Journal of Economic Dynamics and Control
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1996, Volume 20, Issue 1-3
- 237-256 Fiscal spending shocks, endogenous government spending, and real business cycles
by Ambler, Steve & Paquet, Alain
- 257-279 The timing of stabilizations
by Orphanides, Athanasios
- 281-313 Impatience and long-run growth
by Drugeon, Jean-Pierre
- 315-331 Factor demand models with nonlinear short-run fluctuations
by Pfann, Gerard A.
- 333-359 Optimal search with learning
by Bikhchandani, Sushil & Sharma, Sunil
- 361-384 Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
by Bardhan, Indrajit & Chao, Xiuli
- 385-413 Biconvergent stochastic dynamic programming, asymptotic impatience, and 'average' growth
by Streufert, Peter A.
- 415-431 On the local stability of the stationary solution to variational problems
by Rodriguez, Alvaro
- 433-444 Existence of equilibria in exhaustible resource industries Nonconvexities and discrete vs. continuous time
by Lozada, Gabriel A.
- 445-470 Composition of R&D and technological cycles
by Bhattacharjya, Ashoke S.
- 471-477 Distribution of bankruptcy time in a consumption/portfolio problem
by Presman, E. & Sethi, S.
- 479-519 Do open market operations matter? Theory and evidence from the Second Bank of the United States
by Highfield, Richard A. & O'Hara, Maureen & Smith, Bruce
- 521-523 Rules, reputation and macroeconomic policy coordination : David Currie and Paul Levine, (Cambridge University Press, Cambridge, UK, 1993) HB[UK pound]45, 430 pp
by Cripps, M. W.
1995, Volume 19, Issue 8
- 1299-1324 Extension of GAMS for complementarity problems arising in applied economic analysis
by Rutherford, Thomas F.
- 1325-1353 Limited-dependent rational expectations models with future expectations
by Pesaran, M. Hashem & Samiei, Hossein
- 1355-1389 A dynamic general equilibrium analysis of deviations from the laws of one price
by Lapham, Beverly J.
- 1391-1403 A statistical identity linking folded and censored distributions
by Rose, Colin
- 1405-1428 Growth and the effects of inflation
by Jones, Larry E. & Manuelli, Rodolfo E.
- 1429-1448 Optimal disinflationary paths
by Ireland, Peter N.
- 1449-1469 Continuous time vs. backward induction a new approach to modelling reputation in the finite time horizon context
by Conlon, John R.
- 1471-1488 Investment under alternative return assumptions Comparing random walks and mean reversion
by Metcalf, Gilbert E. & Hassett, Kevin A.
- 1489-1510 Endogenous fertility, multiple growth paths, and economic convergence
by Palivos, Theodore
- 1511-1528 Social insurance and taxation under sequential majority voting and utilitarian regimes
by Rao Aiyagari, S. & Peled, Dan
1995, Volume 19, Issue 5-7
- 873-900 Portfolio choice with Knightian uncertainty
by Orszag, J. Michael & Yang, Hong
- 901-908 Computing optimal multi-currency mean-variance portfolios
by Rustem, Berc
- 909-940 The term structure of interest rates in real and monetary economies
by den Haan, Wouter J.
- 941-959 Policy bargains and the problem of model selection
by Hallett, A. J. Hughes
- 961-984 On H[infin] criteria for macroeconomic policy evaluation
by Caravani, P.
- 985-1009 Business cycles with distorting taxes and disaggregated capital markets
by Chang, Ly-June
- 1011-1032 Linear aggregation in cointegrated systems
by Ghose, Devajyoti
- 1033-1064 The transfer of human capital
by Jovanovic, Boyan & Nyarko, Yaw
- 1065-1089 Consistency and cautious fictitious play
by Fudenberg, Drew & Levine, David K.
- 1091-1111 Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan
by McNelis, Paul D. & Asilis, Carlos M.
