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 15, issue 4, 1991

Real business-cycle theory: Wisdom or whimsy? pp. 607-626

Martin Eichenbaum

Credible public policy pp. 627-656

Nancy Stokey

A simplified treatment of the theory of optimal regulation of Brownian motion pp. 657-673

Avinash Dixit

Super contact and related optimality conditions pp. 675-685

Bernard Dumas

On the convergence of Bayesian posterior processes in linear economic models Counting equations and unknowns pp. 687-713

Yaw Nyarko

Technical analysis for portfolio trading by syntactic pattern recognition pp. 715-730

Louis Pau

Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models pp. 731-740

Stefan Mittnik

Smoothness of the policy function in continuous-time economic models: The one-dimensional case pp. 741-753

Manuel S. Santos and Jean-Luc Vila

Comparative statics in dynamic programming models with an application to job search pp. 755-769

James Albrecht, Bertil Holmlund and Harald Lang

Valuing agricultural firms: An examination of the contingent-claims approach to pricing real assets pp. 771-791

Warren Bailey

Volume 15, issue 3, 1991

Further results on asset pricing with incomplete information pp. 425-453

Jerome Detemple

The marginal value of management using stochastic control pp. 455-489

Donald I. Bosshardt and Douglas M. Patterson

Dynamic oligopoly with capacity adjustment costs pp. 491-514

Stanley S. Reynolds

Nonconvexities in a stochastic control problem with learning pp. 515-538

Bruce Mizrach

Qualitative decomposition of the eigenvalue problem in a dynamic system pp. 539-548

Myriam Garbely and Manfred Gilli

Exchangeability and its economic applications pp. 549-568

John J. McCall

Current-account effects of a devaluation in an optimizing model with capital accumulation pp. 569-588

Søren Nielsen

Capital accumulation under different financial agreements pp. 589-605

Fabrizio Mattesini

Volume 15, issue 2, 1991

Equilibrium with signal extraction from endogenous variables pp. 245-273

Thomas Sargent

A critique of the application of unit root tests pp. 275-284

John Cochrane

Optimum responses of the current account when income is uncertain pp. 285-296

John Pitchford

Learning rational expectations in a policy game pp. 297-315

Martin Crippsss

The feedback equilibria of a differential game of capitalism pp. 317-338

Koji Shimomura

Exchange market intervention under multiple solutions: Should we rule out multiple solutions? pp. 339-353

Shin-ichi Fukuda

The envelope theorem in dynamic optimization pp. 355-385

Jeffrey LaFrance and L. Dwayne Barney

A dynamic model of occupational choice pp. 387-408

Brian McCall

Information processing in dynamic decision models: An insurance demand example pp. 409-417

Werner Jammernegg and Peter Kischka

Exchange-rate instability: Paul Krugman, (MIT Press, Cambridge, MA, 1989) pp. 419-423

Jaime Marquez

Feedback: A new framework for macroeconomic policy: David A. Kendrick, (Kluwer Academic Publishers, Netherlands, 1988) pp. 423-424

Jaime Marquez

Volume 15, issue 1, 1991

Intertemporal issues in international macroeconomics pp. 1-3

Stephen J Turnovsky

On exchange-rate stabilization pp. 7-26

Kiminori Matsuyama

Tariffs and the current account: On the macroeconomics of commercial policy pp. 27-52

Michael Gavin

Tariffs and sectoral adjustments in an open economy pp. 53-89

Stephen J Turnovsky

Imported input price and the current account in an optimizing model without capital mobility pp. 91-101

Partha Sen

Macroeconomic adjustment under alternative lending arrangements pp. 103-127

Robert Murphy

Export instability and the economic performance of developing countries pp. 129-147

Philip L. Brock

A model of currency depreciation and the debt-inflation spiral pp. 151-177

Maurice Obstfeld

Optimal taxation and inflation in an open economy pp. 179-196

Kent P. Kimbrough

Temporary stabilization policy: The case of flexible prices and exchange rates pp. 197-213

Guillermo Calvo

The welfare economics of cooperative and noncooperative fiscal policy pp. 215-244

Willem Buiter and Kenneth Kletzer

Volume 14, issue 3-4, 1990

The effects of taxes and dividend policy on capital accumulation and macroeconomic behavior pp. 491-521

