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
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 112, issue C, 2020

Co-existence of trend and value in financial markets: Estimating an extended Chiarella model

Adam A. Majewski, Stefano Ciliberti and Jean-Philippe Bouchaud

Dynamic interbank network analysis using latent space models

Fernando Linardi, Cees Diks, Marco van der Leij and Iuri Lazier

A macroeconomic model with occasional financial crises

Pascal Paul

Capital misallocation: Cyclicality and sources

M. Jahangir Alam

Stochastic dominance tests

Nikolas Topaloglou and Mike Tsionas

The behavioral economics of currency unions: Economic integration and monetary policy

Akvile Bertasiute, Domenico Massaro and Matthias Weber

Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?

Jaroslav Horvath

Volume 111, issue C, 2020

Choosing a good toolkit, II: Bayes-rule based heuristics

Alejandro Francetich and David Kreps

Choosing a good toolkit, I: Prior-free heuristics

Alejandro Francetich and David Kreps

Identifying noise shocks

Luca Benati, Joshua Chan, Eric Eisenstat and Gary Koop

Gradual tax reforms: If you like it, you can keep it

Sepideh Raei

Dynamic contract and discretionary termination policy under loss aversion

Keiichi Hori and Hiroshi Osano

Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion

Sylvain Barde

Benchmarking machine-learning software and hardware for quantitative economics

Victor Duarte, Diogo Duarte, Julia Fonseca and Alexis Montecinos

Hindered growth

Moshe Elitzur, Scott Kaplan and David Zilberman

The effects of conventional and unconventional monetary policy on forecasting the yield curve

Yunjong Eo and Kyu Ho Kang

Imperfect mobility of labor across sectors and fiscal transmission

Olivier Cardi, Romain Restout and Peter Claeys

Shadow banks, leverage risks, and asset prices

Xu Feng, Lei Lu and Yajun Xiao

Reconstructing and stress testing credit networks

Amanah Ramadiah, Fabio Caccioli and Daniel Fricke

Policy effectiveness in spatial resource wars: A two-region model

Giorgio Fabbri, Silvia Faggian and Giuseppe Freni

Exploiting ergodicity in forecasts of corporate profitability

Philipp Mundt, Simone Alfarano and Mishael Milaković

Mean-variance analysis and the Modified Market Portfolio

Jan Wenzelburger

Real option duopolies with quasi-hyperbolic discounting

Pengfei Luo, Yuan Tian and Zhaojun Yang

Volume 110, issue C, 2020

The distribution of information and the price efficiency of markets

Brice Corgnet, Mark DeSantis and David Porter

Determinants of investor expectations and satisfaction. A study with financial professionals

Rene Schwaiger, Michael Kirchler, Florian Lindner and Utz Weitzel

Misplaced childhood: When recession children grow up as central bankers

Etienne Farvaque, Franck Malan and Piotr Stanek

Coordination on bubbles in large-group asset pricing experiments

Te Bao, Myrna Hennequin, Cars Hommes and Domenico Massaro

Who inflates the bubble? Forecasters and traders in experimental asset markets

Marcus Giamattei, Jürgen Huber, Johann Graf Lambsdorff, Andreas Nicklisch and Stefan Palan

Should I default on my mortgage even if I can pay? Experimental evidence

Marina Pavan and Iván Barreda-Tarrazona

(A)symmetric information bubbles: Experimental evidence

Yasushi Asako, Yukihiko Funaki, Kozo Ueda and Nobuyuki Uto

Asset markets with insider trading disclosure rule and reselling constraint: An experimental analysis

Edward Halim and Yohanes Riyanto

On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations

Camille Cornand and Paul Hubert

On booms that never bust: Ambiguity in experimental asset markets with bubbles

Brice Corgnet, Roberto Hernán-González and Praveen Kujal

Are sunspots learnable? An experimental investigation in a simple macroeconomic model

Jasmina Arifovic, George Evans and Olena Kostyshyna

Volume 109, issue C, 2019

Can competition between forecasters stabilize asset prices in learning to forecast experiments?

Dávid Kopányi, Jean Paul Rabanal, Olga Rud and Jan Tuinstra

Capturing deep tail risk via sequential learning of quantile dynamics

Qi Wu and Xing Yan

A learning curve of the market: Chasing alpha of socially responsible firms

Zhichuan Li, Dylan B. Minor, Jun Wang and Chong Yu

A model of anonymous influence with anti-conformist agents

Michel Grabisch, Alexis Poindron and Agnieszka Rusinowska

Endogenous borrowing constraints and stagnation in Latin America

Paulina Restrepo-Echavarria

Learning about banks’ net worth and the slow recovery after the financial crisis

Josef Hollmayr and Michael Kühl

Reexamining time-varying bond risk premia in the post-financial crisis era

Han Zhang, Xiaoyun Fan, Bin Guo and Wei Zhang

Keeping up with the Zhangs and house price dynamics in China

Raoul Minetti, Tao Peng and Tao Jiang

A unified model for regularized and robust portfolio optimization

Lukas Plachel

Skilled migration and business cycle dynamics

Christie Smith and Christoph Thoenissen

Volume 108, issue C, 2019

Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons

Di Bu, Yin Liao, Jing Shi and Hongfeng Peng

Optimal scientific production over the life cycle

Gustav Feichtinger, D. Grass and Peter Kort

Banking crises and liquidity in a monetary economy

Tarishi Matsuoka and Makoto Watanabe

Improving forecasts with the co-range dynamic conditional correlation model

Piotr Fiszeder and Marcin Faldzinski

How does government spending news affect interest rates? Evidence from the United States

Yong Chen and Dingming Liu

On the Markov switching welfare cost of inflation

Wei Dai and Apostolos Serletis

Labor market distortions under sovereign debt default crises

Tiago Tavares

Functional Ross recovery: Theoretical results and empirical tests

Yannick Dillschneider and Raimond Maurer

Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR

Moris S. Strub, Duan Li, Xiangyu Cui and Jianjun Gao

Forward-looking solvency contagion

Marco Bardoscia, Paolo Barucca, Adam Brinley Codd and John Hill

The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model

Stefan Hohberger, Romanos Priftis and Lukas Vogel

Retail sales of durable goods, inventories and imports after large devaluations

Valery Charnavoki

Liquidation, fire sales, and acquirers’ private information

Michi Nishihara and Takashi Shibata