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Journal of Economic Dynamics and Control

1979 - 2022

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

From Elsevier
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Volume 138, issue C, 2022

A theory of procyclical market liquidity Downloads
Günter Strobl
The macroeconomics of testing and quarantining Downloads
Martin S. Eichenbaum, Sergio Rebelo and Mathias Trabandt
Optimal allocations to heterogeneous agents with an application to stimulus checks Downloads
Vegard M. Nygaard, Bent E. Sørensen and Fan Wang
Global trade and GDP comovement Downloads
François de Soyres and Alexandre Gaillard
Option-implied lottery demand and IPO returns Downloads
Maik Dierkes, Jan Krupski and Sebastian Schroen
Working, consuming, and dying: Quantifying the diversity in the american experience Downloads
Chadwick Curtis, Julio Garín and Robert Lester
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations Downloads
Madina Karamysheva and Anton Skrobotov
Solving linear rational expectations models in the presence of structural change: Some extensions Downloads
Michael Hatcher
Welfare implications of bank capital requirements under dynamic default decisions Downloads
Toshiaki Ogawa
Asset holdings, information aggregation in secondary markets and credit cycles Downloads
Henrique S. Basso
Out-of-equilibrium dynamics and excess volatility in firm networks Downloads
Théo Dessertaine, José Moran, Michael Benzaquen and Jean-Philippe Bouchaud
The decline in capital-skill complementarity Downloads
Gonzalo Castex, (Stanley) Cho, Sang-Wook and Evgenia Dechter
Structural change and the skill premium in a global economy Downloads
Yang Xu
Multi-layered rational inattention and time-varying volatility Downloads
Stephan Hobler

Volume 137, issue C, 2022

Consumer payment choice and the heterogeneous impact of India’s demonetization Downloads
Ayushi Bajaj and Nikhil Damodaran
Asymmetries in risk premia, macroeconomic uncertainty and business cycles Downloads
Christoph Görtz and Mallory Yeromonahos
Competition and equilibrium effort choice Downloads
Jing Xu
Expected utility versus cumulative prospect theory in an evolutionary model of bargaining Downloads
Abhimanyu Khan
Backtesting macroprudential stress tests Downloads
Amanah Ramadiah, Daniel Fricke and Fabio Caccioli
The cyclicality of entry and exit: The role of imperfect information Downloads
Jinhee Woo
Disciplining expectations and the forward guidance puzzle Downloads
Tobias Müller, Kai Christoffel, Falk Mazelis and Carlos Montes-Galdón
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis Downloads
Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Abootaleb Shirvani and Frank J. Fabozzi
Wealth management products, banking competition, and stability: Evidence from China Downloads
Xu Feng, Eva Lütkebohmert and Yajun Xiao
How do fiscal adjustments work? An empirical investigation Downloads
Madina Karamysheva
Inefficient relative price fluctuations Downloads
Daeha Cho and Kwang Hwan Kim
Computing time-consistent equilibria: A perturbation approach Downloads
Richard Dennis
Contagion accounting in stress-testing Downloads
Iñaki Aldasoro, Anne-Caroline Hüser and Christoffer Kok
The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises Downloads
Fei Shang

Volume 136, issue C, 2022

Time to build and bond risk premia Downloads
Bin Guo, Fuzhe Huang and Kai Li
What drives intraday reversal? illiquidity or liquidity oversupply? Downloads
Junqing Kang, Shen Lin and Xiong Xiong
A unified approach for jointly estimating the business and financial cycle, and the role of financial factors Downloads
Tino Berger, Julia Richter and Benjamin Wong
Welfare effects of business cycles and monetary policies in a small open emerging economy Downloads
Jolan Mohimont
Far away from home: Investors’ underreaction to geographically dispersed information Downloads
Zilin Chen, Liya Chu, Dawei Liang and Jun Tu
Decomposing the output gap with inflation learning Downloads
Irina Panovska and Srikanth Ramamurthy

Volume 135, issue C, 2022

Search for profits and business fluctuations: How does banks’ behaviour explain cycles? Downloads
Emanuele Ciola, Edoardo Gaffeo and Mauro Gallegati
Number sense, trading decisions and mispricing: An experiment Downloads
Tristan Roger, Patrick Roger and Marc Willinger
Governance structure, technical change, and industry competition Downloads
Mattia Guerini, Philipp Harting and Mauro Napoletano
Deep learning classification: Modeling discrete labor choice Downloads
Lilia Maliar and Serguei Maliar
Asset prices and standing facilities in a monetary economy Downloads
Tarishi Matsuoka
Managing macroeconomic fluctuations with flexible exchange rate targeting Downloads
Jonas Heipertz, Ilian Mihov and Ana Maria Santacreu
A reconsideration of money growth rules Downloads
Michael Belongia and Peter Ireland

Volume 134, issue C, 2022

Technology, demand, and productivity: What an industry model tells us about business cycles Downloads
Zuzana Molnarova and Michael Reiter
Optimal energy transition with variable and intermittent renewable electricity generation Downloads
Aude Pommeret and Katheline Schubert
Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets Downloads
J. Scott Davis, Kevin X.D. Huang and Ayse Sapci
Robust investment strategies with two risky assets Downloads
Qian Lin, Yulei Luo and Xianming Sun
The stock implied volatility and the implied dividend volatility Downloads
Enoch Quaye and Radu Tunaru
Comparison of local projection estimators for proxy vector autoregressions Downloads
Martin Bruns and Helmut Lütkepohl
A neural network ensemble approach for GDP forecasting Downloads
Luigi Longo, Massimo Riccaboni and Armando Rungi
Inflation anchoring and growth: The role of credit constraints Downloads
Sangyup Choi, Davide Furceri, Prakash Loungani and Myungkyu Shim
Order scoring, bandit learning and order cancellations Downloads
Xuefeng Gao and Tianrun Xu
Smart products: Liability, investments in product safety, and the timing of market introduction Downloads
Herbert Dawid and Gerd Muehlheusser
Preference heterogeneity and optimal monetary policy Downloads
Burak R. Uras and Hugo van Buggenum
Media-expressed tone, option characteristics, and stock return predictability Downloads
Cathy Yi-Hsuan Chen, Matthias Fengler, Wolfgang Karl Härdle and Yanchu Liu
Shilnikov chaos, low interest rates, and New Keynesian macroeconomics Downloads
William Barnett, Giovanni Bella, Taniya Ghosh, Paolo Mattana and Beatrice Venturi
Page updated 2022-05-26