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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Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models pp. -: Massimo Guidolin and Manuela Pedio
Portfolio selection with inflation-linked bonds and indexation lags pp. -: Kai Li
Pricing and Exercising American Options: an Asymptotic Expansion Approach pp. -: Chenxu Li and Yongxin Ye
Hedging recessions pp. -: Nicole Branger, Linda Sandris Larsen and Claus Munk
Time–varying rational expectations models pp. -: Klaus Neusser
The effect of short selling and borrowing on market prices and traders’ behavior pp. -: Sébastien Duchêne, Eric Guerci, Nobuyuki Hanaki and Charles Noussair
The risk return relationship: Evidence from index returns and realised variances pp. -: Minxian Yang
The quantitative effects of tax foresight: Not all states are equal pp. -: Ana María Herrera and Sandeep Kumar Rangaraju
A shadow rate New Keynesian model pp. -: Jing Cynthia Wu and Ji Zhang
The impact of interest rate policy on individual expectations and asset bubbles in experimental markets pp. -: Te Bao and Jichuan Zong
When speculators meet suppliers: Positive versus negative feedback in experimental housing markets pp. -: Te Bao and Cars Hommes

Perturbations in DSGE models: An odd derivatives theorem pp. -: Sherwin Lott
Foreign exchange intervention and inflation targeting: The role of credibility pp. -: Gustavo Adler, Ruy Lama and Juan Medina
Production externalities and investment caps: A welfare analysis under uncertainty pp. -: Luca Di Corato and Yishay Maoz
A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US pp. -: Marcelo Fernandes and Fausto Vieira
A time-varying parameter structural model of the UK economy pp. -: George Kapetanios, Riccardo M. Masolo, Katerina Petrova and Matt Waldron
Sustainable international monetary policy cooperation pp. -: Ippei Fujiwara, Timothy Kam and Takeki Sunakawa
(Un)conventional policy and the effective lower bound pp. -: Oreste Tristani and Fiorella De Fiore
Capital flows and the business cycle pp. -: Gabriel Cuadra and Lorenzo Menna

An oligopoly-fringe non-renewable resource game in the presence of a renewable substitute pp. 1-20: Hassan Benchekroun, Gerard van der Meijden and Cees Withagen
Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model pp. 21-43: Gauti Eggertsson and Sanjay Singh
Discretionary monetary and fiscal policy with endogenous sovereign risk pp. 44-66: Joost Roettger
Deep habits and exchange rate pass-through pp. 67-89: Punnoose Jacob and Lenno Uusküla
Attenuating the forward guidance puzzle: Implications for optimal monetary policy pp. 90-106: Taisuke Nakata, Ryota Ogaki, Sebastian Schmidt and Paul Yoo
Debt hangover in the aftermath of the Great Recession pp. 107-133: Stéphane Auray, Aurélien Eyquem and Paul Gomme
Investor expectations, earnings management, and asset prices pp. 134-157: Kai Du
Unconditional aid and green growth pp. 158-181: Moutaz Altaghlibi and Florian Wagener
Informality over the life-cycle pp. 182-202: Julien Albertini and Anthony Terriau
Episodes of war and peace in an estimated open economy model pp. 203-249: Stéphane Auray and Aurélien Eyquem
Adaptive learning in weighted network games pp. 250-264: Peter Bayer, P. Jean-Jacques Herings, Ronald Peeters and Frank Thuijsman
Bank assets, liquidity and credit cycles pp. 265-282: Federico Lubello, Ivan Petrella and Emiliano Santoro

Designing optimal M&A strategies under uncertainty pp. 1-20: Elmar Lukas, Paulo J. Pereira and Artur Rodrigues
Measuring the covariance risk of consumer debt portfolios pp. 21-38: Carlos Madeira
Income inequality, consumption, credit and credit risk in a data-driven agent-based model pp. 39-73: Georgios Papadopoulos
Lifecycle consumption under different income profiles: Evidence and theory pp. 74-94: John Duffy and Yue Li
Momentum and reversal: The role of short selling pp. 95-110: Zhaobo Zhu, Xinrui Duan, Licheng Sun and Jun Tu
A profitable modification to global quadratic hedging pp. 111-131: Maciej Augustyniak, Frédéric Godin and Clarence Simard
Money-financed fiscal stimulus: The effects of implementation lag pp. 132-151: Takayuki Tsuruga and Shota Wake

Markowitz with regret pp. 1-24: Rainer Baule, Olaf Korn and Laura-Chloé Kuntz
Home biased expectations and macroeconomic imbalances in a monetary union pp. 25-42: Dennis Bonam and Gavin Goy
Optimal fiscal substitutes for the exchange rate in monetary unions pp. 43-62: Christoph Kaufmann
Firm growth and Laplace distribution: The importance of large jumps pp. 63-82: Yoshiyuki Arata
Incomplete credit markets and monetary policy pp. 83-101: Costas Azariadis, James Bullard, Aarti Singh and Jacek Suda
Valuation of mortgage interest deductibility under uncertainty: An option pricing approach pp. 102-122: Hamed Ghoddusi and Mohamad Afkhami
Health, longevity and retirement reform pp. 123-157: Tobias Laun, Simen Markussen, Trond Christian Vigtel and Johanna Wallenius
Tax uncertainty and business activity pp. 158-184: Jungho Lee and Jianhuan Xu
Investment decisions with finite-lived collars pp. 185-204: Roger Adkins, Dean Paxson, Paulo J. Pereira and Artur Rodrigues
A flow network analysis of direct balance-sheet contagion in financial networks pp. 205-233: Mario Eboli
Identifying booms and busts in house prices under heterogeneous expectations pp. 234-259: Wilko Bolt, Maria Demertzis, Cees Diks, Cars Hommes and Marco van der Leij

Corporate finance, monetary policy, and aggregate demand pp. 1-28: Mario Rafael Silva
An approximation of the distribution of learning estimates in macroeconomic models pp. 29-43: Jaqueson Galimberti
Incentives for research agents and performance-vested equity-based compensation pp. 44-69: Yaping Shan
Dynamic capital structure choice and investment timing pp. 70-80: Engelbert Dockner, Richard F. Hartl and Peter Kort
On the benefits of currency reform pp. 81-95: R. Vijay Krishna and Oksana Leukhina
Delaying product introduction: A dynamic analysis with endogenous time horizon pp. 96-114: Serhat Gezer