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Journal of Economic Dynamics and Control

1979 - 2018

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

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Volume 87, issue C, 2018

Moment matching machine learning methods for risk management of large variable annuity portfolios pp. 1-20 Downloads
Wei Xu, Yuehuan Chen, Conrad Coleman and Thomas F. Coleman
Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach pp. 21-45 Downloads
Nicolas Debarsy, Cyrille Dossougoin, Cem Ertur and Jean-Yves Gnabo
Inflation as a global phenomenon—Some implications for inflation modeling and forecasting pp. 46-73 Downloads
Ayşe Kabukçuoğlu and Enrique Martínez-García
Endogenous labor share cycles: Theory and evidence pp. 74-93 Downloads
Jakub Growiec, Peter McAdam and Jakub Mućk
What can we learn about news shocks from the late 1990s and early 2000s boom-bust period? pp. 94-105 Downloads
Nadav Ben Zeev
The housing cost disease pp. 106-123 Downloads
Nicola Borri and Pietro Reichlin
Macroeconomic and distributional effects of mortgage guarantee programs for the poor pp. 124-151 Downloads
Jiseob Kim and Yicheng Wang
Unlocking the gates of paradise: General equilibrium effects of information exchange pp. 152-172 Downloads
Luca Marchiori and Olivier Pierrard
Fiscal consolidations and heterogeneous expectations pp. 173-205 Downloads
Cars Hommes, Joep Lustenhouwer and Kostas Mavromatis
Capital-labor substitution, structural change and the labor income share pp. 206-231 Downloads
Francisco Alvarez-Cuadrado, Ngo Van Long and Markus Poschke

Volume 86, issue C, 2018

Monetary policy and the relative price of durable goods pp. 1-48 Downloads
Alessandro Cantelmo and Giovanni Melina
Dynamic derivative strategies with stochastic interest rates and model uncertainty pp. 49-71 Downloads
Marcos Escobar, Sebastian Ferrando and Alexey Rubtsov
A hybrid spline-based parametric model for the yield curve pp. 72-94 Downloads
Adriano Faria and Caio Almeida
Level and slope of volatility smiles in long-run risk models pp. 95-122 Downloads
Nicole Branger, Paulo Rodrigues and Christian Schlag
The use of equity financing in debt renegotiation pp. 123-143 Downloads
Florina Silaghi
Aspirations, health and the cost of inequality pp. 144-164 Downloads
Jeffrey Allen and Shankha Chakraborty
Monetary policy and long-run systemic risk-taking pp. 165-184 Downloads
Gilbert Colletaz, Gregory Levieuge and Alexandra Popescu

Volume 85, issue C, 2017

Capital taxation and government debt policy with public discounting pp. 1-20 Downloads
Malte Rieth
Estimation of financial agent-based models with simulated maximum likelihood pp. 21-45 Downloads
Jiri Kukacka and Jozef Baruník
Innovation, firm size and the Canada-U.S. productivity gap pp. 46-58 Downloads
Ashantha Ranasinghe
Optimal portfolios when variances and covariances can jump pp. 59-89 Downloads
Nicole Branger, Matthias Muck, Frank Thomas Seifried and Stefan Weisheit
The winners and losers of tax reform: An assessment under financial integration pp. 90-122 Downloads
Ayşe Kabukçuoğlu
Optimal bankruptcy code: A fresh start for some pp. 123-149 Downloads
Grey Gordon
Does talent migration increase inequality? A quantitative assessment in football labour market pp. 150-166 Downloads
Chrysovalantis Vasilakis

Volume 84, issue C, 2017

Capacity expansion games with application to competition in power generation investments pp. 1-31 Downloads
René Aïd, Liangchen Li and Michael Ludkovski
On the dynamic stability of a price dispersion model using gradient dynamics pp. 32-42 Downloads
Jean Paul Rabanal and Dongwook Lee
Structural vector autoregressions with smooth transition in variances pp. 43-57 Downloads
Helmut Lütkepohl and Aleksei Netšunajev
Retirement spending and biological age pp. 58-76 Downloads
H. Huang, M.A. Milevsky and T.S. Salisbury
Huggett economies with multiple stationary equilibria pp. 77-90 Downloads
Alexis Akira Toda

