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 13, issue 4, 1989

Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship pp. 499-531

Bong-Soo Lee

Optimal investment policy of the regulated firm pp. 533-552

Seiichi Katayama and Fumio Abe

Asymptotic properties of a Leontief economy pp. 553-568

Rose-Anne Dana, Monique Florenzano, Cuong Levan and Dominique Levy

The tree-cutting problem in a stochastic environment: The case of age-dependent growth pp. 569-595

Harry Clarke and William J. Reed

State space modeling of time series: A review essay pp. 597-612

Francis Diebold

Volume 13, issue 3, 1989

Two-stage optimal control problems with an explicit switch point dependence: Optimality criteria and an example of delivery lags and investment pp. 319-337

Ken Tomiyama and Robert Rossana

Optimal investment, financing, and dividends: A stackelberg differential game pp. 339-377

Steffen Jorgensen, Peter Kort and Geert-Jan C. Th. Van Schijndel

On learning and rational expectations in an overlapping generations model pp. 379-400

Jean-Pascal Benassy and Michael C. Blad

Monetary and fiscal policies under two alternative types of rules pp. 401-420

Shin-ichi Fukuda

Exploration information and AEC regulation of the domestic uranium industry pp. 421-448

Charles Mason

On some computational aspects of equilibrium business cycle theory pp. 449-470

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

The utility of manufacturing cooperatives pp. 471-483

Charles S. Tapiero

Oscillations in the Rodriguez model of entry and price dynamics pp. 485-497

Wei-Bin Zhang

Volume 13, issue 2, 1989

The optimal lag selection and transfer function analysis in Granger causality tests pp. 151-169

Heejoon Kang

Geometric combination lags as flexible infinite distributed lag estimators pp. 171-185

Paul J. Speaker, Douglas W. Mitchell and Gregory M. Gelles

Information, persistence, and real business cycles pp. 187-199

Stefan Gerlach

A value function arising in the economics of information pp. 201-223

Nicholas Kiefer

Application of nonlinear mapping theory to commodity price fluctuatuions pp. 225-246

A. J. Lichtenberg and A. Ujihara

A simple search model with procyclical quits pp. 247-253

Steven A. Lippman and John W. Mamer

Liquidity-constrained employment contracts pp. 255-269

John Leach

IR & D project data and theories of R & D investment pp. 271-282

Frank Lichtenberg

An algorithm for Ramsey pricing by multiproduct public firms under incomplete information pp. 283-300

Kevin Currier

On the extrapolation method and the USA algorithm pp. 301-311

Dragoslav Herceg and Ljiljana Cvetkovic

A note on the radius of convergence of the USA algorithm pp. 313-316

Arvind Khilnani and Edison T. S. Tse

Volume 13, issue 1, 1989

Noncooperative solutions for a differential game model of fishery pp. 1-20

Engelbert Dockner, Gustav Feichtinger and Alexander Mehlmann

On dynamic decoupling and dynamic path controllability in economic systems pp. 21-39

Henk Nijmeijer

A Newton's algorithm for solving multicountry econometric models pp. 41-54

Patrick Henaff

Competitive dynamic advertising: A modification of the Case game pp. 55-80

Gerhard Sorger

On the dynamic structure of a seasonal component pp. 81-91

Agustin Maravall

Dynamic consistency of insurance contracts under enforcement by exclusion pp. 93-112

Bart Taub

Aggregate fluctuations as an information transmission mechanism pp. 113-150

Bart Taub

Volume 12, issue 4, 1988

Control of economic systems under the process of data improvement pp. 609-633

V. Z. Belenky and A. M. Belostotsky

Efficient solution techniques for linear and non-linear rational expectations models pp. 635-657

Paul Fisher and Andrew Hughes Hallett

The dynamic annihilation of a rational competitive fringe by a low-cost dominant firm pp. 659-678

Peter Berck and Jeffrey Perloff

Job search with general stochastic offer arrival rates pp. 679-684

Dror Zuckerman

Volume 12, issue 2-3, 1988

Nonstationarity, cointegration, and error correction in economic modeling: Editor's introduction and overview pp. 199-201

Masanao Aoki

Testing for cointegration using principal components methods pp. 205-230

Peter Phillips and Sam Ouliaris

Statistical analysis of cointegration vectors pp. 231-254

Soren Johansen

Multivariate estimates of the permanent components of GNP and stock prices pp. 255-296

