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 29, issue 12, 2005

Capital utilization, economic growth and convergence pp. 2093-2124

Santanu Chatterjee

Option pricing with an illiquid underlying asset market pp. 2125-2156

Hong Liu and Jiongmin Yong

Volume 29, issue 11, 2005

Expectations, learning and monetary policy pp. 1807-1808

Athanasios Orphanides and John Williams

Monetary policy, indeterminacy and learning pp. 1809-1840

George Evans and Bruce McGough

Escapist policy rules pp. 1841-1865

James Bullard and Inkoo Cho

Performance of inflation targeting based on constant interest rate projections pp. 1867-1892

Seppo Honkapohja and Kaushik Mitra

Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system pp. 1893-1925

Timothy Cogley, Sergei Morozov and Thomas Sargent

The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations pp. 1927-1950

Athanasios Orphanides and John Williams

Endogenous monetary policy with unobserved potential output pp. 1951-1983

Alex Cukierman and Francesco Lippi

Permanent and transitory policy shocks in an empirical macro model with asymmetric information pp. 1985-2015

Sharon Kozicki and Peter Tinsley

The role of expectations in economic fluctuations and the efficacy of monetary policy pp. 2017-2065

Mordecai Kurz, Hehui Jin and Maurizio Motolese

Local robustness analysis: Theory and application pp. 2067-2092

William Brock and Steven Durlauf

Volume 29, issue 10, 2005

Stability properties for learning with heterogeneous expectations and multiple equilibria pp. 1623-1642

Eran Guse

Flexibility choices and oligopolistic competition in an evolutionary environment pp. 1643-1671

Angelo Antoci, P.L. Sacco and Carlo Scarpa

Infectious disease and preventive behavior in an overlapping generations model pp. 1673-1700

Akira Momota, Ken Tabata and Koichi Futagami

Sustainable growth and the environmental Kuznets curve pp. 1701-1736

Richard Hartman and O-Sung Kwon

Dynamic asset pricing theory with uncertain time-horizon pp. 1737-1764

Christophette Blanchet-Scalliet, Nicole El Karoui and Lionel Martellini

Occupational choice and the private equity premium puzzle pp. 1765-1783

Thomas Hintermaier and Thomas Steinberger

Q-convergence with interquartile ranges pp. 1785-1806

Sung Jin Kang and Myoungjae Lee

Volume 29, issue 9, 2005

Heckscher-Ohlin revisited: implications of differential population dynamics for trade within an overlapping generations framework pp. 1471-1493

Serdar Sayan

Options with combined reset rights on strike and maturity pp. 1495-1515

Min Dai and Yue Kuen Kwok

Specialization and non-renewable resources: Ricardo meets Ricardo pp. 1517-1545

Ujjayant Chakravorty, Darrell Krulce and James Roumasset

The equilibrium allocation of diffusive and jump risks with heterogeneous agents pp. 1547-1576

Stephan Dieckmann and Michael Gallmeyer

Commodity markets, price limiters and speculative price dynamics pp. 1577-1596

Xuezhong (Tony) He and Frank Westerhoff

Optimal growth with pollution: how to use pollution permits? pp. 1597-1609

Pierre-André Jouvet, Philippe Michel and Gilles Rotillon

Employing the extended Kalman filter in measuring the output gap pp. 1611-1622

Levent Ozbek and Umit Ozlale

Volume 29, issue 8, 2005

Hedging using simulation: a least squares approach pp. 1287-1312

Claudio Tebaldi

Necessity of the transversality condition for stochastic models with bounded or CRRA utility pp. 1313-1329

Takashi Kamihigashi

Heterogeneous borrowers, liquidity, and the search for credit pp. 1331-1360

Zsolt Becsi, Victor E. Li and Ping Wang

Endogenous money or sticky prices?--comment on monetary non-neutrality and inflation dynamics pp. 1361-1383

Pengfei Wang and Yi Wen

Second-, third-, and higher-order consumption functions: a precautionary tale pp. 1385-1425

James Feigenbaum

Extensive and intensive growth in a neoclassical framework pp. 1427-1448

Andreas Irmen

International relocation, the real exchange rate and welfare pp. 1449-1469

Wataru Johdo and Ken-ichi Hashimoto

Volume 29, issue 7, 2005

Does trade openness matter for aggregate instability? pp. 1165-1192

Fiorella De Fiore and Zheng Liu

Investment under uncertainty and policy change pp. 1193-1209

Grzegorz Pawlina and Peter Kort

Optimal investment with lumpy costs pp. 1211-1236

Duc Thuc Le and John Jones

Explicit solutions to an optimal portfolio choice problem with stochastic income pp. 1237-1266

Vicky Henderson

Money, habits and growth pp. 1267-1285

Arman Mansoorian and Leo Michelis

Volume 29, issue 6, 2005

Risky higher education and subsidies pp. 979-1023

Ahmet Akyol and Kartik Athreya

Repeated real options: optimal investment behaviour and a good rule of thumb pp. 1025-1041

