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 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

Volume 81, issue C, 2017

The tale of two great crises pp. 5-31

Michele Fratianni and Federico Giri

Money and velocity during financial crises: From the great depression to the great recession pp. 32-49

Richard G. Anderson, Michael Bordo and John Duca

The Great Depression versus the Great Recession in the U.S.: How fiscal, monetary, and financial polices compare pp. 50-64

John Duca

An extreme value analysis of the last century crises across industries in the U.S. economy pp. 65-78

Marco Bee, Massimo Riccaboni and Luca Trapin

Bad news in the Great Depression, the Great Recession, and other U.S. recessions: A comparative study pp. 79-98

L’Huillier, Jean-Paul and Donghoon Yoo

Liquidity traps and large-scale financial crises pp. 99-114

Giovanni Caggiano, Efrem Castelnuovo, Olivier Damette, Antoine Parent and Giovanni Pellegrino

Debt-deflation, financial market stress and regime change – Evidence from Europe using MRVAR pp. 115-139

Ekkehard Ernst, Willi Semmler and Alexander Haider

Great recession, slow recovery and muted fiscal policies in the US pp. 140-161

Alice Albonico, Alessia Paccagnini and Patrizio Tirelli

When more flexibility yields more fragility: The microfoundations of Keynesian aggregate unemployment pp. 162-186

Giovanni Dosi, Marcelo Pereira, Andrea Roventini and Maria Enrica Virgillito

Technical change, sectoral dislocation and barriers to labor mobility: Factors behind the great recession pp. 187-215

Enzo Valentini, Marco Arlotti, Fabiano Compagnucci, Andrea Gentili, Fabrizio Muratore and Mauro Gallegati

Volume 80, issue C, 2017

Fifth-order perturbation solution to DSGE models pp. 1-16

Oren Levintal

Volatility risk and economic welfare pp. 17-33

Shaofeng Xu

On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations pp. 34-53

Noemi Schmitt and Frank Westerhoff

Growing through the merger and acquisition pp. 54-74

Jianhuan Xu

A unified approach to Bermudan and barrier options under stochastic volatility models with jumps pp. 75-100

J. Lars Kirkby, Duy Nguyen and Zhenyu Cui

Booms, busts and behavioural heterogeneity in stock prices pp. 101-124

Cars Hommes and in ’t Veld, Daan

Volume 79, issue C, 2017

Elastic attention, risk sharing, and international comovements pp. 1-20

Wei Li, Yulei Luo and Jun Nie

The government wage bill and private activity pp. 21-47

Dimitrios Bermperoglou, Evi Pappa and Eugenia Vella

Continuous time ARMA processes: Discrete time representation and likelihood evaluation pp. 48-65

Michael Thornton and Marcus Chambers

Measurement errors and monetary policy: Then and now pp. 66-78

Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang

Sovereign risk, bank funding and investors’ pessimism pp. 79-96

Ester Faia

Disaster risk and preference shifts in a New Keynesian model pp. 97-125

Marlène Isoré and Urszula Szczerbowicz

Health care reform or more affordable health care? pp. 126-153

Pedro Ferreira and Diego Gomes

Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data pp. 154-183

Kyungsub Lee and Byoung Ki Seo

On the optimal quantity of liquid bonds pp. 184-200

Samuel Huber and Jaehong Kim