- 1113-1140 Induction and the Ramsey policy
by Cho, In-Koo & Matsui, Akihiko
- 1141-1163 Large external debt and (slow) domestic growth a theoretical analysis
by Cohen, Daniel
- 1165-1197 Optimal tax rules in a dynamic stochastic economy with capital
by Cassou, Steven P.
- 1199-1222 Does the federal reserve affect asset prices?
by Tarhan, Vefa
- 1223-1247 Public investment, private investment, and inflation
by Buffie, Edward F.
- 1249-1281 Variance properties of Solow's productivity residual and their cyclical implications
by Finn, Mary G.
- 1283-1292 Learning about variable demand in the long run
by Rustichini, Aldo & Wolinsky, Asher
- 1293-1296 A note on least-squares learning mechanism
by Chang, M. C. & Chu, C. Y. Cyrus & Lin, Kenneth S.
- 1297-1298 Erratum
by Sethi, Suresh P. & Taksar, Michael I. & Presman, Ernst L.
1995, Volume 19, Issue 4
- 663-681 Potential problems in estimating bilinear time-series models
by Brunner, Allan D. & Hess, Gregory D.
- 683-710 Dealer market structure, outside competition, and the bid-ask spread
by Laux, Paul A.
- 711-734 An alternative methodology for solving nonlinear forward-looking models
by Boucekkine, Raouf
- 735-739 Computational economies
by Bruun, Charlotte
- 741-745 Neural network learning and expert systems
by Luna, Francesco
- 747-786 The composition of government expenditure and its consequences for macroeconomic performance
by Turnovsky, Stephen J. & Fisher, Walter H.
- 787-811 Equilibrium asset prices and exchange rates
by Zapatero, Fernando
- 813-830 General dynamics in overlapping generations models
by Carrera, Carmen & Moran, Manuel
- 831-843 Stationary sunspot equilibrium in a cash-in-advance economy
by Huo, Teh-Ming
- 845-856 A note on short-term intersectoral factor immobility
by van Wincoop, Eric
- 857-862 Imperfect competition and international trade
by Bjorksten, Neil
- 863-867 Wicksell's monetary theory
by Hernandez-Aramburo, Luis A.
- 869-872 Theorists of economic growth from David Hume to the present
by Mongardini, Joannes
1995, Volume 19, Issue 3
- 457-480 Optimal portfolio and consumption decisions in a stochastic environment with precommitment
by Ehrlich, Isaac & Hamlen, William Jr.
- 481-501 Robust economic models
by Lady, George M.
- 503-531 Seasonality and equilibrium business cycle theories
by Braun, R. Anton & Evans, Charles L.
- 533-551 Ex post heterogeneity and the business cycle
by Cho, Jang-Ok
- 553-568 An alternative approach to stochastic calculus for economic and financial models
by Blenman, L. P. & Cantrell, R. S. & Fennell, R. E. & Parker, D. F. & Reneke, J. A. & Wang, L. F. S. & Womer, N. K.
- 569-597 Arbitrage pricing and the stochastic inflation tax in a multisector monetary economy
by Reffett, Kevin L.
- 599-619 A turnpike theorem for continuous-time optimal-control models
by Montrucchio, Luigi
- 621-653 Endowments, stability, and fluctuations in OG models
by Ghiglino, Christian & Tvede, Mich
- 655-661 No-trade and uniqueness of steady states
by Ghiglino, Christian & Tvede, Mich
1995, Volume 19, Issue 1-2
- 3-37 Massively parallel computation of spatial price equilibrium problems as dynamical systems
by Nagurney, Anna & Takayama, Takashi & Zhang, Ding
- 39-50 Adjustment costs and indeterminacy in perfect foresight models
by Georges, Christophre
- 51-57 Multiperiod competition with switching costs solution by Lagrange multipliers
by Chow, Gregory C.
