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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Inflation targeting and firm performance in developing countries: Bao-We-Wal Bambe, Jean-Louis Combes, Kabinet Kaba and Alexandru Minea
Pseudospectral methods for continuous-time heterogeneous-agent models: Constantin Schesch
Using a hyperbolic cross to solve non-linear macroeconomic models: Richard Dennis
Exact simulation of the Hull and White stochastic volatility model: Riccardo Brignone and Luca Gonzato
Tax reforms and network effects: Bruno Ricardo Delalibera, Pedro Ferreira, Diego B.P. Gomes and Johann Soares
Cross-cryptocurrency return predictability: Li Guo, Bo Sang, Jun Tu and Yu Wang
Dynamic hysteresis effects: Mengheng Li and Ivan Mendieta-Muñoz
Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks: Yu-Fan Huang, Wenting Liao, Sui Luo and Jun Ma

The simple macroeconometrics of the quantity theory and the welfare cost of inflation: Kenneth Stewart
International transmission of quantitative easing policies: Evidence from Canada: Serdar Kabaca and Kerem Tuzcuoglu
Identification of vector autoregressive models with nonlinear contemporaneous structure: Francesco Cordoni, Nicolas Dorémus and Alessio Moneta
Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator: Julien Pascal
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: A Lagrange-Chow redux: Christian-Oliver Ewald and Charles Nolan
How clean capital slows down disinvestment of carbon-intensive capital in the low-carbon transition: Wei Jin, Frederick (Rick) van der Ploeg and Lin Zhang
Gender specific distortions, entrepreneurship and misallocation: Ashantha Ranasinghe
Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment: Sangyup Choi, Davide Furceri and Seung Yong Yoo

Climate change and the US wheat commodity market: Vincenzo De Lipsis and Paolo Agnolucci
Heterogeneous asset valuation in OTC markets and optimal inflation: Athanasios Geromichalos and Kuk Mo Jung
Optimal fiscal and monetary policy with collateral constraints: Qingqing Cao
Black-box Bayesian inference for agent-based models: Joel Dyer, Patrick Cannon, J. Farmer and Sebastian M. Schmon
Financial decisions involving credit default swaps over the business cycle: Liu Gan and Zhaojun Yang
Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies: Martin Bruns and Helmut Lütkepohl
Growing through spinoffs. Corporate governance, entry dynamics, and innovation: Maurizio Iacopetta, Raoul Minetti and Pierluigi Murro
Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs: Matteo Basei, Giorgio Ferrari and Neofytos Rodosthenous

The Term Structure of Monetary Policy Uncertainty: Brent Bundick, Trenton Herriford and A. Lee Smith
The transitional impact of state pension reform: Jordan Pandolfo and Kurt Winkelmann
The redistributive effects of size-dependent childcare policies: Diego Escobar, Jeanne Lafortune, Loris Rubini and José Tessada
Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market: Susanna Saroyan
Fiscal policy with an informal sector: Harris Dellas, Dimitris Malliaropulos, Dimitris Papageorgiou and Evangelia Vourvachaki
Dynamic CVaR portfolio construction with attention-powered generative factor learning: Chuting Sun, Qi Wu and Xing Yan
Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach: Jessica Reale
On the role of automation in an epidemic: Shaofeng Xu, Tao Liu and Fengliang Liu

Dynamic industry uncertainty networks and the business cycle: Jozef Baruník, Mattia Bevilacqua and Robert Faff
Non-linear dimension reduction in factor-augmented vector autoregressions: Karin Klieber
The external financial spillovers of CBDCs: Alessandro Moro and Valerio Nispi Landi
Can passive monetary policy decrease the debt burden?: Ruoyun Mao, Wenyi Shen and Shu-Chun Yang
A contagion test with unspecified heteroscedastic errors: Ernest Aboagye, Stanley Iat-Meng Ko, Chia Chun Lo, Cody Yu-Ling Hsiao and Liang Peng
Why does the schooling gap close while the wage gap persists across country income comparisons?: Pantelis Karapanagiotis and Paul Reimers
The productivity puzzle and the decline of unions: Aruni Mitra
Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale: Florian Madison

Should macroprudential policy be countercyclical?: Yoske Igarashi and Keqing Liu
Estimating the effects of demographics on interest rates: A robust Bayesian perspective: Paul Ho
Labor market dynamics with sorting: Bastian Schulz
Estimation of DSGE models with the effective lower bound: Gregor Boehl and Felix Strobel
When are tax multipliers large?: Alexander Ziegenbein
Sharks in the dark: Quantifying HFT dark pool latency arbitrage: Matteo Aquilina, Sean Foley, Peter O'Neill and Thomas Ruf
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market: Bo Wu and Lingfei Li
Risks and risk premia in the US Treasury market: Junye Li, Lucio Sarno and Gabriele Zinna
Preventing runs under sequential revelation of liquidity needs: Lukas Voellmy
Bonds, currencies and expectational errors: Eleonora Granziera and Markus Sihvonen