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

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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