Volume 83, issue C, 2017

A model of sovereign debt with private information pp. 1-17 Downloads
Toan Phan
Time preference and real investment pp. 18-33 Downloads
Kyoung Jin Choi, Minsuk Kwak and Gyoocheol Shim
Assessing DSGE model nonlinearities pp. 34-54 Downloads
S. Boragan Aruoba, Luigi Bocola and Frank Schorfheide
Fiscal consolidation and its cross-country effects pp. 55-106 Downloads
Apostolis Philippopoulos, Petros Varthalitis and Vanghelis Vassilatos
Surprise, surprise – Measuring firm-level investment innovations pp. 107-148 Downloads
Ruediger Bachmann, Steffen Elstner and Atanas Hristov
Land-price dynamics and macroeconomic fluctuations with nonseparable preferences pp. 149-161 Downloads
Liutang Gong, Chan Wang, Fuyang Zhao and Heng-Fu Zou
Optimal public debt redux pp. 162-174 Downloads
Santanu Chatterjee, John Gibson and Felix Rioja
Optimal investment of variance-swaps in jump-diffusion market with regime-switching pp. 175-197 Downloads
Lijun Bo, Dan Tang and Yongjin Wang
Approximate arbitrage-free option pricing under the SABR model pp. 198-214 Downloads
Nian Yang, Nan Chen, Yanchu Liu and Xiangwei Wan
Imperfect information and the house price in a general-equilibrium model pp. 215-231 Downloads
Eyno Rots
Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate pp. 232-269 Downloads
C. Otto, S.N. Willner, L. Wenz, K. Frieler and A. Levermann

Volume 82, issue C, 2017

Reducing government debt in the presence of inequality pp. 1-20 Downloads
Sigrid Röhrs and Christoph Winter
Stabilizing expectations at the zero lower bound: Experimental evidence pp. 21-43 Downloads
Jasmina Arifovic and Luba Petersen
Incentivizing resilience in financial networks pp. 44-66 Downloads
Matt V. Leduc and Stefan Thurner
The dynamics of hours worked and technology pp. 67-82 Downloads
Cristiano Cantore, Filippo Ferroni and Miguel Leon-Ledesma
Monetary policy and indeterminacy after the 2001 slump pp. 83-95 Downloads
Firmin Doko Tchatoka, Nicolas Groshenny, Qazi Haque and Mark Weder
Portfolio diversification and systemic risk in interbank networks pp. 96-124 Downloads
Paolo Tasca, Stefano Battiston and Andrea Deghi
A method for agent-based models validation pp. 125-141 Downloads
Mattia Guerini and Alessio Moneta
The impact of lead time on capital investments pp. 142-164 Downloads
Talat Genc
Constrained mobility and the evolution of efficient outcomes pp. 165-175 Downloads
Paolo Pin, Elke Weidenholzer and Simon Weidenholzer
Imitation and price competition in a differentiated market pp. 177-194 Downloads
Abhimanyu Khan and Ronald Peeters
Interest rates and financial fragility pp. 195-205 Downloads
Yang Li
The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model pp. 206-222 Downloads
Vipul Bhatt, N Kishor and Jun Ma
Impact of value-at-risk models on market stability pp. 223-256 Downloads
Bàrbara Llacay and Gilbert Peffer
Cournot vs. Walras: A reappraisal through simulations pp. 257-272 Downloads
Carlos Alós-Ferrer and Johannes Buckenmaier
Learning Ricardian Equivalence pp. 273-288 Downloads
Thomas Meissner and Davud Rostam-Afschar
Sentiment and the U.S. business cycle pp. 289-311 Downloads
Fabio Milani
Learning and forecasts about option returns through the volatility risk premium pp. 312-330 Downloads
Alejandro Bernales, Louisa Chen and Marcela Valenzuela
Temperature shocks and welfare costs pp. 331-355 Downloads
Michael Donadelli, M. Jüppner, M. Riedel and Christian Schlag
Page updated 2018-02-23