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Journal of Economic Dynamics and Control
1979 - 2013
Edited by J. Bullard , C. Chiarella , H. Dawid , C. H. Hommes , P. Klein and C. Otrok
from Elsevier
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Volume 9, issue 4 , 1985
A method for estimating the timing interval in a linear econometric model, with an application to Taylor's model of staggered contracts pp. 363-404 Lawrence J. Christiano On the dynamic response of a firm to an employment subsidy with a fmd threshold pp. 405-422 Mark Montgomery and Charles A. Wilson Technology transfer, licensing and the speed of endogenous technological change pp. 423-456 Gautam Bhattacharya Interest rate, demand and input price uncertainty and the value of firms pp. 457-476 George French Estimation of the monetary model of exchange-rate determination under rational expectations pp. 477-491 Sophocles N. Brissimis and John A. Leventakis Volume 9, issue 3 , 1985
Entry and price dynamics in a perfect foresight model pp. 251-271 Alvaro Rodriguez A model of international asset pricing under imperfect commodity arbitrage pp. 273-289 Cheol S. Eun Optimal control with an unbounded horizon pp. 291-316 Michael A. Toman Two-stage optimal control problems and optimality conditions pp. 317-337 Ken Tomiyama Price dynamics under imperfect information pp. 339-361 Torbert M. Andersen Volume 9, issue 2 , 1985
A fixed point algorithm with economic applications pp. 127-137 Arvind Khilnani and Edison Tse Comparative statics for markov chains pp. 139-151 John Conlisk Delivery lags and buffer stocks in the theory of investment by the firm pp. 153-193 Robert J. Rossana Strategic learning and entry-equilibrium pp. 195-223 Gautam Bhattacharya Spectral utility, wiener-hopf techniques, and rational expectations pp. 225-240 Charles H. Whiteman Recoverability of uzawa utility functionals under asset price lognormality pp. 241-250 Alain Nairay Volume 9, issue 1 , 1985
Monetary reaction functions in a small open economy pp. 1-24 Masanao Aoki A funnel turnpike theorem for optimal growth problems with discounting pp. 25-39 C. D. Feinstein and S. S. Oren Higher moments in the linear-quadratic-gaussian problem pp. 41-54 Larry S. Karp Some results on analytic optimal control solution of a simple rational expectations model pp. 55-61 Albert Ando and Arthur B. Kennickell On two methods for solving and estimating linear simultaneous equations under rational expectations pp. 63-75 Gregory C. Chow and Philip J. Reny A model of the firm in time and space pp. 77-100 Lanny Arvan and Leon N. Moses On the dominance of capitalists leadership in a Feedback-Stackelberg solution of a differential game model of capitalism pp. 101-125 Tamer Basar , Alain Haurie and Gianni Ricci Volume 8, issue 3 , 1984
Uncertainty and markets for renewable resources pp. 239-264 Leonard Jay Mirman and Daniel F. Spulber On recalls, layoffs, variable hours, and labor adjustment costs pp. 265-275 John Barron , Mark A. Loewenstein and Dan A. Black Competition and optimal departures from stock market value maximization by firms pp. 277-289 Earl L. Grinols Threats and bargaining in capitalism a differential game view pp. 291-302 Matti Pohjola Distributed lags and intermediate good imports pp. 303-327 Tryphon E. Kollintzas and Steven Husted Multi-country tests for price level bubbles pp. 329-340 Robert P. Flood , Peter M. Garber and Louis O. Scott Estimation and solution of linear rational expectations models using a polynomial matrix factorization pp. 341-348 C. Ates Dagli and John B. Taylor Dumping, adjustment costs and uncertainty pp. 349-370 Dan Bernhardt Volume 8, issue 2 , 1984
Information structure and stochastic control performance pp. 137-149 Alfred Lorn Norman Combining competing forecasts of inflation using a bivariate arch model pp. 151-165 Robert F. Engle , Clive W. J. Granger and Dennis Kraft On the theory of optimal government behaviour pp. 167-195 Gebhard Kirchgässner Trading in exhaustible resources in the presence of conversion costs a general equilibrium approach pp. 197-209 Chris Elbers and Cees Withagen Optimal stockpiling in a high-risk commodity market the case of copper pp. 211-238 Andrew J Hughes Hallett Volume 8, issue 1 , 1984
Has the averch-johnson effect been theoretically justified? pp. 1-17 W. Davis Dechert Competitive price paths of an exhaustible resource with increasing extraction costs pp. 19-32 Hajime Hori Optimally derived fixed rules and indicators pp. 33-64 E. Karakitsos and B. Rustem A rule for signing the effect of uncertainty in an optimization problem with two control variables pp. 65-71 Eliakim Katz Optimality and consistency in a differential game with non-renewable resources pp. 73-97 Larry S. Karp Unanticipated shocks and the maintenance and replacement of durable goods pp. 99-115 Richard J. Arnott , Russell Davidson and David Pines Pools and streams a stochastic process model of applied research pp. 117-133 Gregory K. Dow Volume 7, issue 3 , 1984
The specification and estimation of interrelated factor demands under uncertainty pp. 181-207 Edward Charles Kokkelenberg A dynamic generalization of the tobin model pp. 209-231 Hiroaki Hayakawa The treatment of registered retirement savings plans at maturity pp. 233-240 Michael J. Daly and Fadle Naqib A mutual insurance diffusion stochastic control problem pp. 241-260 Charles S. Tapiero Controlling a linear dynamic system according to asymmetric preferences pp. 261-281 A. Kunstman Asymptotic behavior and optimal properties of a consumption-investment model with variable time preference pp. 283-313 Alain Nairay Sufficient conditions for dynamic path controllability of economic systems pp. 315-330 Hans-Werner Wohltmann and Wolfgang Kromer Price dispersion and incomplete learning in the long run pp. 331-347 Andrew McLennan Stability and efficiency from a Neo-Keynesian viewpoint pp. 349-362 Lars-Gunnar Svensson and Jörgen W. Weibull The exact discrete analog to a closed linear mixed-order system pp. 363-375 Temisan D. Agbeyegbe Comment choosing a monetary instrument the case of supply-side shocks pp. 377-379 Dennis W. Jansen Reply choosing a monetary instrument the case of supply-side shocks pp. 381-382 Roger Craine and Arthur Havenner Volume 7, issue 2 , 1984
Investment, stability and taxation in a long-run macroeconomic model pp. 79-110 Jean-Pierre Danthine and John B. Donaldson Transition time paths for overlapping-generations models pp. 111-129 John Preston Laitner The forestry maximum principle pp. 131-151 Terry Heaps Optimal control and differential game models of military expenditure in less developed countries pp. 153-169 Saadet Deger and Somnath Sen The effect of uncertainty and instability on dynamic economic models with an application to cournot oligopoly pp. 171-179 Wayne Winston Volume 7, issue 1 , 1984
Turnpikes and detours in the renewable resource exploitation under price shocks pp. 1-20 Eero Kasanen Alternative algorithms for the macRae OLCV strategy pp. 21-37 Alfred L. Norman The effects of uncertainty on investment and the expected long-run capital stock pp. 39-53 Andrew Abel Decoupled control of a macroeconomic model using frequency-domain methods pp. 55-77 J. M. Maciejowski and David Vines
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