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Journal of Economic Dynamics and Control

1979 - 2017

Current editor(s): J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok

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Volume 34, issue 12, 2010

Dynamics of brand competition: Effects of unobserved social networks pp. 2391-2406 Downloads
Abhijit Sengupta and Danica Vukadinovic Greetham
A dynamic bioeconomic analysis of mountain pine beetle epidemics pp. 2407-2419 Downloads
Charles Sims, David Aadland and David Finnoff
Maintenance and investment: Complements or substitutes? A reappraisal pp. 2420-2439 Downloads
Raouf Boucekkine, Giorgio Fabbri and Fausto Gozzi
Growth, sectoral composition, and the evolution of income levels pp. 2440-2460 Downloads
Jaime Alonso-Carrera and Xavier Raurich
Monetary shocks in a spatial overlapping generations model pp. 2461-2484 Downloads
Niels Anthonisen
The effects of the market structure on the adoption of evolving technologies pp. 2485-2493 Downloads
Javier Rivas
Dynamic nonpoint-source pollution control policy: Ambient transfers and uncertainty pp. 2494-2509 Downloads
Stergios Athanassoglou
Inflation targeting as a means of achieving disinflation pp. 2510-2532 Downloads
Christian Saborowski
Harvesting and recovery decisions under uncertainty pp. 2533-2546 Downloads
Mark Shackleton and Sigbjørn Sødal
On the macroeconomic and welfare effects of illegal immigration pp. 2547-2567 Downloads
Xiangbo Liu
Managing disinflation under uncertainty pp. 2568-2577 Downloads
Mewael F. Tesfaselassie and Eric Schaling
Equilibrium open interest pp. 2578-2600 Downloads
Kenneth Judd and Dietmar P.J. Leisen

Volume 34, issue 11, 2010

Preface pp. 2231-2231 Downloads
Carl Chiarella and Jin-Chuan Duan
Jump and volatility risk premiums implied by VIX pp. 2232-2244 Downloads
Jin-Chuan Duan and Chung-Ying Yeh
Pricing of CDOs based on the multivariate Wang transform pp. 2245-2258 Downloads
Masaaki Kijima, Shin-ichi Motomiya and Yoichi Suzuki
Bayesian analysis of structural credit risk models with microstructure noises pp. 2259-2272 Downloads
Shirley J. Huang and Jun Yu
Behavioral heterogeneity in the option market pp. 2273-2287 Downloads
Bart Frijns, Thorsten Lehnert and Remco Zwinkels
The economic value of volatility timing using a range-based volatility model pp. 2288-2301 Downloads
Ray Chou and Nathan Liu
Consistent modeling of S&P 500 and VIX derivatives pp. 2302-2319 Downloads
Yueh-Neng Lin and Chien-Hung Chang
Shape factors and cross-sectional risk pp. 2320-2340 Downloads
Andrea Roncoroni, Stefano Galluccio and Paolo Guiotto
Estimating asset correlations from stock prices or default rates--Which method is superior? pp. 2341-2357 Downloads
Klaus Duellmann, Jonathan Küll and Michael Kunisch
Systemic risk, financial contagion and financial fragility pp. 2358-2374 Downloads
Serafín Martínez-Jaramillo, Omar Pérez Pérez, Fernando Avila Embriz and Fabrizio López Gallo Dey
Portfolio choice under transitory price impact pp. 2375-2389 Downloads
Sergei Isaenko

