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 68, issue C, 2016

NIT picking: The macroeconomic effects of a Negative Income Tax pp. 1-16

Martin Lopez-Daneri

State dependent price setting rules under implicit thresholds: An experiment pp. 17-44

Justin D. LeBlanc, Andrea Civelli, Cary Deck and Klajdi Bregu

Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk pp. 45-63

Ralf Kellner and Daniel Rösch

Volume 67, issue C, 2016

Leveraged investments and agency conflicts when cash flows are mean reverting pp. 1-21

Kristoffer Glover and Gerhard Hambusch

Learning and the dynamics of consumer unsecured debt and bankruptcies pp. 22-39

Matthew N. Luzzetti and Seth Neumuller

A tale of two correlations: Evidence and theory regarding the phase shift between the price level and output pp. 40-57

William Brock and Joseph Haslag

Statehood, democracy and preindustrial development pp. 58-72

Nils-Petter Lagerlof

Asset sale, debt restructuring, and liquidation pp. 73-92

Michi Nishihara and Takashi Shibata

Volume 66, issue C, 2016

Optimal asset allocation with fixed-term securities pp. 1-19

Sascha Desmettre and Frank Thomas Seifried

Technological heterogeneity and corporate investment pp. 20-35

Theodosios Dimopoulos and Stefano Sacchetto

A model of the topology of the bank – firm credit network and its role as channel of contagion pp. 36-53

Thomas Lux

Evaluating systemic risk using bank default probabilities in financial networks pp. 54-75

Sergio Rubens Stancato de Souza, Thiago Silva, Benjamin Tabak and Solange Guerra

Volume 65, issue C, 2016

The shadow costs of repos and bank liability structure pp. 1-29

Nataliya Klimenko and Santiago Moreno-Bromberg

Consumption-based CAPM with belief heterogeneity pp. 30-46

Lei Shi

Designing monetary policy committees pp. 47-67

Volker Hahn

Asset pricing with expectation shocks pp. 68-82

Christopher Elias

Optimal capital structure and investment decisions under time-inconsistent preferences pp. 83-104

Yuan Tian

The impact of idiosyncratic uncertainty when investment opportunities are endogenous pp. 105-124

Junghoon Lee

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