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Content
2016, Volume 73, Issue C
- 388-416 Interbank loans, collateral and modern monetary policy
by Wolski, Marcin & van de Leur, Michiel
- 417-438 The stock–bond comovements and cross-market trading
by Li, Mengling & Zheng, Huanhuan & Tai Leung Chong, Terence & Zhang, Yang
- 439-452 Joint stochastic dynamic pricing and advertising with time-dependent demand
by Schlosser, Rainer
- 453-457 Dynamic R&D with spillovers: A comment
by Smrkolj, Grega & Wagener, Florian
2016, Volume 72, Issue C
- 5-23 Obstfeld and Rogoff׳s international macro puzzles: a quantitative assessment
by Eaton, Jonathan & Kortum, Samuel & Neiman, Brent
- 24-28 Comments on “Obstfeld and Rogoff׳s international macro puzzles: a quantitative assessment” by J. Eaton, S. Kortum and B. Neiman
by Corsetti, Giancarlo
- 29-41 Measuring openness to trade
by Waugh, Michael E. & Ravikumar, B.
- 42-44 Comments on “Measuring openness to trade” by M.E. Waugh and B. Ravikumar
by Auer, Raphael A.
- 45-66 The interaction and sequencing of policy reforms
by Asturias, Jose & Hur, Sewon & Kehoe, Timothy J. & Ruhl, Kim J.
- 67-68 Comments on “The interaction and sequencing of policy reforms” by J. Asturias, S. Hur, T.J. Kehoe and K.J. Ruhl
by Imbs, Jean
- 69-93 Market reforms in the time of imbalance
by Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe & Ghironi, Fabio
- 94-97 Comments on “Market reforms in the time of imbalance” by M. Cacciatore, R. Duval, G. Fiori and F. Ghironi
by Kollmann, Robert & Vogel, Lukas
- 98-110 Pareto weights as wedges in two-country models
by Backus, David & Coleman, Chase & Ferriere, Axelle & Lyon, Spencer
- 111-114 Comments on “Pareto weights as wedges in two-country models” by D. Backus, C. Coleman, A. Ferriere and S. Lyon
by Kose, M. Ayhan
- 115-124 International business cycles and risk sharing with uncertainty shocks and recursive preferences
by Kollmann, Robert
- 125-137 Reverse speculative attacks
by Amador, Manuel & Bianchi, Javier & Bocola, Luigi & Perri, Fabrizio
- 138-140 Comments on “Reverse speculative attacks” by M. Amador, J. Bianchi, L. Bocola and F. Perri
by Martin, Alberto
- 141-154 Liquidity constrained exporters
by Chaney, Thomas
- 155-158 Comments on “Liquidity constrained exporters” by T. Chaney
by Bonfiglioli, Alessandra
- 159-168 Trends and cycles in small open economies: making the case for a general equilibrium approach
by Chen, Kan & Crucini, Mario J.
- 169-179 How does the sensitivity of consumption to income vary over time? International evidence
by Islamaj, Ergys & Kose, M. Ayhan
2016, Volume 71, Issue C
- 1-20 Non-renewable resources in the long run
by Hart, Rob
- 21-44 Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach
by Dieci, Roberto & Westerhoff, Frank
- 45-59 Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
by Ewald, Christian-Oliver & Zhang, Hai
- 60-76 Home productivity
by Bridgman, Benjamin
- 77-85 An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
by He, Xin-Jiang & Zhu, Song-Ping
- 86-101 Measuring nonfundamentalness for structural VARs
by Soccorsi, Stefano
2016, Volume 70, Issue C
- 1-17 Information rigidities and the news-adjusted output gap
by Garratt, Anthony & Lee, Kevin & Shields, Kalvinder
- 18-35 The annuity puzzle remains a puzzle
by Peijnenburg, Kim & Nijman, Theo & Werker, Bas J.M.
- 36-53 Lack of confidence, the zero lower bound, and the virtue of fiscal rules
by Schmidt, Sebastian
- 54-85 Slow recoveries: Any role for corporate leverage?
by Smets, Frank & Villa, Stefania
- 86-100 Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
by Dovern, Jonas & Feldkircher, Martin & Huber, Florian
- 101-123 Alpha-robust mean-variance reinsurance-investment strategy
by Li, Bin & Li, Danping & Xiong, Dewen
- 124-143 Changes in Federal Reserve preferences
by Lakdawala, Aeimit
- 144-164 Asset retirement with infinitely repeated alternative replacements: Harvest age and species choice in forestry
by Ben Abdallah, Skander & Lasserre, Pierre
- 165-177 Identification and inference in two-pass asset pricing models
by Khalaf, Lynda & Schaller, Huntley
- 178-193 On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
by Cong, F. & Oosterlee, C.W.
