloads
Masanori Yokoo and Junichiro Ishida
A generalized complementarity approach to solving real option problems pp. 1754-1779 Downloads
Takeshi Nagae and Takashi Akamatsu
The role of net foreign assets in a New Keynesian small open economy model pp. 1780-1811 Downloads
Fabio Ghironi
Inequality and growth: Some welfare calculations pp. 1812-1829 Downloads
Juan Cordoba and Genevieve Verdier
A two-level dynamic game of carbon emission trading between Russia, China, and Annex B countries pp. 1830-1856 Downloads
A. Bernard, A. Haurie, Marc Vielle and L. Viguier
Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem pp. 1857-1894 Downloads
Thomas Cosimano
Donor policy rules and aid effectiveness pp. 1895-1920 Downloads
Carl-Johan Dalgaard
Search and active learning with correlated information: Empirical evidence from mid-Atlantic clam fishermen pp. 1921-1948 Downloads
Philippe Marcoul and Quinn Weninger
An efficient branch-and-bound strategy for subset vector autoregressive model selection pp. 1949-1963 Downloads
Cristian Gatu, Erricos Kontoghiorghes, Manfred Gilli and Peter Winker
Learning and optimal monetary policy pp. 1964-1994 Downloads
Richard Dennis and Federico Ravenna
The transfer paradox in a one-sector overlapping generations model pp. 1995-2012 Downloads
Emily Cremers and Partha Sen
Estimating the Federal Reserve's implicit inflation target: A state space approach pp. 2013-2030 Downloads
Daniel Leigh
Endogenous fiscal policy and capital market transmissions in the presence of demographic shocks pp. 2031-2060 Downloads
Mehmet Tosun

Volume 32, issue 5, 2008

Imperfect competition, general equilibrium and unemployment pp. 1381-1398 Downloads
Hans Gersbach and Achim Schniewind
Distributional dynamics in a neoclassical growth model: The role of elastic labor supply pp. 1399-1431 Downloads
Stephen J Turnovsky and Garci­a-Peñalosa, Cecilia
Informational differences and learning in an asset market with boundedly rational agents pp. 1432-1465 Downloads
Cees Diks and Pietro Dindo
The new Keynesian monetary model: Does it show the comovement between GDP and inflation in the U.S.? pp. 1466-1488 Downloads
Mari­a-Dolores, Ramón and Jesús Vázquez
Investment, interest rate policy, and equilibrium stability pp. 1489-1516 Downloads
Takushi Kurozumi and Willem Van Zandweghe
Learning in a misspecified multivariate self-referential linear stochastic model pp. 1517-1542 Downloads
Eran Guse
Computing business-as-usual with a representative agent and a pollution externality pp. 1543-1568 Downloads
Leslie Shiell and Nikita Lyssenko
A numerical analysis of the evolutionary stability of learning rules pp. 1569-1599 Downloads
Jens Josephson
Optimal monetary policy rules with labor market frictions pp. 1600-1621 Downloads
Ester Faia
Implications of the Sharpe ratio as a performance measure in multi-period settings pp. 1622-1649 Downloads
Jaksa Cvitanic, Ali Lazrak and Tan Wang
Alternative government financing and aggregate fluctuations driven by self-fulfilling expectations pp. 1650-1679 Downloads
Yoichi Gokan
Optimal insurance under costly falsification and costly, inexact verification pp. 1680-1700 Downloads
Arthur Hau
Optimal and strategic timing of mergers and acquisitions motivated by synergies and risk diversification pp. 1701-1720 Downloads
Jacco Thijssen

Volume 32, issue 4, 2008

Limited participation and exchange rate dynamics: Does theory meet the data? pp. 1041-1087 Downloads
Frédéric Karamé, Lise Patureau and Thepthida Sopraseuth
Evolutionary portfolio selection with liquidity shocks pp. 1088-1119 Downloads
Enrico De Giorgi
Business cycles, unemployment insurance, and the calibration of matching models pp. 1120-1155 Downloads
James Costain and Michael Reiter
Can environmental taxation stimulate growth? The role of indeterminacy in endogenous growth models with environmental externalities pp. 1156-1180 Downloads
Jun-ichi Itaya
A dynamic model of food and clean energy pp. 1181-1203 Downloads
Ujjayant Chakravorty, Bertrand Magné and Michel Moreaux
Global stability of unique Nash equilibrium in Cournot oligopoly and rent-seeking game pp. 1204-1211 Downloads
Koji Okuguchi and Takeshi Yamazaki
Price stabilization using buffer stocks pp. 1212-1235 Downloads
George Athanasiou, Iasson Karafyllis and Stelios Kotsios
Investigating time-variation in the marginal predictive power of the yield spread pp. 1236-1272 Downloads
Luca Benati and Charles Goodhart
Optimal choice of monetary policy instruments in an economy with real and liquidity shocks pp. 1273-1311 Downloads
Joydeep Bhattacharya and Rajesh Singh
Feedback Nash equilibria for non-linear differential games in pollution control pp. 1312-1331 Downloads
G. Kossioris, M. Plexousakis, Anastasios Xepapadeas, Aart de Zeeuw and K.-G. Mäler
The long-run benefits of chaos to oligopolistic firms pp. 1332-1355 Downloads
Weihong Huang
Corrigendum to "Congestible public goods and local indeterminacy: A two-sector endogenous growth model": [Journal of Economic Dynamics & Control 31 (7) (2007) 2486-2518] pp. 1356-1356 Downloads
Been-Lon Chen and Shun-Fa Lee

