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 137, issue C, 2022

Consumer payment choice and the heterogeneous impact of India’s demonetization

Ayushi Bajaj and Nikhil Damodaran

Asymmetries in risk premia, macroeconomic uncertainty and business cycles

Christoph Görtz and Mallory Yeromonahos

Competition and equilibrium effort choice

Jing Xu

Expected utility versus cumulative prospect theory in an evolutionary model of bargaining

Abhimanyu Khan

Backtesting macroprudential stress tests

Amanah Ramadiah, Daniel Fricke and Fabio Caccioli

The cyclicality of entry and exit: The role of imperfect information

Jinhee Woo

Disciplining expectations and the forward guidance puzzle

Tobias Müller, Kai Christoffel, Falk Mazelis and Carlos Montes-Galdón

Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis

Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Abootaleb Shirvani and Frank J. Fabozzi

Wealth management products, banking competition, and stability: Evidence from China

Xu Feng, Eva Lütkebohmert and Yajun Xiao

How do fiscal adjustments work? An empirical investigation

Madina Karamysheva

Inefficient relative price fluctuations

Daeha Cho and Kwang Hwan Kim

Computing time-consistent equilibria: A perturbation approach

Richard Dennis

Contagion accounting in stress-testing

Iñaki Aldasoro, Anne-Caroline Hüser and Christoffer Kok

The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises

Fei Shang

Volume 136, issue C, 2022

Time to build and bond risk premia

Bin Guo, Fuzhe Huang and Kai Li

What drives intraday reversal? illiquidity or liquidity oversupply?

Junqing Kang, Shen Lin and Xiong Xiong

A unified approach for jointly estimating the business and financial cycle, and the role of financial factors

Tino Berger, Julia Richter and Benjamin Wong

Welfare effects of business cycles and monetary policies in a small open emerging economy

Jolan Mohimont

Far away from home: Investors’ underreaction to geographically dispersed information

Zilin Chen, Liya Chu, Dawei Liang and Jun Tu

Decomposing the output gap with inflation learning

Irina Panovska and Srikanth Ramamurthy

Volume 135, issue C, 2022

Search for profits and business fluctuations: How does banks’ behaviour explain cycles?

Emanuele Ciola, Edoardo Gaffeo and Mauro Gallegati

Number sense, trading decisions and mispricing: An experiment

Tristan Roger, Patrick Roger and Marc Willinger

Governance structure, technical change, and industry competition

Mattia Guerini, Philipp Harting and Mauro Napoletano

Deep learning classification: Modeling discrete labor choice

Lilia Maliar and Serguei Maliar

Asset prices and standing facilities in a monetary economy

Tarishi Matsuoka

Managing macroeconomic fluctuations with flexible exchange rate targeting

Jonas Heipertz, Ilian Mihov and Ana Maria Santacreu

A reconsideration of money growth rules

Michael Belongia and Peter Ireland

Volume 134, issue C, 2022

Technology, demand, and productivity: What an industry model tells us about business cycles

Zuzana Molnarova and Michael Reiter

Optimal energy transition with variable and intermittent renewable electricity generation

Aude Pommeret and Katheline Schubert

Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets

Jonathan Davis, Kevin X.D. Huang and Ayse Sapci

Robust investment strategies with two risky assets

Qian Lin, Yulei Luo and Xianming Sun

The stock implied volatility and the implied dividend volatility

Enoch Quaye and Radu Tunaru

Comparison of local projection estimators for proxy vector autoregressions

Martin Bruns and Helmut Lütkepohl

A neural network ensemble approach for GDP forecasting

Luigi Longo, Massimo Riccaboni and Armando Rungi

Inflation anchoring and growth: The role of credit constraints

Sangyup Choi, Davide Furceri, Prakash Loungani and Myungkyu Shim

Order scoring, bandit learning and order cancellations

Xuefeng Gao and Tianrun Xu

Smart products: Liability, investments in product safety, and the timing of market introduction

Herbert Dawid and Gerd Muehlheusser

Preference heterogeneity and optimal monetary policy

Burak Uras and Hugo van Buggenum

Media-expressed tone, option characteristics, and stock return predictability

Cathy Yi-Hsuan Chen, Matthias Fengler, Wolfgang Härdle and Yanchu Liu

Shilnikov chaos, low interest rates, and New Keynesian macroeconomics

William Barnett, Giovanni Bella, Taniya Ghosh, Paolo Mattana and Beatrice Venturi

Volume 133, issue C, 2021

Simulating liquidity stress in the derivatives market

Marco Bardoscia, Gerardo Ferrara, Nicholas Vause and Michael Yoganayagam

Measured productivity with endogenous markups and economic profits

Anthony Savagar

Age, industry, and unemployment risk during a pandemic lockdown

James Graham and Hüseyin Özbilgin

Migration and urban economic dynamics

Morris Davis, Jonas Fisher and Marcelo Veracierto

Origins of monetary policy shifts: A New approach to regime switching in DSGE models

Yoosoon Chang, Junior Maih and Fei Tan

Monetary Policy with a State-Dependent Inflation Target in a Behavioral Two-Country Monetary Union Model

Christian Proaño and Benjamin Lojak

The political (in)stability of funded social security

Roel Beetsma, Oliwia Komada, Krzysztof Makarski and Joanna Tyrowicz

Financial intermediation and occupational choice

Jiajia Gu

Multi-product firms and increasing marginal costs

Oscar Pavlov

Public investment multipliers: Evidence from stock returns of the road pavement industry in Japan

Nobuyuki Kanazawa

Risk matters: Breaking certainty equivalence in linear approximations

Juan Parra-Alvarez, Hamza Polattimur and Olaf Posch

Resolution of financial crises

Sebastián Fanelli and Martin Gonzalez-Eiras

Nonlinear effect of sentiment on momentum

Kai Li

Supply chain networks, trade and the Brexit deal: a general equilibrium analysis

Aida Garcia-Lazaro, Jakub Mistak and Gulcin Ozkan

Adaptation to climate change: Extreme events versus gradual changes

Sangjun Lee and Jinhua Zhao

Why business cycles diverge? Structural evidence from the European Union

Krzysztof Beck

Optimal capital structure and simultaneous bankruptcy of firms in corporate networks

Michi Nishihara and Takashi Shibata

Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks

Giovanni Angelini and Marco Sorge

Interconnected banks and systemically important exposures

Alan Roncoroni, Stefano Battiston, D’Errico, Marco, Grzegorz Halaj and Christoffer Kok

Geographic distribution of firms and expected stock returns

Ruchith Dissanayake

Estimating redenomination risk under Gumbel–Hougaard survival copulas

Umberto Cherubini

From employee to entrepreneur: Learning, employer size, and spinout dynamics

Faisal Sohail

The Kansas tax experiment: The matter of legal form of organization

Shi Qi and Don Schlagenhauf