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 22, issue 10, 1998

Dynamic models for fixed-income portfolio management under uncertainty pp. 1517-1541

Stavros Zenios, Martin R. Holmer, Raymond McKendall and Christiana Vassiadou-Zeniou

Active intermediation in a monetary overlapping generations economy1 pp. 1543-1574

Mark Pingle and Leigh Tesfatsion

Sustained endogenous growth with decreasing returns and heterogeneous capital pp. 1575-1603

Michael Kaganovich

Volume 22, issue 8-9, 1998

Computation as economics pp. 1169-1186

Bernardo A. Huberman

The evolution of type communication in a sender/receiver game of common interest with cheap talk pp. 1187-1207

Jasmina Arifovic and B. Eaton

Evolved perception and behaviour in oligopolies pp. 1209-1233

Robert Marks

Heterogeneous beliefs and routes to chaos in a simple asset pricing model pp. 1235-1274

William Brock and Cars Hommes

Krylov methods for solving models with forward-looking variables pp. 1275-1289

Manfred Gilli and Giorgio Pauletto

An algorithm competition: First-order iterations versus Newton-based techniques pp. 1291-1318

Michel Juillard, Douglas Laxton, Peter McAdam and Hope Pioro

Simple reordering techniques for expanding the convergence radius of first-order iterative techniques pp. 1319-1333

Andrew Hughes Hallett and Laura Piscitelli

Numerical analysis of a nonlinear operator equation arising from a monetary model pp. 1335-1351

Jenny X. Li

An eigenvalue method of undetermined coefficients for solving linear rational expectations models pp. 1353-1373

Peter Zadrozny

Computing equilibria in the general equilibrium model with incomplete asset markets pp. 1375-1401

Karl Schmedders

Products of trees for investment analysis pp. 1403-1417

David G. Luenberger

Pricing the American put option: A detailed convergence analysis for binomial models pp. 1419-1444

Dietmar P. J. Leisen

A nonuniform grid method for solving PDE's pp. 1445-1452

Ivailo Izvorski

Hedging exotic derivatives through stochastic optimization pp. 1453-1466

P. Henaff

A massively parallel implementation of a discrete-time algorithm for the computation of dynamic elastic demand traffic problems modeled as projected dynamical systems pp. 1467-1485

Anna Nagurney and Ding Zhang

Computational aspects of the open-loop Nash equilibrium in linear quadratic games pp. 1487-1506

Jacob Engwerda

Volume 22, issue 7, 1998

A general framework for predicting returns from multiple currency investments pp. 977-1000

Costas Christou, P. A. V. B. Swamy and George Tavlas

Consumption and portfolio turnpike theorems in a continuous-time finance model1 pp. 1001-1026

Xing Jin

Dynamic portfolio choice and asset pricing with differential information pp. 1027-1051

Chunsheng Zhou

Optimality of Barter steady states pp. 1053-1067

Francois Duc and Christian Ghiglino

Separation cycles pp. 1069-1090

Kenneth Burdett and Melvyn Coles

Transitional dynamics of the search model with endogenous growth pp. 1091-1115

Fabien Postel-Vinay

Chaotic dynamics in a cash-in-advance economy pp. 1117-1137

Ronald Michener and B Ravikumar

Investment cycles pp. 1139-1165

Yi Wen

Volume 22, issue 6, 1998

A genetic game of trade, growth and externalities pp. 811-832

Nedim M. Alemdar and Suheyla Ozyildirim

Averaged predictions and the learning of equilibrium play pp. 833-848

Sjur Flåm

Profit maximization with bankruptcy and variable scale pp. 849-867

Roy Radner

Asymmetric transmission mechanisms and the rise in European unemployment: A case of structural differences or of policy failures? pp. 869-886

Maria Demertzis and Andrew Hughes Hallett

Optimal policy with limited commitment pp. 887-910

Kenneth Kasa

Optimal fiscal policy, public capital, and the productivity slowdown pp. 911-935

Steven Cassou and Kevin Lansing

A simple discrete-time approximation of continuous-time bubbles pp. 937-954

Yuichi Fukuta

Crash states and the equity premium: Solving one puzzle raises another pp. 955-965

Kevin Salyer

Pollution control in an uncertain environment pp. 967-975

Yacov Tsur and Amos Zemel

Volume 22, issue 5, 1998

A new technique for postsample model selection and validation pp. 647-665

Richard Ashley

Non-chaotic oscillations in some regularized Hicks models A restatement of the ceiling and floor conditions pp. 667-678

