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 54, issue C, 2015

Abatement, R&D and growth with a pollution ceiling pp. 1-16

Gilbert Kollenbach

Solving and estimating indeterminate DSGE models pp. 17-36

Roger Farmer, Vadim Khramov and Giovanni Nicolò

Fiscal cost of demographic transition in Japan pp. 37-58

Sagiri Kitao

Insurance and climate-driven extreme events pp. 59-73

Georg Müller-Fürstenberger and Ingmar Schumacher

Convergence of optimal harvesting policies to a normal forest pp. 74-85

Terry Heaps

Complete subset regressions with large-dimensional sets of predictors pp. 86-110

Graham Elliott, Antonio Gargano and Allan Timmermann

Volume 53, issue C, 2015

A cobweb model of land-use competition between food and bioenergy crops pp. 1-14

Liv Lundberg, Emma Jonson, Kristian Lindgren, David Bryngelsson and Vilhelm Verendel

Deforestation and optimal management pp. 15-27

Adriana Piazza and Santanu Roy

Imitation by price and quantity setting firms in a differentiated market pp. 28-36

Abhimanyu Khan and Ronald Peeters

Near unit root small open economies pp. 37-46

Hernán Seoane

Keeping your options open pp. 47-68

Jean Guillaume Forand

Social values and economic dynamics pp. 69-84

Yong Jin Kim and Chul-In Lee

Asymmetries and Markov-switching structural VAR pp. 85-102

Frédéric Karamé

Loss aversion, habit formation and the term structures of equity and interest rates pp. 103-122

Giuliano Curatola

Pricing external barrier options in a regime-switching model pp. 123-143

Jerim Kim, Jeongsim Kim, Hyun Joo Yoo and Bara Kim

Endogenous leverage and asset pricing in double auctions pp. 144-160

Thomas Breuer, Martin Jandačka, Martin Summer and Hans-Joachim Vollbrecht

Non-transferable non-hedgeable executive stock option pricing pp. 161-191

David B. Colwell, David Feldman and Wei Hu

Managing dynamic epidemiological risks through trade pp. 192-207

Richard Horan, Eli P. Fenichel, David Finnoff and Christopher Wolf

A rank-dependent utility model of uncertain lifetime pp. 208-224

Nicolas Drouhin

The federal funds market, excess reserves, and unconventional monetary policy pp. 225-250

Jochen Güntner

An optimal multiple stopping approach to infrastructure investment decisions pp. 251-267

Eric Dahlgren and Tim Leung

Government debt, learning and the term structure pp. 268-289

Arunima Sinha

Inventory behavior with permanent sales shocks pp. 290-313

Louis J. Maccini, Bartholomew Moore and Huntley Schaller

Public versus private provision of liquidity: Is there a trade-off? pp. 314-339

Sigrid Röhrs and Christoph Winter

Volume 52, issue C, 2015

Price-level uncertainty and instability in the United Kingdom pp. 1-16

Timothy Cogley, Thomas Sargent and Paolo Surico

Monetary policy and the term premium pp. A1-A10

Timothy Fuerst

Emergence of a core-periphery structure in a simple dynamic model of the interbank market pp. A11-A23

Thomas Lux

Excess reserves and economic activity pp. 17-31

Scott J. Dressler and Erasmus Kersting

A simple method for computing equilibria when asset markets are incomplete pp. 32-38

Wei Ma

Drifting inflation targets and monetary stagflation pp. 39-54

Shujaat Khan and Edward Knotek

Monetary and fiscal policy under deep habits pp. 55-74

Campbell Leith, Ioana Moldovan and Raffaele Rossi

Heterogeneity and long-run changes in aggregate hours and the labor wedge pp. 75-95

Simona Cociuba and Alexander Ueberfeldt

Land use dynamics and the environment pp. 96-118

Carmen Camacho and Agustín Pérez-Barahona

A quantitative analysis of optimal sustainable monetary policies pp. 119-135

Takeki Sunakawa

Competition, work rules and productivity pp. 136-149

Benjamin Bridgman

Self-organization of knowledge economies pp. 150-165

François Lafond

Fiscal and monetary policies in complex evolving economies pp. 166-189

Giovanni Dosi, Giorgio Fagiolo, Mauro Napoletano, Andrea Roventini and Tania Treibich

