Journal of Economic Dynamics and Control
2001, Volume 25, Issue 3-4
- 561-592 Experimental analysis of the efficiency of uniform-price versus discriminatory auctions in the England and Wales electricity market
by Bower, John & Bunn, Derek
- 593-614 Quality signals in information cascades and the dynamics of the distribution of motion picture box office revenues
by De Vany, Arthur & Lee, Cassey
- 615-640 Leveled commitment contracts with myopic and strategic agents
by Andersson, Martin R. & Sandholm, Tuomas W.
- 641-654 Restart strategies and Internet congestion
by Maurer, Sebastian M. & Huberman, Bernardo A.
2001, Volume 25, Issue 1-2
- 1-34 The CO2 abatement game: Costs, incentives, and the enforceability of a sub-global coalition
by Babiker, Mustafa H.
- 35-83 Life-cycle consumption under social interactions
by Binder, Michael & Pesaran, M. Hashem
- 85-113 Transitional dynamics in a two-sector non-scale growth model
by Eicher, Theo S. & Turnovsky, Stephen J.
- 115-148 Inflation targeting with NAIRU uncertainty and endogenous policy credibility
by Isard, Peter & Laxton, Douglas & Eliasson, Ann-Charlotte
- 149-184 Term structure views of monetary policy under alternative models of agent expectations
by Kozicki, Sharon & Tinsley, P. A.
- 185-212 The effects of uncertainty on optimal consumption
by Mason, Robin & Wright, Stephen
- 213-244 Financial returns and efficiency as seen by an artificial technical analyst
by Skouras, Spyros
- 245-279 Simplicity versus optimality: The choice of monetary policy rules when agents must learn
by Tetlow, Robert J. & von zur Muehlen, Peter
2000, Volume 24, Issue 11-12
- 1491-1497 Computational Aspects of Complex Securities
by Selby, Michael J. P.
- 1499-1525 Binomial valuation of lookback options
by Babbs, Simon
- 1527-1561 Option pricing and replication with transaction costs and dividends
by Perrakis, Stylianos & Lefoll, Jean
- 1563-1590 PDE methods for pricing barrier options
by Zvan, R. & Vetzal, K. R. & Forsyth, P. A.
- 1591-1621 Robust min-max portfolio strategies for rival forecast and risk scenarios
by Rustem, Berc & Becker, Robin G. & Marty, Wolfgang
- 1623-1639 Optimal portfolio policies with borrowing and shortsale constraints
by Tepla, Lucie
- 1641-1701 Valuation and martingale properties of shadow prices: An exposition
by Foldes, Lucien
- 1703-1719 Minimum-cost portfolio insurance
by Aliprantis, C. D. & Brown, D. J. & Werner, J.
- 1721-1746 Approximating payoffs and pricing formulas
by Darolles, Serge & Laurent, Jean-Paul
- 1747-1782 Applications of randomized low discrepancy sequences to the valuation of complex securities
by Tan, Ken Seng & Boyle, Phelim P.
- 1783-1827 The valuation of American barrier options using the decomposition technique
by Gao, Bin & Huang, Jing-zhi & Subrahmanyam, Marti
- 1829-1857 Nonparametric estimation of American options' exercise boundaries and call prices
by Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier
- 1859-1880 On dynamic investment strategies
by Cox, John C. & Leland, Hayne E.
2000, Volume 24, Issue 10
- 1381-1404 Explaining bond returns in heterogeneous agent models: The importance of higher-order moments
by Zhang, Harold H.
- 1405-1423 Using the generalized Schur form to solve a multivariate linear rational expectations model
by Klein, Paul
- 1425-1446 Nonlinear impulse response functions
by Potter, Simon M.
- 1447-1479 Seigniorage and conventional taxation with multiple exogenous shocks
by Click, Reid W.
