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

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A characterization of Markov equilibrium in stochastic overlapping generations models: Eungsik Kim and Stephen Spear
A model for policy interest rates: Armin Seibert, Andrei Sirchenko and Gernot Müller
The impact of bailouts on political turnover and sovereign default risk: Timm Marc Prein and Almuth Scholl
Credit expansion, bank liberalization, and structural change in bank asset accounts: Keqing Liu and Qingliang (Michael) Fan
When are efficient conventions selected in networks?: Carlos Alós-Ferrer, Johannes Buckenmaier and Federica Farolfi
Measuring the effects of expectations shocks: Michael Clements and Ana Galvão
On time-dependent nominal contracting models with positive trend inflation: Louis Phaneuf and Jean Gardy Victor
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model: Yifan Li, Ingmar Nolte and Sandra Nolte (Lechner)
Adaptive expectations and commodity risk premiums: Daniele Bianchi
Voluntary information disclosure with heterogeneous beliefs: Xia Liu, Shanchun Liu, Lei Lu, Yongdong Shi and Xiong Xiong

Are professional forecasters Bayesian?: Sebastiano Manzan
Proxy Vector Autoregressions in a Data-rich Environment: Martin Bruns
Investment rules and time invariance under population growth: Geir Asheim, John M. Hartwick and Tapan Mitra
Wage negotiations in multi-worker firms and stochastic bargaining powers of existing workers: Jiwoon Kim
A dynamic model of managerial entrenchment and the positive incentives it creates: Graeme Guthrie
On the Matthew effect in research careers: Gustav Feichtinger, Dieter Grass, Peter Kort and Andrea Seidl
MoNK: Mortgages in a New-Keynesian model: Carlos Garriga, Finn E. Kydland and Roman Šustek
Optimal stock–enhancement of a spatially distributed renewable resource: Thorsten Upmann, Hannes Uecker, Liv Hammann and Bernd Blasius

Investment timing and capacity decisions with time-to-build in a duopoly market: Haejun Jeon
Sovereign illiquidity and recessions: Violeta A. Gutkowski
A stochastic differential game of duopolistic competition with sticky prices: Luca Colombo and Paola Labrecciosa
Effects of US quantitative easing on emerging market economies: Saroj Bhattarai, Arpita Chatterjee and Woong Yong Park
Market stability with machine learning agents: Christophre Georges and Javier Pereira
The role of the leverage effect in the price discovery process of credit markets: Paul Zimmermann
The expected time to cross a threshold and its determinants: a simple and flexible framework: Gabriel Zsurkis, João Nicolau and Paulo Rodrigues

Functional monetary aggregates, monetary policy, and business cycles: Apostolos Serletis and Libo Xu
Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out: Patrizia Perras and Niklas Wagner
Default recovery rates and aggregate fluctuations: Giacomo Candian and Mikhail Dmitriev
E-stability vis-à-vis determinacy in regime-switching models: Nigel McClung
Macroeconomic effects of the mortgage refinance and the home equity lines of credit: Jiseob Kim
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages: Piero Mazzarisi, Silvia Zaoli, Carlo Campajola and Fabrizio Lillo
Time to build and bond risk premia: Bin Guo, Fuzhe Huang and Kai Li
Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks: Georgios Georgiadis and Martina Jančoková
Learning your own ability: Carlos Madeira

Coordinated bubbles and crashes: Huanhuan Zheng
Welfare implications of switching to consumption taxation: Juan Carlos Conesa, Bo Li and Qian Li
The effects of trade size and market depth on immediate price impact in a limit order book market: Manh Cuong Pham, Heather Anderson, Huu Nhan Duong and Paul Lajbcygier
Short-run risk, business cycle, and the value premium: Yunhao He and Markus Leippold
Monopoly, unilateral climate policies and limit pricing: Gerard van der Meijden and Cees Withagen
The failure of stabilization policy: Balanced-budget fiscal rules in the presence of incompressible public expenditures: Nicolas Abad, Teresa Lloyd-Braga and Leonor Modesto
The extensive margin and US aggregate fluctuations: A quantitative assessment: Miguel Casares, Hashmat Khan and Jean-Christophe Poutineau
Minding the gap between schools and universities: Luiz Brotherhood and Bruno Ricardo Delalibera

The formation of a core-periphery structure in heterogeneous financial networks: Daan in 't Veld, Marco van der Leij and Cars Hommes
A quantitative easing experiment: Adrian Penalver, Nobuyuki Hanaki, Eizo Akiyama, Yukihiko Funaki and Ryuichiro Ishikawa
European spreads at the interest rate lower bound: Laura Coroneo and Sergio Pastorello
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin: Štefan Lyócsa, Peter Molnár, Tomáš Plíhal and Mária Širaňová
On optimal extraction under asymmetric information over reclamation costs: Pauli Lappi
The heterogeneous impact of monetary policy on the US labor market: Gregor Zens, Maximilian Böck and Thomas O. Zörner
Implications of quantal response statistical equilibrium: Ellis Scharfenaker

A Continuous-Time Model of Sovereign Debt: Gideon Bornstein
Revolving credit lines and targeted search: Gajendran Raveendranathan
Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model: Marcin Rzeszutek, Antoine Godin, Adam Szyszka and Stanislas Augier
Gain/loss asymmetric stochastic differential utility: Yuki Shigeta
Security design with status concerns: Suleyman Basak, Dmitry Makarov, Alex Shapiro and Marti Subrahmanyam
CDS Returns: Patrick Augustin, Fahad Saleh and Haohua Xu