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 88, issue C, 2018

Evaluation of counterparty risk for derivatives with early-exercise features pp. 1-20

Michèle Breton and Oussama Marzouk

Memory and discounting: Theory and evidence pp. 21-30

Te Bao, Yun Dai and Xiaohua Yu

Dispersion in macroeconomic volatility between the core and periphery of the international trade network pp. 31-50

Anindya S. Chakrabarti

Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments pp. 51-69

Nobuyuki Hanaki, Eizo Akiyama and Ryuichiro Ishikawa

Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility pp. 70-103

Yan Zeng, Danping Li, Zheng Chen and Zhou Yang

Interest rate swaps and corporate default pp. 104-120

Urban Jermann and Vivian Yue

Behavioral uncertainty and the dynamics of traders’ confidence in their price forecasts pp. 121-136

Nobuyuki Hanaki, Eizo Akiyama and Ryuichiro Ishikawa

Pricing and hedging GDP-linked bonds in incomplete markets pp. 137-155

Andrea Consiglio and Stavros Zenios

Volume 87, issue C, 2018

Moment matching machine learning methods for risk management of large variable annuity portfolios pp. 1-20

Wei Xu, Yuehuan Chen, Conrad Coleman and Thomas F. Coleman

Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach pp. 21-45

Nicolas Debarsy, Cyrille Dossougoin, Cem Ertur and Jean-Yves Gnabo

Inflation as a global phenomenon—Some implications for inflation modeling and forecasting pp. 46-73

Ayşe Kabukçuoğlu Dur and Enrique Martínez-García

Endogenous labor share cycles: Theory and evidence pp. 74-93

Jakub Growiec, Peter McAdam and Jakub Mućk

What can we learn about news shocks from the late 1990s and early 2000s boom-bust period? pp. 94-105

Nadav Ben Zeev

The housing cost disease pp. 106-123

Nicola Borri and Pietro Reichlin

Macroeconomic and distributional effects of mortgage guarantee programs for the poor pp. 124-151

Jiseob Kim and Yicheng Wang

Unlocking the gates of paradise: General equilibrium effects of information exchange pp. 152-172

Luca Marchiori and Olivier Pierrard

Fiscal consolidations and heterogeneous expectations pp. 173-205

Cars Hommes, Joep Lustenhouwer and Kostas(Konstantinos) Mavromatis

Capital-labor substitution, structural change and the labor income share pp. 206-231

Francisco Alvarez-Cuadrado, Ngo Long and Markus Poschke

Volume 86, issue C, 2018

Monetary policy and the relative price of durable goods pp. 1-48

Alessandro Cantelmo and Giovanni Melina

Dynamic derivative strategies with stochastic interest rates and model uncertainty pp. 49-71

Marcos Escobar Anel, Sebastian Ferrando and Alexey Rubtsov

A hybrid spline-based parametric model for the yield curve pp. 72-94

Adriano Faria and Caio Almeida

Level and slope of volatility smiles in long-run risk models pp. 95-122

Nicole Branger, Paulo Rodrigues and Christian Schlag

The use of equity financing in debt renegotiation pp. 123-143

Florina Silaghi

Aspirations, health and the cost of inequality pp. 144-164

Jeffrey Allen and Shankha Chakraborty

Monetary policy and long-run systemic risk-taking pp. 165-184

Gilbert Colletaz, Grégory Levieuge and Alexandra Popescu

Volume 85, issue C, 2017

Capital taxation and government debt policy with public discounting pp. 1-20

Malte Rieth

Estimation of financial agent-based models with simulated maximum likelihood pp. 21-45

Jiri Kukacka and Jozef Baruník

Innovation, firm size and the Canada-U.S. productivity gap pp. 46-58

Ashantha Ranasinghe

Optimal portfolios when variances and covariances can jump pp. 59-89

Nicole Branger, Matthias Muck, Frank Thomas Seifried and Stefan Weisheit

The winners and losers of tax reform: An assessment under financial integration pp. 90-122

Ayşe Kabukçuoğlu Dur

Optimal bankruptcy code: A fresh start for some pp. 123-149

Grey Gordon

Does talent migration increase inequality? A quantitative assessment in football labour market pp. 150-166