Dulce Saura, Francisco J. Vazquez and Jose M. Vegas

Nominal rigidity and monetary uncertainty in a small open economy pp. 679-702

Neil Rankin

Diverging patterns with endogenous labor migration pp. 703-728

Pietro Reichlin and Aldo Rustichini

On the open-loop Nash equilibrium in LQ-games pp. 729-762

Jacob Engwerda

A simple model of incomplete insurance the case of permanent shocks pp. 763-777

Makoto Saito

Optimal timing of technology adoption pp. 779-799

Y. Hossein Farzin, Kuno Huisman and Peter Kort

A review of evolutionary economics pp. 801-810

Charles Hickson

Volume 22, issue 4, 1998

A robust method for simulating forward-looking models pp. 489-501

John Armstrong, Richard Black, Douglas Laxton and David Rose

Optimal policy business cycles pp. 503-518

Victor Ginsburgh and Philippe Michel

Increasing returns, home production and persistence of business cycles pp. 519-543

Roberto Perli

International business cycles, financial markets and household production pp. 545-572

Fabio Canova and Angel Ubide

The stochastic rotation problem: A generalization of Faustmann's formula to stochastic forest growth pp. 573-596

Yngve Willassen

Effects of financial innovations on market volatility when beliefs are heterogeneous pp. 597-626

Fernando Zapatero

Irreversible investment under uncertainty in oligopoly pp. 627-644

Fridrik Baldursson

Investment science: David G. Luenberger, ISBN 0-19-510809-4 New York, 1998, price in US: US $70 pp. 645-646

Joseph A. Cherian

Volume 22, issue 3, 1998

Solving asset pricing models with Gaussian shocks pp. 329-340

Craig Burnside

Markov bargaining games pp. 341-355

Martin Cripps

Do sunspots matter when agents are Choquet-expected-utility maximizers? pp. 357-368

Jean-Marc Tallon

A Hicksian two-sector model of unemployment, cycles, and growth pp. 369-399

Hajime Hori

Optimal consumption choices for a 'large' investor pp. 401-436

Domenico Cuoco and Jaksa Cvitanic

A model of sequential investment pp. 437-463

Avner Bar-ilan and William Strange

Endogenous growth and the welfare costs of inflation: a reconsideration pp. 465-482

Yangru Wu and Junxi Zhang

Handbook of computational economics: H.M. Amman, D.A. Kendrick, J. Rust, (eds.), vol. 1. North-Holland, Amsterdam, 1996, pp. xxi + 827, $163.75/265.0 Dutch Guilders. (ISBN 0-444-89857-3) pp. 483-487

Peter McAdam

Volume 22, issue 2, 1998

A model of learning and emulation with artificial adaptive agents pp. 179-207

James Bullard and John Duffy

Drift and volatility estimation in discrete time pp. 209-218

Robert J. Elliott, William C. Hunter and Barbara M. Jamieson

Capital controls policy an intertemporal perspective pp. 219-245

Eran Yashiv

A simple model of Schumpeterian growth with complex dynamics pp. 247-266

Christophe Deissenberg and Jules Nyssen

Efficiency wages, disinflation and labor mobility pp. 267-291

Pierre-Richard Agénor and Julio A. Santaella

Consumption adjustment to real interest rates: Intertemporal substitution revisited pp. 293-320

Joon-Ho Hahm

The macrodynamics of business cycles: A comparative evaluation: Mohammed H.I. Dore, Blackwell, Cambridge MA and Oxford UK, 1993, $ 24.95, 242 pp pp. 321-328

Serena Sordi

Volume 22, issue 1, 1997

Time variation of second moments from a noise trader/infection model pp. 1-38

Thomas Lux

Adaptive control in the presence of time-varying parameters pp. 39-47

Marco P. Tucci

Dynamic optimization and forward looking processes pp. 49-66

Piermarco Cannarsa, Massimo Giannini and Maria Elisabetta Tessitore

A new look at optimal growth under uncertainty pp. 67-86

Rabah Amir

Sustainable monetary policies pp. 87-108

Peter Ireland

Time to implement and aggregate fluctuations pp. 109-121

Jean-Olivier Hairault, Francois Langot and Franck Portier

Capacity utilization and market power pp. 123-140

Jean-Francois Fagnart, Omar Licandro and Henri Sneessens

The creation of plants and firms pp. 141-178

Aloysius Siow and Xiaodong Zhu