Stephen J Turnovsky

Sources of output fluctuations in the United States during the inter-war and post-war years pp. 523-551

Stefan Norrbin and Don Schlagenhauf

When does coordination pay? pp. 553-569

Marcus Miller and Mark Salmon

On the term structure of interest rates pp. 571-596

John B. Donaldson, Thore Johnsen and Rajnish Mehra

Output-inflation cycles in an economy with staggered wage setting pp. 597-625

Pietro Reichlin

Sources of complex dynamics in two-sector growth models pp. 627-653

Michele Boldrin and Raymond J. Deneckere

How to do comparative dynamics on the back of an envelope in optimal control theory pp. 655-683

Michael Caputo

Delaying or deterring entry A game-theoretic analysis pp. 685-708

Barton Lipman

Optimal dynamic durability pp. 709-719

Eitan Muller and Yoram C. Peles

Migration under uncertainty about quality of locations pp. 721-739

Gautam Bhattacharya

The solution of the infinite horizon tracking problem for discrete time systems possessing an exogenous component pp. 741-762

Jacob Engwerda

Periodic linear-quadratic methods for modeling seasonality pp. 763-795

Richard M. Todd

Volume 14, issue 2, 1990

A networked expert system framework for economic policy analysis pp. 201-217

Varghese S. Jacob and James R. Marsden

A production model construction system: PM statement to math programming pp. 219-236

David Kendrick

The design of decentralized auction mechanisms that coordinate continuous trade in synthetic securities pp. 237-253

Ross Miller

Knowledge-based mortgage-loan credit granting and risk assessment pp. 255-262

Louis Pau and T. Tambo

Implementing stochastic control software on supercomputing machines pp. 265-279

Hans Amman

EINTERP and DEINTERP procedures for the evaluation of expressions and their differentials pp. 281-297

Robin G. Becker

Automatic differentiation of large sparse systems pp. 299-311

L. C. W. Dixon, Z. Maany and M. Mohseninia

Some issues in solving large sparse systems of equations pp. 313-325

F. J. Henk Don

Money as a medium of exchange in an economy with artificially intelligent agents pp. 329-373

Ramon Marimon, Ellen McGrattan and Thomas Sargent

Optimal decision processes and algorithms pp. 375-417

James C. Moore, William B. Richmond and Andrew B. Whinston

Rationality, computability, and complexity pp. 419-432

Berc Rustem and Kumaraswamy Velupillai

Qualitative dynamics and causality in a Keynesian model pp. 435-450

Ron Berndsen and Hennie Daniels

A logical approach to problem representation pp. 451-464

Paul Bourgine

Qualitative reasoning in economics pp. 465-490

Arthur M. Farley and Kuan-Pin Lin

Volume 14, issue 1, 1990

Resolution of chaos with application to a modified Samuelson model pp. 1-19

H. E. Nusse and Cars Hommes

Optimal hedging and equilibrium in a dynamic futures market pp. 21-33

Darrell Duffie and Matthew Jackson

Transactions costs and portfolio choice in a discrete-continuous-time setting pp. 35-51

Darrell Duffie and Tong-sheng Sun

Cost uncertainty and the rate of investment pp. 53-63

Joseph Zeira

An improved algorithm to solve a discrete matrix riccati equation pp. 65-71

Thierry Pujol

Supply management with intermittent trade disruptions when the probabilities are not fully known pp. 73-95

Charles Lindsey

Credibility and the value of information transmission in a model of monetary policy and inflation pp. 97-116

Tamer Basar and Mark Salmon

A class of risk-sensitive noncooperative games pp. 117-149

Paolo Caravani and George Papavassilopoulos

U.S. money demand instability A flexible least squares approach pp. 151-173

Leigh Tesfatsion and John M. Veitch

A note on flexible least squares pp. 175-182

Marco P. Tucci

A further note on flexible least squares and Kalman filtering pp. 183-185

R. Kalaba and Leigh Tesfatsion

Job search with belated information and wage signalling A comment pp. 187-192

Matthew S. Goldberg and George Borjas

Job search with belated information and wage signalling A reply pp. 193-194

Siegfried Berninghaus