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 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

Volume 57, issue C, 2015

The implications of a graying Japan for government policy pp. 1-23

R. Braun and Douglas H. Joines

Animal spirits as an engine of boom-busts and throttle of productivity growth pp. 24-53

Christopher Gunn

Structural change accounting with labor market distortions pp. 54-64

Wenbiao Cai

Vertical governance change and product differentiation under decreasing component costs pp. 65-76

Ben Vermeulen, K.J.M. Huisman and A.G. de Kok

On the stability of Calvo-style price-setting behavior pp. 77-95

Stéphane Lhuissier and Margarita Zabelina

A New Keynesian model with staggered price and wage setting under learning pp. 96-111

Gabriela Best

Borrowing constraints, collateral fluctuations, and the labor market pp. 112-130

Julio Garin

Measuring the welfare costs of inflation in a life-cycle model pp. 132-144

Paul Gomme

The impact of reduced pre-trade transparency regimes on market quality pp. 145-162

Polina Kovaleva and Giulia Iori

Dynamic pricing and advertising of perishable products with inventory holding costs pp. 163-181

Rainer Schlosser

Nonlinear adventures at the zero lower bound pp. 182-204

Jesus Fernandez-Villaverde, Grey Gordon, Pablo Guerron and Juan F Rubio-Ramirez

Multipliers of unexpected increases in defense spending: An empirical investigation pp. 205-226

Nadav Ben Zeev and Evi Pappa

Riskiness, endogenous productivity dispersion and business cycles pp. 227-249

Can Tian

A model for irreversible investment with construction and revenue uncertainty pp. 250-266

Jacco J.J. Thijssen

Volume 56, issue C, 2015

Costly arbitrage through pairs trading pp. 1-19

Yaoting Lei and Jing Xu

Optimal inflation rates with the trending relative price of investment pp. 20-33

Daisuke Ikeda

Identification of DSGE models—The effect of higher-order approximation and pruning pp. 34-54

Willi Mutschler

Hiring, firing, and relocation under employment protection pp. 55-81

Min Dai, Jussi Keppo and Tim Maull

Volume 55, issue C, 2015

Super-exponential growth expectations and the global financial crisis pp. 1-13

Matthias Leiss, Heinrich H. Nax and Didier Sornette

The zero lower bound, the dual mandate, and unconventional dynamics pp. 14-38

William Gavin, Benjamin Keen, Alexander Richter and Nathaniel Throckmorton

Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase pp. 39-56

Shang Wu, Ralph Stevens and Susan Thorp

Approximate dynamic programming with post-decision states as a solution method for dynamic economic models pp. 57-70

Isaiah Hull

Firm dynamics and the origins of aggregate fluctuations pp. 71-88

Andrea Stella

Equilibrium transitions from non-renewable energy to renewable energy under capacity constraints pp. 89-112

Jean-Pierre Amigues, Alain Ayong Le Kama and Michel Moreaux

How well does the weighted price contribution measure price discovery? pp. 113-129

Jianxin Wang and Minxian Yang

Shifts in volatility driven by large stock market shocks pp. 130-147

Yiannis Dendramis, George Kapetanios and Elias Tzavalis

Implications of productive government spending for fiscal policy pp. 148-175

Betty Daniel and Si Gao