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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 93, issue C, 2018

Optimal debt management in a liquidity trap pp. 5-21 Downloads
Hafedh Bouakez, Rigas Oikonomou and Romanos Priftis
Fiscal consequences of structural reform under constrained monetary policy pp. 22-38 Downloads
Rana Sajedi
Hysteresis and fiscal policy pp. 39-53 Downloads
Philipp Engler and Juha Tervala
Fiscal stabilization and the credibility of the U.S. budget sequestration spending austerity pp. 54-66 Downloads
Ruiyang Hu and Carlos E. Zarazaga
Debt and stabilization policy: Evidence from a Euro Area FAVAR pp. 67-91 Downloads
Laura E. Jackson, Michael T. Owyang and Sarah Zubairy
Perils of unconventional monetary policy pp. 92-114 Downloads
Michael McMahon, M. Udara Peiris and Herakles Polemarchakis
Advanced economies and emerging markets: Dissecting the drivers of business cycle synchronization pp. 115-130 Downloads
Aikaterini Karadimitropoulou
Interbank markets and bank bailout policies amid a sovereign debt crisis pp. 131-153 Downloads
Aeimit Lakdawala, Raoul Minetti and María Pía Olivero
Optimal discretionary monetary and fiscal policies in a country-size heterogeneous monetary union pp. 154-174 Downloads
Paulo Vieira, Celsa Machado and Ana Paula Ribeiro
Debt dynamics in Europe: A Network General Equilibrium GVAR approach pp. 175-202 Downloads
Panayotis Michaelides, Efthymios G. Tsionas and Konstantinos Konstantakis
The macroeconomic and fiscal implications of inflation forecast errors pp. 203-217 Downloads
Harris Dellas, Heather D. Gibson, Stephen G. Hall and George Tavlas
Debt regimes and the effectiveness of monetary policy pp. 218-238 Downloads
Clara De Luigi and Florian Huber
Public debt and fiscal policy traps pp. 239-259 Downloads
Antoine Camous and Andrew Gimber
Dynamic adjustment of fiscal policy under a debt crisis pp. 260-276 Downloads
Evangelos V. Dioikitopoulos
Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation pp. 277-296 Downloads
Efrem Castelnuovo and Giovanni Pellegrino
Fiscal policy interventions at the zero lower bound pp. 297-314 Downloads
Sabri Boubaker, Duc Khuong Nguyen and Nikos Paltalidis
Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare pp. 315-331 Downloads
Stelios Bekiros, Rachatar Nilavongse and Gazi Salah Uddin
A model of fiscal dominance under the “Reinhart Conjecture” pp. 332-345 Downloads
Gilles Dufrénot, Fredj Jawadi and Guillaume A. Khayat
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? pp. 346-363 Downloads
G.C. Lim and Paul D. McNelis

Volume 92, issue C, 2018

Local volatility and the recovery rate of credit default swaps pp. 1-29 Downloads
Jeroen Jansen, Sanjiv R. Das and Frank J. Fabozzi
Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment pp. 30-46 Downloads
Theo Berger and Ramazan Gençay
Permanent shocks, signal extraction, and portfolio selection pp. 47-68 Downloads
K. Korhan Nazliben and Juan Carlos Rodríguez
Hysteresis due to irreversible exit: Addressing the option to mothball pp. 69-83 Downloads
Manuel Guerra, Peter Kort, Cláudia Nunes and Carlos Oliveira
Optimal monetary policy with capital and a financial accelerator pp. 84-102 Downloads
James Hansen
Index tracking model, downside risk and non-parametric kernel estimation pp. 103-128 Downloads
Jinbo Huang, Yong Li and Haixiang Yao
Spatial period doubling, invariant pattern, and break point in economic agglomeration in two dimensions pp. 129-152 Downloads
Kiyohiro Ikeda, Mikihisa Onda and Yuki Takayama
Portfolio selection with consumption ratcheting pp. 153-182 Downloads
Junkee Jeon, Hyeng Keun Koo and Yong Hyun Shin
Inflation-deflation expectations and economic stability in a Kaleckian system pp. 183-201 Downloads
Hiroki Murakami and Toichiro Asada

Volume 91, issue C, 2018

Carl’s nonlinear cobweb pp. 7-20 Downloads
Cars Hommes
A laboratory experiment on the heuristic switching model pp. 21-42 Downloads
Mikhail Anufriev, Aleksei Chernulich and Jan Tuinstra
Interactions between stock, bond and housing markets pp. 43-70 Downloads
Roberto Dieci, Noemi Schmitt and Frank Westerhoff
The persistence of social strategies under increasing competitive pressure pp. 71-83 Downloads
Michael Kopel and Fabio Lamantia
Oligopoly game: Price makers meet price takers pp. 84-103 Downloads
Mikhail Anufriev and Dávid Kopányi
Evolutionary dynamics in club goods binary games pp. 104-119 Downloads
Gian Italo Bischi, Ugo Merlone and Eros Pruscini
Dynamic analysis of discontinuous best response with innovation pp. 120-133 Downloads
Fabio Lamantia, Mario Pezzino and Fabio Tramontana
Catching-up and falling behind: Effects of learning in an R&D differential game with spillovers pp. 134-156 Downloads
Anton Bondarev and Alfred Greiner
Reviving Kalecki’s business cycle model in a growth context pp. 157-171 Downloads
Reiner Franke
Growth and unemployment: Short-run and long-run tradeoffs pp. 172-189 Downloads
Stefan F. Schubert and Stephen J Turnovsky
Macrofinancial imbalances in historical perspective: A global crisis index pp. 190-205 Downloads
Marco Gallegati and Domenico Delli Gatti
The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle pp. 206-236 Downloads
Paul De Grauwe and Eddie Gerba
Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics pp. 237-256 Downloads
Peter Flaschel, Matthieu Charpe, Giorgos Galanis, Christian R. Proaño and Roberto Veneziani
The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model pp. 257-288 Downloads
Andrea Gurgone, Giulia Iori and Saqib Jafarey
Stabilizing an unstable complex economy on the limitations of simple rules pp. 289-317 Downloads
Isabelle Salle and Pascal Seppecher
Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model pp. 318-348 Downloads
Pu Chen and Willi Semmler
Solving an incomplete markets model with a large cross-section of agents pp. 349-368 Downloads
Thomas M. Mertens and Kenneth L. Judd
Classical and restricted impulse control for the exchange rate under a stochastic trend model pp. 369-390 Downloads
Wolfgang J. Runggaldier and Kazuhiro Yasuda
Estimation of agent-based models using sequential Monte Carlo methods pp. 391-408 Downloads
Thomas Lux
Cognitive ability and earnings performance: Evidence from double auction market experiments pp. 409-440 Downloads
Chung-Ching Tai, Shu-Heng Chen and Lee-Xieng Yang
Asset allocation with time series momentum and reversal pp. 441-457 Downloads
Xuezhong He, Kai Li and Youwei Li
Boom-bust dynamics in a stock market participation model with heterogeneous traders pp. 458-468 Downloads
Anna Agliari, Ahmad Naimzada and Nicolò Pecora
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets pp. 469-484 Downloads
Fredj Jawadi, Hela Namouri and Zied Ftiti
Time-varying arbitrage and dynamic price discovery pp. 485-502 Downloads
Bart Frijns and Remco C.J. Zwinkels
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