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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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Bibliographic data for series maintained by Dana Niculescu ().

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Volume 89, issue C, 2018

The fiscal theory of the price level in a world of low interest rates pp. 5-22 Downloads
Marco Bassetto and Wei Cui
Comments on “The Fiscal Theory of the Price Level in a world with low interest rates,” by M. Bassetto and W. Cui pp. 23-25 Downloads
Stephen D. Williamson
The forward fiscal guidance puzzle and a resolution pp. 26-46 Downloads
Matthew Canzoneri, Dan Cao, Robert Cumby, Behzad Diba and Wenlan Luo
Comments on “The forward fiscal guidance puzzle and a resolution” by M. Canzoneri, D. Cao, R. Cumby, B. Diba, and W. Luo pp. 47-49 Downloads
Vincent Sterk
Monitoring money for price stability pp. 50-63 Downloads
Constantino Hevia and Juan Pablo Nicolini
Comments on monitoring money for price stability, by C. Hevia and J. P. Nicolini pp. 64-67 Downloads
Pedro Teles
Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative pp. 68-92 Downloads
Timo Boppart, Per Krusell and Kurt Mitman
Comments on “Exploiting MIT shocks in heterogeneous-agent economies: The impulse response as a numerical derivative” by T. Boppart, P. Krusell and K. Mitman pp. 93-99 Downloads
Michael Reiter
Frictional capital reallocation I: Ex ante heterogeneity pp. 100-116 Downloads
Randall Wright, Sylvia Xiaolin Xiao and Yu Zhu
Comments on “Frictional capital reallocation I: Ex ante heterogeneity” by R. Wright, S.X. Xiao, and Y. Zhu pp. 117-119 Downloads
Aleksander Berentsen and Florian Madison
Learning to live in a liquidity trap pp. 120-136 Downloads
Jasmina Arifovic, Stephanie Schmitt-Grohé and Martín Uribe
Keynesian economics without the Phillips curve pp. 137-150 Downloads
Roger E.A. Farmer and Giovanni Nicolò
Comments on Keynesian economics without the Phillips curve by R.E.A. Farmer and G. Nicolo pp. 151-153 Downloads
Martin Ellison
Can the fiscal authority constrain the central bank? pp. 154-172 Downloads
Stephen D. Williamson
Liquidity premiums on government debt and the fiscal theory of the price level pp. 173-182 Downloads
Aleksander Berentsen and Christopher Waller
Monetary policy and liquid government debt pp. 183-199 Downloads
David Andolfatto and Fernando Martin

Volume 88, issue C, 2018

Evaluation of counterparty risk for derivatives with early-exercise features pp. 1-20 Downloads
Michèle Breton and Oussama Marzouk
Memory and discounting: Theory and evidence pp. 21-30 Downloads
Te Bao, Yun Dai and Xiaohua Yu
Dispersion in macroeconomic volatility between the core and periphery of the international trade network pp. 31-50 Downloads
Anindya S. Chakrabarti
Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments pp. 51-69 Downloads
Nobuyuki Hanaki, Eizo Akiyama and Ryuichiro Ishikawa
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility pp. 70-103 Downloads
Yan Zeng, Danping Li, Zheng Chen and Zhou Yang
Interest rate swaps and corporate default pp. 104-120 Downloads
Urban J. Jermann and Vivian Z. Yue
Behavioral uncertainty and the dynamics of traders’ confidence in their price forecasts pp. 121-136 Downloads
Nobuyuki Hanaki, Eizo Akiyama and Ryuichiro Ishikawa
Pricing and hedging GDP-linked bonds in incomplete markets pp. 137-155 Downloads
Andrea Consiglio and Stavros Zenios

