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 11, issue 4, 1987

A procedure for differentiating perfect-foresight-model reduced-from coefficients pp. 465-481

Gary Anderson

A model of strategic default of sovereign debt pp. 483-498

Nalin Kulatilaka and Alan Marcus

Joint production of substitutable, exhaustible resources, or: Is flaring gas rational? pp. 499-511

Franz Wirl

Government-private sector relations as a stackelberg game: A degenerate case pp. 513-517

H. Abou-Kandil and P. Bertrand

Capital deepening and impatience equivalence in stochastic aggregative growth models pp. 519-530

Prajit K. Dutta

Relaxation techniques and asynchronous algorithms for on-line computation of non-cooperative equilibria pp. 531-549

Tamer Basar

Volume 11, issue 3, 1987

On income fluctuations and capital gains with a convex production function pp. 285-312

Marilda Sotomayor

Behavior of the firm in a market for heterogeneous labor pp. 313-329

Susan Vroman

The dynamic analysis of continuous-time life-cycle savings growth models pp. 331-357

John Laitner

Uncertain inflation and social security indexation pp. 359-372

Sheng Cheng H.U.

Ratchet effects and the cost of incremental incentive schemes pp. 373-389

Abraham Hollander, Alain Haurie and Pierre L'Ecuyer

Stochastic equilibrium discounting pp. 391-404

Alain Nairay

An approximation technique for computing optimal dynamic paths pp. 405-423

Hector Sierra and Timothy Condon

Optimal control in wide-sense stationary continuous-time stochastic models pp. 425-443

Albert Bergstrom

Uncertain horizon and stability: Analysis in an optimal growth model pp. 445-453

Itzhak Zilcha

A note on Khilnani and TSE's USA algorithm pp. 455-459

Patrice Marcotte

A response to professor Marcotte pp. 461-463

Arvind Khilnani and Edison T.S. T.S.E.

Volume 11, issue 2, 1987

Foreword pp. 149-149

Franklin R. Shupp

Conflict and cooperation in a model of stabilization policies: A differential game approach pp. 153-158

Reinhard Neck and Engelbert Dockner

Non-cooperative dynamic games with rational observers pp. 159-161

Sean Holly

The robustness of economic policy selections and the incentive to cooperate pp. 163-170

Andries Brandsma, Andrew Hughes Hallett and J. Swank

The trade-off between simplicity and optimality in macroeconomic policy design pp. 173-178

Nicos Christodoulakis and Paul Levine

Smoothing optimal economic policies pp. 179-184

Carl-Louis Sandblom

Objective functions and the complexity of policy design pp. 185-192

B. Rustem and K. Velupillai

The effects of price- and output-stabilising policies in an interdependent world economy pp. 195-200

Christopher Baum

Oscillations in optimal growth models pp. 201-206

Alfredo Medio

Disinflation and sectoral productivity gains pp. 207-212

Franklin R. Shupp

A macroeconomic model for income tax assessment for India pp. 213-219

Susy Philipose

PLEM: A computer program for passive learning, stochastic control experiments pp. 223-227

Paul A. Coomes

On the minimax Lyapunov stabilization of uncertain economies pp. 229-234

Christophe Deissenberg

Latent transversality conditions in macroeconomic stabilization policies pp. 235-239

Andries Brandsma and Jan C. Siebrand

The martingale maximum principle and the allocation of labour surplus pp. 241-247

M. H. A. Davis and G. L. Gomez

Time-domain robustness criteria for large-scale economic systems pp. 249-254

Djordjija B. Petkovski

Business cycle stylized facts and explanatory models pp. 257-263

Claude Hillinger

Forecasting and stabilization of multiple economic time series in the state space pp. 265-268

Keshav P. Vishwakarma

Adaptive control of econometric models with unknown parameters pp. 269-273

Yukio Ito

Spectral analysis of nominal interest rates pp. 275-281

Umit Erol, James A. Richardson and Thomas Gulledge

Volume 11, issue 1, 1987

The design of feedback rules in linear stochastic rational expectations models pp. 1-28

