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 26, issue 12, 2002

Optimal taxation and intergovernmental transfer in a dynamic model with multiple levels of government pp. 1975-2003

Liutang Gong and Heng-Fu Zou

Public education under capital mobility pp. 2005-2036

Jean-Marie Viaene and Itzhak Zilcha

On the interpretation of cointegration in the linear-quadratic inventory model pp. 2037-2049

James Hamilton

Supporting others and the evolution of influence pp. 2051-2092

Salvador Barberà and Andrés Perea

Policy reforms and growth in computable OLG economies pp. 2093-2113

Mohamed Bouzahzah, David de la Croix and Frédéric Docquier

Self-organized criticality in evolutionary systems with local interaction pp. 2115-2142

Alex Arenas, Albert Diaz-Guilera, Conrad J. Perez and Fernando Vega-Redondo

Volume 26, issue 11, 2002

A computational model of banks' optimal reserve management policy pp. 1787-1814

James A. Clouse and James Dow

Entrepreneurship and government subsidies: A general equilibrium analysis pp. 1815-1844

Wenli Li

Price flexibility in channels of distribution: Evidence from scanner data pp. 1845-1900

Shantanu Dutta, Mark Bergen and Daniel Levy

Endogenous business cycles: Capital-labor substitution and liquidity constraint pp. 1901-1926

Stefano Bosi and Francesco Magris

Market frictions, technology adoption and economic growth pp. 1927-1954

Been-Lon Chen, Jie-Ping Mo and Ping Wang

Stabilizing properties of monetary feedback rules: A representative-agent approach pp. 1955-1974

Daniel K. Biederman

Volume 26, issue 9-10, 2002

The work of David Kendrick pp. 1353-1358

Hans Amman and Berc Rustem

Learning and control in a changing economic environment pp. 1359-1377

Guenter Beck and Volker Wieland

An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function pp. 1379-1396

David Belsley

An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game pp. 1397-1416

Baoline Chen and Peter Zadrozny

Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances pp. 1417-1429

Gregory C. Chow and Lihui Zheng

Exchange rate regime credibility, the agency cost of capital and devaluation pp. 1431-1456

Roger Craine

Cheating for the common good in a macroeconomic policy game pp. 1457-1479

Christophe Deissenberg and Francisco Alvarez Gonzalez

Sectoral dynamics and natural resource management pp. 1481-1498

Anantha Kumar Duraiappah

Solving finite difference schemes arising in trivariate option pricing pp. 1499-1515

Manfred Gilli, Evis Kellezi and Giorgio Pauletto

On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices pp. 1517-1537

Jennifer Greenslade, Stephen Hall and S. G. Brian Henry

The cross-sectional dynamics of the US business cycle: 1950-1999 pp. 1539-1555

C. Higson, Sean Holly and P. Kattuman

The parametric path method: an alternative to Fair-Taylor and L-B-J for solving perfect foresight models pp. 1557-1583

Kenneth Judd

Dynamic specifications in optimizing trend-deviation macro models pp. 1585-1611

Sharon Kozicki and Peter Tinsley

Arbitrage and universal pricing pp. 1613-1628

David G. Luenberger

Multicriteria network equilibrium modeling with variable weights for decision-making in the Information Age with applications to telecommuting and teleshopping pp. 1629-1650

Anna Nagurney, June Dong and Patricia Mokhtarian

The communications and information economy: issues, tariffs and economics research areas pp. 1651-1675

Louis Pau

Optimal timing problems in environmental economics pp. 1677-1697

Robert Pindyck

Growth and income inequality in South Africa pp. 1699-1720

Franklin R. Shupp

Grabber-holder dynamics and network effects in technology innovation pp. 1721-1738

Edison Tse

A note on global optimization in adaptive control, econometrics and macroeconomics pp. 1739-1764

Marco P. Tucci

Intertemporal and intratemporal substitution, and the speed of convergence in the neoclassical growth model pp. 1765-1785

Stephen J Turnovsky

Volume 26, issue 7-8, 2002

Finance pp. 1069-1074

Rajnish Mehra

An exploration of the effects of pessimism and doubt on asset returns pp. 1075-1092

Andrew Abel

The CAPM in thin experimental financial markets pp. 1093-1112

Peter Bossaerts and Charles Plott

A correlation pricing formula pp. 1113-1126

David G. Luenberger

Prices as factors: Approximate aggregation with incomplete markets pp. 1127-1157

Chris Telmer and Stanley Zin

Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis pp. 1159-1193

Gordon Alexander and Alexandre Baptista

A direct test for the mean variance efficiency of a portfolio pp. 1195-1215

Gopal Basak, Ravi Jagannathan and Guoqiang Sun

A comparative study of portfolio insurance pp. 1217-1241

Suleyman Basak

Short rate nonlinearities and regime switches pp. 1243-1274

Andrew Ang and Geert Bekaert

Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? pp. 1275-1299

Robert Hodrick and Maria Vassalou

Bank capital regulation with random audits pp. 1301-1321

Sudipto Bhattacharya, Manfred Plank, Günter Strobl and Josef Zechner

Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs pp. 1323-1352

George Constantinides and Stylianos Perrakis

Volume 26, issue 6, 2002

Robust portfolio selection using linear-matrix inequalities pp. 889-909

O. L. V. Costa and A. C. Paiva

Does productive capital affect the order of resource exploitation? pp. 911-918

Pascal Favard

Why present-oriented societies undergo cycles of drug epidemics pp. 919-936

Doris A. Behrens, Jonathan P. Caulkins, Gernot Tragler and Gustav Feichtinger

Moving horizon control in dynamic games pp. 937-961

W. A. van den Broek

Trade in capital goods and investment-specific technical change pp. 963-984

Martin Boileau

Monopolistic competition, dynamic inefficiency and asset bubbles pp. 985-1007

Gianluca Femminis

Monopoly with endogenous durability pp. 1009-1027

Gary Fethke and Raj Jagannathan

Existence of stationary equilibrium in the markets for new and used durable goods pp. 1029-1052

