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 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

Volume 107, issue C, 2019

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

Volume 106, issue C, 2019

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

Volume 105, issue C, 2019

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