Nikolaj Malchow-Møller and Bo Thorsen

A robust rational route to randomness in a simple asset pricing model pp. 1043-1072

Cars Hommes, Hai Huang and Duo Wang

Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games pp. 1073-1096

Guiomar Martin-Herran and Juan Pablo Rincón-Zapatero

Harvesting and conservation in a predator-prey system pp. 1097-1120

Jeljer Hoekstra and Jeroen van den Bergh

Optimal management of durable pollution pp. 1121-1164

Sudhir A. Shah

Volume 29, issue 5, 2005

Non-linear endogenous fluctuations with free entry and variable markups pp. 847-871

Rodolphe Dos Santos Ferreira and Teresa Lloyd-Braga

How to maximize domestic benefits from foreign investments: the effect of irreversibility and uncertainty pp. 873-889

Enrico Pennings

Dynamic trading policies with price impact pp. 891-930

Hua He and Harry Mamaysky

Eductive expectations coordination on deterministic cycles in an economy with heterogeneous agents pp. 931-952

Giorgio Negroni

Market efficiency and learning in an endogenously unstable environment pp. 953-978

David Goldbaum

Volume 29, issue 4, 2005

Bounded rationality, heterogeneity and market dynamics pp. 595-600

Alan Kirman and Jan Tuinstra

Stable sunspot solutions in models with predetermined variables pp. 601-625

George Evans and Bruce McGough

Performance of monetary policy with internal central bank forecasting pp. 627-658

Seppo Honkapohja and Kaushik Mitra

Consistent expectations and misspecification in stochastic non-linear economies pp. 659-676

William Branch and Bruce McGough

Representativeness of news and exchange rate dynamics pp. 677-689

Sebastiano Manzan and Frank Westerhoff

Heterogeneity of agents, transactions costs and the exchange rate pp. 691-719

Paul De Grauwe and Marianna Grimaldi

On the performance of efficient portfolios pp. 721-740

Volker Bohm and Jan Wenzelburger

Herding, a-synchronous updating and heterogeneity in memory in a CBS pp. 741-763

Cees Diks and Roy van der Weide

Testing for bubbles and change-points pp. 765-799

Alan Kirman and Gilles Teyssiere

The dynamics of price dispersion, or Edgeworth variations pp. 801-822

Timothy Cason, Daniel Friedman and Florian Wagener

A strategy experiment in dynamic asset pricing pp. 823-843

Cars Hommes, Joep Sonnemans, Jan Tuinstra and Henk van de Velden

Volume 29, issue 3, 2005

Error learning behaviour and stability revisited pp. 371-388

Domenico Colucci and Vincenzo Valori

Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt pp. 389-421

Michael Hanke

Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands pp. 423-447

Stefano G. Athanasoulis

Optimal portfolio management with American capital guarantee pp. 449-468

Nicole El Karoui, Monique Jeanblanc and Vincent Lacoste

On the elasticities of harvesting rules pp. 469-485

Fwu-Ranq Chang

Public schooling, college subsidies and growth pp. 487-507

William Blankenau

Factor price uncertainty, technology choice and investment delay pp. 509-527

Joseph Kaboski

Wicksellian theory of forest rotation under interest rate variability pp. 529-545

Luis Alvarez and Erkki Koskela

Income ranking and convergence with physical and human capital and income inequality pp. 547-566

Jie Zhang

How does labor mobility affect income convergence? pp. 567-581

Jordan Rappaport

Dynamic stability in a two-country model of optimal growth and international trade pp. 583-594

Richard Brecher, Zhiqi Chen and Ehsan Choudhri

Volume 29, issue 1-2, 2005

Computing in economics and finance pp. 1-2

Nicolaas Vriend

Stochastic control for economic models: past, present and the paths ahead pp. 3-30

David Kendrick

Evaluation of American strangles pp. 31-62

Carl Chiarella and Andrew Ziogas

Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results pp. 63-96

Wojciech Charemza, Mikhail Lifshits and Svetlana Makarova

Optimal monetary policy when interest rates are bounded at zero pp. 97-133

Ryo Kato and Shin-Ichi Nishiyama

Markov-switching stochastic trends and economic fluctuations pp. 135-158

Maximo Camacho

Indeterminacy, sunspots, and development traps pp. 159-185

Sergey Slobodyan

Market structure and endogenous productivity growth: how do R&D subsidies affect market structure? pp. 187-223

Christopher Laincz

A percolation model of innovation in complex technology spaces pp. 225-244

Gerald Silverberg and Bart Verspagen

Co-evolution of firms and consumers and the implications for market dominance pp. 245-276

Joseph Harrington and Myong-Hun Chang

Cournot competition, organization and learning pp. 277-295

Jason Barr and Francesco Saraceno

Endogenous neighborhood formation in a local coordination model with negative network externalities pp. 297-319

Giorgio Fagiolo

Globalization, polarization and cultural drift pp. 321-334

Konstantin Klemm, Victor M. Eguiluz, Raul Toral and Maxi San Miguel

Partial differential equation modelling for stochastic fixed strategy distributed systems pp. 335-367

Victor Dorofeenko and Jamsheed Shorish