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 17, issue 5-6, 1993

On the preservation of deterministic cycles when some agents perceive them to be random fluctuations pp. 705-721

George Evans, Seppo Honkapohja and Thomas Sargent

A dynamic equilibrium model of search, production, and exchange pp. 723-758

Michele Boldrin, Nobuhiro Kiyotaki and Randall Wright

Devil's staircase and chaos from macroeconomic mode interaction pp. 759-769

Erik Reimer Larsen, John D. W. Morecroft, Jesper Skovhus Thomsen and Erik Mosekilde

Nonparametric search pp. 771-784

Chien-fu Chou and Gabriel Talmain

Investment, confidence, and linear-exponential-Gaussian control pp. 785-803

Jeffrey Dorfman

Periodic learning about a hidden state variable pp. 805-827

Ronald Balvers and Thomas Cosimano

Rational bubbles: A test pp. 829-846

Roger Craine

Theoretical tests of the rational expectations hypothesis in economic dynamical models pp. 847-864

Roger Guesnerie

Recursiveness and preference orderings pp. 865-876

Gregory Lilly

The dynamic efficiency of capitalism pp. 877-886

Atle Seierstad

A preference foundation for log mean-variance criteria in portfolio choice problems pp. 887-906

David G. Luenberger

Multiple capital inputs, Q, and investment spending pp. 907-928

Bob Chirinko

Markov-perfect equilibria in intergenerational games with consistent preferences pp. 929-951

Peter Streufert

The risk-free rate in heterogeneous-agent incomplete-insurance economies pp. 953-969

Mark Huggett

On R&D timing under uncertainty: The case of exhaustible resource substitution pp. 971-991

N. M. Hung and N. V. Quyen

Volume 17, issue 4, 1993

Learning about monetary regime shifts in an overlapping wage contract model pp. 531-553

Jeffrey Fuhrer and Mark A. Hooker

Market risk and asset prices pp. 555-569

Richard Smith

Monetary policy and interest rates: An adaptive estimator approach pp. 571-588

Marilena Furno

International transmission of monetary and fiscal policy: A symmetric N-country analysis with union pp. 589-620

Shin-ichi Fukuda

Optimal control without solving the Bellman equation pp. 621-630

Gregory C. Chow

Admissible target paths in economic models pp. 631-658

Jacob Engwerda

A cooperative incentive equilibrium for a resource management problem pp. 659-678

Harri Ehtamo and Raimo P. Hamalainen

Entry deterrence and overexploitation of the fishery pp. 679-704

Philippe Crabbé and Ngo Long

Volume 17, issue 3, 1993

Competition, collusion, and chaos pp. 327-353

Donald Keenan and Mike J. O'Brien

Bayesian economists... Bayesian agents: An alternative approach to optimal learning pp. 355-383

Mahmoud El-Gamal and Rangarajan K. Sundaram

Analysis of US real GNP and unemployment interactions: State space approach pp. 385-399

Masanao Aoki and Riccardo Fiorito

A solution to the positivity problem in the state-space approach to modeling vector-valued time series pp. 401-421

Richard J. Vaccaro and Tomislav Vukina

The sustainability of current account deficits: A test of the US intertemporal budget constraint pp. 423-441

Michael Wickens and Merih Uctum

Optimal income tax in a monetary economy pp. 443-465

Preston J. Miller

Borrowing constraints and two-sided altruism with an application to social security pp. 467-494

David Altig and Steven Davis

Interruptible electric power service contracts pp. 495-517

Chin-Woo Tan and Pravin Varaiya

Searching for certainty: Book review pp. 519-522

Richard H. Day

Neural networks and fuzzy systems: Book review pp. 523-529

Stefano Zambelli

Volume 17, issue 1-2, 1993

Risk, the financial market, and macroeconomic equilibrium pp. 1-36

Earl L. Grinols and Stephen J Turnovsky

On testing the intertemporal substitution theory of labor supply pp. 37-50

Richard Rogerson and Peter Rupert

Relaxing the cash-in-advance constraint at a fixed cost Are simple trigger-target portfolio rules optimal? pp. 51-64

P. Dean Corbae

Long-run equilibria with borrowing constraints and altruism pp. 65-96

John Laitner

Some consequences of credit rationing in an endogenous growth model pp. 97-122

Valerie Bencivenga and Bruce Smith

Perfect equilibrium timing of a backstop technology Limit pricing induced by trigger zones pp. 123-151

Trond Olsen

Optimal dynamic investment policies under concave-convex adjustment costs pp. 153-180

Steffen Jorgensen and Peter Kort

The role of the target saving motive in guest worker migration A theoretical study pp. 181-205

