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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Volume 117, issue C, 2020

The fiscal state-dependent effects of capital income tax cuts

Alexandra Fotiou, Wenyi Shen and Shu-Chun Yang

When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning

Vadym Lepetyuk, Lilia Maliar and Serguei Maliar

Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market

Lilit Popoyan, Mauro Napoletano and Andrea Roventini

RELATIVE PRODUCTIVITY AND SEARCH UNEMPLOYMENT IN AN OPEN ECONOMY

Luisito Bertinelli, Olivier Cardi and Romain Restout

Employment prospects and the propagation of fiscal stimulus

Paweł Kopiec

Robust contracts with one-sided commitment

Yingjie Niu, Jinqiang Yang and Zhentao Zou

Long-run market configurations in a dynamic quality-ladder model with externalities

Mario Samano and Marc Santugini

How traders influence their neighbours: Modelling social evolutionary processes and peer effects in agricultural trade networks

Thomas Kopp and Jan Salecker

Mind the gap!—A monetarist view of the open-economy Phillips curve

Ayşe Kabukçuoğlu Dur and Enrique Martínez García

Factor Investing for the Long Run

Abraham Lioui and Andrea Tarelli

Investor overconfidence and the security market line: New evidence from China

Xing Han, Kai Li and Youwei Li

Volume 116, issue C, 2020

Okun’s Law across time and frequencies

Luís Aguiar-Conraria, Manuel Martins and Maria Joana Soares

What is the minimal systemic risk in financial exposure networks?

Christian Diem, Anton Pichler and Stefan Thurner

Credit Constraints and the Government Spending Multiplier

Salem Abo-Zaid and Ahmed H. Kamara

Capital-skill complementarity, sectoral labor productivity, and structural transformation

Chaoran Chen

Time-Varying Consumer Disagreement and Future Inflation

Sarantis Tsiaplias

International Stock Comovements with Endogenous Clusters

Laura Coroneo, Laura Jackson Young and Michael Owyang

The high frequency trade off between speed and sophistication

Daniel Ladley

Population aging, social security and fiscal limits

Burkhard Heer, Vito Polito and Michael R. Wickens

Liquidity backstops and dynamic debt runs

Bin Wei and Vivian Yue

Business cycle implications of rising household credit market participation in emerging countries

Zulma Barrail

Rigidities and adjustments of daily prices to costs: Evidence from supermarket data

Monica Giulietti, Jesus Otero and Michael Waterson

Investment flexibility as a barrier to entry

Graeme Guthrie

Large-scale minimum variance portfolio allocation using double regularization

Zhicun Bian, Yin Liao, O’Neill, Michael, Jing Shi and Xueyong Zhang

Volume 115, issue C, 2020

Trade Integration in Colombia: A Dynamic General Equilibrium Study with New Exporter Dynamics

George Alessandria and Oscar Avila-Montealegre

Comment on “Trade integration in Colombia: A dynamic general equilibrium study with new exporter dynamics”

Alessandra Bonfiglioli

What drives aggregate investment? Evidence from German survey data

Ruediger Bachmann and Peter Zorn

Comments on: “What drives aggregate investment? Evidence from German survey data”

Andrea Caggese

Regional data in macroeconomics: Some advice for practitioners

Gabriel Chodorow-Reich

Comments on “Regional Data in Macroeconomics: Advice for Practitioners”

Thuy Lan Nguyen

Rising bank concentration

P. Dean Corbae and D’Erasmo, Pablo

Comments on “Rising Bank Concentration”

Jochen Mankart

Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area

Jiri Slacalek, Oreste Tristani and Giovanni L. Violante

Comment on “The Household Channel of Monetary Policy in the Euro Area: A Back of the Envelope Calculation”

Ralph Luetticke

Estimating linearized heterogeneous agent models using panel data

Tamás K. Papp and Michael Reiter

Capital income taxation with housing

Makoto Nakajima

Comments on “Capital income taxation with housing”

Axelle Ferriere

Labor market trends and the changing value of time

Job Boerma and Loukas Karabarbounis

Comments on “labor market trends and the changing value of time”

Francesca Carta and Marta De Philippis

Volume 114, issue C, 2020

Consumption and investment demand when health evolves stochastically

Kristian Bolin and Michael Caputo

Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks

Ruggero Grilli, Gabriele Tedeschi and Mauro Gallegati

A consistent stochastic model of the term structure of interest rates for multiple tenors

Mesias Alfeus, Martino Grasselli and Erik Schlogl

Government spending and heterogeneous consumption dynamics

Sebastian Laumer

Quality and price personalization under customer recognition: A dynamic monopoly model with contrasting equilibria

Didier Laussel, Ngo Long and Joana Resende

A hardware approach to value function iteration

Alessandro Peri

Separating the signal from the noise – Financial machine learning for Twitter

Matthias Schnaubelt, Thomas G. Fischer and Christopher Krauss

Horizon-unbiased investment with ambiguity

Qian Lin, Xianming Sun and Chao Zhou

The economic effect of immigration policies: analyzing and simulating the U.S. case

Andri Chassamboulli and Giovanni Peri

Labor market search, endogenous disasters and the equity premium puzzle

Christopher Heiberger

Volume 113, issue C, 2020

Should I stay or should I go? An agent-based setup for a trading and monetary union

Marko Petrović, Bulent Ozel, Andrea Teglio, Marco Raberto and Silvano Cincotti

Perturbation solution and welfare costs of business cycles in DSGE models

Christopher Heiberger and Alfred Maussner

Sequential Bayesian inference for vector autoregressions with stochastic volatility

Mark Bognanni and John Zito

The contribution of intraday jumps to forecasting the density of returns

Christophe Chorro, Florian Ielpo and Benoît Sévi

Labor earnings dynamics in a developing economy with a large informal sector

Diego Gomes, Felipe Iachan and Cezar Santos

Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality

Jiri Kukacka and Ladislav Krištoufek

The disposition effect and underreaction to private information

Dirk-Jan Janssen, Jiangyan Li, Jianying Qiu and Utz Weitzel

Dynamic asset allocation with relative wealth concerns in incomplete markets

Holger Kraft, André Meyer-Wehmann and Frank Thomas Seifried

Do inflation-targeting central banks adjust inflation targets to meet the target?

Soyoung Kim and Geunhyung Yim

A comparison of economic agent-based model calibration methods

Donovan Platt

Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity

Helmut Lütkepohl and Tomasz Woźniak

Quantifying the concerns of Dimon and Buffett with data and computation

Matthew Oldham

Welfare gains of bailouts in a sovereign default model

Roberto Pancrazi, Hernán Seoane and Marija Vukotic