Chrysovalantis Vasilakis

Volume 84, issue C, 2017

Capacity expansion games with application to competition in power generation investments pp. 1-31

René Aïd, Liangchen Li and Michael Ludkovski

On the dynamic stability of a price dispersion model using gradient dynamics pp. 32-42

Jean Paul Rabanal and Dongwook Lee

Structural vector autoregressions with smooth transition in variances pp. 43-57

Helmut Lütkepohl and Aleksei Netšunajev

Retirement spending and biological age pp. 58-76

H. Huang, Moshe Milevsky and T.S. Salisbury

Huggett economies with multiple stationary equilibria pp. 77-90

Alexis Akira Toda

Volume 83, issue C, 2017

A model of sovereign debt with private information pp. 1-17

Toan Phan

Time preference and real investment pp. 18-33

Kyoung Jin Choi, Minsuk Kwak and Gyoocheol Shim

Assessing DSGE model nonlinearities pp. 34-54

S. Boragan Aruoba, Luigi Bocola and Frank Schorfheide

Fiscal consolidation and its cross-country effects pp. 55-106

Apostolis Philippopoulos, Petros Varthalitis and Vanghelis Vassilatos

Surprise, surprise – Measuring firm-level investment innovations pp. 107-148

Ruediger Bachmann, Steffen Elstner and Atanas Hristov

Land-price dynamics and macroeconomic fluctuations with nonseparable preferences pp. 149-161

Liutang Gong, Chan Wang, Fuyang Zhao and Heng-Fu Zou

Optimal public debt redux pp. 162-174

Santanu Chatterjee, John Gibson and Felix Rioja

Optimal investment of variance-swaps in jump-diffusion market with regime-switching pp. 175-197

Lijun Bo, Dan Tang and Yongjin Wang

Approximate arbitrage-free option pricing under the SABR model pp. 198-214

Nian Yang, Nan Chen, Yanchu Liu and Xiangwei Wan

Imperfect information and the house price in a general-equilibrium model pp. 215-231

Eyno Rots

Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate pp. 232-269

C. Otto, S.N. Willner, L. Wenz, K. Frieler and A. Levermann

Volume 82, issue C, 2017

Reducing government debt in the presence of inequality pp. 1-20

Sigrid Röhrs and Christoph Winter

Stabilizing expectations at the zero lower bound: Experimental evidence pp. 21-43

Jasmina Arifovic and Luba Petersen

Incentivizing resilience in financial networks pp. 44-66

Matt V. Leduc and Stefan Thurner

The dynamics of hours worked and technology pp. 67-82

Cristiano Cantore, Filippo Ferroni and Miguel Leon-Ledesma

Monetary policy and indeterminacy after the 2001 slump pp. 83-95

Firmin Doko Tchatoka, Nicolas Groshenny, Qazi Haque and Mark Weder

Portfolio diversification and systemic risk in interbank networks pp. 96-124

Paolo Tasca, Stefano Battiston and Andrea Deghi

A method for agent-based models validation pp. 125-141

Mattia Guerini and Alessio Moneta

The impact of lead time on capital investments pp. 142-164

Talat Genc

Constrained mobility and the evolution of efficient outcomes pp. 165-175

Paolo Pin, Elke Weidenholzer and Simon Weidenholzer

Imitation and price competition in a differentiated market pp. 177-194

Abhimanyu Khan and Ronald Peeters

Interest rates and financial fragility pp. 195-205

Yang Li

The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model pp. 206-222

Vipul Bhatt, N Kishor and Jun Ma

Impact of value-at-risk models on market stability pp. 223-256

Bàrbara Llacay and Gilbert Peffer

Cournot vs. Walras: A reappraisal through simulations pp. 257-272

Carlos Alós-Ferrer and Johannes Buckenmaier

Learning Ricardian Equivalence pp. 273-288

Thomas Meissner and Davud Rostam-Afschar

Sentiment and the U.S. business cycle pp. 289-311

Fabio Milani

Learning and forecasts about option returns through the volatility risk premium pp. 312-330

Alejandro Bernales, Louisa Chen and Marcela Valenzuela

Temperature shocks and welfare costs pp. 331-355

Michael Donadelli, Marcus Jüppner, Max Riedel and Christian Schlag