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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

From Elsevier
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Volume 107, issue C, 2019

Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models pp. - Downloads
Massimo Guidolin and Manuela Pedio
Portfolio selection with inflation-linked bonds and indexation lags pp. - Downloads
Kai Li
Pricing and Exercising American Options: an Asymptotic Expansion Approach pp. - Downloads
Chenxu Li and Yongxin Ye
Hedging recessions pp. - Downloads
Nicole Branger, Linda Sandris Larsen and Claus Munk
Time–varying rational expectations models pp. - Downloads
Klaus Neusser
The effect of short selling and borrowing on market prices and traders’ behavior pp. - Downloads
Sébastien Duchêne, Eric Guerci, Nobuyuki Hanaki and Charles Noussair
The risk return relationship: Evidence from index returns and realised variances pp. - Downloads
Minxian Yang
The quantitative effects of tax foresight: Not all states are equal pp. - Downloads
Ana María Herrera and Sandeep Kumar Rangaraju
A shadow rate New Keynesian model pp. - Downloads
Jing Cynthia Wu and Ji Zhang
The impact of interest rate policy on individual expectations and asset bubbles in experimental markets pp. - Downloads
Te Bao and Jichuan Zong
When speculators meet suppliers: Positive versus negative feedback in experimental housing markets pp. - Downloads
Te Bao and Cars Hommes

Volume 106, issue C, 2019

Perturbations in DSGE models: An odd derivatives theorem pp. - Downloads
Sherwin Lott
Foreign exchange intervention and inflation targeting: The role of credibility pp. - Downloads
Gustavo Adler, Ruy Lama and Juan Medina
Production externalities and investment caps: A welfare analysis under uncertainty pp. - Downloads
Luca Di Corato and Yishay D. Maoz
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US pp. - Downloads
Marcelo Fernandes and Fausto Vieira
A time-varying parameter structural model of the UK economy pp. - Downloads
George Kapetanios, Riccardo M. Masolo, Katerina Petrova and Matthew Waldron
Sustainable international monetary policy cooperation pp. - Downloads
Ippei Fujiwara, Timothy Kam and Takeki Sunakawa
(Un)conventional policy and the effective lower bound pp. - Downloads
Oreste Tristani and Fiorella De Fiore
Capital flows and the business cycle pp. - Downloads
Gabriel Cuadra and Lorenzo Menna

Volume 105, issue C, 2019

An oligopoly-fringe non-renewable resource game in the presence of a renewable substitute pp. 1-20 Downloads
Hassan Benchekroun, Gerard van der Meijden and Cees Withagen
Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model pp. 21-43 Downloads
Gauti Eggertsson and Sanjay Singh
Discretionary monetary and fiscal policy with endogenous sovereign risk pp. 44-66 Downloads
Joost Roettger
Deep habits and exchange rate pass-through pp. 67-89 Downloads
Punnoose Jacob and Lenno Uusküla
Attenuating the forward guidance puzzle: Implications for optimal monetary policy pp. 90-106 Downloads
Taisuke Nakata, Ryota Ogaki, Sebastian Schmidt and Paul Yoo
Debt hangover in the aftermath of the Great Recession pp. 107-133 Downloads
Stéphane Auray, Aurélien Eyquem and Paul Gomme
Investor expectations, earnings management, and asset prices pp. 134-157 Downloads
Kai Du
Unconditional aid and green growth pp. 158-181 Downloads
Moutaz Altaghlibi and Florian Wagener
Informality over the life-cycle pp. 182-202 Downloads
Julien Albertini and Anthony Terriau
Episodes of war and peace in an estimated open economy model pp. 203-249 Downloads
Stéphane Auray and Aurélien Eyquem
Adaptive learning in weighted network games pp. 250-264 Downloads
Péter Bayer, P. Jean-Jacques Herings, Ronald Peeters and Frank Thuijsman
Bank assets, liquidity and credit cycles pp. 265-282 Downloads
Federico Lubello, Ivan Petrella and Emiliano Santoro

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
Page updated 2019-10-20