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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

Volume 44, issue C, 2014

How should monetary policy respond to changes in the relative price of oil? Considering supply and demand shocks pp. 1-19

Michael Plante

Capital accumulation, sectoral heterogeneity and the Taylor principle pp. 20-28

Tommy Sveen

An optimal stochastic control framework for determining the cost of hedging of variable annuities pp. 29-53

Peter Forsyth and Kenneth Vetzal

Economic convergence: Policy implications from a heterogeneous agent model pp. 54-80

H. Dawid, Philipp Harting and Michael Neugart

Barriers to capital accumulation in a model of technology adoption and schooling pp. 81-91

Diego Restuccia

Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain pp. 92-123

Kenneth Judd, Lilia Maliar, Serguei Maliar and Rafael Valero

Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality pp. 124-146

Donatien Hainaut and Griselda Deelstra

Experimental evidence on inflation expectation formation pp. 147-168

Damjan Pfajfar and Blaz Zakelj

The role of asset testing in public health insurance reform pp. 169-195

Hubert Janicki

What inventories tell us about aggregate fluctuations—A tractable approach to (S,s) policies pp. 196-217

Pengfei Wang, Yi Wen and Zhiwei Xu

Imperfect credibility and robust monetary policy pp. 218-234

Richard Dennis

On-the-job search and cyclical unemployment: Crowding out vs. vacancy effects pp. 235-250

Daniel Martin and Olivier Pierrard

Instability and concentration in the distribution of wealth pp. 251-269

Ricardo Fernholz and Robert Fernholz

Sequential coordination, higher-order belief dynamics and the E-stability principle pp. 270-279

Gaetano Gaballo

Volume 43, issue C, 2014

The role of financial intermediaries in monetary policy transmission pp. 1-11

Thorsten Beck, Andrea Colciago and Damjan Pfajfar

In search for yield? Survey-based evidence on bank risk taking pp. 12-30

Claudia Buch, Sandra Eickmeier and Esteban Prieto

The credit crunch and fall in employment during the Great Recession pp. 31-57

Samuel Haltenhof, Seung Jung Lee and Viktors Stebunovs

Verifying the state of financing constraints: Evidence from U.S. business credit contracts pp. 58-77

Ralf R. Meisenzahl

Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis pp. 78-106

Su-Hsin Chang, Silvio Contessi and Johanna Francis

The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank pp. 107-129

Seth Carpenter, Selva Demiralp and Jens Eisenschmidt

Financial innovation and bank behavior: Evidence from credit markets pp. 130-145

Lars Norden, Consuelo Silva Buston and Wolf Wagner

Should monetary policy lean against the wind? pp. 146-174

Leonardo Gambacorta and Federico Signoretti

Bank capital and the macroeconomy: Policy considerations pp. 175-198

Michael Kiley and Jae Sim

Unconventional government debt purchases as a supplement to conventional monetary policy pp. 199-217

Martin Ellison and Andreas Tischbirek

Financial fragility, sovereign default risk and the limits to commercial bank bail-outs pp. 218-240

Christiaan van der Kwaak and Sweder van Wijnbergen

Endogenous risk in a DSGE model with capital-constrained financial intermediaries pp. 241-268

Hans Dewachter and Raf Wouters