Journal of Economic Dynamics and Control
1979 - 2023
Current editor(s): J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 150, issue C, 2023
- Occasionally binding liquidity constraints and macroeconomic dynamics

- Maximilian Werner
- Nonparametric tests for market timing ability using daily mutual fund returns

- Jing Ding, Lei Jiang, Xiaohui Liu and Liang Peng
- Externality control and endogenous market structure under uncertainty: The price vs. quantity dilemma

- Luca Di Corato and Yishay Maoz
- Misinformation due to asymmetric information sharing

- Berno Buechel, Stefan Klößner, Fanyuan Meng and Anis Nassar
- Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea

- Kijin Kim, Soyoung Kim, Donghyun Lee and Cyn-Young Park
- Information linkages in a financial market with imperfect competition

- Youcheng Lou and Yaqing Yang
- Identifying the source of information rigidities in the expectations formation process

- Mototsugu Shintani and Kozo Ueda
Volume 149, issue C, 2023
- International trade and technological competition in markets with dynamic increasing returns

- Luca Fontanelli, Mattia Guerini and Mauro Napoletano
- Quantitative easing in the US and financial cycles in emerging markets

- Marcin Kolasa and Grzegorz Wesołowski
- Can we estimate macroforecasters’ mis-behavior?

- Emilio Zanetti Chini
- Employee sentiment and stock returns

- Jian Chen, Guohao Tang, Jiaquan Yao and Guofu Zhou
- Hedge funds trading strategies and leverage

- Wenli Huang, Wenqiong Liu, Lei Lu and Congming Mu
- The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations

- Tim Hagenhoff and Joep Lustenhouwer
Volume 148, issue C, 2023
- Dampening effect and market efficiency

- Mng Guo
- Reconstructing production networks using machine learning

- Luca Mungo, François Lafond, Pablo Astudillo-Estévez and J. Doyne Farmer
- Numerical Solution of Dynamic Quantile Models

- Luciano de Castro, Antonio F. Galvao and Andre Muchon
- Trade competitiveness and the aggregate returns in global stock markets

- Mardy Chiah, Huaigang Long, Adam Zaremba and Zaghum Umar
Volume 147, issue C, 2023
- (A)symmetric equilibria and adaptive learning dynamics in small-committee voting

- K. Chernomaz and J.M.M. Goertz
- Cultural persistence in corruption, economic growth, and the environment

- Dimitrios Varvarigos
- When is government debt accumulation optimal in a liquidity trap?

- Charles de Beauffort
- Short selling, divergence of opinion and volatility in the corporate bond market

- Huu Nhan Duong, Petko S. Kalev and Xiao Tian
- A Social Network Analysis of Occupational Segregation

- I. Sebastian Buhai and Marco J. van der Leij
- Firm behavior during an epidemic

- Luiz Brotherhood and Vahagn Jerbashian
- Capital requirements and growth in an open economy

- Pierre-Richard Agénor and Nihal Bayraktar
- Interest rate changes and the cross-section of global equity returns

- Adam Zaremba, Nusret Cakici, Robert J. Bianchi and Huaigang Long
- Optimal procurement and investment in new technologies under uncertainty

- Malin Arve and Gijsbert Zwart
- Measuring the trend real interest rate in a data-rich environment

- Bowen Fu
Volume 146, issue C, 2023
- ‘Multinational Firms’ Sourcing Decisions and Wage Inequality: A Dynamic Analysis

- Jiang, Zhe (Jasmine)
- Analysts’ underreaction and momentum strategies

- Vitor Azevedo
- Unstable diffusion in social networks

- Teruyoshi Kobayashi, Yoshitaka Ogisu and Tomokatsu Onaga
- Risk communication clarity and insurance demand: The case of the COVID-19 pandemic

- Jingbing Feng, Xian Xu and Hong Zou
- The global savings glut and the housing boom

- Peter Lihn Jørgensen
- Asset prices in a labor search model with confidence shocks

- Pavel Krivenko
- A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model

- Shuyi Ge
- Optimal stress tests and liquidation cost

- Jiadong Gu
- On current and future carbon prices in a risky world

- Stan Olijslagers, Frederick (Rick) van der Ploeg and Sweder van Wijnbergen
- Interaction effects in the adjustment cost function of firms

- Alexander Amundsen
- Predicting the unpredictable: New experimental evidence on forecasting random walks

- Te Bao, Brice Corgnet, Nobuyuki Hanaki, Yohanes E. Riyanto and Jiahua Zhu
- Counter-cyclical Margins for Option Portfolios

- Yuanyuan Chen, Qi Wu and Duan Li
- Skilled immigration, offshoring, and trade

- Mishita Mehra and Daisoon Kim
- Vector autoregression models with skewness and heavy tails

- Sune Karlsson, Stepan Mazur and Hoang Nguyen
- The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates

- Francesco Bianchi, Giada Bianchi and Dongho Song
- The financial market effects of unwinding the Federal Reserve’s balance sheet

- A. Lee Smith and Victor (Vic) Valcarcel
- The random two-sector RSS model: On discounted optimal growth without Ramsey-Euler conditions

- M. Ali Khan and Zhixiang Zhang
- Spatial growth theory: Optimality and spatial heterogeneity

- Anastasios Xepapadeas and Athanasios N. Yannacopoulos
- Estimation of heuristic switching in behavioral macroeconomic models

- Jiri Kukacka and Stephen Sacht
- Dynamic pricing, reference price, and price-quality relationship

- Ramona Anton, Régis Y. Chenavaz and Corina Paraschiv
- Monetary policy and the term structure of inflation expectations with information frictions

- James McNeil
- Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks

- Emanuele Ciola, Enrico Turco, Andrea Gurgone, Davide Bazzana, Sergio Vergalli and Francesco Menoncin
Volume 145, issue C, 2022
- Collateral quality and house prices

- Jing Zhou
- Japan and the allocation puzzle in an aging world

- Andrea Bonfatti, Selahattin İmrohoroğlu and Sagiri Kitao
- Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions

- Laura Gardini, Davide Radi, Noemi Schmitt, Iryna Sushko and Frank Westerhoff
- Smooth Transition Simultaneous Equation Models

- Anjeza Kadilli and Jaya Krishnakumar
- Optimizing high-dimensional stochastic forestry via reinforcement learning

- Olli Tahvonen, Antti Suominen, Pekka Malo, Lauri Viitasaari and Vesa-Pekka Parkatti
- Identifying monetary policy shocks using the central bank’s information set

- Rüdiger Bachmann, Isabel Gödl-Hanisch and Eric R. Sims
- Fiscal policy and uncertainty

- Sam Jerow and Jonathan Wolff
- Inside the decline of the labor share: Technical change, market power, and structural change

- Sergio Feijoo Moreira
- Learning and equilibrium transitions: Stochastic stability in discounted stochastic fictitious play

- Noah Williams
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