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 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

Volume 42, issue C, 2014

An escape time interpretation of robust control pp. 1-12

Inkoo Cho and Kenneth Kasa

Quadratic hedging schemes for non-Gaussian GARCH models pp. 13-32

Alexandru Badescu, Robert J. Elliott and Juan-Pablo Ortega

Monetary policy trade-offs in an estimated open-economy DSGE model pp. 33-49

Malin Adolfson, Stefan Laséen, Jesper Lindé and Lars Svensson

Structural evolution of the postwar U.S. economy pp. 50-68

Yuelin Liu and James Morley

Repeated moral hazard and recursive Lagrangeans pp. 69-85

Antonio Mele

Consuming durable goods when stock markets jump: A strategic asset allocation approach pp. 86-104

João Amaro de Matos and Nuno Miguel Barateiro Silva

Optimal harvesting of a spatial renewable resource pp. 105-120

Stefan Behringer and Thorsten Upmann

Misallocation, informality, and human capital: Understanding the role of institutions pp. 122-142

D׳Erasmo, Pablo N., Hernan Moscoso Boedo and Asli Senkal

Spatial externalities and agglomeration in a competitive industry pp. 143-174

William Brock, Anastasios Xepapadeas and Athanasios N. Yannacopoulos

Trend inflation, sticky prices, and expectational stability pp. 175-187

Takushi Kurozumi

Volume 41, issue C, 2014

The shadow economy as an equilibrium outcome pp. 1-19

Pedro Gomis-Porqueras, Adrian Peralta-Alva and Christopher Waller

Abatement R&D, market imperfections, and environmental policy in an endogenous growth model pp. 20-37

Hsun Chu and Ching-chong Lai

Validating an agent-based model of the Zipf׳s Law: A discrete Markov-chain approach pp. 38-49

Bruno Gaujal, Laszlo Gulyas, Yuri Mansury and Eric Thierry

Heterogeneous beliefs in over-the-counter markets pp. 50-68

Marc De Kamps, Daniel Ladley and Aistis Simaitis

Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors pp. 69-92

Yongwoong Lee and Ser-Huang Poon

Cross-hedging minimum return guarantees: Basis and liquidity risks pp. 93-109

Stefan Ankirchner, Judith C. Schneider and Nikolaus Schweizer

Optimal interest-rate rules and inflation stabilization versus price-level stabilization pp. 110-129

Marc Giannoni

Best response dynamics with level-n expectations in two-stage games pp. 130-153

Herbert Dawid and Dennis Heitmann

Understanding the effect of technology shocks in SVARs with long-run restrictions pp. 154-172

Jeremy Chaudourne, Patrick Fève and Alain Guay

Money, random matching and endogenous growth: A quantitative analysis pp. 173-187

Angus Chu, Kamhon Kan, Ching-chong Lai and Chih-Hsing Liao

Optimism, pessimism and financial bubbles pp. 188-208

Bertrand Wigniolle

Living in an imaginary world that looks real pp. 209-223

Maciej Dudek

Wars and capital destruction pp. 224-240

Stéphane Auray, Aurélien Eyquem and Frédéric Jouneau-Sion

Trend growth and learning about monetary policy rules pp. 241-256

Mewael F. Tesfaselassie

A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors pp. 257-275

Michele Campolieti, Deborah Gefang and Gary Koop

Executive compensation and earnings management under moral hazard pp. 276-290

Bo Sun