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 89, issue C, 2018

The fiscal theory of the price level in a world of low interest rates pp. 5-22

Marco Bassetto and Wei Cui

Comments on “The Fiscal Theory of the Price Level in a world with low interest rates,” by M. Bassetto and W. Cui pp. 23-25

Stephen Williamson

The forward fiscal guidance puzzle and a resolution pp. 26-46

Matthew Canzoneri, Dan Cao, Robert Cumby, Behzad Diba and Wenlan Luo

Comments on “The forward fiscal guidance puzzle and a resolution” by M. Canzoneri, D. Cao, R. Cumby, B. Diba, and W. Luo pp. 47-49

Vincent Sterk

Monitoring money for price stability pp. 50-63

Constantino Hevia and Juan Pablo Nicolini

Comments on monitoring money for price stability, by C. Hevia and J. P. Nicolini pp. 64-67

Pedro Teles

Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative pp. 68-92

Timo Boppart, Per Krusell and Kurt Mitman

Comments on “Exploiting MIT shocks in heterogeneous-agent economies: The impulse response as a numerical derivative” by T. Boppart, P. Krusell and K. Mitman pp. 93-99

Michael Reiter

Frictional capital reallocation I: Ex ante heterogeneity pp. 100-116

Randall Wright, Sylvia Xiaolin Xiao and Yu Zhu

Comments on “Frictional capital reallocation I: Ex ante heterogeneity” by R. Wright, S.X. Xiao, and Y. Zhu pp. 117-119

Aleksander Berentsen and Florian Madison

Learning to live in a liquidity trap pp. 120-136

Jasmina Arifovic, Stephanie Schmitt-Grohe and Martín Uribe

Keynesian economics without the Phillips curve pp. 137-150

Roger Farmer and Giovanni Nicolò

Comments on Keynesian economics without the Phillips curve by R.E.A. Farmer and G. Nicolo pp. 151-153

Martin Ellison

Can the fiscal authority constrain the central bank? pp. 154-172

Stephen Williamson

Liquidity premiums on government debt and the fiscal theory of the price level pp. 173-182

Aleksander Berentsen and Christopher Waller

Monetary policy and liquid government debt pp. 183-199

David Andolfatto and Fernando Martin

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