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 72, issue C, 2016

Obstfeld and Rogoff׳s international macro puzzles: a quantitative assessment pp. 5-23

Jonathan Eaton, Samuel Kortum and Brent Neiman

Comments on “Obstfeld and Rogoff׳s international macro puzzles: a quantitative assessment” by J. Eaton, S. Kortum and B. Neiman pp. 24-28

Giancarlo Corsetti

Measuring openness to trade pp. 29-41

Michael Waugh and B Ravikumar

Comments on “Measuring openness to trade” by M.E. Waugh and B. Ravikumar pp. 42-44

Raphael Auer

The interaction and sequencing of policy reforms pp. 45-66

Jose Asturias, Sewon Hur, Timothy Kehoe and Kim Ruhl

Comments on “The interaction and sequencing of policy reforms” by J. Asturias, S. Hur, T.J. Kehoe and K.J. Ruhl pp. 67-68

Jean Imbs

Market reforms in the time of imbalance pp. 69-93

Matteo Cacciatore, Romain Duval, Giuseppe Fiori and Fabio Ghironi

Comments on “Market reforms in the time of imbalance” by M. Cacciatore, R. Duval, G. Fiori and F. Ghironi pp. 94-97

Robert Kollmann and Lukas Vogel

Pareto weights as wedges in two-country models pp. 98-110

David Backus, Chase Coleman, Axelle Ferriere and Spencer Lyon

Comments on “Pareto weights as wedges in two-country models” by D. Backus, C. Coleman, A. Ferriere and S. Lyon pp. 111-114

Ayhan Kose

International business cycles and risk sharing with uncertainty shocks and recursive preferences pp. 115-124

Robert Kollmann

Reverse speculative attacks pp. 125-137

Manuel Amador, Javier Bianchi, Luigi Bocola and Fabrizio Perri

Comments on “Reverse speculative attacks” by M. Amador, J. Bianchi, L. Bocola and F. Perri pp. 138-140

Alberto Martin

Liquidity constrained exporters pp. 141-154

Thomas Chaney

Comments on “Liquidity constrained exporters” by T. Chaney pp. 155-158

Alessandra Bonfiglioli

Trends and cycles in small open economies: making the case for a general equilibrium approach pp. 159-168

Kan Chen and Mario Crucini

How does the sensitivity of consumption to income vary over time? International evidence pp. 169-179

Ergys Islamaj and Ayhan Kose

Volume 71, issue C, 2016

Non-renewable resources in the long run pp. 1-20

Rob Hart

Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach pp. 21-44

Roberto Dieci and Frank Westerhoff

Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk pp. 45-59

Christian-Oliver Ewald and Hai Zhang

Home productivity pp. 60-76

Benjamin Bridgman

An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching pp. 77-85

Xin-Jiang He and Song-Ping Zhu

Measuring nonfundamentalness for structural VARs pp. 86-101

Stefano Soccorsi

Volume 70, issue C, 2016

Information rigidities and the news-adjusted output gap pp. 1-17

Anthony Garratt, Kevin Lee and Kalvinder Shields

The annuity puzzle remains a puzzle pp. 18-35

Kim Peijnenburg, Theo Nijman and Bas J.M. Werker

Lack of confidence, the zero lower bound, and the virtue of fiscal rules pp. 36-53

Sebastian Schmidt

Slow recoveries: Any role for corporate leverage? pp. 54-85

Frank Smets and Stefania Villa

Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR pp. 86-100

Jonas Dovern, Martin Feldkircher and Florian Huber

Alpha-robust mean-variance reinsurance-investment strategy pp. 101-123

Bin Li, Danping Li and Dewen Xiong

Changes in Federal Reserve preferences pp. 124-143

Aeimit Lakdawala

Asset retirement with infinitely repeated alternative replacements: Harvest age and species choice in forestry pp. 144-164

Skander Ben Abdallah and Pierre Lasserre

Identification and inference in two-pass asset pricing models pp. 165-177

Lynda Khalaf and Huntley Schaller

On pre-commitment aspects of a time-consistent strategy for a mean-variance investor pp. 178-193

F. Cong and Cornelis Oosterlee

Volume 69, issue C, 2016

When do fiscal consolidations lead to consumption booms? Lessons from a laboratory experiment pp. 1-20

Martin Geiger, Wolfgang Luhan and Johann Scharler

On the desirability of nominal GDP targeting pp. 21-44

Julio Garin, Robert Lester and Eric Sims

Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents pp. 45-67

in ׳t Veld, Daan

Can a stochastic cusp catastrophe model explain housing market crashes? pp. 68-88

Cees Diks and Juanxi Wang

Endogenous credit standards and aggregate fluctuations pp. 89-111

Søren Hove Ravn

Optimal monetary policy under learning and structural uncertainty in a New Keynesian model with a cost channel and inflation inertia pp. 112-126

Mikael Bask and Christian Proaño

Technology ladders and R&D in dynamic Cournot markets pp. 127-151

Michael Ludkovski and Ronnie Sircar

Asset prices with non-permanent shocks to consumption pp. 152-178

Walt Pohl, Karl Schmedders and Ole Wilms

Testing for time variation in an unobserved components model for the U.S. economy pp. 179-208

Tino Berger, Gerdie Everaert and Hauke Vierke

Equilibria under monetary and fiscal policy interactions in a portfolio choice model pp. 209-228

Baruch Gliksberg

Does relative risk aversion vary with wealth? Evidence from households׳ portfolio choice data pp. 229-248

Xuan Liu, Fang Yang and Zongwu Cai

By force of demand: Explaining cyclical fluctuations of international trade and government spending pp. 249-267

Mingming Jiang

Asymmetric Effects of Exogenous Tax Changes pp. 268-300

Syed M. Hussain and Samreen Malik

On the welfare cost of rare housing disasters pp. 301-318

Shaofeng Xu

The macroeconomic effects of uncertainty shocks: The role of the financial channel pp. 319-349

Aaron Popp and Fang Zhang

Revisiting the matching function pp. 350-374

Britta Kohlbrecher, Christian Merkl and Daniela Nordmeier

Agent based-stock flow consistent macroeconomics: Towards a benchmark model pp. 375-408

Alessandro Caiani, Antoine Godin, Eugenio Caverzasi, Mauro Gallegati, Stephen Kinsella and Joseph Stiglitz

Entry deterrence and hidden competition pp. 409-435

Maria N. Lavrutich, Kuno J.M. Huisman and Peter Kort

Envelope condition method with an application to default risk models pp. 436-459

Cristina Arellano, Lilia Maliar, Serguei Maliar and Viktor Tsyrennikov