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 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

Volume 78, issue C, 2017

The uncertainty multiplier and business cycles pp. 1-25

Hikaru Saijo

On the initialization of adaptive learning in macroeconomic models pp. 26-53

Michele Berardi and Jaqueson Galimberti

Nonlinear effects of fiscal policy over the business cycle pp. 54-87

Christopher Biolsi

Time allocation and home production technology pp. 88-101

Lei Fang and Guozhong Zhu

Social insurance, private health insurance and individual welfare pp. 102-117

Kai Zhao

International endogenous growth, macro anomalies, and asset prices pp. 118-148

Patrick Grüning

How should a local regime-switching model be calibrated? pp. 149-163

Xin-Jiang He and Song-Ping Zhu

Monetary and macroprudential policies in an estimated model with financial intermediation pp. 164-189

Paolo Gelain and Pelin Ilbas

Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish pp. 190-205

Filippo Massari

Volume 77, issue C, 2017

Solving endogenous regime switching models pp. 1-25

Jean Barthélemy and Magali Marx

Bayesian estimation of agent-based models pp. 26-47

Jakob Grazzini, Matteo Richiardi and Mike Tsionas

Revisiting the behavior of small and large firms during the 2008 financial crisis pp. 48-69

Marianna Kudlyak and Juan Sanchez

Dynamics in research joint ventures and R&D collaborations pp. 70-92

Mario Samano, Marc Santugini and Georges Zaccour

The political intergenerational welfare state pp. 93-110

Monisankar Bishnu and Min Wang

Thomas Piketty and the rate of time preference pp. 111-133

Thomas Fischer

On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas pp. 134-156

Michael Flor and Torben Klarl

On the optimal accumulation of renewable energy generation capacity pp. 157-179

Gilbert Kollenbach

Empirical properties of a heterogeneous agent model in large dimensions pp. 180-201

Guillaume Coqueret

Costly sequential experimentation and project valuation with an application to health technology assessment pp. 202-229

Jacco J.J. Thijssen and Daniele Bregantini

Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes pp. 230-246

Sebastian Poledna, Olaf Bochmann and Stefan Thurner

Volume 76, issue C, 2017

Composite habits and international transmission of business cycles pp. 1-34

Alexandre Dmitriev

Financing flexibility: The case of outsourcing pp. 35-65

Luca Di Corato, Michele Moretto and Gianpaolo Rossini

Relative pricing of binary options in live soccer betting markets pp. 66-85

Vera Hofer and Johannes Leitner

Equilibrium asset pricing with Epstein-Zin and loss-averse investors pp. 86-108

Jing Guo and Xue Dong He

Monitoring vulnerability and impact diffusion in financial networks pp. 109-135

Thiago Silva, Sergio Rubens Stancato Souza and Benjamin Tabak

Equal risk pricing under convex trading constraints pp. 136-151

Ivan Guo and Song-Ping Zhu

Job flows, jobless recoveries, and the Great Moderation pp. 152-170

Jason Faberman

Mortgage default in an estimated model of the U.S. housing market pp. 171-201

Luisa Lambertini, Victoria Nuguer and Pinar Uysal

A Monte Carlo procedure for checking identification in DSGE models pp. 202-210

Vo Phuong Mai Le, David Meenagh, A. Patrick Minford and Michael Wickens

Three types of robust Ramsey problems in a linear-quadratic framework pp. 211-231

Hyosung Kwon and Jianjun Miao

Flipping in the housing market pp. 232-263

Charles Leung and Chung-Yi Tse

Piecewise closed-loop equilibria in differential games with regime switching strategies pp. 264-284

Ngo Long, Fabien Prieur, Mabel Tidball and Klarizze Puzon