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 19, issue 8, 1995

Extension of GAMS for complementarity problems arising in applied economic analysis pp. 1299-1324

Thomas Rutherford

Limited-dependent rational expectations models with future expectations pp. 1325-1353

Mohammad Pesaran and Hossein Samiei

A dynamic general equilibrium analysis of deviations from the laws of one price pp. 1355-1389

Beverly Lapham

A statistical identity linking folded and censored distributions pp. 1391-1403

Colin Rose

Growth and the effects of inflation pp. 1405-1428

Larry Jones and Rodolfo Manuelli

Optimal disinflationary paths pp. 1429-1448

Peter Ireland

Continuous time vs. backward induction a new approach to modelling reputation in the finite time horizon context pp. 1449-1469

John Conlon

Investment under alternative return assumptions Comparing random walks and mean reversion pp. 1471-1488

Gilbert Metcalf and Kevin Hassett

Endogenous fertility, multiple growth paths, and economic convergence pp. 1489-1510

Theodore Palivos

Social insurance and taxation under sequential majority voting and utilitarian regimes pp. 1511-1528

S. Aiyagari and Dan Peled

Volume 19, issue 5-7, 1995

Portfolio choice with Knightian uncertainty pp. 873-900

J. Michael Orszag and Hong Yang

Computing optimal multi-currency mean-variance portfolios pp. 901-908

Berc Rustem

The term structure of interest rates in real and monetary economies pp. 909-940

Wouter J. den Haan

Policy bargains and the problem of model selection pp. 941-959

Andrew Hughes Hallett

On H[infin] criteria for macroeconomic policy evaluation pp. 961-984

P. Caravani

Business cycles with distorting taxes and disaggregated capital markets pp. 985-1009

Ly-June Chang

Linear aggregation in cointegrated systems pp. 1011-1032

Devajyoti Ghose

The transfer of human capital pp. 1033-1064

Boyan Jovanovic and Yaw Nyarko

Consistency and cautious fictitious play pp. 1065-1089

Drew Fudenberg and David Levine

Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan pp. 1091-1111

Paul McNelis and Carlos Asilis

Induction and the Ramsey policy pp. 1113-1140

Inkoo Cho and Akihiko Matsui

Large external debt and (slow) domestic growth a theoretical analysis pp. 1141-1163

Daniel Cohen

Optimal tax rules in a dynamic stochastic economy with capital pp. 1165-1197

Steven Cassou

Does the federal reserve affect asset prices? pp. 1199-1222

Vefa Tarhan

Public investment, private investment, and inflation pp. 1223-1247

Edward F. Buffie

Variance properties of Solow's productivity residual and their cyclical implications pp. 1249-1281

Mary G. Finn

Learning about variable demand in the long run pp. 1283-1292

Aldo Rustichini and Asher Wolinsky

A note on least-squares learning mechanism pp. 1293-1296

M. C. Chang, C. Y. Cyrus Chu and Kenneth S. Lin

Erratum pp. 1297-1298

Suresh Sethi, Michael I. Taksar and Ernst Presman

Volume 19, issue 4, 1995

Potential problems in estimating bilinear time-series models pp. 663-681

Allan Brunner and Gregory Hess

Dealer market structure, outside competition, and the bid-ask spread pp. 683-710

Paul A. Laux

An alternative methodology for solving nonlinear forward-looking models pp. 711-734

Raouf Boucekkine

Computational economies pp. 735-739

Charlotte Bruun

Neural network learning and expert systems pp. 741-745

Francesco Luna

The composition of government expenditure and its consequences for macroeconomic performance pp. 747-786

Stephen J Turnovsky and Walter Fisher

Equilibrium asset prices and exchange rates pp. 787-811

Fernando Zapatero

General dynamics in overlapping generations models pp. 813-830

Carmen Carrera and Manuel Moran

Stationary sunspot equilibrium in a cash-in-advance economy pp. 831-843

Teh-Ming Huo

A note on short-term intersectoral factor immobility pp. 845-856

Eric van Wincoop

Imperfect competition and international trade pp. 857-862

Neil Bjorksten

Wicksell's monetary theory pp. 863-867

Luis A. Hernandez-Aramburo

Theorists of economic growth from David Hume to the present pp. 869-872

Joannes Mongardini

Volume 19, issue 3, 1995

Optimal portfolio and consumption decisions in a stochastic environment with precommitment pp. 457-480

Isaac Ehrlich and William Hamlen

Robust economic models pp. 481-501

George Lady

Seasonality and equilibrium business cycle theories pp. 503-531

R. Braun and Charles Evans

Ex post heterogeneity and the business cycle pp. 533-551

Jang-Ok Cho

An alternative approach to stochastic calculus for economic and financial models pp. 553-568

L. P. Blenman, R. S. Cantrell, R. E. Fennell, D. F. Parker, J. A. Reneke, L. F. S. Wang and Norman Womer

Arbitrage pricing and the stochastic inflation tax in a multisector monetary economy pp. 569-597

Kevin Reffett

A turnpike theorem for continuous-time optimal-control models pp. 599-619

Luigi Montrucchio

Endowments, stability, and fluctuations in OG models pp. 621-653

Christian Ghiglino and Mich Tvede

No-trade and uniqueness of steady states pp. 655-661

Christian Ghiglino and Mich Tvede

Volume 19, issue 1-2, 1995

Massively parallel computation of spatial price equilibrium problems as dynamical systems pp. 3-37

Anna Nagurney, Takashi Takayama and Ding Zhang

Adjustment costs and indeterminacy in perfect foresight models pp. 39-50

Christophre Georges

Multiperiod competition with switching costs solution by Lagrange multipliers pp. 51-57

Gregory C. Chow

A generalized variance bounds test with an application to the Holt et al. inventory model pp. 59-89

Tryphon Kollintzas

On the cyclical allocation of risk pp. 91-124

Paul Gomme and Jeremy Greenwood

Real effects of monetary policy in a world economy pp. 125-153

Preston J. Miller and Richard M. Todd

Cycles and chaos in a socialist economy pp. 155-179

Cars Hommes, Helena E. Nusse and Andras Simonovits

Search, evolution, and money pp. 181-206

Randall Wright

Growth and research and development pp. 207-235

Maria E. Muniagurria

A finite horizon monetary economy pp. 237-251

Klaus Kultti

Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research pp. 253-278

Timothy Cogley and James Nason

Stochastic saddlepoint systems Stabilization policy and the stock market pp. 279-302

Marcus Miller and Paul Weller

Efficiency and optimality in stochastic models with production pp. 303-325

Graziella Bertocchi and Athanasios Kehagias

Irreversible investment with uncertainty and scale economies pp. 327-350

Avinash Dixit

Optimality conditions and comparative statics for horizon and endpoint choices in optimal control theory pp. 351-369

Michael Caputo and James Wilen

A dynamic model of capital and arms accumulation pp. 371-393

Heng-Fu Zou

Fiscal policy in a simple two-country dynamic model pp. 395-419

Marcelo Bianconi

Tax rate uncertainty and the sensitivity of consumption to income in an overlapping generations model pp. 421-439

Parantap Basu

Income redistributions without catastrophes pp. 441-455

Rodney Garratt and Aditya Goenka