Volume 34, issue 10, 2010

Euro area inflation persistence in an estimated nonlinear DSGE model pp. 1837-1858 Downloads
Gianni Amisano and Oreste Tristani
State-dependent pricing, local-currency pricing, and exchange rate pass-through pp. 1859-1871 Downloads
Anthony Landry
Auctions and corruption: An analysis of bid rigging by a corrupt auctioneer pp. 1872-1892 Downloads
Yvan Lengwiler and Elmar Wolfstetter
Inflation, volatile public spending, and endogenously sustained growth pp. 1893-1906 Downloads
Dimitrios Varvarigos
Optimal irrational behavior in continuous time pp. 1907-1922 Downloads
James Feigenbaum and Frank Caliendo
Learning under fear of floating pp. 1923-1950 Downloads
Saki Bigio
Robust hidden Markov LQG problems pp. 1951-1966 Downloads
Lars Hansen, Ricardo Mayer and Thomas Sargent
Learning by doing vs. learning from others in a principal-agent model pp. 1967-1992 Downloads
Jasmina Arifovic and Alexander Karaivanov
International capital flows and expectation-driven boom-bust cycles in the housing market pp. 1993-2009 Downloads
Hajime Tomura
Investment and the Taylor rule in a dynamic Keynesian model pp. 2010-2022 Downloads
Steven Fazzari, Piero Ferri and Edward Greenberg
Optimal monetary policy in the generalized Taylor economy pp. 2023-2037 Downloads
Engin Kara
On the firm-level implications of the Bank Lending Channel of monetary policy pp. 2038-2055 Downloads
Roger Aliaga-Diaz and Maria Olivero
Asset pricing implications of a New Keynesian model pp. 2056-2073 Downloads
Bianca De Paoli, Alasdair Scott and Olaf Weeken
The method of endogenous gridpoints with occasionally binding constraints among endogenous variables pp. 2074-2088 Downloads
Thomas Hintermaier and Winfried Koeniger
Examining the effectiveness of price limits in an artificial stock market pp. 2089-2108 Downloads
Chia-Hsuan Yeh and Chun-Yi Yang
Short-run fiscal policy: Welfare, redistribution and aggregate effects in the short and long-run pp. 2109-2125 Downloads
Sagiri Kitao
Women's lifetime labor supply and labor market experience pp. 2126-2140 Downloads
Moshe Hazan and Yishay Maoz
Anticipated tax reforms and temporary tax cuts: A general equilibrium analysis pp. 2141-2158 Downloads
Holger Strulik and Timo Trimborn
Does money matter for the identification of monetary policy shocks: A DSGE perspective pp. 2159-2178 Downloads
Céline Poilly
Technology shocks, capital utilization and sticky prices pp. 2179-2191 Downloads
Chetan Dave and Scott Dressler
Unintended consequences of the market risk requirement in banking regulation pp. 2192-2214 Downloads
Jussi Keppo, Leonard Kofman and Xu Meng
Time-consistent control in nonlinear models pp. 2215-2228 Downloads
Steven Ambler and Florian Pelgrin
Corrigendum to "New Keynesian versus old Keynesian government spending multipliers" [J. Econ. Dynam. Control 34(3) (2010) 281-295] pp. 2229-2229 Downloads
John F. Cogan, Tobias Cwik, John Taylor and Volker Wieland

Volume 34, issue 9, 2010

Introduction to the special issue: Computational perspectives in economics and finance: Methods, dynamic analysis and policy modeling pp. 1529-1530 Downloads
Herbert Dawid and Willi Semmler
The parameter set in an adaptive control Monte Carlo experiment: Some considerations pp. 1531-1549 Downloads
Marco P. Tucci, David Kendrick and Hans Amman
How misleading is linearization? Evaluating the dynamics of the neoclassical growth model pp. 1550-1571 Downloads
Manoj Atolia, Santanu Chatterjee and Stephen J Turnovsky
Using a projection method to analyze inflation bias in a micro-founded model pp. 1572-1581 Downloads
Gary Anderson, Jinill Kim and Tack Yun
On the precision of Calvo parameter estimates in structural NKPC models pp. 1582-1595 Downloads
Jean-Marie Dufour, Lynda Khalaf and Maral Kichian
Out-of-sample comparison of copula specifications in multivariate density forecasts pp. 1596-1609 Downloads
Cees Diks, Valentyn Panchenko and Dick van Dijk
On entrepreneurial risk-taking and the macroeconomic effects of financial constraints pp. 1610-1626 Downloads
Christiane Clemens and Maik Heinemann
The financial accelerator in an evolving credit network pp. 1627-1650 Downloads
Domenico Delli Gatti, Mauro Gallegati, Bruce Greenwald, Alberto Russo and Joseph Stiglitz
Global dynamics in a model with search and matching in labor and capital markets pp. 1651-1679 Downloads
Ekkehard Ernst and Willi Semmler
Risk premiums and macroeconomic dynamics in a heterogeneous agent model pp. 1680-1699 Downloads
Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens and Raf Wouters
Stock market conditions and monetary policy in a DSGE model for the U.S pp. 1700-1731 Downloads
Efrem Castelnuovo and Salvatore Nisticò
Money and liquidity effects: Separating demand from supply pp. 1732-1747 Downloads
Jagjit Chadha, Luisa Corrado and Qi Sun
Schumpeter meeting Keynes: A policy-friendly model of endogenous growth and business cycles pp. 1748-1767 Downloads
Giovanni Dosi, Giorgio Fagiolo and Andrea Roventini
Learning benevolent leadership in a heterogenous agents economy pp. 1768-1790 Downloads
Jasmina Arifovic, Herbert Dawid, Christophe Deissenberg and Olena Kostyshyna
The macroeconomics of fiscal consolidations in euro area countries pp. 1791-1812 Downloads
Lorenzo Forni, Andrea Gerali and Massimiliano Pisani
Towards an understanding of tradeoffs between regional wealth, tightness of a common environmental constraint and the sharing rules pp. 1813-1835 Downloads
Raouf Boucekkine, Jacek Krawczyk and Thomas Vallee