- 1481-1489 Some results for the comparative statics of steady states of higher-order discrete dynamic systems
by Sah, Raaj
2000, Volume 24, Issue 9
- 1285-1313 Learning from the experience of others: Parameter uncertainty and economic growth in a model of creative destruction
by Thompson, Peter
- 1315-1343 Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
by Munk, Claus
- 1345-1379 Multinationals' response to repatriation restrictions
by Ihrig, Jane
2000, Volume 24, Issue 8
- 1145-1177 Risk sensitive asset allocation
by Bielecki, Tomasz R. & Pliska, Stanley R. & Sherris, Michael
- 1179-1232 Algorithms for solving dynamic models with occasionally binding constraints
by Christiano, Lawrence J. & Fisher, Jonas D. M.
- 1233-1263 Dynamic employment and hours effects of government spending shocks
by Yuan, Mingwei & Li, Wenli
- 1265-1280 Can negotiations prevent fish wars?
by Houba, Harold & Sneek, Koos & Vardy, Felix
2000, Volume 24, Issue 5-7
- 663-678 Whither nonlinear?
by Brock, William A.
- 679-702 Agent-based computational finance: Suggested readings and early research
by LeBaron, Blake
- 703-724 Martingales, nonlinearity, and chaos
by Barnett, William A. & Serletis, Apostolos
- 725-759 Expectational diversity in monetary economies
by Brock, William A. & de Fontnouvelle, Patrick
- 761-798 Heterogeneous beliefs and the non-linear cobweb model
by Goeree, Jacob K. & Hommes, Cars H.
- 799-831 Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
by Gaunersdorfer, Andrea
- 833-853 On information and market dynamics: The case of the U.S. beef market
by Chavas, Jean-Paul
- 855-879 Analysis of global bifurcations in a market share attraction model
by Bischi, Gian Italo & Gardini, Laura & Kopel, Michael
- 881-907 A discrete and symmetric price adjustment process on the simplex
by Tuinstra, Jan
- 909-934 Chaotic dynamics in a two-dimensional overlapping generations model
by Yokoo, Masanori
- 935-963 High order disequilibrium growth dynamics: Theoretical aspects and numerical features
by Chiarella, Carl & Flaschel, Peter
- 965-980 Differential savings, factor shares, and endogenous growth cycles
by Bohm, Volker & Kaas, Leo
- 981-1005 Statistical properties of genetic learning in a model of exchange rate
by Arifovic, Jasmina & Gencay, Ramazan
- 1007-1026 Adaptive learning of rational expectations using neural networks
by Heinemann, Maik
- 1027-1046 Exponentially fading memory learning in forward-looking economic models
by Barucci, Emilio
- 1047-1078 Computing equilibria in infinite-horizon finance economies: The case of one asset
by Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl
- 1079-1096 Risk and return in a dynamic general equilibrium model
by Akdeniz, Levent
- 1097-1119 A solution method for consumption decisions in a dynamic stochastic general equilibrium model
by Sefton, J. A.
- 1121-1144 Critical debt and debt dynamics
by Semmler, Willi & Sieveking, Malte
2000, Volume 24, Issue 4
- 483-499 Learning the optimum as a Nash equilibrium
by Ozyildirim, Suheyla & Alemdar, Nedim M.
- 501-534 Learning by doing and the value of optimal experimentation
by Wieland, Volker
- 535-559 On the solution of the linear rational expectations model with multiple lags
by Kruiniger, Hugo
- 561-613 Optimal consumption of a divisible durable good
by Cuoco, Domenico & Liu, Hong
- 615-622 An analytic Riccati solution for two-target discrete-time control
by Mitchell, Douglas W.
- 623-650 Surplus analysis for overlapping generations
by Silvestre, Joaquim
2000, Volume 24, Issue 3
- 325-346 Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems
by Binder, Michael & Pesaran, Hashem
- 347-360 Are German money market rates well behaved?
by Cuthbertson, Keith & Hayes, Simon & Nitzsche, Dirk
- 361-387 An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
by Jensen, Mark J.