Paul Levine and David Currie

Pensions, wage profiles, and retirement rules specific human capital approach pp. 29-64

Hiroyuki Chuma

Efficient equilibria in a differential game of capitalism pp. 65-78

Alain Haurie and Matti Pohjola

The structure of ARMA solutions to a general linear model with rational expectations pp. 79-91

George Evans

Stationary uncertainty frontiers in macroeconometric models and existence and uniqueness of solutions to matrix Riccati equations pp. 93-116

Cuong Le van

Co-state variables correctly value stocks at each instant A proof pp. 117-122

Daniel Leonard

Inefficiency of credible strategies in oligopolistic resource markets with uncertainty pp. 123-145

Frederick (Rick) van der Ploeg

Volume 10, issue 4, 1986

Money, debt and deficits in a dynamic game pp. 427-442

Guido Tabellini

The consumption function and intertemporal spillover effects pp. 443-455

Chen-Min Hsu

On the optimality of cyclical employment policies: A Numerical Investigation pp. 457-466

Alois Steindl, Gustav Feichtinger, Richard F. Hartl and Gerhard Sorger

International policy design and the sustainability of policy bargains pp. 467-494

Andrew Hughes Hallett

Job search with belated information and wage signalling pp. 495-508

Siegfried Berninghaus

Volume 10, issue 3, 1986

Control of linear dynamic market systems pp. 339-351

David G. Luenberger

Price smoothing and inventory behavior pp. 353-366

George French

Equilibrium turnpike theory with time-separable utility pp. 367-394

Jeffrey Coles

Existence and transversality conditions for a general unbounded-horizon model of the mining firm pp. 395-414

Michael Toman

The dynamics of optimal environmental regulation pp. 415-423

Brian Beavis and Ian Dobbs

Volume 10, issue 1-2, 1986

Foreword pp. 5-5

Berc Rustem

Incentive compatibility in mixed economy planning Results of a simple model pp. 9-13

G. Anandalingam

Optimal strategic monetary policies in dynamic interdependent economies A summary paper pp. 15-19

Tamer Basar, Stephen J Turnovsky and Vasco D'orey

Coordination of large macroeconomies'policies and the stability of small economies pp. 21-25

Christopher Baum

Optimal policy design with non-linear models The multi-agent case pp. 27-31

R. G. Becker, B. Dwolatzky, E. Karakitsos and B. Rustem

On the computation of equilibria in discounted stochastic dynamic games pp. 33-36

Michele Breton, Alain Haurie and Jerzy A. Filar

Dynamic advertising and pricing in an oligopology A Nash equilibrium approach pp. 37-39

Engelbert Dockner and Gustav Feichtinger

On incentive design for dynamic decision problems pp. 41-43

Harri Ehtamo and Raimo P. Hamalainen

Games, expectations, and optimal policy for open economies pp. 45-49

Sean Holly

Policy design in asymmetrically dependent economies pp. 51-57

Andrew Hughes Hallett

Policy coordination among the North, the South, and OPEC pp. 59-62

Jaime Marquez and Peter Pauly

On expectations, information and dynamic game equilibria pp. 63-66

Lex Meijdam and Aart de Zeeuw

Limit pricing in a mature market A dynamic game approach pp. 67-71

Franklin R. Shupp

Rival models in policy optimization pp. 75-81

R. Becker, B. Dwolatzky, E. Karakitsos and B. Rustem

On extending linear quadratic control theory to non-symmetric risky objectives pp. 83-88

P. Caravani

Optimal timing of capacity expansion pp. 89-91

Z. Carvalhais and M. H. A. Davis

The formulation of robust policies for rival rational expectations models of the economy pp. 93-97

Paul Levine

New perspectives from the complex plane pp. 99-107

D. A. Livesey

A theory of policy-induced structural change An application of the bismut stochastic maximum principle pp. 109-114