Volume 34, issue 8, 2010

Macroeconomic models and the yield curve: An assessment of the fit pp. 1343-1358 Downloads
Jagjit Chadha and Sean Holly
A model of debit card as a means of payment pp. 1359-1368 Downloads
Young Sik Kim and Manjong Lee
Firm heterogeneity, trade, and wage inequality pp. 1369-1379 Downloads
Bulent Unel
Self-organized criticality in a dynamic game pp. 1380-1391 Downloads
Andreas Blume, John Duffy and Ted Temzelides
A dynamic model of shirking and unemployment: Private saving, public debt, and optimal taxation pp. 1392-1402 Downloads
Richard Brecher, Zhiqi Chen and Ehsan Choudhri
On the theory of sterilized foreign exchange intervention pp. 1403-1420 Downloads
Michael Kumhof
Technological leadership and persistence of monopoly under endogenous entry: Static versus dynamic analysis pp. 1421-1441 Downloads
Eugen Kovac, Viatcheslav Vinogradov and Kresimir Zigic
On the hidden hazards of adaptive behavior pp. 1442-1455 Downloads
Weihong Huang
A game options approach to the investment problem with convertible debt financing pp. 1456-1470 Downloads
Masahiko Egami
Identifying a permanent markup shock and its implications for macroeconomic dynamics pp. 1471-1491 Downloads
Bae-Geun Kim
Dynamic predictor selection in a new Keynesian model with heterogeneous expectations pp. 1492-1508 Downloads
William Branch and Bruce McGough
Labor-market volatility in the search-and-matching model: The role of investment-specific technology shocks pp. 1509-1527 Downloads
Renato Faccini and Salvador Ortigueira

Volume 34, issue 7, 2010

Economic models for the environmental Kuznets curve: A survey pp. 1187-1201 Downloads
Masaaki Kijima, Katsumasa Nishide and Atsuyuki Ohyama
Monthly pass-through ratios pp. 1202-1213 Downloads
Marlene Amstad and Andreas Fischer
Technology shocks and aggregate fluctuations in an estimated hybrid RBC model pp. 1214-1232 Downloads
Jim Malley and Ulrich Woitek
A risk reserve model for hedging in incomplete markets pp. 1233-1247 Downloads
Vera Minina and Michel Vellekoop
Steady-state invariance in high-order Runge-Kutta discretization of optimal growth models pp. 1248-1259 Downloads
Stefania Ragni, Fasma Diele and Carmela Marangi
Discretization of highly persistent correlated AR(1) shocks pp. 1260-1276 Downloads
Galindev Ragchaasuren and Damba Lkhagvasuren
Optimal monetary rules under persistent shocks pp. 1277-1294 Downloads
Joydeep Bhattacharya and Rajesh Singh
The butterfly effect of small open economies pp. 1295-1304 Downloads
Jarkko P. Jääskelä and Mariano Kulish
Nominal vs real wage rigidities in New Keynesian models with hiring costs: A Bayesian evaluation pp. 1305-1324 Downloads
Marianna Riggi and Massimiliano Tancioni
Country portfolio dynamics pp. 1325-1342 Downloads
Michael Devereux and Alan Sutherland

