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 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

Volume 99, issue C, 2019

The role of trading frictions in financial markets pp. 1-18

Samuel Huber and Jaehong Kim

Uncertainty shocks and firm creation: Search and monitoring in the credit market pp. 19-53

Thomas Brand, Marlène Isoré and Fabien Tripier

What to expect when you're calibrating: Measuring the effect of calibration on the estimation of macroeconomic models pp. 54-81

Nikolay Iskrev

Financial development, unemployment volatility, and sectoral dynamics pp. 82-102

Brendan Epstein and Alan Finkelstein Shapiro

Housing and the business cycle revisited pp. 103-115

Daniel Fehrle

Immigration and public finances in OECD countries pp. 116-151

d’Albis, Hippolyte, Ekrame Boubtane and Dramane Coulibaly

Volume 98, issue C, 2019

Cojumps and asset allocation in international equity markets pp. 1-22

Mohamed Arouri, M’saddek, Oussama, Duc Khuong Nguyen and Kuntara Pukthuanthong

On agreements in a nonrenewable resource market: A cooperative differential game approach pp. 23-39

Mathias Berthod and Hassan Benchekroun

Consumption-portfolio choice with preferences for cash pp. 40-59

Holger Kraft and Farina Weiss

Firing costs, misallocation, and aggregate productivity pp. 60-81

José-María Da-Rocha, Diego Restuccia and Marina Tavares

Early childhood education and economic growth pp. 82-104

Bruno Ricardo Delalibera and Pedro Ferreira

Volume 97, issue C, 2018

Optimal fiscal policy under private debt deleveraging pp. 1-18

Annika Ivens

Firm size, bank size, and financial development pp. 19-37

Daryna Grechyna

Competitive search obfuscation pp. 38-63

Saara Hämäläinen

Volume 96, issue C, 2018

A model of entry, exit, and plant-level dynamics over the business cycle pp. 1-25

Yoonsoo Lee and Toshihiko Mukoyama

The case for Divisia monetary statistics: A Bayesian time-varying approach pp. 26-41

Michael Ellington

Equilibrium variance risk premium in a cost-free production economy pp. 42-60

Xinfeng Ruan and Jin E. Zhang