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 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

Volume 75, issue C, 2017

How tournament incentives affect asset markets: A comparison between winner-take-all tournaments and elimination contests pp. 1-27

Dawei Fang, Martin Holmen, Daniel Kleinlercher and Michael Kirchler

Labor market dynamics with endogenous labor force participation and on-the-job search pp. 28-51

Didem Tüzemen

On the behavior of commodity prices when speculative storage is bounded pp. 52-69

Atle Oglend and Tore Kleppe

Limelight on dark markets: Theory and experimental evidence on liquidity and information pp. 70-90

Aleksander Berentsen, Michael McBride and Guillaume Rocheteau

Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework pp. 91-113

Xiangyu Cui, Duan Li and Yun Shi

Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter pp. 114-121

Angelia Grant and Joshua Chan

Real options and contingent convertibles with regime switching pp. 122-135

Pengfei Luo and Zhaojun Yang

Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence pp. 136-157

Michal Franta

New monetarism with endogenous product variety and monopolistic competition pp. 158-181

Mario Silva

Volume 74, issue C, 2017

What is the globalisation of inflation? pp. 1-27

Gantungalag Altansukh, Ralf Becker, George Bratsiotis and Denise Osborn

Pure jump models for pricing and hedging VIX derivatives pp. 28-55

Jing Li, Lingfei Li and Gongqiu Zhang

DSGE pileups pp. 56-86

Stephen D. Morris

A general endogenous grid method for multi-dimensional models with non-convexities and constraints pp. 87-107

Jeppe Druedahl and Thomas Jørgensen

Monetary policy shocks: We got news! pp. 108-128

Sandra Gomes, Nikolay Iskrev and Caterina Mendicino

Volume 73, issue C, 2016

Bank equity and macroprudential policy pp. 1-17

Keqing Liu

Self-fulfilling deflations pp. 18-40

Roberto Piazza

What׳s news in News? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks pp. 41-60

Eric Sims

On the emergence of scale-free production networks pp. 61-77

Stanislao Gualdi and Antoine Mandel

The evolution of U.S. monetary policy: 2000–2007 pp. 78-93

Michael Belongia and Peter Ireland

Endogenous search, price dispersion, and welfare pp. 94-117

Liang Wang

Education, lifetime labor supply, and longevity improvements pp. 118-141

Miguel Sánchez-Romero, d׳Albis, Hippolyte and Alexia Fürnkranz-Prskawetz

Information rigidities and asymmetric business cycles pp. 142-158

Anton Cheremukhin and Antonella Tutino

News shock, firm dynamics and business cycles: Evidence and theory pp. 159-180

Haichao Fan, Xiang Gao, Juanyi Xu and Zhiwei Xu

Uncertainty-driven labor market fluctuations pp. 181-199

Michael Pries

Uncertainty shocks, banking frictions and economic activity pp. 200-219

Dario Bonciani and Björn van Roye

Optimal fiscal and monetary policy with occasionally binding zero bound constraints pp. 220-240

Taisuke Nakata

Testing for identification in SVAR-GARCH models pp. 241-258

Helmut Lütkepohl and George Milunovich

The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy pp. 259-282

Yuliya Rychalovska

The inflation bias under Calvo and Rotemberg pricing pp. 283-297

Campbell Leith and Ding Liu

Pricing competition with inventory considerations in a hazard rate-prone market of durables pp. 298-313

Konstantin Kogan

Money, liquidity, and the structure of production pp. 314-328

Joshua Hendrickson and Alexander Salter

Direct comparison of agent-based models of herding in financial markets pp. 329-353

Sylvain Barde

A contingent claims analysis of optimal investment subsidy pp. 354-372

Norvald Instefjord, Vivekanand Nawosah and Pei Yang

Optimal monetary policy in a New Keynesian model with heterogeneous expectations pp. 373-387

Giovanni Di Bartolomeo, Marco Di Pietro and Bianca Giannini

Interbank loans, collateral and modern monetary policy pp. 388-416

Marcin Wolski and Michiel van de Leur

The stock–bond comovements and cross-market trading pp. 417-438

Mengling Li, Huanhuan Zheng, Terence Tai Leung Chong and Yang Zhang

Joint stochastic dynamic pricing and advertising with time-dependent demand pp. 439-452

Rainer Schlosser

Dynamic R&D with spillovers: A comment pp. 453-457

Grega Smrkolj and Florian Wagener