Inferring monetary policy objectives with a partially observed state pp. 190-208

Gregory Givens and Michael K. Salemi

On the effects of mergers on equilibrium outcomes in a common property renewable asset oligopoly pp. 209-223

Hassan Benchekroun and Gérard Gaudet

Learning from experience in the stock market pp. 224-239

Anton Nakov and Galo Nuño Barrau

Opinion dynamics and wisdom under conformity pp. 240-257

Berno Buechel, Tim Hellmann and Stefan Klößner

Taxing capital is a good idea: The role of idiosyncratic risk in an OLG model pp. 258-269

Ryoji Hiraguchi and Akihisa Shibata

Risk-sharing within families: Evidence from the Health and Retirement Study pp. 270-284

Serife Akin and Oksana Leukhina

Monetary policy and risk taking pp. 285-307

Ignazio Angeloni, Ester Faia and Marco Lo Duca

Solving asset pricing models with stochastic volatility pp. 308-321

Oliver de Groot

Exchange rate volatility and fluctuations in the extensive margin of trade pp. 322-339

Kanda Naknoi

What does financial volatility tell us about macroeconomic fluctuations? pp. 340-360

Marcelle Chauvet, Zeynep Senyuz and Emre Yoldas

Volume 51, issue C, 2015

Informality in developing economies: Regulation and fiscal policies pp. 1-27

Olivier Charlot, Franck Malherbet and Cristina Terra

Turnpike property and convergence rate for an investment model with general utility functions pp. 28-49

Baojun Bian and Harry Zheng

Overlapping portfolios, contagion, and financial stability pp. 50-63

Fabio Caccioli, J. Farmer, Nick Foti and Daniel Rockmore

Taxing capital along the transition—Not a bad idea after all? pp. 64-77

Hans Fehr and Fabian Kindermann

Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations pp. 78-92

Irasema Alonso and Mauricio Prado

Computation of Greeks using binomial trees in a jump-diffusion model pp. 93-110

Shintaro Suda and Yoshifumi Muroi

Prices and investment with collateral and default pp. 111-132

Michael Magill and Martine Quinzii

Adaptation, mitigation and risk: An analytic approach pp. 133-147

Amos Zemel

Estimation of ergodic agent-based models by simulated minimum distance pp. 148-165

Jakob Grazzini and Matteo Richiardi

Managing the endogenous risk of disease outbreaks with non-constant background risk pp. 166-179

Kevin Berry, David Finnoff, Richard Horan and Jason Shogren

Finite lifetimes, long-term debt and the fiscal limit pp. 180-203

Alexander Richter

A mechanism for booms and busts in housing prices pp. 204-217

Marten Hillebrand and Tomoo Kikuchi

Why is equity order flow so persistent? pp. 218-239

Bence Tóth, Imon Palit, Fabrizio Lillo and J. Farmer

Explicit investment rules with time-to-build and uncertainty pp. 240-256

René Aïd, Salvatore Federico, Huyên Pham and Bertrand Villeneuve

Price dynamics, financial fragility and aggregate volatility pp. 257-277

Antoine Mandel, Simone Landini, Mauro Gallegati and Herbert Gintis

Uncertain dynamics, correlation effects, and robust investment decisions pp. 278-298

Christian Flor and Søren Hesel

Do labor market institutions matter for business cycles? pp. 299-317

Stefano Gnocchi, Andresa Lagerborg and Evi Pappa

New-Keynesian Phillips curve with Bertrand competition and endogenous entry pp. 318-340

Federico Etro and Lorenza Rossi

Factor adjustment costs: A structural investigation pp. 341-355

Haroon Mumtaz and Francesco Zanetti

The business cycle human capital accumulation nexus and its effect on hours worked volatility pp. 356-377

Diana Alessandrini, Stephen Kosempel and Thanasis Stengos

Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model pp. 378-403

Jean-Christophe Poutineau and Gauthier Vermandel

Skiba points in free end-time problems pp. 404-419

Jonathan P. Caulkins, Gustav Feichtinger, Dieter Grass, Richard F. Hartl, Peter Kort and Andrea Seidl

Tax smoothing in a business cycle model with capital-skill complementarity pp. 420-444

Konstantinos Angelopoulos, Stylianos Asimakopoulos and Jim Malley

Learning from inferred foregone payoffs pp. 445-458

Hang Wu and Ralph-C Bayer

News, disaster risk, and time-varying uncertainty pp. 459-479

Wenyi Shen