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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Strategic technology switching under risk aversion and uncertainty: Lars Hegnes Sendstad and Michail Chronopoulos
Living in an uncertain world: Environment substitution, local and global indeterminacy: Angelo Antoci, Simone Borghesi, Marcello Galeotti and Mauro Sodini
Green investment under time-dependent subsidy retraction risk: Verena Hagspiel, Cláudia Nunes, Carlos Oliveira and Manuel Portela
Optimal management of pumped hydroelectric production with state constrained optimal control: Athena Picarelli and Tiziano Vargiolu
Optimal regulation of energy network expansion when costs are stochastic: Gijsbert Zwart
Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms: Denny Irawan and Tatsuyoshi Okimoto
Photovoltaic Smart Grids in the prosumers investment decisions: a real option model: Marta Castellini, Francesco Menoncin, Michele Moretto and Sergio Vergalli
Investing in electricity production under a reliability options scheme: Fulvio Fontini, Tiziano Vargiolu and Dimitrios Zormpas
Flexibility premium of emissions permits: Luca Taschini
The effect of environmental policies on risk reductions in energy generation: Giancarlo Acevedo, Alejandro Bernales, Andrés Flores, Andrés Inzunza and Rodrigo Moreno

Estimation of agent-based models using Bayesian deep learning approach of BayesFlow: Takashi Shiono
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps: Xiangwei Wan and Nian Yang
Monetary dynamics in a network economy: Antoine Mandel and Vipin P. Veetil
Salience, systemic risk and spectral risk measures as capital requirements: Branka Matyska
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading: Shino Takayama
Fiscal policy during a pandemic: Miguel Faria-e-Castro
Latent variables analysis in structural models: A New decomposition of the kalman smoother: Hess Chung, Cristina Fuentes-Albero, Matthias Paustian and Damjan Pfajfar
Optimal market-Making strategies under synchronised order arrivals with deep neural networks: So Eun Choi, Hyun Jin Jang, Kyungsub Lee and Harry Zheng
Emissions trading with rolling horizons: Simon Quemin and Raphael Trotignon
Property rights, expropriations, and business cycles in China: Yin Germaschewski, Jaroslav Horvath and Loris Rubini

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