Volume 34, issue 6, 2010

Welfare costs of inflation when interest-bearing deposits are disregarded: A calculation of the bias pp. 1015-1030 Downloads
Rubens Cysne and David Turchick
Smooth-adjustment econometrics and inventory-theoretic money management pp. 1031-1047 Downloads
Clinton A. Greene
Sustained development of a society with a renewable resource pp. 1048-1061 Downloads
Robert Cairns and Huilan Tian
Is corporate control effective when managers face investment timing decisions in incomplete markets? pp. 1062-1076 Downloads
Vicky Henderson
Convergence of iterative tâtonnement without price normalization pp. 1077-1091 Downloads
Mitri Kitti
Patents as collateral pp. 1092-1104 Downloads
Bruno Amable, Jean-Bernard Chatelain and Kirsten Ralf
Financial crises and interacting heterogeneous agents pp. 1105-1122 Downloads
Weihong Huang, Huanhuan Zheng and Wai-Mun Chia
Envelope theorems for locally differentiable open-loop Stackelberg equilibria of finite horizon differential games pp. 1123-1139 Downloads
Robert A. Van Gorder and Michael Caputo
On the specification of noise in two agent-based asset pricing models pp. 1140-1152 Downloads
Reiner Franke
Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach pp. 1153-1170 Downloads
Stelios Bekiros
Structural shocks and the comovements between output and interest rates pp. 1171-1186 Downloads
Elmar Mertens

Volume 34, issue 5, 2010

Global stochastic properties of dynamic models and their linear approximations pp. 817-824 Downloads
Ana Babus and Casper de Vries
Bifurcations of optimal vector fields in the shallow lake model pp. 825-843 Downloads
Tatiana Kiseleva and Florian Wagener
A stochastic differential Fishery game for a two species fish population with ecological interaction pp. 844-857 Downloads
Wen-Kai Wang and Christian-Oliver Ewald
The new Keynesian Phillips curve revisited pp. 858-874 Downloads
Pål Boug, Adne Cappelen and Anders Rygh Swensen
The puzzling evolution of the home bias, information processing and financial openness pp. 875-896 Downloads
Jordi Mondria and Thomas Wu
Uncertainty-driven growth pp. 897-912 Downloads
Koki Oikawa
From discrete to continuous time evolutionary finance models pp. 913-931 Downloads
Jan Palczewski and Klaus Schenk-Hoppé
A theory of infrastructure-led development pp. 932-950 Downloads
Pierre-Richard Agénor
A structural model of debt pricing with creditor-determined liquidation pp. 951-967 Downloads
Max Bruche and Hassan Naqvi
Monetary persistence and the labor market: A new perspective pp. 968-983 Downloads
Wolfgang Lechthaler, Christian Merkl and Dennis J. Snower
Linear rational-expectations models with lagged expectations: A synthetic method pp. 984-1002 Downloads
Alexander Meyer-Gohde
Age effects, leverage and firm growth pp. 1003-1013 Downloads
Kim Huynh and Robert Petrunia

Volume 34, issue 4, 2010

Perfect simulation of stationary equilibria pp. 577-584 Downloads
Kazuo Nishimura and John Stachurski
Improvement in information and private investment in education pp. 585-597 Downloads
Bernhard Eckwert and Itzhak Zilcha
On the relation between the mean and variance of delay in dynamic queues with random capacity and demand pp. 598-603 Downloads
Mogens Fosgerau
Public versus private investment and growth in a hierarchical education system pp. 604-622 Downloads
Calin Arcalean and Ioana Schiopu
Indeterminacy and the elasticity of substitution in one-sector models pp. 623-635 Downloads
Tsz-Nga Wong and Chong Yip
Portfolio selection in multidimensional general and partial moment space pp. 636-656 Downloads
Walter Briec and Kristiaan Kerstens
Contract adjustment under uncertainty pp. 657-680 Downloads
Helge Holden, Lars Holden and Steinar Holden
The dynamics of the NAIRU model with two switching regimes pp. 681-695 Downloads
Fabio Tramontana, Laura Gardini and P. Ferri
Productive consumption and population dynamics in an endogenous growth model: Demographic trends and human development aid in developing economies pp. 696-709 Downloads
Ichiroh Daitoh
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion pp. 710-724 Downloads
Rüdiger Frey and Jochen Backhaus
The effect of mean reversion on entry and exit decisions under uncertainty pp. 725-742 Downloads
Andrianos Tsekrekos
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates pp. 743-764 Downloads
Roberto Dieci and Frank Westerhoff
A banking explanation of the US velocity of money: 1919-2004 pp. 765-779 Downloads
Szilard Benk, Max Gillman and Michal Kejak
Euro-dollar real exchange rate dynamics in an estimated two-country model: An assessment pp. 780-797 Downloads
Pau Rabanal and Vicente Tuesta
Life expectancy and the environment pp. 798-815 Downloads
Fabio Mariani, Agustín Pérez-Barahona and Natacha Raffin