Sheri Markose

Necessary conditions for optimal control problems with discontinuous trajectories pp. 115-118

F. Pereira and R. B. Vinter

On rationalizing expectations using rank-one updates of the Kalman filter pp. 119-124

B. Rustem and K. Velupillai

Are supercomputers useful for optimal control experiments? pp. 127-129

Hans Amman

Investigations in the causal structure of the yearly OFCE model pp. 131-137

Michel Boutillier and Bruno Durand

Efficient solution techniques for dynamic non-linear rational expectations models pp. 139-145

Paul Fisher, Sean Holly and Andrew Hughes Hallett

Approximate state space models of some vector-valued macroeconomic time series for cross-country comparisons pp. 149-155

Masanao Aoki and Arthur Havenner

Distributed lag analysis The Pade z-transform method pp. 157-161

Pierre Claverie, Daniel Szpiro and Richard Topol

Computational pitfalls of the Hausman test pp. 163-165

Walter Krämer and Harald Sonnberger

Rules versus discretion in monetary policy The case of asymmetric information pp. 169-174

Torben M. Andersen

Intermediate targets and instruments of monetary policy pp. 175-184

S. Calliari, Carlo Carraro and Domenico Sartore

Developments in new Keynesian policy formation pp. 185-189

Nicos Christodoulakis, David Vines and Martin Weale

Time inconsistency and optimal policies in deterministic and stochastic worlds pp. 191-199

David Currie and Paul Levine

Optimal crawling peg in Venezuela An optimal control application pp. 201-204

Hali Edison and Jaime Marquez

Global analysis and controls of an irregular economy model pp. 205-212

Marcello Galeotti and Franco Gori

The election and the economy A systemic analysis of the Italian case pp. 213-218

Giancarlo Gandolfo, Cristina Mastropasqua, Pietro Carlo Padoan and Maria Luisa Petit

A dynamic econometric model of the UK with rational expectations pp. 219-223

Stephen Hall and S. G. B. Henry

Stationary uncertainty frontiers in macroeconometric models An approach for solving matrix Riccati equations pp. 225-229

Cuong Le van

The principle of effective demand revisited pp. 231-237

Mark Salmon

Some experiments with simple feedback rules on the treasury model pp. 239-246

Peter Westaway

Estimation of a non-linear discrete-time macro model pp. 249-254

G. Candela and A. Gardini

Recent developments in business cycle theory pp. 255-260

M. G. Kuczynski

Dynamical systems in macroeconomics: Alternative approaches to the analysis of macroeconomic fluctuations pp. 261-267

Serena Sordi

From the fractals of micro to the chaos of macro pp. 269-272

K. Velupillai

Small countries in monetary unions A two-tier model pp. 275-280

Jorge Braga de Macedo

Monetary policy, exchange rate dynamics and the labour market pp. 281-289

Elias Karakitsos

Decomposition of the international consequences of policies into world and difference effects Application to the fair multi-country model pp. 291-295

Jean-Pierre Laffargue

Was it real? The exchange rate -- Interest differential relation: 1973-1984 pp. 297-298

Richard Meese and Kenneth Rogoff

Implications of risk-sensitive decision-making for the design of economic policies pp. 301-306

Andries Brandsma

Optimum multi-period portfolios with imperfectly elastic assets and parameter uncertainty pp. 307-308

Bruce L. Dixon

Inefficiency of oligopolistic resource markets with iso-elastic demand, zero extraction costs and stochastic renewal pp. 309-314

Frederick (Rick) van der Ploeg

The relation between the rent and selling price of a building under optimal maintenance with uncertainty pp. 315-320

Ton Vorst

Time inconsistency and optimal policy formulation in the presence of rational expectations pp. 323-326

Stephen Hall

A non-recursive solution for the linear rational expectations model pp. 327-332

Tryphon Kollintzas

Diverse information and rational expectations models pp. 333-338

Joseph Pearlman