Volume 87, issue C, 2018

Moment matching machine learning methods for risk management of large variable annuity portfolios pp. 1-20 Downloads
Wei Xu, Yuehuan Chen, Conrad Coleman and Thomas F. Coleman
Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach pp. 21-45 Downloads
Nicolas Debarsy, Cyrille Dossougoin, Cem Ertur and Jean-Yves Gnabo
Inflation as a global phenomenon—Some implications for inflation modeling and forecasting pp. 46-73 Downloads
Ayşe Kabukçuoğlu and Enrique Martínez-García
Endogenous labor share cycles: Theory and evidence pp. 74-93 Downloads
Jakub Growiec, Peter McAdam and Jakub Mućk
What can we learn about news shocks from the late 1990s and early 2000s boom-bust period? pp. 94-105 Downloads
Nadav Ben Zeev
The housing cost disease pp. 106-123 Downloads
Nicola Borri and Pietro Reichlin
Macroeconomic and distributional effects of mortgage guarantee programs for the poor pp. 124-151 Downloads
Jiseob Kim and Yicheng Wang
Unlocking the gates of paradise: General equilibrium effects of information exchange pp. 152-172 Downloads
Luca Marchiori and Olivier Pierrard
Fiscal consolidations and heterogeneous expectations pp. 173-205 Downloads
Cars Hommes, Joep Lustenhouwer and Kostas(Konstantinos) Mavromatis
Capital-labor substitution, structural change and the labor income share pp. 206-231 Downloads
Francisco Alvarez-Cuadrado, Ngo Long and Markus Poschke

Volume 86, issue C, 2018

Monetary policy and the relative price of durable goods pp. 1-48 Downloads
Alessandro Cantelmo and Giovanni Melina
Dynamic derivative strategies with stochastic interest rates and model uncertainty pp. 49-71 Downloads
Marcos Escobar, Sebastian Ferrando and Alexey Rubtsov
A hybrid spline-based parametric model for the yield curve pp. 72-94 Downloads
Adriano Faria and Caio Almeida
Level and slope of volatility smiles in long-run risk models pp. 95-122 Downloads
Nicole Branger, Paulo Rodrigues and Christian Schlag
The use of equity financing in debt renegotiation pp. 123-143 Downloads
Florina Silaghi
Aspirations, health and the cost of inequality pp. 144-164 Downloads
Jeffrey Allen and Shankha Chakraborty
Monetary policy and long-run systemic risk-taking pp. 165-184 Downloads
Gilbert Colletaz, Gregory Levieuge and Alexandra Popescu

Volume 85, issue C, 2017

Capital taxation and government debt policy with public discounting pp. 1-20 Downloads
Malte Rieth
Estimation of financial agent-based models with simulated maximum likelihood pp. 21-45 Downloads
Jiri Kukacka and Jozef Baruník
Innovation, firm size and the Canada-U.S. productivity gap pp. 46-58 Downloads
Ashantha Ranasinghe
Optimal portfolios when variances and covariances can jump pp. 59-89 Downloads
Nicole Branger, Matthias Muck, Frank Thomas Seifried and Stefan Weisheit
The winners and losers of tax reform: An assessment under financial integration pp. 90-122 Downloads
Ayşe Kabukçuoğlu
Optimal bankruptcy code: A fresh start for some pp. 123-149 Downloads
Grey Gordon
Does talent migration increase inequality? A quantitative assessment in football labour market pp. 150-166 Downloads
Chrysovalantis Vasilakis

Volume 84, issue C, 2017

Capacity expansion games with application to competition in power generation investments pp. 1-31 Downloads
René Aïd, Liangchen Li and Michael Ludkovski
On the dynamic stability of a price dispersion model using gradient dynamics pp. 32-42 Downloads
Jean Paul Rabanal and Dongwook Lee
Structural vector autoregressions with smooth transition in variances pp. 43-57 Downloads
Helmut Lütkepohl and Aleksei Netšunajev
Retirement spending and biological age pp. 58-76 Downloads
H. Huang, M.A. Milevsky and T.S. Salisbury
Huggett economies with multiple stationary equilibria pp. 77-90 Downloads
Alexis Akira Toda
Page updated 2018-06-18