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 47, issue C, 2014

Distortions in the neoclassical growth model: A cross-country analysis pp. 1-19

Pedro Brinca

Monetary policy, bank leverage, and financial stability pp. 20-38

Fabian Valencia

Productivity insurance: The role of unemployment benefits in a multi-sector model pp. 39-53

David Fuller, Marianna Kudlyak and Damba Lkhagvasuren

R&D and aggregate fluctuations pp. 54-71

Erhan Artuc and Panayiotis Pourpourides

Trade-offs in means tested pension design pp. 72-93

Chung Tran and Alan Woodland

Learning and time-varying macroeconomic volatility pp. 94-114

Fabio Milani

Feedback equilibria in a dynamic renewable resource oligopoly: Pre-emption, voracity and exhaustion pp. 115-122

Luca Lambertini and Andrea Mantovani

Measuring the effects of fiscal policy pp. 123-151

Hafedh Bouakez, Foued Chihi and Michel Normandin

Does the labor-income process contain a unit root? Evidence from individual-specific time series pp. 152-167

Magnus Gustavsson and Pär Österholm

The threat of counterfeiting in competitive search equilibrium pp. 168-185

Enchuan Shao

Systemic risk in banking networks: Advantages of “tiered” banking systems pp. 186-210

Mariya Teteryatnikova

Industrialization and environmental externalities in a Solow-type model pp. 211-224

Angelo Antoci, Paolo Russu, Serena Sordi and Elisa Ticci

Network structure, games, and agent dynamics pp. 225-238

Allen Wilhite

Volatility swaps and volatility options on discretely sampled realized variance pp. 239-262

Guanghua Lian, Carl Chiarella and Petko S. Kalev

Corporate credit risk prediction under stochastic volatility and jumps pp. 263-281

Di Bu and Yin Liao

Dealing with a liquidity trap when government debt matters: Optimal time-consistent monetary and fiscal policy pp. 282-299

Matthias Burgert and Sebastian Schmidt

Social security and retirement across the OECD pp. 300-316

Jorge Alonso-Ortiz

Sufficiency of an outside bank and a default penalty to support the value of fiat money: Experimental evidence pp. 317-337

Jürgen Huber, Martin Shubik and Shyam Sunder

Volume 46, issue C, 2014

A dynamic autoregressive expectile for time-invariant portfolio protection strategies pp. 1-29

Benjamin Hamidi, Bertrand Maillet and Jean-Luc Prigent

The Taylor principle fights back, Part II pp. 30-49

Edward F. Buffie

Population, pensions, and endogenous economic growth pp. 50-72

Burkhard Heer and Andreas Irmen

How beneficial was the Great Moderation after all? pp. 73-90

Roberto Pancrazi

Leave and let leave: A sufficient condition to explain the evolutionary emergence of cooperation pp. 91-113

Luis Izquierdo, Segismundo Izquierdo and Fernando Vega-Redondo

Impact of policy distortions on firm-level innovation, productivity dynamics and TFP pp. 114-129

Ashantha Ranasinghe

Estimating contract indexation in a Financial Accelerator Model pp. 130-149

Charles Carlstrom, Timothy Fuerst, Alberto Ortiz and Matthias Paustian

Optimal dividend strategies with time-inconsistent preferences pp. 150-172

Shumin Chen, Zhongfei Li and Yan Zeng

The effects of public spending externalities pp. 173-199

Valerio Ercolani and João Valle e Azevedo

Self-employment and business cycle persistence: Does the composition of employment matter for economic recoveries? pp. 200-218

Alan Finkelstein Shapiro

Investment decisions in finite-lived monopolies pp. 219-236

Paulo J. Pereira and Artur Rodrigues

Does risk sharing increase with risk aversion and risk when commitment is limited? pp. 237-251

Sarolta Laczó

The slowdown in American educational attainment pp. 252-270

Elisa Keller

Optimal monetary policy rules, financial amplification, and uncertain business cycles pp. 271-305

Salih Fendoglu

Volume 45, issue C, 2014

How do experienced traders respond to inflows of inexperienced traders? An experimental analysis pp. 1-18

Eizo Akiyama, Nobuyuki Hanaki and Ryuichiro Ishikawa

Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products pp. 19-43

Yao Tung Huang and Yue Kuen Kwok

Optimal discretionary monetary policy in a micro-founded model with a zero lower bound on nominal interest rate pp. 44-65

Phuong Ngo

No-Arbitrage ROM simulation pp. 66-79

Alois Geyer, Michael Hanke and Alex Weissensteiner

Collateral amplification under complete markets pp. 80-93

Kalin Nikolov

Inflation illusion and the Taylor principle: An experimental study pp. 94-110

Wolfgang Luhan and Johann Scharler

Financial intermediation in an overlapping generations model with transaction costs pp. 111-125

Augusto Hasman, Margarita Samartín and Jos van Bommel

Indexed versus nominal government debt under inflation and price-level targeting pp. 126-145

Michael Hatcher

Quantitative easing and the loan to collateral value ratio pp. 146-164

Tatiana Damjanovic and Šarūnas Girdėnas

Gasoline prices, transport costs, and the U.S. business cycles pp. 165-179

Hakan Yilmazkuday

Asset prices in affine real business cycle models pp. 180-193

Aytek Malkhozov

Risk shocks and housing supply: A quantitative analysis pp. 194-219

Victor Dorofeenko, Gabriel Lee and Kevin Salyer

Liquidity traps and expectation dynamics: Fiscal stimulus or fiscal austerity? pp. 220-238

Jess Benhabib, George Evans and Seppo Honkapohja

Do TFP and the relative price of investment share a common I(1) component? pp. 239-261

Luca Benati

Speculative behavior and the dynamics of interacting stock markets pp. 262-288

Noemi Schmitt and Frank Westerhoff

Model uncertainty and intertemporal tax smoothing pp. 289-314

Yulei Luo, Jun Nie and Eric Young

Health insurance reform: The impact of a Medicare buy-in pp. 315-329

Gary Hansen, Minchung Hsu and Junsang Lee

What (really) accounts for the fall in hours after a technology shock? pp. 330-352

Nooman Rebei

Solving the income fluctuation problem with unbounded rewards pp. 353-365

Huiyu Li and John Stachurski

Solvability of perturbation solutions in DSGE models pp. 366-388

Hong Lan and Alexander Meyer-Gohde