Journal of Economic Dynamics and Control
1996, Volume 20, Issue 9-10
- 1763-1773 The business cycle model with a unique stable limit cycle
by Sasakura, Kazuyuki
- 1775-1795 Optimality of irreversible pollution accumulation
by Tahvonen, Olli & Withagen, Cees
- 1797-1800 Note on 'Loss of monetary discretion in a simple dynamic policy game'
by Beetsma, Roel M. W. J. & Bovenberg, A. Lans & Jensen, Henrik
- 1801-1808 Investment under uncertainty: A review essay
by Chirinko, Robert S.
- 1809-1813 Testing macroeconometric models : Ray C. Fair, (Harvard University Press, Cambridge, MA, 1994) ISBN 0-674-87503-6
by Cappelen, Adne
1996, Volume 20, Issue 8
- 1307-1337 Price formation in double auction markets
by Cason, Timothy N. & Friedman, Daniel
- 1339-1366 Policy implications in an adaptive financial economy
by Wai Man Tse
- 1367-1371 An algorithm for evaluating the number of controls in trigger--target models
by Bar-Ilan, Avner & Ben-David, Nissim
- 1373-1393 Risk vs. profit potential: A model for corporate strategy
by Radner, Roy & Shepp, Larry
- 1395-1425 Learning by observation within the firm
by Dutta, Jayasri & Prasad, Kislaya
- 1427-1449 Firm behaviour under the threat of liquidation
by Milne, Alistair & Robertson, Donald
- 1451-1504 Asset and commodity prices with multi-attribute durable goods
by Detemple, Jerome B. & Giannikos, Christos I.
1996, Volume 20, Issue 6-7
- 967-978 Smart market mechanisms: From practice to theory
by Miller, Ross M.
- 979-1006 Learning, regime switches, and equilibrium asset pricing dynamics
by Moore, Bartholomew & Schaller, Huntley
- 1007-1025 Measuring business cycles with business-cycle models
by Gregory, Allan W. & Smith, Gregor W.
- 1027-1049 Using cross-country variances to evaluate growth theories
by Evans, Paul
- 1051-1071 Hybrid algorithms with automatic switching for solving nonlinear equation systems
by Hallett, A. Hughes & Ma, Y. & Yin, Y. P.
- 1073-1100 Heterogeneous beliefs, wealth accumulation, and asset price dynamics
by Cabrales, Antonio & Hoshi, Takeo
- 1101-1113 Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
by Lioui, Abraham & Poncet, Patrice
- 1115-1143 Variations in risk and fluctuations in demand: A theoretical model
by Hassler, John A. A.
- 1145-1176 How long is the firm's forecast horizon?
by Gordon, Stephen
- 1177-1192 Duality and liquidity constraints under uncertainty
by Hajivassiliou, Vassilis A. & Ioannides, Yannis M.
- 1193-1207 Habit persistence, heterogeneous tastes, and imperfect competition
by Fethke, Gary & Jagannathan, Raj
- 1209-1235 Analysis of Nash equilibria in a class of capital accumulation games
by Dockner, Engelbert J. & Van Long, Ngo & Sorger, Gerhard
- 1237-1261 From decay to growth: A demographic transition to economic growth
by Tamura, Robert
- 1263-1288 Are taxes too low?
by Manasse, Paolo
- 1289-1305 Accounting for global warming risks: Resource management under event uncertainty
by Tsur, Yacov & Zemel, Amos
1996, Volume 20, Issue 5
- 751-765 Uniqueness of Markov-perfect equilibrium in infinite-time affine-quadratic differential games
by Lockwood, Ben
- 767-789 Improved estimates of the parameters of state space time series models
by Havenner, Arthur & Zhiqiang Leng
- 791-809 Ruling out speculative hyperinflations The role of the government
by Nicolini, Juan Pablo
- 811-817 Bounded rationality in macroeconomics : Thomas J. Sargent, (Oxford University Press, New York, NY, 1993) pp. xii, 184; $28.00, Paper $16.95
by De Vany, Arthur
- 819-824 Elements of information theory : Tomas M. Cover and Joy A. Thomas, (John Wiley & Sons, New York, NY, 1991)
by Shu-Heng Chen
- 825-845 Regional economies and market integration
by Tamura, Robert
- 847-877 Increasing returns and crowding out
by Azariadis, Costas & Reichlin, Pietro
- 879-904 Employment cycles in search equilibrium
by Fanizza, Domenico
- 905-923 A multisectoral general equilibrium model of Schumpeterian growth and fluctuations
by Cheng, Leonard K. & Dinopoulos, Elias
- 925-944 Endogenous growth and collective bargaining
by Palokangas, Tapio
- 945-961 Incomplete asset markets and the cross-country consumption correlation puzzle
by Kollmann, Robert
- 963-966 A note on cointegration and control
by Ferreira, Eva & Regulez, Marta
1996, Volume 20, Issue 4
- 527-558 Rules of thumb in macroeconomic equilibrium A quantitative analysis
by Krusell, Per & Smith, Anthony Jr.
- 559-582 A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy
by Golan, Amos & Judge, George & Karp, Larry
- 583-600 Experimental evidence on money as a medium of exchange
by Brown, Paul M.
- 601-605 Artificial intelligence in economics Truth and dare
by Benaroch, Michel
- 607-626 Market equilibria with endogenous, hierarchical information
by McNulty, Mark S. & Huffman, Wallace E.
- 627-656 Aggregate fluctuations with increasing returns to specialization and scale
by Devereux, Michael B. & Head, Allen C. & Lapham, Beverly J.
- 657-680 Balanced-growth-consistent recursive utility
by Dolmas, Jim
- 681-689 Interpreting a stochastic monetary growth model as a modified social planner's problem
by Salyer, Kevin D.
- 691-708 Dynamic optimal taxation in small open economies
by Correia, Isabel H.
- 709-750 Reconciling the term structure of interest rates with the consumption-based ICAP model
by Canova, Fabio & Marrinan, Jane
1996, Volume 20, Issue 1-3
- 1-18 The lagrange method of optimization with applications to portfolio and investment decisions
by Chow, Gregory C.
- 19-42 Solving the stochastic growth model with a finite element method
by McGrattan, Ellen R.
- 43-62 On the stability of an adjustment process for spatial price equilibrium modeled as a projected dynamical system
by Nagurney, Anna & Zhang, Ding
- 63-92 Value function approximation in the presence of uncertainty and inequality constraints an application to the demand for credit cards
by Hartley, Peter R.
- 93-121 Separating the effects of aggregate and sectoral shocks with estimates from a Markov-switching search model
by Storer, Paul
- 123-143 Looking for evidence of speculative stockholding in commodity markets
by Ng, Serena
- 145-171 Controlling inventory when prices fluctuate randomly
by Shah, Sudhir A.
- 173-207 Finite automata play repeated prisoner's dilemma with information processing costs
by Ho, Teck-Hua
- 209-236 An object-oriented knowledge-based approach for formulating applied general equilibrium models
by Wang, Zhi & Slagle, James
- 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.