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 145, issue C, 2022

Collateral quality and house prices

Jing Zhou

Japan and the allocation puzzle in an aging world

Andrea Bonfatti, Selahattin İmrohoroğlu and Sagiri Kitao

Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions

Laura Gardini, Davide Radi, Noemi Schmitt, Iryna Sushko and Frank Westerhoff

Smooth Transition Simultaneous Equation Models

Anjeza Kadilli and Jaya Krishnakumar

Optimizing high-dimensional stochastic forestry via reinforcement learning

Olli Tahvonen, Antti Suominen, Pekka Malo, Lauri Viitasaari and Vesa-Pekka Parkatti

Identifying monetary policy shocks using the central bank’s information set

Ruediger Bachmann, Isabel Gödl-Hanisch and Eric Sims

Fiscal policy and uncertainty

Sam Jerow and Jonathan Wolff

Inside the decline of the labor share: Technical change, market power, and structural change

Sergio Feijoo Moreira

Learning and equilibrium transitions: Stochastic stability in discounted stochastic fictitious play

Noah Williams

Volume 144, issue C, 2022

Reinforcement Learning Equilibrium in Limit Order Markets

Xuezhong (Tony) He and Shen Lin

Revisiting intertemporal elasticity of substitution in a sticky price model

Juha Kilponen, Jouko Vilmunen and Oskari Vähämaa

New insights in capacity investment under uncertainty

Anne G. Balter, Kuno J.M. Huisman and Peter Kort

Risk pooling, intermediation efficiency, and the business cycle

Pietro Dindo, Andrea Modena and Loriana Pelizzon

Required Capital for Long-Run Risks

C. Gouriéroux, Alain Monfort and Jean-Paul Renne

Corporate debt choice and bank capital regulation

Haotian Xiang

Monetary and macroprudential policy coordination with biased preferences

Pierre-Richard Agénor and Timothy P. Jackson

The impacts of interest rates on banks’ loan portfolio risk-taking

Luiz F.S. Adão, Douglas Silveira, Regis Ely and Daniel O. Cajueiro

Continuous vs. discrete time: Some computational insights

Pontus Rendahl

Momentum and the Cross-section of Stock Volatility

Minyou Fan, Fearghal Kearney, Youwei Li and Jiadong Liu

On sticky bookmaking as a learning device in horse-racing betting markets

Chi Zhang and Jacco Thijssen

The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis

Ruben Tarne, Dirk Bezemer and Thomas Theobald

Forecasting the propagation of pandemic shocks with a dynamic input-output model

Anton Pichler, Marco Pangallo, R. Maria del Rio-Chanona, François Lafond and J. Farmer

Statistical arbitrage and risk contagion

Xing Gao and Daniel Ladley

Health, crime, and the labor market: Theory and policy analysis

Yuki Otsu and C. Y. Kelvin Yuen

Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study

Alessio Moneta and Gianluca Pallante

Looking ahead at the effects of automation in an economy with matching frictions

Luís Guimarães and Pedro Gil

Emigration and fiscal austerity in a depression

Guilherme Bandeira, Jordi Caballé and Eugenia Vella

Consumption and hours in the United States and Europe

Lei Fang and Fang Yang

Overreaction to capital taxation in saving decisions

Kelin Lu

The fluctuations of insurers’ risk appetite

Elisa Luciano and Jean Rochet

Volume 143, issue C, 2022

Synergizing ventures

Ufuk Akcigit, Emin Dinlersoz, Jeremy Greenwood and Veronika Penciakova

Applications of Markov chain approximation methods to optimal control problems in economics

Thomas Phelan and Keyvan Eslami

How do income and the debt position of households propagate fiscal stimulus into consumption?

Sebastian Rüth and Camilla Simon

Automated and distributed statistical analysis of economic agent-based models

Andrea Vandin, Daniele Giachini, Francesco Lamperti and Francesca Chiaromonte

Macroeconomic expectations, central bank communication, and background uncertainty: A COVID-19 laboratory experiment

Luba Petersen and Ryan Rholes

Oil price shocks and monetary policy in resource-rich economies: Does capital matter?

Babatunde Omotosho

Sustainable tourism

Régis Y. Chenavaz, Marta Leocata, Malgorzata Ogonowska and Dominique Torre

Limited‐tenure concessions for collective goods

Nicolas Querou, Agnes Tomini and Christopher Costello

The RPEs of RBCs and other DSGEs

David Evans, George Evans and Bruce McGough

Modeling tail risks of inflation using unobserved component quantile regressions

Michael Pfarrhofer

Multiple Credit Constraints and Time-Varying Macroeconomic Dynamics

Marcus Mølbak Ingholt

Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility

Joshua Chan and Xuewen Yu

Oil price shocks and the hedging benefit of airline investments

Jochen Güntner and Peter Öhlinger

Copula shrinkage and portfolio allocation in ultra-high dimensions

Stanislav Anatolyev and Vladimir Pyrlik

Over-the-counter versus double auction in asset markets with near-zero-intelligence traders

Dong Lu and Yaosong Zhan

Understanding international differences in the skill premium: The role of capital taxes and transfers

Shuhei Takahashi and Ken Yamada

The euro area’s pandemic recession: A DSGE-based interpretation

Roberta Cardani, Olga Croitorov, Massimo Giovannini, Philipp Pfeiffer, Marco Ratto and Lukas Vogel

Economic growth and inequality tradeoffs under progressive taxation

Fernando Moraes Carneiro, Stephen J Turnovsky and Octavio Augusto Tourinho

Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution

Guohui Guan and Bin Li

Asymptotic Analysis of the Mixed-Exponential Jump Diffusion Model and Its Financial Applications

Chao Shi

Losing funds or losing face? Reputation and accountability in the credit rating industry

Martin Angerer, Matthias Herrmann-Romero and Wiebke Szymczak

Efficient solution and computation of models with occasionally binding constraints

Gregor Boehl