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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

Volume 91, issue C, 2018

Carl’s nonlinear cobweb pp. 7-20

Cars Hommes

A laboratory experiment on the heuristic switching model pp. 21-42

Mikhail Anufriev, Aleksei Chernulich and Jan Tuinstra

Interactions between stock, bond and housing markets pp. 43-70

Roberto Dieci, Noemi Schmitt and Frank Westerhoff

The persistence of social strategies under increasing competitive pressure pp. 71-83

Michael Kopel and Fabio Lamantia

Oligopoly game: Price makers meet price takers pp. 84-103

Mikhail Anufriev and Dávid Kopányi

Evolutionary dynamics in club goods binary games pp. 104-119

Gian Italo Bischi, Ugo Merlone and Eros Pruscini

Dynamic analysis of discontinuous best response with innovation pp. 120-133

Fabio Lamantia, Mario Pezzino and Fabio Tramontana

Catching-up and falling behind: Effects of learning in an R&D differential game with spillovers pp. 134-156

Anton Bondarev and Alfred Greiner

Reviving Kalecki’s business cycle model in a growth context pp. 157-171

Reiner Franke

Growth and unemployment: Short-run and long-run tradeoffs pp. 172-189

Stefan Schubert and Stephen J Turnovsky

Macrofinancial imbalances in historical perspective: A global crisis index pp. 190-205

Marco Gallegati and Domenico Delli Gatti

The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle pp. 206-236

Paul De Grauwe and Eddie Gerba

Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics pp. 237-256

Peter Flaschel, Matthieu Charpe, Giorgos Galanis, Christian Proaño and Roberto Veneziani

The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model pp. 257-288

Andrea Gurgone, Giulia Iori and Saqib Jafarey

Stabilizing an unstable complex economy on the limitations of simple rules pp. 289-317

Isabelle Salle and Pascal Seppecher

Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model pp. 318-348

Pu Chen and Willi Semmler

Solving an incomplete markets model with a large cross-section of agents pp. 349-368

Thomas M. Mertens and Kenneth Judd

Classical and restricted impulse control for the exchange rate under a stochastic trend model pp. 369-390

Wolfgang J. Runggaldier and Kazuhiro Yasuda

Estimation of agent-based models using sequential Monte Carlo methods pp. 391-408

Thomas Lux

Cognitive ability and earnings performance: Evidence from double auction market experiments pp. 409-440

Chung-Ching Tai, Shu-Heng Chen and Lee-Xieng Yang

Asset allocation with time series momentum and reversal pp. 441-457

Xuezhong (Tony) He, Kai Li and Youwei Li

Boom-bust dynamics in a stock market participation model with heterogeneous traders pp. 458-468

Anna Agliari, Ahmad Naimzada and Nicolò Pecora

An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets pp. 469-484

Fredj Jawadi, Hela Namouri and Zied Ftiti

Time-varying arbitrage and dynamic price discovery pp. 485-502

Bart Frijns and Remco Zwinkels

Volume 90, issue C, 2018

Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns pp. 1-29

Andreas Kaeck, Paulo Rodrigues and Norman J. Seeger

Continuous-time smooth ambiguity preferences pp. 30-44

Masataka Suzuki

The age-specific burdens of short-run fluctuations in government spending pp. 45-75

Burkhard Heer and Christian Scharrer

Re-evaluating the effectiveness of inflation targeting pp. 76-97

Omid Ardakani, N Kishor and Suyong Song

Managerial manipulation, corporate governance, and limited market participation pp. 98-117

Qi Liu and Bo Sun

Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders pp. 118-137

Michi Nishihara and Takashi Shibata

Threshold-based forward guidance pp. 138-155

Lena Boneva, Richard Harrison and Matt Waldron

Differential fecundity and child custody pp. 156-170

Eva M. Garcia-Moran

Two birds with one stone: Female labor supply, fertility, and market childcare pp. 171-193

Jisoo Hwang, Seonyoung Park and Donggyun Shin

Financial factors and monetary policy: Determinacy and learnability of equilibrium pp. 194-207

Paul Kitney

The redistributive effects of inflation and the shape of money demand pp. 208-219

Paola Boel

Learning by Doing and Ben-Porath: Life-cycle Predictions and Policy Implications pp. 220-235

Adam Blandin

The redistributive role of unemployment benefits pp. 236-258

Lawrence Uren

Shipwrecks and treasure hunters pp. 259-283

Nicolas de Roos, Alexander Matros, Vladimir Smirnov and Andrew Wait

The Asian Financial Crisis and international reserve accumulation: A robust control approach pp. 284-309

Sang Seok Lee and Paul Luk

A dynamic network model of the unsecured interbank lending market pp. 310-342

Francisco Blasques, Falk Bräuning and Iman Lelyveld

Perpetual learning and apparent long memory pp. 343-365

Guillaume Chevillon and Sophocles Mavroeidis

Agent-based model calibration using machine learning surrogates pp. 366-389

Francesco Lamperti, Andrea Roventini and Amir Sani

Growth volatility and size: A firm-level study pp. 390-407

Flavio Calvino, Chiara Criscuolo, Carlo Menon and Angelo Secchi

Market-making strategy with asymmetric information and regime-switching pp. 408-433

Qing-Qing Yang, Wai-Ki Ching, Jia-Wen Gu and Tak Kuen Siu

Hierarchical growth: Basic and applied research pp. 434-459

Hans Gersbach, Gerhard Sorger and Christian Amon