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Journal of Economic Dynamics and Control

1979 - 2021

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

From Elsevier
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Volume 124, issue C, 2021

A characterization of Markov equilibrium in stochastic overlapping generations models Downloads
Eungsik Kim and Stephen Spear
A model for policy interest rates Downloads
Armin Seibert, Andrei Sirchenko and Gernot Müller
The impact of bailouts on political turnover and sovereign default risk Downloads
Timm M. Prein and Almuth Scholl
Credit expansion, bank liberalization, and structural change in bank asset accounts Downloads
Keqing Liu and Qingliang Fan
When are efficient conventions selected in networks? Downloads
Carlos Alós-Ferrer, Johannes Buckenmaier and Federica Farolfi
Measuring the effects of expectations shocks Downloads
Michael Clements and Ana Beatriz Galvão
On time-dependent nominal contracting models with positive trend inflation Downloads
Louis Phaneuf and Jean Gardy Victor
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model Downloads
Yifan Li, Ingmar Nolte and Sandra Nolte
Adaptive expectations and commodity risk premiums Downloads
Daniele Bianchi
Voluntary information disclosure with heterogeneous beliefs Downloads
Xia Liu, Shanchun Liu, Lei Lu, Yongdong Shi and Xiong Xiong

Volume 123, issue C, 2021

Are professional forecasters Bayesian? Downloads
Sebastiano Manzan
Proxy Vector Autoregressions in a Data-rich Environment Downloads
Martin Bruns
Investment rules and time invariance under population growth Downloads
Geir Asheim, John M. Hartwick and Tapan Mitra
Wage negotiations in multi-worker firms and stochastic bargaining powers of existing workers Downloads
Jiwoon Kim
A dynamic model of managerial entrenchment and the positive incentives it creates Downloads
Graeme Guthrie
On the Matthew effect in research careers Downloads
Gustav Feichtinger, Dieter Grass, Peter Kort and Andrea Seidl
MoNK: Mortgages in a New-Keynesian model Downloads
Carlos Garriga, Finn E. Kydland and Roman Šustek
Optimal stock–enhancement of a spatially distributed renewable resource Downloads
Thorsten Upmann, Hannes Uecker, Liv Hammann and Bernd Blasius

Volume 122, issue C, 2021

Investment timing and capacity decisions with time-to-build in a duopoly market Downloads
Haejun Jeon
Sovereign illiquidity and recessions Downloads
Violeta A. Gutkowski
A stochastic differential game of duopolistic competition with sticky prices Downloads
Luca Colombo and Paola Labrecciosa
Effects of US quantitative easing on emerging market economies Downloads
Saroj Bhattarai, Arpita Chatterjee and Woong Yong Park
Market stability with machine learning agents Downloads
Christophre Georges and Javier Pereira
The role of the leverage effect in the price discovery process of credit markets Downloads
Paul Zimmermann
The expected time to cross a threshold and its determinants: a simple and flexible framework Downloads
Gabriel Zsurkis, João Nicolau and Paulo Rodrigues

Volume 121, issue C, 2020

Functional monetary aggregates, monetary policy, and business cycles Downloads
Apostolos Serletis and Libo Xu
Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out Downloads
Patrizia Perras and Niklas Wagner
Default recovery rates and aggregate fluctuations Downloads
Giacomo Candian and Mikhail Dmitriev
E-stability vis-à-vis determinacy in regime-switching models Downloads
Nigel McClung
Macroeconomic effects of the mortgage refinance and the home equity lines of credit Downloads
Jiseob Kim
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages Downloads
Piero Mazzarisi, Silvia Zaoli, Carlo Campajola and Fabrizio Lillo
Time to build and bond risk premia Downloads
Bin Guo, Fuzhe Huang and Kai Li
Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks Downloads
Georgios Georgiadis and Martina Jančoková
Learning your own ability Downloads
Carlos Madeira

Volume 120, issue C, 2020

Coordinated bubbles and crashes Downloads
Huanhuan Zheng
Welfare implications of switching to consumption taxation Downloads
Juan Carlos Conesa, Bo Li and Qian Li
The effects of trade size and market depth on immediate price impact in a limit order book market Downloads
Manh Cuong Pham, Heather Anderson, Huu Nhan Duong and Paul Lajbcygier
Short-run risk, business cycle, and the value premium Downloads
Yunhao He and Markus Leippold
Monopoly, unilateral climate policies and limit pricing Downloads
Gerard van der Meijden and Cees Withagen
The failure of stabilization policy: Balanced-budget fiscal rules in the presence of incompressible public expenditures Downloads
Nicolas Abad, Teresa Lloyd-Braga and Leonor Modesto
The extensive margin and US aggregate fluctuations: A quantitative assessment Downloads
Miguel Casares, Hashmat Khan and Jean-Christophe Poutineau
Minding the gap between schools and universities Downloads
Luiz Brotherhood and Bruno R. Delalibera

Volume 119, issue C, 2020

The formation of a core-periphery structure in heterogeneous financial networks Downloads
Daan in 't Veld, Marco van der Leij and Cars Hommes
A quantitative easing experiment Downloads
Adrian Penalver, Nobuyuki Hanaki, Eizo Akiyama, Yukihiko Funaki and Ryuichiro Ishikawa
European spreads at the interest rate lower bound Downloads
Laura Coroneo and Sergio Pastorello
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin Downloads
Štefan Lyócsa, Peter Molnár, Tomáš Plíhal and Mária Širaňová
On optimal extraction under asymmetric information over reclamation costs Downloads
Pauli Lappi
The heterogeneous impact of monetary policy on the US labor market Downloads
Gregor Zens, Maximilian Böck and Thomas O. Zörner
Implications of quantal response statistical equilibrium Downloads
Ellis Scharfenaker

Volume 118, issue C, 2020

A Continuous-Time Model of Sovereign Debt Downloads
Gideon Bornstein
Revolving credit lines and targeted search Downloads
Gajendran Raveendranathan
Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model Downloads
Marcin Rzeszutek, Antoine Godin, Adam Szyszka and Stanislas Augier
Gain/loss asymmetric stochastic differential utility Downloads
Yuki Shigeta
Security design with status concerns Downloads
Suleyman Basak, Dmitry Makarov, Alex Shapiro and Marti Subrahmanyam
CDS Returns Downloads
Patrick Augustin, Fahad Saleh and Haohua Xu
Page updated 2021-04-15