Hideo Konishi and Michael T. Sandfort

Productive consumption, the intertemporal consumption trade-off and growth pp. 1053-1068

Thomas Steger

Volume 26, issue 5, 2002

Public investment and intergenerational distribution pp. 707-735

Ben Heijdra and Lex Meijdam

Solution of perfect foresight saddlepoint problems: a simple method and applications pp. 737-753

Martin Brunner and Holger Strulik

Optimal forestry control with variable forest area pp. 755-796

Yoshinao Sahashi

Solving labor demand models under asymmetric adjustment costs pp. 797-809

Patrick Fève

Specification search in nonlinear time-series models using the genetic algorithm pp. 811-835

Michael Beenstock and George Szpiro

Adjustment costs in a two-capital growth model pp. 837-850

Petr Duczynski

Tracing externalities as sources of indeterminacy pp. 851-867

Sharon Harrison and Mark Weder

Mood fluctuations, projection bias, and volatility of equity prices pp. 869-887

Rajnish Mehra and Raaj Sah

Volume 26, issue 4, 2002

Policy iteration accelerated with Krylov methods pp. 517-545

Mico Mrkaic

Immigration, fertility, and growth pp. 547-576

Paul Zak, Yi Feng and Jacek Kugler

Approximating infinite-horizon models in a complementarity format: A primer in dynamic general equilibrium analysis pp. 577-609

Morten Lau, Andreas Pahlke and Thomas Rutherford

Dynamics in a transactions-based monetary growth model pp. 611-635

Sailesh K. Jha, Ping Wang and Chong Yip

Contract renewal under uncertainty pp. 637-652

Torben M. Andersen and Morten Stampe Christensen

Staggered wages and output dynamics under disinflation pp. 653-680

Guido Ascari and Neil Rankin

Alternative government financing and stochastic endogenous growth pp. 681-706

Yoichi Gokan

Volume 26, issue 3, 2002

Operationalizing equilibrium unemployment: A general equilibrium external economies approach pp. 347-374

Edward Balistreri

Stability and limit cycles in competitive equilibria subject to adjustment costs and dynamic spillovers pp. 375-398

Franz Wirl

Debt-contingent inflation contracts and targets pp. 399-421

Edward Kutsoati

A note on robustness in Merton's model of intertemporal consumption and portfolio choice pp. 423-435

Fabio Trojani and Paolo Vanini

Hartwick's rule and economic conservation laws pp. 437-449

Ryuzo Sato and Youngduk Kim

Cooperative and non-cooperative fiscal stabilization policies in the EMU pp. 451-481

Jacob Engwerda, Bas van Aarle and Joseph Plasmans

Optimal partially reversible investment pp. 483-508

Richard Hartman and Michael Hendrickson

The stochastic rotation problem: A comment pp. 509-515

Sigbjorn Sodal

Volume 26, issue 2, 2002

Consistent expectations equilibria and learning in a stock market pp. 171-185

Leopold Sogner and Hans Mitlohner

A model of longevity, fertility and growth pp. 187-204

Keith Blackburn and Giam Pietro Cipriani

Taxation, human capital and growth pp. 205-216

E. Young Song

When do borrowing constraints bind? Some new results on the income fluctuation problem pp. 217-245

Guillaume Rabault

Direct preferences for wealth, the risk premium puzzle, growth, and policy effectiveness pp. 247-270

Liutang Gong and Heng-Fu Zou

Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator pp. 271-302

Noh-Sun Kwark

The diffusion of knowledge and the productivity and appropriability of R&D investment pp. 303-331

Chung-Yi Tse

Explaining cross-country differences in participation rates and aggregate fluctuations pp. 333-345

Juan Carlos Conesa, Carlos Diaz-Moreno and Jose Galdon-Sanchez

Volume 26, issue 1, 2002

A note on the integration of system dynamics and economic models pp. 1-10

Peter C. Smith and Ann van Ackere

Dynamic asset allocation with mean variance preferences and a solvency constraint pp. 11-32

Pascal Nguyen and Roland Portait

U.S. and Canadian industrial production indices as coupled oscillators pp. 33-67

Heather Anderson and James B. Ramsey

Time-to-build and capacity choice pp. 69-98

Avner Bar-ilan, Agnes Sulem and Alessandro Zanello

Depreciation rules and value invariance with extractive firms pp. 99-116

John Hartwick, Larry Karp and Ngo Long

A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables pp. 117-139

Luca Fanelli

Externalities and nonlinear discounting: Indeterminacy pp. 141-169

Takashi Kamihigashi