- 59-89 A generalized variance bounds test with an application to the Holt et al. inventory model
by Kollintzas, Tryphon
- 91-124 On the cyclical allocation of risk
by Gomme, Paul & Greenwood, Jeremy
- 125-153 Real effects of monetary policy in a world economy
by Miller, Preston J. & Todd, Richard M.
- 155-179 Cycles and chaos in a socialist economy
by Hommes, Cars H. & Nusse, Helena E. & Simonovits, Andras
- 181-206 Search, evolution, and money
by Wright, Randall
- 207-235 Growth and research and development
by Muniagurria, Maria E.
- 237-251 A finite horizon monetary economy
by Kultti, Klaus
- 253-278 Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research
by Cogley, Timothy & Nason, James M.
- 279-302 Stochastic saddlepoint systems Stabilization policy and the stock market
by Miller, Marcus & Weller, Paul
- 303-325 Efficiency and optimality in stochastic models with production
by Bertocchi, Graziella & Kehagias, Athanasios
- 327-350 Irreversible investment with uncertainty and scale economies
by Dixit, Avinash
- 351-369 Optimality conditions and comparative statics for horizon and endpoint choices in optimal control theory
by Caputo, Michael R. & Wilen, James E.
- 371-393 A dynamic model of capital and arms accumulation
by Zou, Heng-fu
- 395-419 Fiscal policy in a simple two-country dynamic model
by Bianconi, Marcelo
- 421-439 Tax rate uncertainty and the sensitivity of consumption to income in an overlapping generations model
by Basu, Parantap
- 441-455 Income redistributions without catastrophes
by Garratt, Rod & Goenka, Aditya
1994, Volume 18, Issue 6
- 1051-1068 A recursive forward simulation method for solving nonlinear rational expectations models
by Imrohoroglu, Selahattin
- 1069-1092 Parametric continuity in dynamic programming problems
by Dutta, Prajit K. & Majumdar, Mukul K. & Sundaram, Rangarajan K.
- 1093-1119 Present value models with feedback : Solutions, stability, bubbles, and some empirical evidence
by Timmermann, Allan
- 1121-1142 The cyclical behavior of job and worker flows
by Mortensen, Dale T.
- 1143-1171 Changes in seasonal patterns : Are they cyclical?
by Canova, Fabio & Ghysels, Eric
- 1173-1187 Public investment in infrastructure in a simple growth model
by Glomm, Gerhard & Ravikumar, B.
- 1189-1198 On the effects of the distribution of initial endowments in a nonrenewable resource duopoly
by Gaudet, Gerard & Long, Ngo Van
- 1199-1202 On income fluctuations and capital gains with a convex production function A note
by Roy, Santanu
1994, Volume 18, Issue 5
- 909-929 Consumption and investment under constraints
by Bardhan, Indrajit
- 931-955 Threshold heteroskedastic models
by Zakoian, Jean-Michel
- 957-974 Turnpike theory : Some new results on the saddle point property of equilibria and on the existence of endogenous cycles
by Cartigny, Pierre & Venditti, Alain
- 975-990 Nonconcavity and proper optimal periodic control
by Han, Mu & Feichtinger, Gustav & Hartl, Richard F.
- 991-1010 Consumption/pollution tradeoffs in an environment vulnerable to pollution-related catastrophic collapse
by Clarke, Harry R. & Reed, William J.
- 1011-1035 General equilibrium in an economy with exhaustible resources and an unbounded horizon
by van Geldrop, Jan H. & Withagen, Cees A. A. M.
- 1037-1039 Macro systems: The dynamics of economic policy : Elias Karakitsos, (Basil Blackwell Publishers, Oxford, UK, 1992) HB [UK pound]50 / SB [UK pound]17.95, 335 pp
by Cuthbertson, K. & Nitzsche, D.
- 1041-1043 Fractals, chaos, power laws: Minutes from an infinite paradise : Manfred Schroeder, (W.H. Freeman, New York, NY, 1991) $32.95, 429 pp
by Abraham, Ralph H.
