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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A method for estimating the timing interval in a linear econometric model, with an application to Taylor's model of staggered contracts pp. 363-404: Lawrence Christiano
On the dynamic response of a firm to an employment subsidy with a fmd threshold pp. 405-422: Mark Montgomery and Charles A. Wilson
Technology transfer, licensing and the speed of endogenous technological change pp. 423-456: Gautam Bhattacharya
Interest rate, demand and input price uncertainty and the value of firms pp. 457-476: George French
Estimation of the monetary model of exchange-rate determination under rational expectations pp. 477-491: Sophocles Brissimis and John A. Leventakis

Entry and price dynamics in a perfect foresight model pp. 251-271: Alvaro Rodriguez
A model of international asset pricing under imperfect commodity arbitrage pp. 273-289: Cheol S. Eun
Optimal control with an unbounded horizon pp. 291-316: Michael Toman
Two-stage optimal control problems and optimality conditions pp. 317-337: Ken Tomiyama
Price dynamics under imperfect information pp. 339-361: Torbert M. Andersen

A fixed point algorithm with economic applications pp. 127-137: Arvind Khilnani and Edison Tse
Comparative statics for markov chains pp. 139-151: John Conlisk
Delivery lags and buffer stocks in the theory of investment by the firm pp. 153-193: Robert Rossana
Strategic learning and entry-equilibrium pp. 195-223: Gautam Bhattacharya
Spectral utility, wiener-hopf techniques, and rational expectations pp. 225-240: Charles Whiteman
Recoverability of uzawa utility functionals under asset price lognormality pp. 241-250: Alain Nairay

Monetary reaction functions in a small open economy pp. 1-24: Masanao Aoki
A funnel turnpike theorem for optimal growth problems with discounting pp. 25-39: C. D. Feinstein and S. S. Oren
Higher moments in the linear-quadratic-gaussian problem pp. 41-54: Larry Karp
Some results on analytic optimal control solution of a simple rational expectations model pp. 55-61: Albert Ando and Arthur B. Kennickell
On two methods for solving and estimating linear simultaneous equations under rational expectations pp. 63-75: Gregory C. Chow and Philip Reny
A model of the firm in time and space pp. 77-100: Lanny Arvan and Leon N. Moses
On the dominance of capitalists leadership in a Feedback-Stackelberg solution of a differential game model of capitalism pp. 101-125: Tamer Basar, Alain Haurie and Gianni Ricci

Uncertainty and markets for renewable resources pp. 239-264: Leonard Mirman and Daniel Spulber
On recalls, layoffs, variable hours, and labor adjustment costs pp. 265-275: John Barron, Mark A. Loewenstein and Dan Black
Competition and optimal departures from stock market value maximization by firms pp. 277-289: Earl L. Grinols
Threats and bargaining in capitalism a differential game view pp. 291-302: Matti Pohjola
Distributed lags and intermediate good imports pp. 303-327: Tryphon Kollintzas and Steven Husted
Multi-country tests for price level bubbles pp. 329-340: Robert Flood, Peter Garber and Louis O. Scott
Estimation and solution of linear rational expectations models using a polynomial matrix factorization pp. 341-348: C. Ates Dagli and John Taylor
Dumping, adjustment costs and uncertainty pp. 349-370: Dan Bernhardt

Information structure and stochastic control performance pp. 137-149: Alfred Lorn Norman
Combining competing forecasts of inflation using a bivariate arch model pp. 151-165: Robert Engle, Clive Granger and Dennis Kraft
On the theory of optimal government behaviour pp. 167-195: Gebhard Kirchgässner
Trading in exhaustible resources in the presence of conversion costs a general equilibrium approach pp. 197-209: Chris Elbers and Cees Withagen
Optimal stockpiling in a high-risk commodity market the case of copper pp. 211-238: Andrew Hughes Hallett

Has the averch-johnson effect been theoretically justified? pp. 1-17: W. Davis Dechert
Competitive price paths of an exhaustible resource with increasing extraction costs pp. 19-32: Hajime Hori
Optimally derived fixed rules and indicators pp. 33-64: E. Karakitsos and B. Rustem
A rule for signing the effect of uncertainty in an optimization problem with two control variables pp. 65-71: Eliakim Katz
Optimality and consistency in a differential game with non-renewable resources pp. 73-97: Larry Karp
Unanticipated shocks and the maintenance and replacement of durable goods pp. 99-115: Richard Arnott, Russell Davidson and David Pines
Pools and streams a stochastic process model of applied research pp. 117-133: Gregory Dow

The specification and estimation of interrelated factor demands under uncertainty pp. 181-207: Edward Kokkelenberg
A dynamic generalization of the tobin model pp. 209-231: Hiroaki Hayakawa
The treatment of registered retirement savings plans at maturity pp. 233-240: Michael J. Daly and Fadle Naqib
A mutual insurance diffusion stochastic control problem pp. 241-260: Charles S. Tapiero
Controlling a linear dynamic system according to asymmetric preferences pp. 261-281: A. Kunstman
Asymptotic behavior and optimal properties of a consumption-investment model with variable time preference pp. 283-313: Alain Nairay
Sufficient conditions for dynamic path controllability of economic systems pp. 315-330: Hans-Werner Wohltmann and Wolfgang Kromer
Price dispersion and incomplete learning in the long run pp. 331-347: Andrew McLennan
Stability and efficiency from a Neo-Keynesian viewpoint pp. 349-362: Lars-Gunnar Svensson and Jörgen Weibull
The exact discrete analog to a closed linear mixed-order system pp. 363-375: Temisan Agbeyegbe
Comment choosing a monetary instrument the case of supply-side shocks pp. 377-379: Dennis Jansen
Reply choosing a monetary instrument the case of supply-side shocks pp. 381-382: Roger Craine and Arthur Havenner

Investment, stability and taxation in a long-run macroeconomic model pp. 79-110: Jean-Pierre Danthine and John B. Donaldson
Transition time paths for overlapping-generations models pp. 111-129: John Laitner
The forestry maximum principle pp. 131-151: Terry Heaps
Optimal control and differential game models of military expenditure in less developed countries pp. 153-169: Saadet Deger and Somnath Sen
The effect of uncertainty and instability on dynamic economic models with an application to cournot oligopoly pp. 171-179: Wayne Winston

Turnpikes and detours in the renewable resource exploitation under price shocks pp. 1-20: Eero Kasanen
Alternative algorithms for the macRae OLCV strategy pp. 21-37: Alfred L. Norman
The effects of uncertainty on investment and the expected long-run capital stock pp. 39-53: Andrew Abel
Decoupled control of a macroeconomic model using frequency-domain methods pp. 55-77: J. M. Maciejowski and David Vines