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 64, issue C, 2016

Stochastic costly state verification and dynamic contracts pp. 1-22

Latchezar Popov

Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation pp. 23-38

F. Cong and Cornelis Oosterlee

Taking financial frictions to the data pp. 39-65

Hyunduk Suh and Todd Walker

Calibration of stochastic volatility models: A Tikhonov regularization approach pp. 66-81

Min Dai, Ling Tang and Xingye Yue

Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity pp. 82-103

Ivan Savin and Abiodun Egbetokun

Unions, innovation and cross-country wage inequality pp. 104-118

Angus Chu, Guido Cozzi and Yuichi Furukawa

Default risk and private student loans: Implications for higher education policies pp. 119-147

Felicia Ionescu and Nicole Simpson

Optimal monetary policy in a new Keynesian model with animal spirits and financial markets pp. 148-165

Matthias Lengnick and Hans-Werner Wohltmann

Volume 63, issue C, 2016

Ricardian equivalence revisited: Deficits, gifts and bequests pp. 1-24

Daniel Barczyk

An options pricing approach to ramping rate restrictions at hydro power plants pp. 25-52

Shilei Niu and Margaret Insley

Itchy feet vs cool heads: Flow of funds in an agent-based financial market pp. 53-68

Jan Palczewski, Klaus Schenk-Hoppé and Tongya Wang

Volume 62, issue C, 2016

The stability of macroeconomic systems with Bayesian learners pp. 1-16

James Bullard and Jacek Suda

Imperfect knowledge, liquidity and bubbles pp. 17-42

William Branch

A new approach to risk-return trade-off dynamics via decomposition pp. 43-55

David T. Frazier and Xiaochun Liu

Financial fragility and distress propagation in a network of regions pp. 56-75

Stefania Vitali, Stefano Battiston and Mauro Gallegati

Volume 61, issue C, 2015

Value and risk dynamics over the innovation cycle pp. 1-16

Engelbert Dockner and Baran Siyahhan

Inflation tax in the lab: a theoretical and experimental study of competitive search equilibrium with inflation pp. 17-33

Nejat Anbarci, Richard Dutu and Nick Feltovich

Emission taxes and standards in a general equilibrium with entry and exit pp. 34-60

Zhe Li and Jianfei Sun

Multinational firms׳ entry and productivity: Some aggregate implications of firm-level heterogeneity pp. 61-80

Silvio Contessi

Do credit market imperfections justify a central bank׳s response to asset price fluctuations? pp. 81-94

Kengo Nutahara

The effects of oil price shocks on job reallocation pp. 95-113

Ana María Herrera and Mohamad Karaki

Fiscal policy effects in a heterogeneous-agent OLG economy with an aging population pp. 114-132

Shinichi Nishiyama

CES technology and business cycle fluctuations pp. 133-151

Cristiano Cantore, Paul Levine, Joseph Pearlman and Bo Yang

Macroeconomies as constructively rational games pp. 152-182

Ekaterina Sinitskaya and Leigh Tesfatsion

Robust measurement of (heavy-tailed) risks: Theory and implementation pp. 183-203

Judith C. Schneider and Nikolaus Schweizer

Economic growth and inequality: The role of public investment pp. 204-221

Stephen J Turnovsky

Resiliency of the limit order book pp. 222-244

Danny K. Lo and Anthony Hall

Learning, information processing and order submission in limit order markets pp. 245-268

Carl Chiarella, Xuezhong (Tony) He and Lijian Wei

From General Equilibrium to Schumpeter pp. 269-282

Martin Shubik and William D. Sudderth

Discrete-time behavioral portfolio selection under cumulative prospect theory pp. 283-302

Yun Shi, Xiangyu Cui and Duan Li

‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors pp. 303-333

Nicole Branger, Christian Schlag and Lue Wu

Estimation of correlations in portfolio credit risk models based on noisy security prices pp. 334-349

Mathieu Boudreault, Geneviève Gauthier and Tommy Thomassin

Volume 60, issue C, 2015

A calibration procedure for analyzing stock price dynamics in an agent-based framework pp. 1-25

Maria Recchioni, Gabriele Tedeschi and Mauro Gallegati

The method of endogenous gridpoints in theory and practice pp. 26-41

Matthew White

Renting vs buying a home: A matter of wealth accumulation or of geographic stability? pp. 42-72

A. Mnasri

Equilibrium theory of stock market crashes pp. 73-94

Sergei Isaenko

Solving generalized multivariate linear rational expectations models pp. 95-111

Fei Tan and Todd Walker

Using nonlinear model predictive control for dynamic decision problems in economics pp. 112-133

Lars Grüne, Willi Semmler and Marleen Stieler

Robustness of stable volatility strategies pp. 134-151

Nicole Branger, Antje Mahayni and Daniel Zieling

House price dynamics: Fundamentals and expectations pp. 152-165

Eleonora Granziera and Sharon Kozicki

Volume 59, issue C, 2015

Lending terms and aggregate productivity pp. 1-21

Nicolás Figueroa and Oksana Leukhina

On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options pp. 22-36

Christian-Oliver Ewald and Marc Yor

Attention misallocation, social welfare and policy implications pp. 37-57

Heng Chen, Yulei Luo and Guangyu Pei

Learnability of an equilibrium with private information pp. 58-74

Ryuichi Nakagawa

The time varying effect of oil price shocks on euro-area exports pp. 75-94

Marianna Riggi and Fabrizio Venditti

Animal spirits and credit cycles pp. 95-117

Paul De Grauwe and Corrado Macchiarelli

The role of bank relationships in the interbank market pp. 118-141

Asena Temizsoy, Giulia Iori and Gabriel Montes-Rojas

Learning about fiscal policy and the effects of policy uncertainty pp. 142-162

Josef Hollmayr and Christian Matthes

Social security and two-earner households pp. 163-178

Remzi Kaygusuz

Volume 58, issue C, 2015

Adaptive learning and monetary exchange pp. 1-18

Ryan Baranowski

Learning and coordination with dispersed information pp. 19-33

Michele Berardi

Electricity derivatives pricing with forward-looking information pp. 34-57

Roland Füss, Steffen Mahringer and Marcel Prokopczuk

Risky bank lending and countercyclical capital buffers pp. 58-80

Jaromir Benes and Michael Kumhof

Optimal order display in limit order markets with liquidity competition pp. 81-100

Gökhan Cebiroğlu and Ulrich Horst

Optimal fiscal policy under learning pp. 101-124

Francesco Caprioli

Cross-sectional asset pricing with heterogeneous preferences and beliefs pp. 125-151

Simon Hansen

Systemic risk mitigation in financial networks pp. 152-166

Agostino Capponi and Peng-Chu Chen

Labor supply and the optimality of Social Security pp. 167-185

Shantanu Bagchi

Unfolded GARCH models pp. 186-217

Xiaochun Liu and Richard Luger

Precautionary price stickiness pp. 218-234

James Costain and Anton Nakov

What factors drive the price–rent ratio for the housing market? A modified present-value analysis pp. 235-249

N Kishor and James Morley

Superhedging under ratio constraint pp. 250-264

Yingshan Chen, Min Dai, Jing Xu and Mingyu Xu

A comparison of programming languages in macroeconomics pp. 265-273

S. Boragan Aruoba and Jesus Fernandez-Villaverde