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 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

Volume 152, issue C, 2023

A general method for analysis and valuation of drawdown risk

Gongqiu Zhang and Lingfei Li

A Gradient-based reinforcement learning model of market equilibration

He, Zhongzhi (Lawrence)

Testing for Weak Separability and Utility Maximization with Incomplete Adjustment

Per Hjertstrand, James L. Swofford and Gerald A. Whitney

Acquiring for innovation: Evidence from the U.S. technology industry

Mattheo Kaufmann and Dirk Schiereck

Volume 151, issue C, 2023

The Phillips curve at 65: Time for time and frequency

Luís Aguiar-Conraria, Manuel Martins and Maria Joana Soares

Optimal adaptation to uncertain climate change

Graeme Guthrie

Share buybacks and corporate tax cuts

Juin-Jen Chang, Chun-Hung Kuo, Hsieh-Yu Lin and Shu-Chun Yang

Analyzing Linear DSGE models: the Method of Undetermined Markov States

Jordan Roulleau-Pasdeloup

Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles

Helmut Herwartz and Shu Wang

Mission-oriented policies and the “Entrepreneurial State” at work: An agent-based exploration

Giovanni Dosi, Francesco Lamperti, Mariana Mazzucato, Mauro Napoletano and Andrea Roventini

Long-term bank lending and the transfer of aggregate risk

Michael Reiter and Leopold Zessner-Spitzenberg

House price expectations and household consumption

Wei Qian

Commodity price shocks, labour market dynamics and monetary policy in small open economies

Ruthira Naraidoo and Juan Paez-Farrell

The bribe rate and long run differences in sovereign borrowing costs

Farzana Alamgir, Johnny Cotoc and Alok Johri

Resilience of international trade to typhoon-related supply disruptions

Kilian Kuhla, Sven N Willner, Christian Otto and Anders Levermann

Duration structure of unemployment hazards and the trend unemployment rate

Hie Joo Ahn

Pollution and labor market search externalities over the business cycle

John Gibson and Garth Heutel

Rational bubbles: Too many to be true?

Tomas E. Caravello, Zacharias Psaradakis and Martin Sola

Dynamic spending and portfolio decisions with a soft social norm

Knut Anton Mork, Fabian Andsem Harang, Haakon Andreas Trønnes and Vegard Skonseng Bjerketvedt

Monetary policy inertia and the paradox of flexibility

Dario Bonciani and Joonseok Oh

Volume 150, issue C, 2023

Occasionally binding liquidity constraints and macroeconomic dynamics

Maximilian Werner

Nonparametric tests for market timing ability using daily mutual fund returns

Jing Ding, Lei Jiang, Xiaohui Liu and Liang Peng

Externality control and endogenous market structure under uncertainty: The price vs. quantity dilemma

Luca Di Corato and Yishay Maoz

Misinformation due to asymmetric information sharing

Berno Buechel, Stefan Klößner, Fanyuan Meng and Anis Nassar

Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea

Kijin Kim, Soyoung Kim, Donghyun Lee and Cyn-Young Park

Information linkages in a financial market with imperfect competition

Youcheng Lou and Yaqing Yang

Identifying the source of information rigidities in the expectations formation process

Mototsugu Shintani and Kozo Ueda

Volume 149, issue C, 2023

International trade and technological competition in markets with dynamic increasing returns

Luca Fontanelli, Mattia Guerini and Mauro Napoletano

Quantitative easing in the US and financial cycles in emerging markets

Marcin Kolasa and Grzegorz Wesołowski

Can we estimate macroforecasters’ mis-behavior?

Emilio Zanetti Chini

Employee sentiment and stock returns

Jian Chen, Guohao Tang, Jiaquan Yao and Guofu Zhou

Hedge funds trading strategies and leverage

Wenli Huang, Wenqiong Liu, Lei Lu and Congming Mu

The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations

Tim Hagenhoff and Joep Lustenhouwer

Volume 148, issue C, 2023

Dampening effect and market efficiency

Mng Guo

Reconstructing production networks using machine learning

Luca Mungo, François Lafond, Pablo Astudillo-Estévez and J. Farmer

Numerical Solution of Dynamic Quantile Models

Luciano de Castro, Antonio Galvao and Andre Muchon

Trade competitiveness and the aggregate returns in global stock markets

Mardy Chiah, Huaigang Long, Adam Zaremba and Zaghum Umar

Volume 147, issue C, 2023

(A)symmetric equilibria and adaptive learning dynamics in small-committee voting

K. Chernomaz and J.M.M. Goertz

Cultural persistence in corruption, economic growth, and the environment

Dimitrios Varvarigos

When is government debt accumulation optimal in a liquidity trap?

Charles de Beauffort

Short selling, divergence of opinion and volatility in the corporate bond market

Huu Nhan Duong, Petko S. Kalev and Xiao Tian

A Social Network Analysis of Occupational Segregation

I. Sebastian Buhai and Marco van der Leij

Firm behavior during an epidemic

Luiz Brotherhood and Vahagn Jerbashian

Capital requirements and growth in an open economy

Pierre-Richard Agénor and Nihal Bayraktar

Interest rate changes and the cross-section of global equity returns

Adam Zaremba, Nusret Cakici, Robert J. Bianchi and Huaigang Long

Optimal procurement and investment in new technologies under uncertainty

Malin Arve and Gijsbert Zwart

Measuring the trend real interest rate in a data-rich environment

Bowen Fu