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

From Elsevier
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Volume 146, issue C, 2023

‘Multinational Firms’ Sourcing Decisions and Wage Inequality: A Dynamic Analysis

Zhe (Jasmine) Jiang

Analysts’ underreaction and momentum strategies

Vitor Azevedo

Unstable diffusion in social networks

Teruyoshi Kobayashi, Yoshitaka Ogisu and Tomokatsu Onaga

Risk communication clarity and insurance demand: The case of the COVID-19 pandemic

Jingbing Feng, Xian Xu and Hong Zou

The global savings glut and the housing boom

Peter Lihn Jørgensen

Asset prices in a labor search model with confidence shocks

Pavel Krivenko

A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model

Shuyi Ge

Optimal stress tests and liquidation cost

Jiadong Gu

On current and future carbon prices in a risky world

Stan Olijslagers, Frederick (Rick) van der Ploeg and Sweder van Wijnbergen

Interaction effects in the adjustment cost function of firms

Alexander Amundsen

Predicting the unpredictable: New experimental evidence on forecasting random walks

Te Bao, Brice Corgnet, Nobuyuki Hanaki, Yohanes Riyanto and Jiahua Zhu

Counter-cyclical Margins for Option Portfolios

Yuanyuan Chen, Qi Wu and Duan Li

Skilled immigration, offshoring, and trade

Mishita Mehra and Daisoon Kim

Vector autoregression models with skewness and heavy tails

Sune Karlsson, Stepan Mazur and Hoang Nguyen

The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates

Francesco Bianchi, Giada Bianchi and Dongho Song

The financial market effects of unwinding the Federal Reserve’s balance sheet

A. Lee Smith and Victor (Vic) Valcarcel

The random two-sector RSS model: On discounted optimal growth without Ramsey-Euler conditions

M. Ali Khan and Zhixiang Zhang

Spatial growth theory: Optimality and spatial heterogeneity

Anastasios Xepapadeas and Athanasios N. Yannacopoulos

Estimation of heuristic switching in behavioral macroeconomic models

Jiri Kukacka and Stephen Sacht

Dynamic pricing, reference price, and price-quality relationship

Ramona Anton, Régis Y. Chenavaz and Corina Paraschiv

Monetary policy and the term structure of inflation expectations with information frictions

James McNeil

Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks

Emanuele Ciola, Enrico Turco, Andrea Gurgone, Davide Bazzana, Sergio Vergalli and Francesco Menoncin

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