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
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Volume 157, issue C, 2023

Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP

Matteo Iacopini, Aubrey Poon, Luca Rossini and Dan Zhu

Progressive income taxation and consumption baskets of rich and poor

Mehedi Hasan Oni

Life cycle insurance, bequest motives and annuity loads

Aleksandar Arandjelović, Geoffrey Kingston and Pavel V. Shevchenko

Asset home bias in debtor and creditor countries

Ning Zhang

Underinvestment and optimal capital structure under environmental constraints

Pengfei Luo, Yingxian Tan, Jinqiang Yang and Yanming Yao

Fast estimation of a large TVP-VAR model with score-driven volatilities

Tingguo Zheng, Shiqi Ye and Yongmiao Hong

Monetary policy and financial stability

Isabel Cairo and Jae Sim

Volume 156, issue C, 2023

Optimal policies with heterogeneous agents: Truncation and transitions

François Le Grand and Xavier Ragot

Market selection and learning under model misspecification

Giulio Bottazzi, Daniele Giachini and Matteo Ottaviani

Information and communication technologies and medium-run fluctuations

Marco Brianti and Laura Gáti

Two-stage investment, loan guarantees and share buybacks

Linjia Dong, Michi Nishihara and Zhaojun Yang

Are all economic fluctuations bad for consumers?

Jongsoo Kim, Kwang Hwan Kim and Myungkyu Shim

Optimal investment problem under behavioral setting: A Lagrange duality perspective

Xiuchun Bi, Zhenyu Cui, Jiacheng Fan, Lvning Yuan and Shuguang Zhang

Moderating noise-driven macroeconomic fluctuations under dispersed information

Jonathan Adams

Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle

Adrian Carro

The impact of asset purchases in an experimental market with consumption smoothing motives

Jieyi Duan and Nobuyuki Hanaki

Collateral and reputation in a model of strategic defaults

Georgy Lukyanov

Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model

Timo Bettendorf and Aikaterini Karadimitropoulou

Volume 155, issue C, 2023

Optimal monetary policy in developing countries: The role of informality

Monica A. Gomez Ospina

Machine learning goes global: Cross-sectional return predictability in international stock markets

Nusret Cakici, Christian Fieberg, Daniel Metko and Adam Zaremba

The risk premium in New Keynesian DSGE models: The cost of inflation channel

Leonardo Iania, Pavel Tretiakov and Raf Wouters

Evaluating fiscal policy reforms using the fiscal frontier

Xiaoshan Chen, Campbell Leith and Mattia Ricci

Interbank asset-liability networks with fire sale management

Zachary Feinstein and Grzegorz Hałaj

Beyond distance: The spatial relationships of European regional economic growth

Philipp Piribauer, Christian Glocker and Tamás Krisztin

Firm heterogeneity, financial frictions and ambiguity

Lorenzo Carbonari and Filippo Maurici

A high-resolution, data-driven agent-based model of the housing market

Bence Mérő, András Borsos, Zsuzsanna Hosszú, Zsolt Oláh and Nikolett Vágó

Volume 154, issue C, 2023

Bounded rationality and optimal retirement age

Hyeon Park

Habit forming consumers and firm dynamics

Arthur Fishman, Ziv Hellman and Avi Weiss

Multi-establishment firms, misallocation, and productivity

Xican Xi

Monetary and macroprudential policy interactions in a model of the euro area

Richard Dennis and Pelin Ilbas

Private bank money vs central bank money: A historical lesson for CBDC introduction

Anna Grodecka-Messi and Xin Zhang

A horse race of alternative monetary policy regimes under bounded rationality

Joel Wagner, Tudor Schlanger and Yang Zhang

Domestic barriers to entry and external vulnerability in emerging economies

Leonardo Barreto, Alan Finkelstein Shapiro and Victoria Nuguer

Symbolic stationarization of dynamic equilibrium models

Fabio Canova and Kenneth Sæterhagen Paulsen

Social contagion and the survival of diverse investment styles

David Hirshleifer, Andrew W. Lo and Ruixun Zhang

Multivariate stress scenario selection in interbank networks

Dohyun Ahn, Kyoung-Kuk Kim and Eunji Kwon

Precision-based sampling for state space models that have no measurement error

Elmar Mertens

Asset purchases, limited asset markets participation and inequality

Stylianos Tsiaras

Firm revenue elasticity and business cycle sensitivity

Daisoon Kim and Anthony Savagar

Optimal mix of R&D subsidy and patent protection in a heterogeneous-industry R&D-based growth model

Tatsuro Iwaisako

Volume 153, issue C, 2023

Quantum monte carlo for economics: Stress testing and macroeconomic deep learning

Vladimir Skavysh, Sofia Priazhkina, Diego Guala and Thomas R. Bromley

Coexistence of money and interest-bearing bonds

Hugo van Buggenum

Searching for ESG Information: Heterogeneous Preferences and Information Acquisition

Xuan Zhou and Junqing Kang

A practical multivariate approach to testing volatility spillover

Soon Heng Leong and Giovanni Urga

Who pays the bill? Climate change, taxes, and transfers in a multi-region growth model

Elmar Hillebrand and Marten Hillebrand

Are working hours complements in production?

Lin Shao, Faisal Sohail and Emircan Yurdagul

Intergenerational transfers: Public education and pensions with endogenous fertility

Monisankar Bishnu, Shresth Garg, Tishara Garg and Tridip Ray

Macroeconomic stabilisation properties of a euro area unemployment insurance scheme

Christoph Kaufmann, Maria Grazia Attinasi and Sebastian Hauptmeier

Credible Forward Guidance

Quentin Batista, Taisuke Nakata and Takeki Sunakawa

Intermediaries’ substitutability and financial network resilience: A hyperstructure approach

Olivier Accominotti, Delio Lucena-Piquero and Stefano Ugolini

Systemic risk of optioned portfolio: Controllability and optimization

Xiaochuan Pang, Shushang Zhu, Xueting Cui and Jiali Ma

Portfolio instability and socially responsible investment: Experiments with financial professionals and students

Olga Tatarnikova, Sébastien Duchêne, Patrick Sentis and Marc Willinger