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 25, issue 12, 2001

Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 pp. 1867-1879

Baoline Chen and Peter Zadrozny

Convergence to symmetry in dynamic strategic models of R&D: The undiscounted case pp. 1881-1897

Sumit Joshi and Nicholas S. Vonortas

Ruling out pareto dominated monetary equilibria pp. 1899-1910

Bill Dupor

Sustainable growth, renewable resources and pollution pp. 1911-1918

Alain Ayong Le Kama

Social norms, fertility and economic development pp. 1919-1934

Theodore Palivos

Necessary conditions for infinite-horizon discounted two-stage optimal control problems pp. 1935-1950

Miltiadis Makris

The optimal consumption function in a Brownian model of accumulation Part A: The consumption function as solution of a boundary value problem pp. 1951-1971

Lucien Foldes

Time consistent side payments in a dynamic game of downstream pollution pp. 1973-1987

Steffen Jorgensen and Georges Zaccour

Optimal restructuring under a political constraint pp. 1989-2006

Vivek Dehejia

Long-run growth and welfare effects of public policies with distortionary taxation pp. 2007-2042

Scott Baier and Gerhard Glomm

Volume 25, issue 11, 2001

American option pricing under GARCH by a Markov chain approximation pp. 1689-1718

Jin-Chuan Duan and Jean-Guy Simonato

Genetically evolved models and normality of their fitted residuals pp. 1719-1749

M. A. Kaboudan

Equilibrium with new investment opportunities pp. 1751-1773

Tan Wang

Translators: Market makers in merging markets pp. 1775-1800

Robert Tamura

Stable equilibrium in beliefs in extensive games with perfect information pp. 1801-1825

Xiao Luo and Chenghu Ma

A dynamic portfolio choice model of tax evasion: Comparative statics of tax rates and its implication for economic growth pp. 1827-1840

Wen-Zhung Lin and C. C. Yang

On optimal portfolio choice under stochastic interest rates pp. 1841-1865

Abraham Lioui and Patrice Poncet

Volume 25, issue 10, 2001

Gram-Charlier densities pp. 1457-1483

Eric Jondeau and Michael Rockinger

Estimating and testing rational expectations models when the trend specification is uncertain pp. 1485-1525

Timothy Cogley

A systematic framework for analyzing the dynamic effects of permanent and transitory shocks pp. 1527-1546

Jesus Gonzalo and Serena Ng

Explaining international comovements of output and asset returns: The role of money and nominal rigidities pp. 1547-1583

Robert Kollmann

Stationary multi-choice bandit problems pp. 1585-1594

Dirk Bergemann and Juuso Välimäki

Optimal forest rotation and land values under a borrowing constraint pp. 1595-1627

Olli Tahvonen, Seppo Salo and Jari Kuuluvainen

Optimal investment with minimum performance constraints pp. 1629-1645

Lucie Tepla

Stability of equilibria in the overlapping generations model with endogenous labor supply pp. 1647-1663

Carine Nourry

Environmental policy instruments in an international duopoly with feedback investment strategies pp. 1665-1687

Talitha Feenstra, Peter Kort and Aart de Zeeuw

Volume 25, issue 9, 2001

Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm pp. 1273-1303

John Duffy and Paul McNelis

Dynamic learning in a two-person experimental game pp. 1305-1344

Charles Mason and Owen R. Phillips

Rent-seeking bureaucracies and oversight in a simple growth model pp. 1345-1365

Pierre Daniel Sarte

Heterogeneity in capital and skills in a neoclassical stochastic growth model pp. 1367-1397

Lilia Maliar and Serguei Maliar

Interpolating exogenous variables in continuous time dynamic models pp. 1399-1427

J. Roderick McCrorie

Temporary stabilization: A stochastic analysis pp. 1429-1449

Francisco Venegas-Martínez

Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 pp. 1451-1456

Wouter J. Den Haan

Volume 25, issue 8, 2001

The Hodrick-Prescott filter, the Slutzky effect, and the distortionary effect of filters pp. 1081-1101

Torben Mark Pedersen

Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson pp. 1103-1107

Timothy Cogley

The net present value method versus the option value of waiting: A note on Farzin, Huisman and Kort (1998) pp. 1109-1115

Ulrich Doraszelski

Competitive versus efficient extraction of a common property resource: The groundwater case pp. 1117-1137

Santiago Rubio and Begona Casino

On learning to forecast in an endogenous growth model with externalities pp. 1139-1156

Jaime Alonso-Carrera

Exchange rate based stabilizations under real frictions: The role of endogenous labor supply pp. 1157-1177

Amartya Lahiri

Temporal aggregation in a multi-sector economy with endogenous growth pp. 1179-1191

Jean Mercenier and Philippe Michel

Trigger-target rules and the dynamics of aggregate money holdings pp. 1193-1219

Clinton A. Greene

Understanding self-fulfilling rational expectations equilibria in real business cycle models pp. 1221-1240

Yi Wen

Time to enter and business cycles pp. 1241-1261

David Cook

Numerical Methods in Economics, K.L. Judd; MIT, Press, Cambridge, MA, 1998: ISBN: 0262100711. US $59.95 pp. 1263-1271