- 389-450 The production recipes approach to modeling technological innovation: An application to learning by doing
by Auerswald, Philip & Kauffman, Stuart & Lobo, Jose & Shell, Karl
- 451-482 Uncertainty aversion and rationality in games of perfect information
by Ma, Chenghu
2000, Volume 24, Issue 2
- 165-188 Complementarity problems in GAMS and the PATH solver
by Ferris, Michael C. & Munson, Todd S.
- 189-217 Learning dynamics, genetic algorithms, and corporate takeovers
by Noe, Thomas H. & Pi, Lynn
- 219-225 On the investment-uncertainty relationship in a real options model
by Sarkar, Sudipto
- 227-246 Public services, increasing returns, and equilibrium dynamics
by Zhang, Junxi
- 247-272 On the transition from local regular to global irregular fluctuations
by Pintus, Patrick & Sands, Duncan & de Vilder, Robin
- 273-295 Animal spirits, technology shocks and the business cycle
by Weder, Mark
- 297-306 Optimal accumulation of pollution: Existence of limit cycles for the social optimum and the competitive equilibrium
by Wirl, Franz
- 307-323 The dynamics of migration in the presence of chains
by Helmenstein, Christian & Yegorov, Yury
2000, Volume 24, Issue 1
- 1-19 An illustration of the essential difference between individual and social learning, and its consequences for computational analyses
by Vriend, Nicolaas J.
- 21-38 Efficient gradualism in intertemporal portfolios
by Balvers, Ronald J. & Mitchell, Douglas W.
- 39-62 Indeterminate growth paths and stability
by Russell, Thomas & Zecevic, Aleksandar
- 63-95 A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
by Basak, Suleyman
- 97-125 Endogenous fluctuations in an open economy with increasing returns to scale
by Aloi, Marta & Dixon, Huw D. & Lloyd-Braga, Teresa
- 127-142 Empire building by corporate managers:: the corporation as a savings instrument
by Kanniainen, Vesa
- 143-163 The dynamics of spatial pollution: The case of phosphorus runoff from agricultural land
by Goetz, Renan U. & Zilberman, David
1999, Volume 23, Issue 9-10
- 1249-1279 General equilibrium models and homotopy methods
by Eaves, B. Curtis & Schmedders, Karl
- 1281-1297 Testing for a unique equilibrium in applied general equilibrium models
by Dakhlia, Sami
- 1299-1327 Vector rational error correction
by Kozicki, Sharon & Tinsley, P. A.
- 1329-1353 Solving higher-dimensional continuous-time stochastic control problems by value function regression
by Reiter, Michael
- 1355-1386 The random-time binomial model
by Leisen, Dietmar P. J.
- 1387-1424 Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
by Chiarella, Carl & El-Hassan, Nadima & Kucera, Adam
- 1425-1458 Flat tax reform: A quantitative exploration
by Ventura, Gustavo
- 1459-1485 The U.S. Phillips curve: The case for asymmetry
by Laxton, Douglas & Rose, David & Tambakis, Demosthenes
- 1487-1516 Time series properties of an artificial stock market
by LeBaron, Blake & Arthur, W. Brian & Palmer, Richard
- 1517-1543 Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations
by Baak, Saang Joon
- 1545-1567 On the convergence of genetic learning in a double auction market
by Dawid, Herbert
- 1569-1585 Learning by imitation
by Basci, Erdem
- 1587-1604 Investment behavior under Knightian uncertainty - An evolutionary approach
by Lensberg, Terje
- 1605-1632 Equilibrium and reinforcement learning in private-information games: An experimental study
by Feltovich, Nick
1999, Volume 23, Issue 8
- 1077-1098 Efficient representation of state spaces for some dynamic models
by Gowrisankaran, Gautam
- 1099-1131 Receding horizon control of jump linear systems and a macroeconomic policy problem
by do Val, Joao B. R. & Basar, Tamer
- 1133-1153 Monetary policy cooperation and multiple equilibria
by Jensen, Henrik
- 1155-1175 Time-to-build and cycles
by Asea, Patrick K. & Zak, Paul J.
