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 20, issue 9-10, 1996

Approaches to economic equilibrium pp. 1505-1522

Sjur Flåm

Hiring and firing optimally in a large corporation pp. 1523-1539

Larry Shepp and Albert Shiryaev

Matchings, covers, and Jacobian matrices pp. 1541-1556

Manfred Gilli and Myriam Garbely

Structural information in recursive VAR orderings pp. 1557-1580

John Keating

Forecasting in the presence of large shocks pp. 1581-1608

Robert Phillips

Unemployment and the business cycle in a small open economy: G.M.M. estimation and testing with French data pp. 1609-1639

Patrick Fève and Francois Langot

Optimal target zones: How an exchange rate mechanism can improve upon discretion pp. 1641-1660

Marcus Miller and Lei Zhang

What do interest rates reveal about the functioning of real business cycle models? pp. 1661-1682

Paul Beaudry and Alain Guay

Capacity constraints and voluntary output cutback in dynamic Cournot competition pp. 1683-1708

Shunichi O. Tsutsui

Cyclical equilibria in multi-sector productive economies: The role of substitution and factor intensity pp. 1709-1729

Sanjay Kalra

Housing markets and vacant land pp. 1731-1762

Christian Keuschnigg and Søren Nielsen

The business cycle model with a unique stable limit cycle pp. 1763-1773

Kazuyuki Sasakura

Optimality of irreversible pollution accumulation pp. 1775-1795

Olli Tahvonen and Cees Withagen

Note on 'Loss of monetary discretion in a simple dynamic policy game' pp. 1797-1800

Roel Beetsma, Lans Bovenberg and Henrik Jensen

Investment under uncertainty: A review essay pp. 1801-1808

Bob Chirinko

Testing macroeconometric models: Ray C. Fair, (Harvard University Press, Cambridge, MA, 1994) ISBN 0-674-87503-6 pp. 1809-1813

Ådne Cappelen

Volume 20, issue 8, 1996

Price formation in double auction markets pp. 1307-1337

Timothy Cason and Daniel Friedman

Policy implications in an adaptive financial economy pp. 1339-1366

Wai Man Tse

An algorithm for evaluating the number of controls in trigger--target models pp. 1367-1371

Avner Bar-ilan and Nissim Ben-David

Risk vs. profit potential: A model for corporate strategy pp. 1373-1393

Roy Radner and Larry Shepp

Learning by observation within the firm pp. 1395-1425

Jayasri Dutta and Kislaya Prasad

Firm behaviour under the threat of liquidation pp. 1427-1449

Alistair Milne and Donald Robertson

Asset and commodity prices with multi-attribute durable goods pp. 1451-1504

Jerome Detemple and Christos Giannikos

Volume 20, issue 6-7, 1996

Smart market mechanisms: From practice to theory pp. 967-978

Ross Miller

Learning, regime switches, and equilibrium asset pricing dynamics pp. 979-1006

Bartholomew Moore and Huntley Schaller

Measuring business cycles with business-cycle models pp. 1007-1025

Allan Gregory and Gregor Smith

Using cross-country variances to evaluate growth theories pp. 1027-1049

Paul Evans

Hybrid algorithms with automatic switching for solving nonlinear equation systems pp. 1051-1071

Andrew Hughes Hallett, Yue Ma and Y. P. Yin

Heterogeneous beliefs, wealth accumulation, and asset price dynamics pp. 1073-1100

Antonio Cabrales and Takeo Hoshi

Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth pp. 1101-1113

Abraham Lioui and Patrice Poncet

Variations in risk and fluctuations in demand: A theoretical model pp. 1115-1143

John Hassler

How long is the firm's forecast horizon? pp. 1145-1176

Stephen Gordon

Duality and liquidity constraints under uncertainty pp. 1177-1192

Vassilis Hajivassiliou and Yannis Ioannides

Habit persistence, heterogeneous tastes, and imperfect competition pp. 1193-1207

Gary Fethke and Raj Jagannathan

Analysis of Nash equilibria in a class of capital accumulation games pp. 1209-1235

Engelbert Dockner, Ngo Long and Gerhard Sorger

From decay to growth: A demographic transition to economic growth pp. 1237-1261

Robert Tamura

Are taxes too low? pp. 1263-1288

Paolo Manasse

Accounting for global warming risks: Resource management under event uncertainty pp. 1289-1305

Yacov Tsur and Amos Zemel

Volume 20, issue 5, 1996

Uniqueness of Markov-perfect equilibrium in infinite-time affine-quadratic differential games pp. 751-765

Ben Lockwood

Improved estimates of the parameters of state space time series models pp. 767-789

