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 40, issue C, 2014

Solving DSGE portfolio choice models with dispersed private information pp. 1-24

Cédric Tille and Eric van Wincoop

Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies pp. 25-45

Mark Joshi and Robert Tang

Stock prices and monetary policy shocks: A general equilibrium approach pp. 46-66

Edouard Challe and Chryssi Giannitsarou

On the role of policy interventions in structural change and economic development: The case of postwar Japan pp. 67-83

Julen Esteban-Pretel and Yasuyuki Sawada

Model-free CPPI pp. 84-94

Alexander Schied

Optimal Diamond–Dybvig mechanism in large economies with aggregate uncertainty pp. 95-102

Bruno Sultanum

More neighbors, more efficiency pp. 103-115

Zhiwei Cui

Heterogeneous expectations in the gold market: Specification and estimation pp. 116-133

Dirk Baur and Kristoffer Glover

Optimal adaptation strategies to face shocks on groundwater resources pp. 134-153

Julia de Frutos Cachorro, Katrin Erdlenbruch and Mabel Tidball

Vintage human capital and learning curves pp. 154-178

Matthias Kredler

Do option-like incentives induce overvaluation? Evidence from experimental asset markets pp. 179-194

Martin Holmen, Michael Kirchler and Daniel Kleinlercher

The optimal management of renewable resources under the risk of potential regime shift pp. 195-212

Bijie Ren and Stephen Polasky

Valuation of stock loans with jump risk pp. 213-241

Ning Cai and Lihua Sun

An empirical study of the Mexican banking system’s network and its implications for systemic risk pp. 242-265

Serafin Martinez-Jaramillo, Biliana Alexandrova-Kabadjova, Bernardo Bravo-Benitez and Juan Pablo Solórzano-Margain

Patterns of technology, industry concentration, and productivity growth without scale effects pp. 266-278

Colin Davis and Ken-ichi Hashimoto

Consumer misperceptions, uncertain fundamentals, and the business cycle pp. 279-292

Patrick Hürtgen

Time-consistent investment policies in Markovian markets: A case of mean–variance analysis pp. 293-316

Zhiping Chen, Gang Li and Yonggan Zhao

Adaptive learning and distributional dynamics in an incomplete markets model pp. 317-333

Andrea Giusto

Public infrastructure investment, output dynamics, and balanced budget fiscal rules pp. 334-354

Pedro Bom and Jenny Ligthart

Adaptive learning, endogenous uncertainty, and asymmetric dynamics pp. 355-373

Eran Guse

Volume 39, issue C, 2014

The cyclicality of job-to-job transitions and its implications for aggregate productivity pp. 1-17

Toshihiko Mukoyama

Partial information about contagion risk, self-exciting processes and portfolio optimization pp. 18-36

Nicole Branger, Holger Kraft and Christoph Meinerding

Optimal consumption under uncertainty, liquidity constraints, and bounded rationality pp. 237–254

Ömer Özak

Adaptive consumption behavior pp. 37-61

Peter Howitt and Ömer Özak

On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond pp. 62-78

Osmani Guillén, João Issler and Afonso Arinos de Mello Franco-Neto

Biased Bayesian learning with an application to the risk-free rate puzzle pp. 79-97

Alexander Ludwig and Alexander Zimper

Credit risk and asymmetric information: A simplified approach pp. 98-112

Snorre Lindset, Arne-Christian Lund and Svein-Arne Persson

Anticipation, learning and welfare: the case of distortionary taxation pp. 113-126

Emanuel Gasteiger and Shoujian Zhang

Capital, credit constraints and the comovement between consumer durables and nondurables pp. 127-139

Been-Lon Chen and Shian-Yu Liao

Do firms share the same functional form of their growth rate distribution? A statistical test pp. 140-164

José T. Lunardi, Salvatore Miccichè, Fabrizio Lillo, Rosario Mantegna and Mauro Gallegati

Steady-state properties in a class of dynamic models pp. 165-177

Yacov Tsur and Amos Zemel

Robust tracking error portfolio selection with worst-case downside risk measures pp. 178-207

Aifan Ling, Jie Sun and Xiaoguang Yang

Equilibrium Heterogeneous-Agent models as measurement tools: Some Monte Carlo evidence pp. 208-226

Marco Cozzi

Bounded interest rate feedback rules in continuous-time pp. 227-236

Hippolyte d'Albis, Emmanuelle Augeraud-Véron and Hermen Jan Hupkes

Limited participation in international business cycle models: A formal evaluation pp. 255-272

Xiaodan Gao, Viktoria Hnatkovska and Vadim Marmer

Capital maintenance and depreciation over the business cycle pp. 273-286

Alice Albonico, Sarantis Kalyvitis and Evi Pappa

Volume 38, issue C, 2014

The (Un-) importance of Chapter 7 wealth exemption levels pp. 1-16

Jochen Mankart

Volatility and welfare pp. 17-36

Robert Lester, Michael Pries and Eric Sims

The short and long-run impact of globalization if firms differ in factor input ratios pp. 37-64

Julian Emami Namini

Dynamic asset allocation when bequests are luxury goods pp. 65-71

Jie Ding, Geoffrey Kingston and Sachi Purcal

The evolution of free trade networks pp. 72-86

Jin Zhang, Zhiwei Cui and Lei Zu

Recovering default risk from CDS spreads with a nonlinear filter pp. 87-104

Alexander Guarín López, Xiaoquan Liu and Wing Lon Ng

Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners pp. 105-124

David Blake, Douglas Wright and Yumeng Zhang

Extracting market information from equity options with exponential Lévy processes pp. 125-141

Frank Fabozzi, Arturo Leccadito and Radu S. Tunaru

Computing equilibria in dynamic models with occasionally binding constraints pp. 142-160

Johannes Brumm and Michael Grill

Escape dynamics: A continuous-time approximation pp. 161-183

Dmitri Kolyuzhnov, Anna Bogomolova and Sergey Slobodyan

Monetary policy for rationally inattentive economies with staggered price setting pp. 184-208

Fang Zhang

Evaluating monetary policy under preferences with zero wealth effect: A Bayesian approach pp. 209-234

Jaya Dey

Endogenous specialization of heterogeneous innovative activities of firms under the technological spillovers pp. 235-249

Anton Bondarev

Myopic governments and welfare-enhancing debt limits pp. 250-265

Malte Rieth

How important is fiscal policy cooperation in a currency union? pp. 266-286

Eiji Okano