- 1177-1196 Capital accumulation and income distribution as the outcome of a dynamic game
by Coloma, German
- 1197-1206 On the probability of chaos in large dynamical systems: A Monte Carlo study
by Dechert, W. Davis & Sprott, Julien C. & Albers, David J.
- 1207-1224 Competitive equilibrium and public investment plans
by Glomm, Gerhard & Ravikumar, B.
- 1225-1242 Government spending, endogenous labor, and capital accumulation
by Chang, Wen-ya
1999, Volume 23, Issue 7
- 909-928 Alternative bias approximations in first-order dynamic reduced form models
by Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard
- 929-965 A theory of optimal timing and selectivity
by Chacko, George & Das, Sanjiv Ranjan
- 967-995 Optimal taxation of capital income with imperfectly competitive product markets
by Guo, Jang-Ting & Lansing, Kevin J.
- 997-1028 Multivariate detrending under common trend restrictions: Implications for business cycle research
by Kozicki, Sharon
- 1029-1064 On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis
by Basak, Suleyman
- 1065-1076 Frequent price changes under menu costs
by Hansen, Per Svejstrup
1999, Volume 23, Issue 5-6
- 675-698 Education, moral hazard, and endogenous growth
by Van Long, Ngo & Shimomura, Koji
- 699-726 Education, economic growth, and brain drain
by Wong, Kar-yiu & Yip, Chong Kee
- 727-746 Training, adverse selection and appropriate technology: Development and growth in a small open economy
by Eicher, T. S.
- 747-772 Export promotion, learning by doing and growth
by Ambler, Steve & Cardia, Emanuela & Farazli, Jeannine
- 773-795 Growth and the dynamics of trade liberalization
by Devereux, Michael B.
- 797-822 Incremental trade policy and endogenous growth:: A q-theory approach
by Baldwin, Richard E. & Forslid, Rikard
- 823-849 The precious bane
by Asea, Patrick K. & Lahiri, Amartya
- 851-872 On exchange rates and economic growth
by Fisher, Eric O'N.
- 873-908 On the role of government in a stochastically growing open economy
by Turnovsky, Stephen J.
1999, Volume 23, Issue 4
- 491-518 Bayesian learning, growth, and pollution
by Kelly, David L. & Kolstad, Charles D.
- 519-537 Optimal growth when tastes are inherited
by Croix, David de la & Michel, Philippe
- 539-563 Inflationary financing of public investment and economic growth
by Cavalcanti Ferreira, Pedro
- 565-590 Money, capital, and redistributive effects of monetary policies
by Shi, Shouyong
- 591-618 'Mode-locking' and international business cycle transmission
by Selover, David D. & Jensen, Roderick V.
- 619-639 Discrete time representation of stationary and non-stationary continuous time systems
by Chambers, Marcus J.
- 641-669 Strategic behavior and noncooperative hierarchical control
by Weeren, A. J. T. M. & Schumacher, J. M. & Engwerda, J. C.
1998, Volume 23, Issue 3
- 333-369 A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
by Das, Sanjiv Ranjan
- 371-391 Inflation-stabilization risk in economies with incomplete asset markets
by Neumeyer, Pablo Andres
- 393-413 Equilibrium beliefs in linear rational expectations models
by Matheny, K. J.
- 415-458 The evolution of money as a medium of exchange
by Luo, Guo Ying
- 459-462 Balanced-growth-consistent recursive utility and heterogeneous agents
by Ben-Gad, Michael
- 463-488 Spectral and persistence properties of cyclical growth
by Collard, Fabrice
1998, Volume 23, Issue 2
- 171-189 The dynamics of locally adaptive parties under spatial voting
by Miller, J. H. & Stadler, P. F.
- 191-207 Groping for optimal growth
by Flam, Sjur Didrik & Mirman, Leonard J.
