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 129, issue C, 2021

The electoral origin of government spending shocks

Raphaelle G. Coulombe

From ants to fishing vessels: a simple model for herding and exploitation of finite resources

José Moran, Antoine Fosset, Alan Kirman and Michael Benzaquen

Health, wealth, and informality over the life cycle

Julien Albertini, Xavier Fairise and Anthony Terriau

The dynamics of preemptive and follower investments with overlapping ownership

Dimitrios Zormpas and Richard Ruble

Optimal capital structure, ambiguity aversion, and leverage puzzles

Sami Attaoui, Wenbin Cao, Xiaoman Duan and Hening Liu

Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment

Sacha Gelfer

Aggregating heterogeneous-agent models with permanent income shocks

Karl Harmenberg

Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks

Hanbat Jeong and Lung-fei Lee

Higher taxes at the top? The role of tax avoidance

Carlos Uribe-Teran

The horseshoe prior for time-varying parameter VARs and Monetary Policy

Jan Prüser

Volume 128, issue C, 2021

Testing for international business cycles: A multilevel factor model with stochastic factor selection

Tino Berger, Gerdie Everaert and Lorenzo Pozzi

Inflation and demography through time

John Juselius and Elod Takats

A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy

José Da Fonseca and Yannick Malevergne

Projection-based inference with particle swarm optimization

Lynda Khalaf and Zhenjiang Lin

A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts

Jennifer Castle and Takamitsu Kurita

The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model

Jaehyuk Choi and Lixin Wu

The welfare cost of inflation

Apostolos Serletis and Libo Xu

CTMC integral equation method for American options under stochastic local volatility models

Jingtang Ma, Wensheng Yang and Zhenyu Cui

Volume 127, issue C, 2021

Versatile forward guidance: escaping or switching?

Hans Gersbach, Yulin Liu and Martin Tischhauser

Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach

Joshua Chan and Caterina Santi

Impulse response analysis in conditional quantile models with an application to monetary policy

Dong Jin Lee, Tae-Hwan Kim and Paul Mizen

Stock prices and the risk-free rate: An internal rationality approach

Tongbin Zhang

Search Frictions and Evolving Labour Market Dynamics

Michael Ellington, Christopher Martin and Bingsong Wang

Pricing discretely monitored barrier options: When Malliavin calculus expansions meet Hilbert transforms

Ning Cai, Chenxu Li and Chao Shi

Hartz IV and the decline of German unemployment: A macroeconomic evaluation

Brigitte Hochmuth, Britta Kohlbrecher, Christian Merkl and Hermann Gartner

Determinacy and classification of Markov-switching rational expectations models

Seonghoon Cho

Social Motives and Risk-Taking in Investment Decisions

Florian Lindner, Michael Kirchler, Stephanie Rosenkranz and Utz Weitzel

Demographic transition, human capital and economic growth in China

Neha Bairoliya and Ray Miller

Qualitative versus quantitative external information for proxy vector autoregressive analysis

Lukas Boer and Helmut Lütkepohl

News and narratives in financial systems: Exploiting big data for systemic risk assessment

Rickard Nyman, Sujit Kapadia and David Tuckett

The impact of a reference point determined by social comparison on wealth growth and inequality

Youcheng Lou, Moris S. Strub, Duan Li and Shouyang Wang

Bargaining shocks and aggregate fluctuations

Thorsten Drautzburg, Jesus Fernandez-Villaverde and Pablo Guerrón-Quintana

The Jacobian of the exponential function

Jan R. Magnus, Henk G.J. Pijls and Enrique Sentana

On fiscal and monetary policy-induced macroeconomic volatility dynamics

Xiaochun Liu

Valuing Switching options with the moving-boundary method

Shaunak S. Dabadghao, Arun Chockalingam, Taimaz Soltani and Jan Fransoo

Network tail risk estimation in the European banking system

Gabriele Torri, Rosella Giacometti and Tomáš Tichý

Volume 126, issue C, 2021

Strategic technology switching under risk aversion and uncertainty

Lars Hegnes Sendstad and Michail Chronopoulos

Living in an uncertain world: Environment substitution, local and global indeterminacy

Angelo Antoci, Simone Borghesi, Marcello Galeotti and Mauro Sodini

Green investment under time-dependent subsidy retraction risk

Verena Hagspiel, Cláudia Nunes, Carlos Oliveira and Manuel Portela

Optimal management of pumped hydroelectric production with state constrained optimal control

Athena Picarelli and Tiziano Vargiolu

Optimal regulation of energy network expansion when costs are stochastic

Gijsbert Zwart

Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms

Denny Irawan and Tatsuyoshi Okimoto

Photovoltaic Smart Grids in the prosumers investment decisions: a real option model

Marta Castellini, Francesco Menoncin, Michele Moretto and Sergio Vergalli

Investing in electricity production under a reliability options scheme

Fulvio Fontini, Tiziano Vargiolu and Dimitrios Zormpas

Flexibility premium of emissions permits

Luca Taschini

The effect of environmental policies on risk reductions in energy generation

Giancarlo Acevedo, Alejandro Bernales, Andrés Flores, Andrés Inzunza and Rodrigo Moreno

Volume 125, issue C, 2021

Estimation of agent-based models using Bayesian deep learning approach of BayesFlow

Takashi Shiono

Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps

Xiangwei Wan and Nian Yang

Monetary dynamics in a network economy

Antoine Mandel and Vipin P. Veetil

Salience, systemic risk and spectral risk measures as capital requirements

Branka Matyska

Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading

Shino Takayama

Fiscal policy during a pandemic

Miguel Faria-e-Castro

Latent variables analysis in structural models: A New decomposition of the kalman smoother

Hess Chung, Cristina Fuentes-Albero, Matthias Paustian and Damjan Pfajfar

Optimal market-Making strategies under synchronised order arrivals with deep neural networks

So Eun Choi, Hyun Jin Jang, Kyungsub Lee and Harry Zheng

Emissions trading with rolling horizons

Simon Quemin and Raphael Trotignon

Property rights, expropriations, and business cycles in China

Yin Germaschewski, Jaroslav Horvath and Loris Rubini