Volume 34, issue 3, 2010

New Keynesian versus old Keynesian government spending multipliers pp. 281-295 Downloads
John F. Cogan, Tobias Cwik, John Taylor and Volker Wieland
Optimal foreign investment dynamics in the presence of technological spillovers pp. 296-313 Downloads
Herbert Dawid, Alfred Greiner and Benteng Zou
The concavity of the value function of the extended Barro-Becker model pp. 314-329 Downloads
Ling Qi and Sadao Kanaya
Optimal monetary policy in a new Keynesian model with job search pp. 330-353 Downloads
Jenn-Hong Tang
Labour taxes and unemployment evidence from a panel unobserved component model pp. 354-364 Downloads
Tino Berger and Gerdie Everaert
Optimal monetary policy with imperfect unemployment insurance pp. 365-387 Downloads
Tomoyuki Nakajima
A new algorithm for solving dynamic stochastic macroeconomic models pp. 388-403 Downloads
Victor Dorofeenko, Gabriel Lee and Kevin Salyer
An approximate consumption function pp. 404-416 Downloads
Mario Padula
Modeling structural breaks in economic relationships using large shocks pp. 417-436 Downloads
G. Kapetanios and Elias Tzavalis
On-the-job search, sticky prices, and persistence pp. 437-455 Downloads
Willem Van Zandweghe
Robust monetary rules under unstructured model uncertainty pp. 456-471 Downloads
Paul Levine and Joseph Pearlman
A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models pp. 472-489 Downloads
Gary Anderson
An adverse selection model of optimal unemployment insurance pp. 490-502 Downloads
Marcus Hagedorn, Ashok Kaul and Tim Mennel
Markov-perfect capital and labor taxes pp. 503-521 Downloads
Fernando Martin
Ability-heterogeneity, entrepreneurship, and economic growth pp. 522-541 Downloads
Neville Jiang, Ping Wang and Haibin Wu
A lattice algorithm for pricing moving average barrier options pp. 542-554 Downloads
Min Dai, Peifan Li and Jin E. Zhang
The role of bank capital in the propagation of shocks pp. 555-576 Downloads
Cesaire Meh and Kevin Moran

Volume 34, issue 2, 2010

Optimal stalling when bargaining pp. 101-120 Downloads
John Thanassoulis
Structural vector autoregressions with Markov switching pp. 121-131 Downloads
Markku Lanne, Helmut Lütkepohl and Katarzyna Maciejowska
A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation pp. 132-157 Downloads
Minqiang Li
Dynamic investment and capital structure under manager-shareholder conflict pp. 158-178 Downloads
Takashi Shibata and Michi Nishihara
Adaptive learning with a unit root: An application to the current account pp. 179-190 Downloads
Ronald Davies and Paul Shea
Does tax competition really promote growth? pp. 191-206 Downloads
Marko Koethenbuerger and Ben Lockwood
Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation pp. 207-230 Downloads
J. Wang and P.A. Forsyth
On the distributional consequences of epidemics pp. 231-245 Downloads
Raouf Boucekkine and Jean-Pierre Laffargue
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations pp. 246-257 Downloads
Marji Lines and Frank Westerhoff
A dynamic game of waste management pp. 258-265 Downloads
Steffen Jørgensen
Implications of more precise information for technological development and economic welfare pp. 266-279 Downloads
Burkhard Drees and Bernhard Eckwert

Volume 34, issue 1, 2010

Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty pp. 1-3 Downloads
Wouter J. Den Haan, Kenneth Judd and Michel Juillard
Comparison of solutions to the incomplete markets model with aggregate uncertainty pp. 4-27 Downloads
Wouter J. Den Haan
Solving the incomplete markets model with aggregate uncertainty by backward induction pp. 28-35 Downloads
Michael Reiter
Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations pp. 36-41 Downloads
Eric Young
Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm pp. 42-49 Downloads
Lilia Maliar, Serguei Maliar and Fernando Valli
Solving the incomplete market model with aggregate uncertainty using a perturbation method pp. 50-58 Downloads
Sunghyun Kim, Robert Kollmann and Jinill Kim
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions pp. 59-68 Downloads
Yann Algan, Olivier Allais and Wouter J. Den Haan
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation pp. 69-78 Downloads
Wouter J. Den Haan and Pontus Rendahl
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents pp. 79-99 Downloads
Wouter J. Den Haan
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