- 209-231 Growth under uncertainty with experimentation
by Bertocchi, Graziella & Spagat, Michael
- 233-254 Endogenous growth with strategic interactions
by Vencatachellum, Desire
- 255-276 An aggregative model of capital accumulation with leisure-dependent utility
by de Hek, Paul A.
- 277-301 Optimal spreading when spreading is optimal
by Lioui, Abraham & Eldor, Rafael
- 303-332 Expectations, (in)stability and (in)viability in realistic overlapping cohorts models
by Molnar, Gyorgy & Simonovits, Andras
1998, Volume 23, Issue 1
- 1-7 A practical implementation for solutions to the algebraic matrix Riccati equation in a LQCM setting
by Carroll, R. B. & Brask, D. A.
- 9-34 A model of experimentation with information externalities
by Guzman, Rolando M. & Ventura, Gustavo
- 35-54 Strategic bargaining with firm inventories
by Coles, Melvyn & Smith, Eric
- 55-69 Sufficient conditions for a class of investment problems
by Cairns, Robert D.
- 71-95 Real investment decisions under adjustment costs and asymmetric information
by Gaudet, Gerard & Lasserre, Pierre & Van Long, Ngo
- 97-112 Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility
by Ma, Chenghu
- 113-124 An analytical approximate solution to the problem of precautionary savings
by Talmain, Gabriel
- 125-158 Growth effect of taxes in an endogenous growth model: to what extent do taxes affect economic growth?
by Kim, Se-Jik
- 159-165 Characterizing sustainability: The converse of Hartwick's rule
by Withagen, Cees & B. Asheim, Geir
1998, Volume 22, Issue 10
- 1517-1541 Dynamic models for fixed-income portfolio management under uncertainty
by Zenios, Stavros A. & Holmer, Martin R. & McKendall, Raymond & Vassiadou-Zeniou, Christiana
- 1543-1574 Active intermediation in a monetary overlapping generations economy1
by Pingle, Mark & Tesfatsion, Leigh
- 1575-1603 Sustained endogenous growth with decreasing returns and heterogeneous capital
by Kaganovich, Michael
1998, Volume 22, Issue 8-9
- 1169-1186 Computation as economics
by Huberman, Bernardo A.
- 1187-1207 The evolution of type communication in a sender/receiver game of common interest with cheap talk
by Arifovic, Jasmina & Eaton, B. Curtis
- 1209-1233 Evolved perception and behaviour in oligopolies
by Marks, Robert
- 1235-1274 Heterogeneous beliefs and routes to chaos in a simple asset pricing model
by Brock, William A. & Hommes, Cars H.
- 1275-1289 Krylov methods for solving models with forward-looking variables
by Gilli, Manfred & Pauletto, Giorgio
- 1291-1318 An algorithm competition: First-order iterations versus Newton-based techniques
by Juillard, Michel & Laxton, Douglas & McAdam, Peter & Pioro, Hope
- 1319-1333 Simple reordering techniques for expanding the convergence radius of first-order iterative techniques
by Hallett, A. J. Hughes & Piscitelli, Laura
- 1335-1351 Numerical analysis of a nonlinear operator equation arising from a monetary model
by Li, Jenny X.
- 1353-1373 An eigenvalue method of undetermined coefficients for solving linear rational expectations models
by Zadrozny, Peter A.
- 1375-1401 Computing equilibria in the general equilibrium model with incomplete asset markets
by Schmedders, Karl
- 1403-1417 Products of trees for investment analysis
by Luenberger, David G.
- 1419-1444 Pricing the American put option: A detailed convergence analysis for binomial models
by Leisen, Dietmar P. J.
- 1445-1452 A nonuniform grid method for solving PDE's
by Izvorski, Ivailo
- 1453-1466 Hedging exotic derivatives through stochastic optimization
by Henaff, P.
- 1467-1485 A massively parallel implementation of a discrete-time algorithm for the computation of dynamic elastic demand traffic problems modeled as projected dynamical systems
by Nagurney, Anna & Zhang, Ding
- 1487-1506 Computational aspects of the open-loop Nash equilibrium in linear quadratic games
by Engwerda, J. C.