Mark A. Satterthwaite

Volume 25, issue 6-7, 2001

Computing, economic dynamics, and finance pp. 829-830

Peter Ireland

Computer automation of general-to-specific model selection procedures pp. 831-866

Hans-Martin Krolzig and David Hendry

Can world real interest rates explain business cycles in a small open economy? pp. 867-889

William Blankenau, Ayhan Kose and Kei-Mu Yi

Optimal horizons for inflation targeting pp. 891-910

Nicoletta Batini and Edward Nelson

Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy? pp. 911-949

Robert Tetlow and Peter von zur Muehlen

Parametric pension reform with higher retirement ages: A computational investigation of alternatives for a pay-as-you-go-based pension system pp. 951-966

Serdar Sayan and Arzdar Kiraci

Non-steady-state equilibrium solution of a class of dynamic models pp. 967-978

Jenny X. Li

Accuracy of stochastic perturbation methods: The case of asset pricing models pp. 979-999

Fabrice Collard and Michel Juillard

Discrete-time continuous-state interest rate models pp. 1001-1017

Michael A. Sullivan

Genetic algorithm learning and evolutionary games pp. 1019-1037

Thomas Riechmann

Backward unraveling over time: The evolution of strategic behavior in the entry level British medical labor markets pp. 1039-1080

Utku Unver

Volume 25, issue 5, 2001

Numerical solution by iterative methods of a class of vintage capital models pp. 655-669

Raouf Boucekkine, Marc Germain, Omar Licandro and Alphonse Magnus

Oligopoly equilibria in nonrenewable resource markets pp. 671-702

Seppo Salo and Olli Tahvonen

Technology shocks and the business cycle: On empirical investigation pp. 703-719

Peter Ireland

The importance of the number of different agents in a heterogeneous asset-pricing model pp. 721-746

Wouter J. Den Haan

Indeterminacy in a model with sector-specific externalities pp. 747-764

Sharon Harrison

Intersectoral external effects, multiplicities & indeterminacies pp. 765-787

Jean-Pierre Drugeon and Alain Venditti

Optimal pricing strategy for durable-goods monopoly pp. 789-804

Ruqu Wang

Futures market equilibrium with heterogeneity and a spot market at harvest pp. 805-824

Henri Fouda, Lawrence Kryzanowski and Minh Chau To

Computable Economics, the Arne Ryde Memorial Lectures,: Kumaraswamy Velupillai, Oxford University Press, Oxford, 2000, pp 222. Price $45.00, ISBN 0-19-829527-8 pp. 825-827

Francesco Luna

Volume 25, issue 3-4, 2001

Introduction to the special issue on agent-based computational economics pp. 281-293

Leigh Tesfatsion

Learning to speculate: Experiments with artificial and real agents pp. 295-319

John Duffy

Fuzzy inductive reasoning, expectation formation and the behavior of security prices pp. 321-361

Nicholas S. P. Tay and Scott Linn

Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market pp. 363-393

Shu-Heng Chen and Chia-Hsuan Yeh

Evolutionary dynamics of currency substitution pp. 395-417

Jasmina Arifovic

Structure, behavior, and market power in an evolutionary labor market with adaptive search pp. 419-457

Leigh Tesfatsion

Evolving market structure: An ACE model of price dispersion and loyalty pp. 459-502

Alan Kirman and Nicolaas Vriend

Agent-based computational transaction cost economics pp. 503-526

Tomas B. Klos and Bart Nooteboom

A multi-agent model for describing transhumance in North Cameroon: Comparison of different rationality to develop a routine pp. 527-559

Juliette Rouchier, Francois Bousquet, Melanie Requier-Desjardins and Martine Antona

Experimental analysis of the efficiency of uniform-price versus discriminatory auctions in the England and Wales electricity market pp. 561-592

John Bower and Derek Bunn

Quality signals in information cascades and the dynamics of the distribution of motion picture box office revenues pp. 593-614

Arthur De Vany and Cassey Lee

Leveled commitment contracts with myopic and strategic agents pp. 615-640

Martin R. Andersson and Tuomas W. Sandholm

Restart strategies and Internet congestion pp. 641-654

Sebastian M. Maurer and Bernardo A. Huberman

Volume 25, issue 1-2, 2001

The CO2 abatement game: Costs, incentives, and the enforceability of a sub-global coalition pp. 1-34

Mustafa H. Babiker

Life-cycle consumption under social interactions pp. 35-83

Michael Binder and Mohammad Pesaran

Transitional dynamics in a two-sector non-scale growth model pp. 85-113

Theo Eicher and Stephen J Turnovsky

Inflation targeting with NAIRU uncertainty and endogenous policy credibility pp. 115-148

Peter Isard, Douglas Laxton and Ann-Charlotte Eliasson

Term structure views of monetary policy under alternative models of agent expectations pp. 149-184

Sharon Kozicki and Peter Tinsley

The effects of uncertainty on optimal consumption pp. 185-212

Robin Mason and Stephen Wright

Financial returns and efficiency as seen by an artificial technical analyst pp. 213-244

Spyros Skouras

Simplicity versus optimality: The choice of monetary policy rules when agents must learn pp. 245-279

Robert Tetlow and Peter von zur Muehlen