Arthur Havenner and Zhiqiang Leng

Ruling out speculative hyperinflations The role of the government pp. 791-809

Juan Pablo Nicolini

Bounded rationality in macroeconomics: Thomas J. Sargent, (Oxford University Press, New York, NY, 1993) pp. xii, 184; $28.00, Paper $16.95 pp. 811-817

Arthur De Vany

Elements of information theory: Tomas M. Cover and Joy A. Thomas, (John Wiley & Sons, New York, NY, 1991) pp. 819-824

Shu-Heng Chen

Regional economies and market integration pp. 825-845

Robert Tamura

Increasing returns and crowding out pp. 847-877

Costas Azariadis and Pietro Reichlin

Employment cycles in search equilibrium pp. 879-904

Domenico Fanizza

A multisectoral general equilibrium model of Schumpeterian growth and fluctuations pp. 905-923

Leonard K. Cheng and Elias Dinopoulos

Endogenous growth and collective bargaining pp. 925-944

Tapio Palokangas

Incomplete asset markets and the cross-country consumption correlation puzzle pp. 945-961

Robert Kollmann

A note on cointegration and control pp. 963-966

Eva Ferreira and Marta Regulez

Volume 20, issue 4, 1996

Rules of thumb in macroeconomic equilibrium A quantitative analysis pp. 527-558

Per Krusell and Anthony Smith

A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy pp. 559-582

Amos Golan, George Judge and Larry Karp

Experimental evidence on money as a medium of exchange pp. 583-600

Paul M. Brown

Artificial intelligence in economics Truth and dare pp. 601-605

Michel Benaroch

Market equilibria with endogenous, hierarchical information pp. 607-626

Mark S. McNulty and Wallace Huffman

Aggregate fluctuations with increasing returns to specialization and scale pp. 627-656

Michael Devereux, Allen Head and Beverly Lapham

Balanced-growth-consistent recursive utility pp. 657-680

Jim Dolmas

Interpreting a stochastic monetary growth model as a modified social planner's problem pp. 681-689

Kevin Salyer

Dynamic optimal taxation in small open economies pp. 691-708

Isabel Correia

Reconciling the term structure of interest rates with the consumption-based ICAP model pp. 709-750

Fabio Canova and Jane Marrinan

Volume 20, issue 1-3, 1996

The lagrange method of optimization with applications to portfolio and investment decisions pp. 1-18

Gregory C. Chow

Solving the stochastic growth model with a finite element method pp. 19-42

Ellen McGrattan

On the stability of an adjustment process for spatial price equilibrium modeled as a projected dynamical system pp. 43-62

Anna Nagurney and Ding Zhang

Value function approximation in the presence of uncertainty and inequality constraints an application to the demand for credit cards pp. 63-92

Peter Hartley

Separating the effects of aggregate and sectoral shocks with estimates from a Markov-switching search model pp. 93-121

Paul Storer

Looking for evidence of speculative stockholding in commodity markets pp. 123-143

Serena Ng

Controlling inventory when prices fluctuate randomly pp. 145-171

Sudhir A. Shah

Finite automata play repeated prisoner's dilemma with information processing costs pp. 173-207

Teck Ho

An object-oriented knowledge-based approach for formulating applied general equilibrium models pp. 209-236

Zhi Wang and James Slagle

Fiscal spending shocks, endogenous government spending, and real business cycles pp. 237-256

Steven Ambler and Alain Paquet

The timing of stabilizations pp. 257-279

Athanasios Orphanides

Impatience and long-run growth pp. 281-313

Jean-Pierre Drugeon

Factor demand models with nonlinear short-run fluctuations pp. 315-331

Gerard Pfann

Optimal search with learning pp. 333-359

Sushil Bikhchandani and Sunil Sharma

Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty pp. 361-384

Indrajit Bardhan and Xiuli Chao

Biconvergent stochastic dynamic programming, asymptotic impatience, and 'average' growth pp. 385-413

Peter Streufert

On the local stability of the stationary solution to variational problems pp. 415-431

Alvaro Rodriguez

Existence of equilibria in exhaustible resource industries Nonconvexities and discrete vs. continuous time pp. 433-444

Gabriel A. Lozada

Composition of R&D and technological cycles pp. 445-470

Ashoke S. Bhattacharjya

Distribution of bankruptcy time in a consumption/portfolio problem pp. 471-477

Ernst Presman and Suresh Sethi

Do open market operations matter? Theory and evidence from the Second Bank of the United States pp. 479-519

Richard A. Highfield, Maureen O'Hara and Bruce Smith

Rules, reputation and macroeconomic policy coordination: David Currie and Paul Levine, (Cambridge University Press, Cambridge, UK, 1993) HB[UK pound]45, 430 pp pp. 521-523

Martin Cripps