1998, Volume 22, Issue 7
- 977-1000 A general framework for predicting returns from multiple currency investments
by Christou, Costas & Swamy, P. A. V. B. & Tavlas, George S.
- 1001-1026 Consumption and portfolio turnpike theorems in a continuous-time finance model1
by Jin, Xing
- 1027-1051 Dynamic portfolio choice and asset pricing with differential information
by Zhou, Chunsheng
- 1053-1067 Optimality of Barter steady states
by Duc, Francois & Ghiglino, Christian
- 1069-1090 Separation cycles
by Burdett, K. & Coles, M. G.
- 1091-1115 Transitional dynamics of the search model with endogenous growth
by Postel-Vinay, Fabien
- 1117-1137 Chaotic dynamics in a cash-in-advance economy
by Michener, Ronald & Ravikumar, B.
- 1139-1165 Investment cycles
by Wen, Yi
1998, Volume 22, Issue 6
- 811-832 A genetic game of trade, growth and externalities
by Alemdar, Nedim M. & Ozyildirim, Suheyla
- 833-848 Averaged predictions and the learning of equilibrium play
by Flam, Sjur Didrik
- 849-867 Profit maximization with bankruptcy and variable scale
by Radner, Roy
- 869-886 Asymmetric transmission mechanisms and the rise in European unemployment: A case of structural differences or of policy failures?
by Demertzis, Maria & Hallett, Andrew Hughes
- 887-910 Optimal policy with limited commitment
by Kasa, Kenneth
- 911-935 Optimal fiscal policy, public capital, and the productivity slowdown
by Cassou, Steven P. & Lansing, Kevin J.
- 937-954 A simple discrete-time approximation of continuous-time bubbles
by Fukuta, Yuichi
- 955-965 Crash states and the equity premium: Solving one puzzle raises another
by Salyer, Kevin D.
- 967-975 Pollution control in an uncertain environment
by Tsur, Yacov & Zemel, Amos
1998, Volume 22, Issue 5
- 647-665 A new technique for postsample model selection and validation
by Ashley, Richard
- 667-678 Non-chaotic oscillations in some regularized Hicks models A restatement of the ceiling and floor conditions
by Saura, Dulce & Vazquez, Francisco J. & Vegas, Jose M.
- 679-702 Nominal rigidity and monetary uncertainty in a small open economy
by Rankin, Neil
- 703-728 Diverging patterns with endogenous labor migration
by Reichlin, Pietro & Rustichini, Aldo
- 729-762 On the open-loop Nash equilibrium in LQ-games
by Engwerda, Jacob C.
- 763-777 A simple model of incomplete insurance the case of permanent shocks
by Saito, Makoto
- 779-799 Optimal timing of technology adoption
by Farzin, Y. H. & Huisman, K. J. M. & Kort, P. M.
- 801-810 A review of evolutionary economics
by Hickson, Charles
1998, Volume 22, Issue 4
- 489-501 A robust method for simulating forward-looking models
by Armstrong, John & Black, Richard & Laxton, Douglas & Rose, David
- 503-518 Optimal policy business cycles
by Ginsburgh, Victor & Michel, Philippe
- 519-543 Increasing returns, home production and persistence of business cycles
by Perli, Roberto
- 545-572 International business cycles, financial markets and household production
by Canova, Fabio & Ubide, Angel J.
- 573-596 The stochastic rotation problem: A generalization of Faustmann's formula to stochastic forest growth
by Willassen, Yngve
- 597-626 Effects of financial innovations on market volatility when beliefs are heterogeneous
by Zapatero, Fernando
- 627-644 Irreversible investment under uncertainty in oligopoly
by Baldursson, Fridrik M.
- 645-646 Investment science : David G. Luenberger, ISBN 0-19-510809-4 New York, 1998, price in US: US $70
by Cherian, Joseph A.