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 104, issue C, 2019

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

Volume 103, issue C, 2019

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

Volume 102, issue C, 2019

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

Volume 101, issue C, 2019

Managing unanchored, heterogeneous expectations and liquidity traps pp. 1-16

Cars Hommes and Joep Lustenhouwer

Optimal execution with regime-switching market resilience pp. 17-40

Chi Chung Siu, Ivan Guo, Song-Ping Zhu and Robert J. Elliott

Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH pp. 41-61

Helmut Lütkepohl and Thore Schlaak

Optimal timing of decisions: A general theory based on continuation values pp. 62-81

Qingyin Ma and John Stachurski

Taxes and financial frictions: Implications for corporate capital structure pp. 82-100

Patrick Macnamara

Endogenous growth and global divergence in a multi-country agent-based model pp. 101-129

Giovanni Dosi, Andrea Roventini and Emanuele Russo

Shadow banking and financial regulation: A small-scale DSGE perspective pp. 130-144

Patrick Fève, Alban Moura and Olivier Pierrard

Sustainability of an economy relying on two reproducible assets pp. 145-160

Robert Cairns, Stellio Del Campo and Vincent Martinet

Optimal self-enforcement and termination pp. 161-186

Cheng Wang and Youzhi Yang

The fight-or-flight response to the Joneses and inequality pp. 187-210

Richard Barnett, Joydeep Bhattacharya and Helle Bunzel

Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves pp. 211-238

Rupert Way, François Lafond, Fabrizio Lillo, Valentyn Panchenko and J. Farmer

Stackelberg versus Cournot: A differential game approach pp. 239-261

Luca Colombo and Paola Labrecciosa

Volume 100, issue C, 2019

Monetary and fiscal policy in a liquidity trap with inflation persistence pp. 1-28

Jean-Baptiste Michau

The dynamics of inequalities and unequal exchange of labor in intertemporal linear economies pp. 29-46

Giorgos Galanis, Roberto Veneziani and Naoki Yoshihara

Geographic reallocation and unemployment during the Great Recession: The role of the housing bust pp. 47-69

Fatih Karahan and Serena Rhee

Intangible capital and the rise in wage and hours volatility pp. 70-85

Shalini Mitra

Measuring network systemic risk contributions: A leave-one-out approach pp. 86-114

Sullivan Hué, Yannick Lucotte and Sessi Tokpavi

Frictional asset reallocation under adverse selection pp. 115-130

Florian Madison

Trading under market impact: Crossing networks interacting with dealer markets pp. 131-151

Jana Bielagk, Ulrich Horst and Santiago Moreno-Bromberg

DSGE model with financial frictions over subsets of business cycle frequencies pp. 152-163

Marco Gallegati, Federico Giri and Antonio Palestrini

A simple model of growth cycles with technology choice pp. 164-175

Yosuke Umezuki and Masanori Yokoo

When panic makes you blind: A chaotic route to systemic risk pp. 176-199

Piero Mazzarisi, Fabrizio Lillo and Stefano Marmi

Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach pp. 200-229

James Paulin, Anisoara Calinescu and Michael Wooldridge

Strategic central bank communication: Discourse analysis of the Bank of Japan’s Monthly Report pp. 230-250

Kohei Kawamura, Yohei Kobashi, Masato Shizume and Kozo Ueda

It only takes a few moments to hedge options pp. 251-269

Andrea Barletta, Paolo Santucci de Magistris and David Sloth

Dynamic competition and intellectual property rights in a model of product development pp. 270-296

Etienne Billette de Villemeur, Richard Ruble and Bruno Versaevel

Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias pp. 297-313

Diego Amaya, Mathieu Boudreault and Don L. McLeish

Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects pp. 314-333

Cars Hommes and Joris Vroegop

Unemployment fluctuations over the life cycle pp. 334-352

Jean-Olivier Hairault, Francois Langot and Thepthida Sopraseuth

Zeno points in optimal control models with endogenous regime switching pp. 353-368

Andrea Seidl

Opaque bank assets and optimal equity capital pp. 369-394

Min Dai, Shan Huang and Jussi Keppo

Optimal pricing and advertising policies for a one-time entertainment event pp. 395-416

Steffen Jørgensen and Georges Zaccour

The extensive margin of trade and monetary policy pp. 417-441

Yuko Imura and Malik Shukayev