Volume 32, issue 3, 2008

A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility pp. 695-708 Downloads
Eugenio Bobenrieth, Juan R.A. Bobenrieth H. and Brian Wright
On deposit volumes and the valuation of non-maturing liabilities pp. 709-756 Downloads
Kaj Nyström
Social security and self control preferences pp. 757-778 Downloads
Cagri Kumru and Athanasios C. Thanopoulos
Active portfolio management with benchmarking: Adding a value-at-risk constraint pp. 779-820 Downloads
Gordon Alexander and Alexandre Baptista
A cobweb model with local externalities pp. 821-847 Downloads
Ali Choudhary and J. Michael Orszag
Competition and inflation differentials in EMU pp. 848-874 Downloads
Javier Andrés, Eva Ortega and Javier Vallés
Solving heterogeneous-agent models with parameterized cross-sectional distributions pp. 875-908 Downloads
Yann Algan, Olivier Allais and Wouter J. Den Haan
Snowball: A dynamic oligopoly model with indirect network effects pp. 909-938 Downloads
Sarit Markovich
Chaotic equilibria in models with backward dynamics pp. 939-955 Downloads
Judy A. Kennedy and David Stockman
Market clearing and price formation pp. 956-977 Downloads
Sjur Flåm and O. Godal
Financial frictions, capital reallocation, and aggregate fluctuations pp. 978-999 Downloads
Juergen von Hagen and Haiping Zhang
The closed-form solution for a family of four-dimension nonlinear MHDS pp. 1000-1014 Downloads
José Ruiz-Tamarit

Volume 32, issue 2, 2008

Infrastructure, alternative government finance and stochastic endogenous growth pp. 321-347 Downloads
Yoichi Gokan
How to invest optimally in corporate bonds: A reduced-form approach pp. 348-385 Downloads
Holger Kraft and Mogens Steffensen
Inequality and social security reforms pp. 386-410 Downloads
Jean-Olivier Hairault and Francois Langot
Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland pp. 411-435 Downloads
Katrin Assenmacher and Stefan Gerlach
The rise in returns to education and the decline in household savings pp. 436-469 Downloads
Areendam Chanda
Experimentation with accumulation pp. 470-496 Downloads
Maria A. Cunha-e-Sa and Vasco Santos
Can technical change exacerbate the effects of labor market sclerosis pp. 497-528 Downloads
Roberto Samaniego
The informal sector and tax on employment: A dynamic general equilibrium investigation pp. 529-549 Downloads
Dürdane Saracoğlu
Taking two steps at a time: On the optimal pattern of policy interest rates pp. 550-570 Downloads
Petra Gerlach-Kristen
The stabilizing role of government size pp. 571-593 Downloads
Javier Andrés, Rafael Domenech and Antonio Fatas
Portfolio selection with uncertain exit time: A robust CVaR approach pp. 594-623 Downloads
Dashan Huang, Shu-Shang Zhu, Frank Fabozzi and Masao Fukushima
Can heterogeneous preferences stabilize endogenous fluctuations pp. 624-647 Downloads
Stefano Bosi and Thomas Seegmuller
Using an error-correction model to test whether endogenous long-run growth exists pp. 648-676 Downloads
Sau-Him Paul Lau

Volume 32, issue 1, 2008

Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' pp. 1-6 Downloads
J. Farmer and Thomas Lux
Classical thermodynamics and economic general equilibrium theory pp. 7-65 Downloads
Eric Smith and Duncan Foley
Thermodynamic limits of macroeconomic or financial models: One- and two-parameter Poisson-Dirichlet models pp. 66-84 Downloads
Masanao Aoki
Inter-pattern speculation: Beyond minority, majority and $-games pp. 85-100 Downloads
Damien Challet
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach pp. 101-136 Downloads
Simone Alfarano, Thomas Lux and Friedrich Wagner
Stock market crashes as social phase transitions pp. 137-155 Downloads
Moshe Levy
Continuous cascade models for asset returns pp. 156-199 Downloads
E. Bacry, A. Kozhemyak and Jean-Francois Muzy
An empirical behavioral model of liquidity and volatility pp. 200-234 Downloads
Szabolcs Mike and J. Farmer
Cluster analysis for portfolio optimization pp. 235-258 Downloads
Vincenzo Tola, Fabrizio Lillo, Mauro Gallegati and Rosario Mantegna
A network analysis of the Italian overnight money market pp. 259-278 Downloads
Giulia Iori, Giulia De Masi, Ovidiu Vasile Precup, Giampaolo Gabbi and Guido Caldarelli
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory pp. 279-302 Downloads
Bernd Rosenow
Quantifying and understanding the economics of large financial movements pp. 303-319 Downloads
Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou and H. Eugene Stanley
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