Journal of Economic Dynamics and Control
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1995, Volume 19, Issue 4
- 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.
- 769-790 Equilibrium asset prices with undiversifiable labor income risk
by Weil, Philippe
1992, Volume 16, Issue 2
- 193-206 Sunspot-like effects of random endowments
by Manuelli, Rodolfo & Peck, James
- 207-223 Irreversibility and the behavior of aggregate stochastic growth models
by Dow, James Jr. & Olson, Lars J.
- 225-241 On dynamics with time-to-build investment technology and non-time-separable leisure
by Ioannides, Yannis M. & Taub, Bart
- 243-266 Endogenous cycles with long-lived agents
by Reichlin, Pietro
- 267-287 Strategic dynamic interaction : Fish wars
by Fischer, Ronald D. & Mirman, Leonard J.
- 289-315 Import price adjustments with staggered import contracts
by Kollintzas, Tryphon & Zhou, Ruilin
- 317-337 Nominal price stickiness as a rational expectations equilibrium
by Farmer, Roger E. A.
- 339-357 Reputational and nonreputational policies under partial information
by Pearlman, Joseph G.
- 359-387 International monetary and fiscal policy cooperation in the presence of wage inflexibilities : Are both counterproductive?
by Sheen, Jeffrey
- 389-390 Chaotic economic dynamics by Richard M. Goodwin : A book review
by Day, Richard H.
- 391-398 Seven schools of macroeconomic thought by E.S. Phelps : A book review
by Woodford, Michael
1992, Volume 16, Issue 1
- 1-25 Equilibrium interest-rate determination under adjustment costs
by Novales, Alfonso
- 27-38 Efficiency in economic growth models under uncertainty
by Zilcha, Itzhak
- 39-51 On optimal timing of investment when cost components are additive and follow geometric diffusions
by Olsen, Trond E. & Stensland, Gunnar
- 53-78 Impulse response analysis of cointegrated systems
by Lutkepohl, Helmut & Reimers, Hans-Eggert
- 79-91 The welfare cost of inflation under imperfect insurance
by Imrohoroglu, Ayse
- 93-108 Optimal simulation with econometric models
by Damiani, Mirella & Panattoni, Lorenzo
- 109-116 Nonstationary model solution techniques and the USA algorithm: Some practical experience
by Fisher, P. G. & Hughes Hallett, A. J.
- 117-138 The endogenous stability of economic systems: The case of many agents
by Karp, Larry S.
- 139-145 Note on 'Nash and Stackelberg solutions in a differential game model of capitalism'
by de Zeeuw, Aart
- 147-164 Monetary policy games, inflationary bias, and openness
by Hardouvelis, Gikas A.
- 165-173 Changes in regime and the term structure: A note
by Driffill, John
- 175-190 The state of economic dynamics: A review essay
by Mizrach, Bruce
1991, Volume 15, Issue 4
- 607-626 Real business-cycle theory : Wisdom or whimsy?
by Eichenbaum, Martin
- 627-656 Credible public policy
by Stokey, Nancy L.
- 657-673 A simplified treatment of the theory of optimal regulation of Brownian motion
by Dixit, Avinash
- 675-685 Super contact and related optimality conditions
by Dumas, Bernard
- 687-713 On the convergence of Bayesian posterior processes in linear economic models Counting equations and unknowns
by Nyarko, Yaw
- 715-730 Technical analysis for portfolio trading by syntactic pattern recognition
by Pau, L. F.
- 731-740 Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
by Mittnik, Stefan
- 741-753 Smoothness of the policy function in continuous-time economic models : The one-dimensional case
by Santos, Manuel S. & Vila, Jean-Luc
- 755-769 Comparative statics in dynamic programming models with an application to job search
by Albrecht, James W. & Holmlund, Bertil & Lang, Harald
- 771-791 Valuing agricultural firms : An examination of the contingent-claims approach to pricing real assets
by Bailey, Warren
1991, Volume 15, Issue 3
- 425-453 Further results on asset pricing with incomplete information
by Detemple, Jerome B.
- 455-489 The marginal value of management using stochastic control
by Bosshardt, Donald I. & Patterson, Douglas M.
- 491-514 Dynamic oligopoly with capacity adjustment costs
by Reynolds, Stanley S.
- 515-538 Nonconvexities in a stochastic control problem with learning
by Mizrach, Bruce
- 539-548 Qualitative decomposition of the eigenvalue problem in a dynamic system
by Garbely, Myriam & Gilli, Manfred
- 549-568 Exchangeability and its economic applications
by McCall, John J.
- 569-588 Current-account effects of a devaluation in an optimizing model with capital accumulation
by Nielsen, Soren Bo
- 589-605 Capital accumulation under different financial agreements
by Mattesini, Fabrizio
1991, Volume 15, Issue 2
- 245-273 Equilibrium with signal extraction from endogenous variables
by Sargent, Thomas J.
- 275-284 A critique of the application of unit root tests
by Cochrane, John H.
- 285-296 Optimum responses of the current account when income is uncertain
by Pitchford, John
- 297-315 Learning rational expectations in a policy game
by Crippsss, Martin
- 317-338 The feedback equilibria of a differential game of capitalism
by Shimomura, Koji
- 339-353 Exchange market intervention under multiple solutions : Should we rule out multiple solutions?
by Fukuda, Shin-ichi
- 355-385 The envelope theorem in dynamic optimization
by LaFrance, Jeffrey T. & Barney, L. Dwayne
- 387-408 A dynamic model of occupational choice
by McCall, Brian P.