John Cochrane and Argia Sbordone

Trends and random walks in macroeconomic time series: Further evidence from a new approach pp. 297-332

Pierre Perron

Cointegration and stock prices: The random walk on wall street revisited pp. 333-346

Marlene Cerchi and Arthur Havenner

Common nonstationary components of asset prices pp. 347-364

Peter Bossaerts

Continuous time autoregressive models with common stochastic trends pp. 365-384

Andrew Harvey and James H. Stock

Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates pp. 385-423

James Hamilton

Common trends, the government's budget constraint, and revenue smoothing pp. 425-444

Bharat Trehan and Carl Walsh

Nearly redundant parameters and measures of persistence in economic time series pp. 447-461

Peter Clark

Bayesian skepticism on unit root econometrics pp. 463-474

Christopher Sims

Spurious trend and cycle in the state space decomposition of a time series with a unit root pp. 475-488

Charles Nelson

The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality pp. 489-502

Lars Ljungqvist, Myungsoo Park, James H. Stock and Mark Watson

Interpreting cointegrated models pp. 505-522

John Campbell and Robert Shiller

Error correction models, cointegration and the internal model principle pp. 523-549

Mark Salmon

Causality, cointegration, and control pp. 551-559

Clive Granger

On the dynamic shape of aggregated error correction models pp. 561-585

Marco Lippi

A note on minimum mean squared error estimation of signals with unit roots pp. 589-593

Agustin Maravall

On alternative state space representations of time series models pp. 595-607

Masanao Aoki

Volume 12, issue 1, 1988

Foreword pp. 3-3

Christopher Baum

Sector-specific capital and real exchange rate dynamics pp. 7-12

Robert Murphy

The gains from optimal control in a small econometric model of the UK pp. 13-18

Paul Levine and Peter Smith

International policy coordination and the reduction of the US trade deficit pp. 19-25

Jaime Marquez

The behavior of inflation and interest rates: Evidence from Italian national history pp. 27-35

Tullio Jappelli and Andrea Ripa Di Meana

The aggregation problem in business cycle theory pp. 37-40

Claude Hillinger and Thilo Weser

The flexible least squares approach to time-varying linear regression pp. 43-48

Robert Kalaba and Leigh Tesfatsion

An instrumental variables interpretation of linear systems theory estimation pp. 49-54

Arthur Havenner and Masanao Aoki

Estimation of time-varying weights on alternative expectations models: An application of non-linear time-varying parameter estimation pp. 55-61

Jeffrey Fuhrer

Testing for bubbles, reflecting barriers and other anomalies pp. 63-70

Francis Diebold

Cyclical and secular trade elasticities: An application to LDC exports pp. 71-76

Jaime Marquez

Asymmetrical effects of monetary policy between the US and Europe pp. 79-84

Elias Karakitsos

Trade-off reversals in macroeconomic policy pp. 85-91

Andrew Hughes Hallett and Maria Luisa Petit

International economic policy coordination: Policy analysis in a staggered wage-setting model pp. 93-100

Gary Fissel

A constrained min-max algorithm for rival models pp. 101-107

Berc Rustem

Interactive preference elicitation in macroeconomic decision models pp. 109-116

Lorenzo Panattoni

Uncertainty, habit persistence, and cyclical price behavior pp. 119-125

Franklin R. Shupp

Dynamic adjustment of firms' capital structures in a varying-risk environment pp. 127-133

Christopher Baum and Joanne Doyle

Risky business: The allocation of capital pp. 135-135

Roger Craine

Stochastic learning by experience and returns to scale pp. 137-143

Spiro Stefanou

Specification and estimation of asymmetric adjustment rates for quasi-fixed factors of production pp. 145-151

Ching-Cheng Chang and Spiro Stefanou

A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games pp. 155-159

Peter Zadrozny

An illustration of the application of control methods in choosing optimal us agricultural policy pp. 161-166

Paul A. Coomes

Asynchronous algorithms in non-cooperative games pp. 167-172

Tamer Basar

The reliability of control experiments: Comparison of the sources of error pp. 173-179

Jean-Louis Brillet and Jean-Paul Laurent

Temporal risk aversion in a phased deregulation game pp. 181-187

Shih-Hsun Hsu and Spiro Stefanou