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 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

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