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Journal of Economic Dynamics and Control

1979 - 2024

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

From Elsevier
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Volume 158, issue C, 2024

Should macroprudential policy be countercyclical? Downloads
Yoske Igarashi and Keqing Liu
Estimating the effects of demographics on interest rates: A robust Bayesian perspective Downloads
Paul Ho
Labor market dynamics with sorting Downloads
Bastian Schulz
Estimation of DSGE models with the effective lower bound Downloads
Gregor Boehl and Felix Strobel
When are tax multipliers large? Downloads
Alexander Ziegenbein
Sharks in the dark: Quantifying HFT dark pool latency arbitrage Downloads
Matteo Aquilina, Sean Foley, Peter O'Neill and Thomas Ruf
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market Downloads
Bo Wu and Lingfei Li
Risks and risk premia in the US Treasury market Downloads
Junye Li, Lucio Sarno and Gabriele Zinna
Preventing runs under sequential revelation of liquidity needs Downloads
Lukas Voellmy
Bonds, currencies and expectational errors Downloads
Eleonora Granziera and Markus Sihvonen

Volume 157, issue C, 2023

Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP Downloads
Matteo Iacopini, Aubrey Poon, Luca Rossini and Dan Zhu
Progressive income taxation and consumption baskets of rich and poor Downloads
Mehedi Hasan Oni
Life cycle insurance, bequest motives and annuity loads Downloads
Aleksandar Arandjelović, Geoffrey Kingston and Pavel V. Shevchenko
Asset home bias in debtor and creditor countries Downloads
Ning Zhang
Underinvestment and optimal capital structure under environmental constraints Downloads
Pengfei Luo, Yingxian Tan, Jinqiang Yang and Yanming Yao
Fast estimation of a large TVP-VAR model with score-driven volatilities Downloads
Tingguo Zheng, Shiqi Ye and Yongmiao Hong
Monetary policy and financial stability Downloads
Isabel Cairó and Jae Sim

Volume 156, issue C, 2023

Optimal policies with heterogeneous agents: Truncation and transitions Downloads
François Le Grand and Xavier Ragot
Market selection and learning under model misspecification Downloads
Giulio Bottazzi, Daniele Giachini and Matteo Ottaviani
Information and communication technologies and medium-run fluctuations Downloads
Marco Brianti and Laura Gáti
Two-stage investment, loan guarantees and share buybacks Downloads
Linjia Dong, Michi Nishihara and Zhaojun Yang
Are all economic fluctuations bad for consumers? Downloads
Jongsoo Kim, Kwang Hwan Kim and Myungkyu Shim
Optimal investment problem under behavioral setting: A Lagrange duality perspective Downloads
Xiuchun Bi, Zhenyu Cui, Jiacheng Fan, Lvning Yuan and Shuguang Zhang
Moderating noise-driven macroeconomic fluctuations under dispersed information Downloads
Jonathan Adams
Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle Downloads
Adrian Carro
The impact of asset purchases in an experimental market with consumption smoothing motives Downloads
Jieyi Duan and Nobuyuki Hanaki
Collateral and reputation in a model of strategic defaults Downloads
Georgy Lukyanov
Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model Downloads
Timo Bettendorf and Aikaterini Karadimitropoulou

Volume 155, issue C, 2023

Optimal monetary policy in developing countries: The role of informality Downloads
Monica A. Gomez Ospina
Machine learning goes global: Cross-sectional return predictability in international stock markets Downloads
Nusret Cakici, Christian Fieberg, Daniel Metko and Adam Zaremba
The risk premium in New Keynesian DSGE models: The cost of inflation channel Downloads
Leonardo Iania, Pavel Tretiakov and Rafael Wouters
Evaluating fiscal policy reforms using the fiscal frontier Downloads
Xiaoshan Chen, Campbell Leith and Mattia Ricci
Interbank asset-liability networks with fire sale management Downloads
Zachary Feinstein and Grzegorz Hałaj
Beyond distance: The spatial relationships of European regional economic growth Downloads
Philipp Piribauer, Christian Glocker and Tamás Krisztin
Firm heterogeneity, financial frictions and ambiguity Downloads
Lorenzo Carbonari and Filippo Maurici
A high-resolution, data-driven agent-based model of the housing market Downloads
Bence Mérő, András Borsos, Zsuzsanna Hosszú, Zsolt Oláh and Nikolett Vágó

Volume 154, issue C, 2023

Bounded rationality and optimal retirement age Downloads
Hyeon Park
Habit forming consumers and firm dynamics Downloads
Arthur Fishman, Ziv Hellman and Avi Weiss
Multi-establishment firms, misallocation, and productivity Downloads
Xican Xi
Monetary and macroprudential policy interactions in a model of the euro area Downloads
Richard Dennis and Pelin Ilbas
Private bank money vs central bank money: A historical lesson for CBDC introduction Downloads
Anna Grodecka-Messi and Xin Zhang
A horse race of alternative monetary policy regimes under bounded rationality Downloads
Joel Wagner, Tudor Schlanger and Yang Zhang
Domestic barriers to entry and external vulnerability in emerging economies Downloads
Leonardo Barreto, Alan Finkelstein Shapiro and Victoria Nuguer
Symbolic stationarization of dynamic equilibrium models Downloads
Fabio Canova and Kenneth Sæterhagen Paulsen
Social contagion and the survival of diverse investment styles Downloads
David Hirshleifer, Andrew W. Lo and Ruixun Zhang
Multivariate stress scenario selection in interbank networks Downloads
Dohyun Ahn, Kyoung-Kuk Kim and Eunji Kwon
Precision-based sampling for state space models that have no measurement error Downloads
Elmar Mertens
Asset purchases, limited asset markets participation and inequality Downloads
Stylianos Tsiaras
Firm revenue elasticity and business cycle sensitivity Downloads
Daisoon Kim and Anthony Savagar
Optimal mix of R&D subsidy and patent protection in a heterogeneous-industry R&D-based growth model Downloads
Tatsuro Iwaisako
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