- 1045-1049 Models of my life : Herbert A. Simon, (Basic Books, New York, NY, 1991) $26.95, 415 pp
by Brink, Helge
1994, Volume 18, Issue 3-4
- 511-538 A dynamic migration model with uncertainty
by El-Gamal, Mahmoud A.
- 539-560 Bankruptcy and expected utility maximization
by Dutta, Prajit K.
- 561-579 Investment, uncertainty, and price stabilization schemes
by Smith, William T.
- 581-599 Incentives, insurance, and the variability of consumption and leisure
by Phelan, Christopher
- 601-628 Testing the term structure of interest rates using a stationary vector autoregression with regime switching
by Sola, Martin & Driffill, John
- 629-670 Liquidity and market participation
by Williamson, Stephen D.
- 671-697 The term structure of interest rates over the business cycle
by Labadie, Pamela
- 699-729 Fiscal policy coordination and EMU : A dynamic game approach
by Levine, Paul & Brociner, Andrew
- 731-761 Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
by Bergstrom, A. R. & Nowman, K. B. & Wandasiewicz, S.
- 763-779 Loss of monetary discretion in a simple dynamic policy game
by Jensen, Henrik
- 781-805 Dynamic path controllability in economic models : From linearity to nonlinearity
by Maas, W. C. A. & Nijmeijer, H.
- 807-813 A note on a new class of solutions to dynamic programming problems arising in economic growth
by Benhabib, Jess & Rustichini, Aldo
- 815-848 Economic growth, financial evolution, and the long-run behavior of velocity
by Ireland, Peter N.
- 849-864 Heterogeneous agents in quantitative aggregate economic theory
by Kydland, Finn E.
- 865-877 New macroeconomic modeling approaches : Hierarchical dynamics and mean-field approximation
by Aoki, Masanao
- 879-895 Smooth dynamics and computation in models of economic growth
by Santos, Manuel S.
- 897-908 Estimation and inference in the linear-quadratic inventory model
by West, Kenneth D. & Wilcox, David W.
1994, Volume 18, Issue 2
- 299-316 On the existence of universally convergent mechanisms
by Bala, Venkatesh & Kiefer, Nicholas M.
- 317-344 Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games
by Haurie, Alain & Roche, Michel
- 345-352 Another method for solving the problem of stochastic process switching
by El Babsiri, Mohamed
- 353-380 Limit cycles in intertemporal adjustment models : Theory and applications
by Feichtinger, Gustav & Novak, Andreas & Wirl, Franz
- 381-396 Convergence of equilibria in an intertemporal general equilibrium model : A dynamical system approach
by Hadji, Ismail & Le Van, Cuong
- 397-410 Big shocks versus small shocks in a dynamic stochastic economy with many interacting agents
by Kelly, Morgan
- 411-432 Employment and hours over the business cycle
by Cho, Jang-Ok & Cooley, Thomas F.
- 433-465 Aggregate fluctuations, interest rates, and repeated insurance under private information
by Taub, Bart
- 467-480 Durbin-Hausman tests for cointegration
by Choi, In
- 481-497 An economic analysis of the age-crime profile
by Leung, Siu Fai
- 499-509 Modelling changing lag patterns in Dutch construction
by Merkies, Arnold H. Q. M. & Steyn, Ivo J.
1994, Volume 18, Issue 1
- 3-28 Genetic algorithm learning and the cobweb model
by Arifovic, Jasmina
- 29-60 Auctions as algorithms : Computerized trade execution and price discovery
by Domowitz, Ian & Wang, Jianxin
- 61-96 Characterizing effective trading strategies : Insights from a computerized double auction tournament
by Rust, John & Miller, John H. & Palmer, Richard
- 97-118 A general framework for supervised learning : Probably almost Bayesian algorithms
by Bochereau, L. & Bourgine, P. & Deffuant, G.
- 119-124 Active learning Monte Carlo results
by Amman, Hans M. & Kendrick, David A.
