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 95, issue C, 2018

Household borrowing constraints and residential investment dynamics pp. 1-18

Hashmat Khan and Jean-François Rouillard

A model of sleep, leisure and work over the business cycle pp. 19-36

James Cardon, Eric R. Eide, Kerk L. Phillips and Mark H. Showalter

Large-scale bond purchases in a currency union with segmentation in the market for government debt pp. 37-69

Andreas Tischbirek

Interest rate rules under financial dominance pp. 70-88

Vivien Lewis and Markus Roth

A theory of disasters and long-run growth pp. 89-109

Ken-Ichi Akao and Hiroaki Sakamoto

Home production and small open economy business cycles pp. 110-135

Kuan-Jen Chen, Angus Chu and Ching-chong Lai

Nonlinearities, smoothing and countercyclical monetary policy pp. 136-154

Laura Jackson Young, Michael Owyang and Daniel Soques

Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing pp. 155-171

Christian Gollier

Bayesian estimation of DSGE models: Identification using a diagnostic indicator pp. 172-186

Jagjit Chadha and Katsuyuki Shibayama

Asset prices and wealth dynamics in a financial market with random demand shocks pp. 187-210

Pietro Dindo and Jacopo Staccioli

Income inequality and sovereign default pp. 211-232

Kiyoung Jeon and Zeynep Kabukcuoglu

Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining pp. 233-254

Vadim Marmer and Margaret Slade

Volume 94, issue C, 2018

Markov-perfect risk sharing, moral hazard and limited commitment pp. 1-23

Alexander Karaivanov and Fernando Martin

Identifying heterogeneous income profiles using covariances of income levels and future growth rates pp. 24-42

Jeppe Druedahl and Anders Munk-Nielsen

Banks and liquidity crises in emerging market economies pp. 43-62

Tarishi Matsuoka

The effect of interest rates on consumption in an income fluctuation problem pp. 63-71

Ehud Lehrer and Bar Light

Intergenerational mobility and the political economy of immigration pp. 72-88

Henning Bohn and Armando R. Lopez-Velasco

Optimal order execution using hidden orders pp. 89-116

Yuanyuan Chen, Xuefeng Gao and Duan Li

Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction pp. 117-141

Domenico Di Gangi, Fabrizio Lillo and Davide Pirino

Optimal fiscal policy with labor selection pp. 142-189

Sanjay Chugh, Wolfgang Lechthaler and Christian Merkl

A dynamic model of quality competition with endogenous prices pp. 190-206

Roberto Cellini, Luigi Siciliani and Odd Rune Straume

Climate engineering under deep uncertainty pp. 207-224

Vassiliki Manoussi, Anastasios Xepapadeas and Johannes Emmerling

The distribution of cross sectional momentum returns pp. 225-241

Oh Kang Kwon and Stephen Satchell

Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like pp. 242-256

Immacolata Oliva and R. Renò

Volume 93, issue C, 2018

Optimal debt management in a liquidity trap pp. 5-21

Hafedh Bouakez, Rigas Oikonomou and Romanos Priftis

Fiscal consequences of structural reform under constrained monetary policy pp. 22-38

Rana Sajedi

Hysteresis and fiscal policy pp. 39-53

Philipp Engler and Juha Tervala

Fiscal stabilization and the credibility of the U.S. budget sequestration spending austerity pp. 54-66

Ruiyang Hu and Carlos Zarazaga

Debt and stabilization policy: Evidence from a Euro Area FAVAR pp. 67-91

Laura Jackson Young, Michael Owyang and Sarah Zubairy

Perils of unconventional monetary policy pp. 92-114

Michael McMahon, Udara Peiris and Herakles Polemarchakis

Advanced economies and emerging markets: Dissecting the drivers of business cycle synchronization pp. 115-130

Aikaterini Karadimitropoulou

Interbank markets and bank bailout policies amid a sovereign debt crisis pp. 131-153

Aeimit Lakdawala, Raoul Minetti and María Pía Olivero

Optimal discretionary monetary and fiscal policies in a country-size heterogeneous monetary union pp. 154-174

Paulo Vieira, Celsa Machado and Ana Ribeiro

Debt dynamics in Europe: A Network General Equilibrium GVAR approach pp. 175-202

Panayotis Michaelides, Mike Tsionas and Konstantinos Konstantakis

The macroeconomic and fiscal implications of inflation forecast errors pp. 203-217

Harris Dellas, Heather Gibson, Stephen Hall and George Tavlas

Debt regimes and the effectiveness of monetary policy pp. 218-238

Clara De Luigi and Florian Huber

Public debt and fiscal policy traps pp. 239-259

Antoine Camous and Andrew Gimber

Dynamic adjustment of fiscal policy under a debt crisis pp. 260-276

Evangelos Dioikitopoulos

Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation pp. 277-296

Efrem Castelnuovo and Giovanni Pellegrino

Fiscal policy interventions at the zero lower bound pp. 297-314

Sabri Boubaker, Duc Khuong Nguyen and Nikos Paltalidis

Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare pp. 315-331

Stelios Bekiros, Rachatar Nilavongse and Gazi Uddin

A model of fiscal dominance under the “Reinhart Conjecture” pp. 332-345

Gilles Dufrénot, Fredj Jawadi and Guillaume A. Khayat

Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? pp. 346-363

Guay Lim and Paul McNelis

Volume 92, issue C, 2018

Local volatility and the recovery rate of credit default swaps pp. 1-29

Jeroen Jansen, Sanjiv R. Das and Frank Fabozzi

Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment pp. 30-46

Theo Berger and Ramazan Gencay

Permanent shocks, signal extraction, and portfolio selection pp. 47-68

K. Korhan Nazliben and Juan Carlos Rodríguez

Hysteresis due to irreversible exit: Addressing the option to mothball pp. 69-83

Manuel Guerra, Peter Kort, Cláudia Nunes and Carlos Oliveira

Optimal monetary policy with capital and a financial accelerator pp. 84-102

James Hansen

Index tracking model, downside risk and non-parametric kernel estimation pp. 103-128

Jinbo Huang, Yong Li and Haixiang Yao

Spatial period doubling, invariant pattern, and break point in economic agglomeration in two dimensions pp. 129-152

Kiyohiro Ikeda, Mikihisa Onda and Yuki Takayama

Portfolio selection with consumption ratcheting pp. 153-182

Junkee Jeon, Hyeng Keun Koo and Yong Hyun Shin

Inflation-deflation expectations and economic stability in a Kaleckian system pp. 183-201

Hiroki Murakami and Toichiro Asada