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Journal of Economic Dynamics and Control

1979 - 2019

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

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Volume 104, issue C, 2019

Designing optimal M&A strategies under uncertainty pp. 1-20 Downloads
Elmar Lukas, Paulo J. Pereira and Artur Rodrigues
Measuring the covariance risk of consumer debt portfolios pp. 21-38 Downloads
Carlos Madeira
Income inequality, consumption, credit and credit risk in a data-driven agent-based model pp. 39-73 Downloads
Georgios Papadopoulos
Lifecycle consumption under different income profiles: Evidence and theory pp. 74-94 Downloads
John Duffy and Yue Li
Momentum and reversal: The role of short selling pp. 95-110 Downloads
Zhaobo Zhu, Xinrui Duan, Licheng Sun and Jun Tu
A profitable modification to global quadratic hedging pp. 111-131 Downloads
Maciej Augustyniak, Frédéric Godin and Clarence Simard
Money-financed fiscal stimulus: The effects of implementation lag pp. 132-151 Downloads
Takayuki Tsuruga and Shota Wake

Volume 103, issue C, 2019

Markowitz with regret pp. 1-24 Downloads
Rainer Baule, Olaf Korn and Laura-Chloé Kuntz
Home biased expectations and macroeconomic imbalances in a monetary union pp. 25-42 Downloads
Dennis Bonam and Gavin Goy
Optimal fiscal substitutes for the exchange rate in monetary unions pp. 43-62 Downloads
Christoph Kaufmann
Firm growth and Laplace distribution: The importance of large jumps pp. 63-82 Downloads
Yoshiyuki Arata
Incomplete credit markets and monetary policy pp. 83-101 Downloads
Costas Azariadis, James Bullard, Aarti Singh and Jacek Suda
Valuation of mortgage interest deductibility under uncertainty: An option pricing approach pp. 102-122 Downloads
Hamed Ghoddusi and Mohamad Afkhami
Health, longevity and retirement reform pp. 123-157 Downloads
Tobias Laun, Simen Markussen, Trond Christian Vigtel and Johanna Wallenius
Tax uncertainty and business activity pp. 158-184 Downloads
Jungho Lee and Jianhuan Xu
Investment decisions with finite-lived collars pp. 185-204 Downloads
Roger Adkins, Dean Paxson, Paulo J. Pereira and Artur Rodrigues
A flow network analysis of direct balance-sheet contagion in financial networks pp. 205-233 Downloads
Mario Eboli
Identifying booms and busts in house prices under heterogeneous expectations pp. 234-259 Downloads
Wilko Bolt, Maria Demertzis, Cees Diks, Cars Hommes and Marco van der Leij

Volume 102, issue C, 2019

Corporate finance, monetary policy, and aggregate demand pp. 1-28 Downloads
Mario Rafael Silva
An approximation of the distribution of learning estimates in macroeconomic models pp. 29-43 Downloads
Jaqueson Galimberti
Incentives for research agents and performance-vested equity-based compensation pp. 44-69 Downloads
Yaping Shan
Dynamic capital structure choice and investment timing pp. 70-80 Downloads
Engelbert J. Dockner, Richard F. Hartl and Peter Kort
On the benefits of currency reform pp. 81-95 Downloads
R. Vijay Krishna and Oksana Leukhina
Delaying product introduction: A dynamic analysis with endogenous time horizon pp. 96-114 Downloads
Serhat Gezer