- 125-147 Robust optimal decisions with stochastic nonlinear economic systems
by Becker, R. & Hall, S. & Rustem, B.
- 149-160 A note on computing competitive equilibria in linear models
by McGrattan, Ellen R.
- 161-184 Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
by Nagurney, Anna
- 185-203 Modifications to the subroutine OPALQP for dealing with large problems
by Bartholomew-Biggs, M. C. & Hernandez, M. deF. G.
- 205-230 Bounded rationality : A Simon-like explication
by Lilly, Gregory
- 231-249 Risk, uncertainty, and complexity
by Norman, Alfred L. & Shimer, David W.
- 251-271 Causal reasoning and explanation in dynamic economic systems
by Berndsen, Ron & Daniels, Hennie
- 273-297 A linear and discrete programming framework for representing qualitative knowledge
by Hadjiconstantinou, Eleni & Mitra, Gautam
1993, Volume 17, Issue 5-6
- 705-721 On the preservation of deterministic cycles when some agents perceive them to be random fluctuations
by Evans, George W. & Honkapohja, Seppo & Sargent, Thomas J.
- 723-758 A dynamic equilibrium model of search, production, and exchange
by Boldrin, Michele & Kiyotaki, Nobuhiro & Wright, Randall
- 759-769 Devil's staircase and chaos from macroeconomic mode interaction
by Larsen, Erik Reimer & Morecroft, John D. W. & Thomsen, Jesper Skovhus & Mosekilde, Erik
- 771-784 Nonparametric search
by Chou, Chien-fu & Talmain, Gabriel
- 785-803 Investment, confidence, and linear-exponential-Gaussian control
by Dorfman, Jeffrey H.
- 805-827 Periodic learning about a hidden state variable
by Balvers, Ronald J. & Cosimano, Thomas F.
- 829-846 Rational bubbles : A test
by Craine, Roger
- 847-864 Theoretical tests of the rational expectations hypothesis in economic dynamical models
by Guesnerie, Roger
- 865-876 Recursiveness and preference orderings
by Lilly, Gregory
- 877-886 The dynamic efficiency of capitalism
by Seierstad, Atle
- 887-906 A preference foundation for log mean-variance criteria in portfolio choice problems
by Luenberger, David G.
- 907-928 Multiple capital inputs, Q, and investment spending
by Chirinko, Robert S.
- 929-951 Markov-perfect equilibria in intergenerational games with consistent preferences
by Streufert, Peter A.
- 953-969 The risk-free rate in heterogeneous-agent incomplete-insurance economies
by Huggett, Mark
- 971-991 On R&D timing under uncertainty : The case of exhaustible resource substitution
by Hung, N. M. & Quyen, N. V.
1993, Volume 17, Issue 4
- 531-553 Learning about monetary regime shifts in an overlapping wage contract model
by Fuhrer, Jeffrey C. & Hooker, Mark A.
- 555-569 Market risk and asset prices
by Smith, R. Todd
- 571-588 Monetary policy and interest rates : An adaptive estimator approach
by Furno, Marilena
- 589-620 International transmission of monetary and fiscal policy : A symmetric N-country analysis with union
by Fukuda, Shin-ichi
- 621-630 Optimal control without solving the Bellman equation
by Chow, Gregory C.
- 631-658 Admissible target paths in economic models
by Engwerda, Jacob C.
- 659-678 A cooperative incentive equilibrium for a resource management problem
by Ehtamo, Harri & Hamalainen, Raimo P.
- 679-704 Entry deterrence and overexploitation of the fishery
by Crabbe, Philippe & Van Long, Ngo
1993, Volume 17, Issue 3
- 327-353 Competition, collusion, and chaos
by Keenan, Donald C. & O'Brien, Mike J.
- 355-383 Bayesian economists ... Bayesian agents : An alternative approach to optimal learning
by El-Gamal, Mahmoud A. & Sundaram, Rangarajan K.