Siegfried Berninghaus and Hans Gunther Seifert-Vogt

Low frequency filtering and real business cycles pp. 207-231

Robert King and Sergio Rebelo

Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model pp. 233-261

Fabio Canova

Estimation of simultaneous equation models with stochastic trend components pp. 263-287

Mariane Streibel and Andrew Harvey

Testing for sunspot equilibria in the German hyperinflation pp. 289-317

Selahattin Imrohoroglu

Volume 16, issue 3-4, 1992

Theory of constant proportion portfolio insurance pp. 403-426

Fischer Black and AndreF. Perold

Labor supply flexibility and portfolio choice in a life cycle model pp. 427-449

Zvi Bodie, Robert Merton and William F. Samuelson

Periodic market closure and trading volume: A model of intraday bids and asks pp. 451-489

William Brock and Allan W. Kleidon

A continuous-time portfolio turnpike theorem pp. 491-507

John C. Cox and Chi-fu Huang

The equity premium and the allocation of income risk pp. 509-532

Jean-Pierre Danthine, John B. Donaldson and Rajnish Mehra

Banking in computable general equilibrium economies pp. 533-559

Javier Díaz-Giménez, Edward Prescott, Terry Fitzgerald and Fernando Alvarez

Pricing continuously resettled contingent claims pp. 561-573

Darrell Duffie and Richard Stanton

Investments in flexible production capacity pp. 575-599

Hua He and Robert Pindyck

The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model pp. 601-620

John Heaton and Deborah Lucas

Exit, selection, and the value of firms pp. 621-653

Hugo Hopenhayn

Market efficiency and inefficiency in rational expectations equilibria: Dynamic effects of heterogeneous information and noise pp. 655-680

John P. Hussman

Optimal consumption and portfolio rules with intertemporally dependent utility of consumption pp. 681-712

Jonathan Ingersoll

Term premia in a simple term structure model pp. 713-745

Richard E. Kihlstrom

Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy pp. 747-768

Suresh Sethi, Michael I. Taksar and Ernst Presman

Equilibrium asset prices with undiversifiable labor income risk pp. 769-790

Philippe Weil

Volume 16, issue 2, 1992

Sunspot-like effects of random endowments pp. 193-206

Rodolfo Manuelli and James Peck

Irreversibility and the behavior of aggregate stochastic growth models pp. 207-223

James Dow and Lars Olson

On dynamics with time-to-build investment technology and non-time-separable leisure pp. 225-241

Yannis Ioannides and Bart Taub

Endogenous cycles with long-lived agents pp. 243-266

Pietro Reichlin

Strategic dynamic interaction: Fish wars pp. 267-287

Ronald Fischer and Leonard Mirman

Import price adjustments with staggered import contracts pp. 289-315

Tryphon Kollintzas and Ruilin Zhou

Nominal price stickiness as a rational expectations equilibrium pp. 317-337

Roger Farmer

Reputational and nonreputational policies under partial information pp. 339-357

Joseph Pearlman

International monetary and fiscal policy cooperation in the presence of wage inflexibilities: Are both counterproductive? pp. 359-387

Jeffrey Sheen

Chaotic economic dynamics by Richard M. Goodwin: A book review pp. 389-390

Richard H. Day

Seven schools of macroeconomic thought by E.S. Phelps: A book review pp. 391-398

Michael Woodford

Volume 16, issue 1, 1992

Equilibrium interest-rate determination under adjustment costs pp. 1-25

Alfonso Novales

Efficiency in economic growth models under uncertainty pp. 27-38

Itzhak Zilcha

On optimal timing of investment when cost components are additive and follow geometric diffusions pp. 39-51

Trond Olsen and Gunnar Stensland

Impulse response analysis of cointegrated systems pp. 53-78

Helmut Lütkepohl and Hans-Eggert Reimers

The welfare cost of inflation under imperfect insurance pp. 79-91

Ayse Imrohoroglu

Optimal simulation with econometric models pp. 93-108

Mirella Damiani and Lorenzo Panattoni

Nonstationary model solution techniques and the USA algorithm: Some practical experience pp. 109-116

Paul Fisher and Andrew Hughes Hallett

The endogenous stability of economic systems: The case of many agents pp. 117-138

Larry Karp

Note on 'Nash and Stackelberg solutions in a differential game model of capitalism' pp. 139-145

Aart de Zeeuw

Monetary policy games, inflationary bias, and openness pp. 147-164

Gikas Hardouvelis

Changes in regime and the term structure: A note pp. 165-173

Edward Driffill

The state of economic dynamics: A review essay pp. 175-190

Bruce Mizrach