Volume 101, issue C, 2019

Managing unanchored, heterogeneous expectations and liquidity traps pp. 1-16 Downloads
Cars Hommes and Joep Lustenhouwer
Optimal execution with regime-switching market resilience pp. 17-40 Downloads
Chi Chung Siu, Ivan Guo, Song-Ping Zhu and Robert J. Elliott
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH pp. 41-61 Downloads
Helmut Lütkepohl and Thore Schlaak
Optimal timing of decisions: A general theory based on continuation values pp. 62-81 Downloads
Qingyin Ma and John Stachurski
Taxes and financial frictions: Implications for corporate capital structure pp. 82-100 Downloads
Patrick Macnamara
Endogenous growth and global divergence in a multi-country agent-based model pp. 101-129 Downloads
Giovanni Dosi, Andrea Roventini and Emanuele Russo
Shadow banking and financial regulation: A small-scale DSGE perspective pp. 130-144 Downloads
Patrick Fève, Alban Moura and Olivier Pierrard
Sustainability of an economy relying on two reproducible assets pp. 145-160 Downloads
Robert D. Cairns, Stellio Del Campo and Vincent Martinet
Optimal self-enforcement and termination pp. 161-186 Downloads
Cheng Wang and Youzhi Yang
The fight-or-flight response to the Joneses and inequality pp. 187-210 Downloads
Richard Barnett, Joydeep Bhattacharya and Helle Bunzel
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves pp. 211-238 Downloads
Rupert Way, François Lafond, Fabrizio Lillo, Valentyn Panchenko and J. Doyne Farmer
Stackelberg versus Cournot: A differential game approach pp. 239-261 Downloads
Luca Colombo and Paola Labrecciosa

Volume 100, issue C, 2019

Monetary and fiscal policy in a liquidity trap with inflation persistence pp. 1-28 Downloads
Jean-Baptiste Michau
The dynamics of inequalities and unequal exchange of labor in intertemporal linear economies pp. 29-46 Downloads
Giorgos Galanis, Roberto Veneziani and Naoki Yoshihara
Geographic reallocation and unemployment during the Great Recession: The role of the housing bust pp. 47-69 Downloads
Fatih Karahan and Serena Rhee
Intangible capital and the rise in wage and hours volatility pp. 70-85 Downloads
Shalini Mitra
Measuring network systemic risk contributions: A leave-one-out approach pp. 86-114 Downloads
Sullivan Hué, Yannick Lucotte and Sessi Tokpavi
Frictional asset reallocation under adverse selection pp. 115-130 Downloads
Florian Madison
Trading under market impact: Crossing networks interacting with dealer markets pp. 131-151 Downloads
Jana Bielagk, Ulrich Horst and Moreno-Bromberg, Santiago
DSGE model with financial frictions over subsets of business cycle frequencies pp. 152-163 Downloads
Marco Gallegati, Federico Giri and Antonio Palestrini
A simple model of growth cycles with technology choice pp. 164-175 Downloads
Yosuke Umezuki and Masanori Yokoo
When panic makes you blind: A chaotic route to systemic risk pp. 176-199 Downloads
Piero Mazzarisi, Fabrizio Lillo and Stefano Marmi
Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach pp. 200-229 Downloads
James Paulin, Anisoara Calinescu and Michael Wooldridge
Strategic central bank communication: Discourse analysis of the Bank of Japan’s Monthly Report pp. 230-250 Downloads
Kohei Kawamura, Yohei Kobashi, Masato Shizume and Kozo Ueda
It only takes a few moments to hedge options pp. 251-269 Downloads
Andrea Barletta, Paolo Santucci de Magistris and David Sloth
Dynamic competition and intellectual property rights in a model of product development pp. 270-296 Downloads
Etienne Billette de Villemeur, Richard Ruble and Bruno Versaevel
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias pp. 297-313 Downloads
Diego Amaya, Mathieu Boudreault and Don L. McLeish
Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects pp. 314-333 Downloads
Cars Hommes and Joris Vroegop
Unemployment fluctuations over the life cycle pp. 334-352 Downloads
Jean-Olivier Hairault, Francois Langot and Thepthida Sopraseuth
Zeno points in optimal control models with endogenous regime switching pp. 353-368 Downloads
Andrea Seidl
Opaque bank assets and optimal equity capital pp. 369-394 Downloads
Min Dai, Shan Huang and Jussi Keppo
Optimal pricing and advertising policies for a one-time entertainment event pp. 395-416 Downloads
Steffen Jørgensen and Georges Zaccour
The extensive margin of trade and monetary policy pp. 417-441 Downloads
Yuko Imura and Malik Shukayev
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