- 385-399 Analysis of US real GNP and unemployment interactions : State space approach
by Aoki, Masanao & Fiorito, Riccardo
- 401-421 A solution to the positivity problem in the state-space approach to modeling vector-valued time series
by Vaccaro, Richard J. & Vukina, Tomislav
- 423-441 The sustainability of current account deficits : A test of the US intertemporal budget constraint
by Wickens, M. R. & Uctum, Merih
- 443-465 Optimal income tax in a monetary economy
by Miller, Preston J.
- 467-494 Borrowing constraints and two-sided altruism with an application to social security
by Altig, David & Davis, Steven J.
- 495-517 Interruptible electric power service contracts
by Tan, Chin-Woo & Varaiya, Pravin
- 519-522 Searching for certainty : Book review
by Day, Richard H.
- 523-529 Neural networks and fuzzy systems : Book review
by Zambelli, Stefano
1993, Volume 17, Issue 1-2
- 1-36 Risk, the financial market, and macroeconomic equilibrium
by Grinols, Earl L. & Turnovsky, Stephen J.
- 37-50 On testing the intertemporal substitution theory of labor supply
by Rogerson, Richard & Rupert, Peter
- 51-64 Relaxing the cash-in-advance constraint at a fixed cost Are simple trigger-target portfolio rules optimal?
by Corbae, Dean
- 65-96 Long-run equilibria with borrowing constraints and altruism
by Laitner, John
- 97-122 Some consequences of credit rationing in an endogenous growth model
by Bencivenga, Valerie R. & Smith, Bruce D.
- 123-151 Perfect equilibrium timing of a backstop technology Limit pricing induced by trigger zones
by Olsen, Trond E.
- 153-180 Optimal dynamic investment policies under concave-convex adjustment costs
by Jorgensen, Steffen & Kort, Peter M.
- 181-205 The role of the target saving motive in guest worker migration A theoretical study
by Berninghaus, Siegfried & Seifert-Vogt, Hans Gunther
- 207-231 Low frequency filtering and real business cycles
by King, Robert G. & Rebelo, Sergio T.
- 233-261 Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
by Canova, Fabio
- 263-287 Estimation of simultaneous equation models with stochastic trend components
by Streibel, Mariane & Harvey, Andrew
- 289-317 Testing for sunspot equilibria in the German hyperinflation
by Imrohoroglu, Selahattin
1992, Volume 16, Issue 3-4
- 403-426 Theory of constant proportion portfolio insurance
by Black, Fischer & Perold, AndreF.
- 427-449 Labor supply flexibility and portfolio choice in a life cycle model
by Bodie, Zvi & Merton, Robert C. & Samuelson, William F.
- 451-489 Periodic market closure and trading volume : A model of intraday bids and asks
by Brock, William A. & Kleidon, Allan W.
- 491-507 A continuous-time portfolio turnpike theorem
by Cox, John C. & Huang, Chi-fu
- 509-532 The equity premium and the allocation of income risk
by Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish
- 533-559 Banking in computable general equilibrium economies
by Diaz-Gimenez, Javier & Prescott, Edward C. & Fitzgerald, Terry & Alvarez, Fernando
- 561-573 Pricing continuously resettled contingent claims
by Duffie, Darrell & Stanton, Richard
- 575-599 Investments in flexible production capacity
by He, Hua & Pindyck, Robert S.
- 601-620 The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
by Heaton, John & Lucas, Deborah
- 621-653 Exit, selection, and the value of firms
by Hopenhayn, Hugo A.
- 655-680 Market efficiency and inefficiency in rational expectations equilibria : Dynamic effects of heterogeneous information and noise
by Hussman, John P.
- 681-712 Optimal consumption and portfolio rules with intertemporally dependent utility of consumption
by Ingersoll, Jonathan Jr.
- 713-745 Term premia in a simple term structure model
by Kihlstrom, Richard E.
- 747-768 Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
by Sethi, Suresh P. & Taksar, Michael I. & Presman, Ernst L.