Journal of Economic Dynamics and Control

1979 - 2025

Current editor(s): J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok

From Elsevier
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Volume 180, issue C, 2025

Pricing path-dependent equity and credit derivatives within a general hybrid equity-credit framework: A unified CTMC approximation approach

Ning Cai, Siyi Wang, Wei Zhang and Haohong Lin

Learning to bet (rationally) with logs

A. Carvajal and H. Zhou

Forward looking exporters

François de Soyres, Erik Frohm, Emily Highkin and Carter Mix

Persistence of labor share fluctuations and overshooting

Sujan Bandyopadhyay and Domenico Ferraro

Pandemic consumption

Rüdiger Bachmann, Christian Bayer and Martin Kornejew

Price stickiness and strategic uncertainty: An experimental study

Yukihiko Funaki, Kohei Kawamura, Kozo Ueda and Nobuyuki Uto

Dollarization hysteresis, inflation jumps, and fear of inflation

Hamilton Galindo Gil and Liu Mendoza Perez

Can investors curb greenwashing?

Fanny Cartellier, Peter Tankov and Olivier David Zerbib

Penetration or skimming pricing for credence products?

Philippe Mahenc

Agree to disagree: Measuring hidden dissent in FOMC meetings

Kwok Ping Tsang and Zichao Yang

A simple nonparametric approach to pricing credit default swaps

Santiago Forte

Merton (1976) implied jump

Junhong Yu, Xinfeng Ruan and Zheqi Fan

How does inflation affect different age groups?

Volker Hahn and Annika Schürle

The effects of monetary policy on macroeconomic downside risk: state-dependence matters

Giovanni Barci

Volume 179, issue C, 2025

The role of central bank digital currency in an increasingly digital economy

Benjamin Hemingway

Execution risk and price improvement under dark pools

Alejandro Bernales, Daniel Ladley, Evangelos Litos and Marcela Valenzuela

Optimal harvesting under uncertain environment with clusters of catastrophes

M'hamed Gaïgi, Vathana Ly Vath and Simone Scotti

Systemic risk of commodity traders

Thorsten Glück and Zeno Adams

The evolution of income and wealth inequality in China

Yan Wang and Juan Carlos Conesa

Scenario discovery to address deep uncertainty in monetary policy

Chamon Wieles, Jan Kwakkel, Willem L. Auping and J.W. van den End

Pride and persistence: Social comparisons in production

Kun Zhang, Nick Feltovich and Yanren Zhang

SVAR identification with nowcasted macroeconomic data

Fulvio Corsi, Luigi Longo and Francesco Cordoni

Product technology adoption and aggregate innovation

Qiugu He, Xuan Luo and Fan Zheng

Stackelberg equilibrium strategies between insurance demand and government interventions

Fudong Wang, Zhibin Liang and Yiying Zhang

Ambiguity and information tradeoffs

Nihad Aliyev

Efficient or systemic banks: Can regulation strike a deal?

Tirupam Goel

Volume 178, issue C, 2025

What are the macroeconomic effects of state-dependent forward guidance?

Martin Weale and Tomasz Wieladek

Accounting for the multiple sources of inflation: An agent-based model investigation

Leonardo Ciambezi, Mattia Guerini, Mauro Napoletano and Andrea Roventini

The demographic transition and stagnation in countries vulnerable to climate change

Nguyen Thang Dao and Chrysovalantis Vasilakis

Mismatch unemployment during COVID-19 and the post-pandemic labor shortages

Serdar Birinci, Yusuf Mercan and Kurt See

DSGE Nash: Solving Nash games in macro models

Massimo Ferrari Minesso and Maria Sole Pagliari

Yield curve dynamics and fiscal policy shocks

Adam Kučera, Evžen Kočenda and Aleš Maršál

A tractable model of epidemic control and equilibrium dynamics

Martin Gonzalez-Eiras and Dirk Niepelt

Monetary policy transmission with endogenous central bank responses in TANK

Lilia Maliar and Christopher Naubert

Medicaid work requirements, labor market effects and welfare

Juergen Jung and Vinish Shrestha

Cap and trade versus tradable performance standard in a production network model with sectoral heterogeneity

Peter Burgold, Anne Ernst, Natascha Hinterlang, Marius Jäger and Nikolai Stähler

The role of external habits and preference heterogeneity in the equity term structure

Hamilton Galindo Gil

Robust p theory of taxes and debt management

Yingjie Niu, Zian Tang and Jinqiang Yang

Investment, capital structure and agency costs with write-down equity

Zhiming Zhao, Wenjie Chen and Pengfei Luo

Dynamic incentive contracts with controllable risk

Yuqian Zhang and Zhaojun Yang

A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks

Markku Lanne and Savi Virolainen

Volume 177, issue C, 2025

The role of capital expansion in stock evaluation: A variance decomposition approach

Huixuan Li, Jing Chen, Manling Zhang and Ya Tang

A robust asymptotic control model to analyze climate policy with CDR options

Frédéric Babonneau, Alain Haurie and Marc Vielle

The sleeper effect of comparative advertising in oligopolistic markets

Rabah Amir, Dominika Machowska and Andrzej Nowakowski

Generalizing heuristic switching models and a (boundedly) rational route away from randomness

Giorgos Galanis, Iraklis Kollias, Ioanis Leventides and Joep Lustenhouwer

Optimal multi-period leverage-constrained portfolios: A neural network approach

Chendi Ni, Yuying Li and Peter Forsyth

Extreme conditional tail risk inference in ARMA–GARCH models

Yaolan Ma and Bo Wei

On automation, labor reallocation and welfare

Stéphane Auray and Aurélien Eyquem

Real investment decision under CRRA utility: The flow payoff case

Xiaoqing Yin and Haijun Wang

Comparing external and internal instruments for vector autoregressions

Martin Bruns and Helmut Lütkepohl

Oil price shocks and US business cycles

Irfan A. Qureshi and Ghufran Ahmad

Expectation formation in financial markets: Heterogeneity and sentiment

Bart Frijns, Thanh Huynh and Remco C.J. Zwinkels

Decentralised finance and automated market making: Execution and speculation

Álvaro Cartea, Fayçal Drissi and Marcello Monga

Fear (no more) of floating: Asset purchases and exchange rate dynamics

Yasin Mimir and Enes Sunel

Optimal N-state endogenous Markov-switching model for currency liquidity timing

Luqi Wang and Giovanni Urga