2016, Volume 69, Issue C
- 1-20 When do fiscal consolidations lead to consumption booms? Lessons from a laboratory experiment
by Geiger, Martin & Luhan, Wolfgang J. & Scharler, Johann
- 21-44 On the desirability of nominal GDP targeting
by Garín, Julio & Lester, Robert & Sims, Eric
- 45-67 Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
by in ׳t Veld, Daan
- 68-88 Can a stochastic cusp catastrophe model explain housing market crashes?
by Diks, Cees & Wang, Juanxi
- 89-111 Endogenous credit standards and aggregate fluctuations
by Ravn, Søren Hove
- 112-126 Optimal monetary policy under learning and structural uncertainty in a New Keynesian model with a cost channel and inflation inertia
by Bask, Mikael & Proaño, Christian R.
- 127-151 Technology ladders and R&D in dynamic Cournot markets
by Ludkovski, Michael & Sircar, Ronnie
- 152-178 Asset prices with non-permanent shocks to consumption
by Pohl, Walter & Schmedders, Karl & Wilms, Ole
- 179-208 Testing for time variation in an unobserved components model for the U.S. economy
by Berger, Tino & Everaert, Gerdie & Vierke, Hauke
- 209-228 Equilibria under monetary and fiscal policy interactions in a portfolio choice model
by Gliksberg, Baruch
- 229-248 Does relative risk aversion vary with wealth? Evidence from households׳ portfolio choice data
by Liu, Xuan & Yang, Fang & Cai, Zongwu
- 249-267 By force of demand: Explaining cyclical fluctuations of international trade and government spending
by Jiang, Mingming
- 268-300 Asymmetric Effects of Exogenous Tax Changes
by Hussain, Syed M. & Malik, Samreen
- 301-318 On the welfare cost of rare housing disasters
by Xu, Shaofeng
- 319-349 The macroeconomic effects of uncertainty shocks: The role of the financial channel
by Popp, Aaron & Zhang, Fang
- 350-374 Revisiting the matching function
by Kohlbrecher, Britta & Merkl, Christian & Nordmeier, Daniela
- 375-408 Agent based-stock flow consistent macroeconomics: Towards a benchmark model
by Caiani, Alessandro & Godin, Antoine & Caverzasi, Eugenio & Gallegati, Mauro & Kinsella, Stephen & Stiglitz, Joseph E.
- 409-435 Entry deterrence and hidden competition
by Lavrutich, Maria N. & Huisman, Kuno J.M. & Kort, Peter M.
- 436-459 Envelope condition method with an application to default risk models
by Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor
2016, Volume 68, Issue C
2016, Volume 67, Issue C
- 1-21 Leveraged investments and agency conflicts when cash flows are mean reverting
by Glover, Kristoffer J. & Hambusch, Gerhard
- 22-39 Learning and the dynamics of consumer unsecured debt and bankruptcies
by Luzzetti, Matthew N. & Neumuller, Seth
- 40-57 A tale of two correlations: Evidence and theory regarding the phase shift between the price level and output
by Brock, William A. & Haslag, Joseph H.
- 58-72 Statehood, democracy and preindustrial development
by Lagerlöf, Nils-Petter
- 73-92 Asset sale, debt restructuring, and liquidation
by Nishihara, Michi & Shibata, Takashi
2016, Volume 66, Issue C
2016, Volume 65, Issue C
2016, Volume 64, Issue C
- 1-22 Stochastic costly state verification and dynamic contracts
by Popov, Latchezar
- 23-38 Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation
by Cong, F. & Oosterlee, C.W.
- 39-65 Taking financial frictions to the data
by Suh, Hyunduk & Walker, Todd B.
- 66-81 Calibration of stochastic volatility models: A Tikhonov regularization approach
by Dai, Min & Tang, Ling & Yue, Xingye
- 82-103 Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity
by Savin, Ivan & Egbetokun, Abiodun
- 104-118 Unions, innovation and cross-country wage inequality
by Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi
- 119-147 Default risk and private student loans: Implications for higher education policies
by Ionescu, Felicia & Simpson, Nicole
- 148-165 Optimal monetary policy in a new Keynesian model with animal spirits and financial markets
by Lengnick, Matthias & Wohltmann, Hans-Werner
2016, Volume 63, Issue C
2016, Volume 62, Issue C
2015, Volume 61, Issue C
- 1-16 Value and risk dynamics over the innovation cycle
by Dockner, Engelbert J. & Siyahhan, Baran
- 17-33 Inflation tax in the lab: a theoretical and experimental study of competitive search equilibrium with inflation
by Anbarci, Nejat & Dutu, Richard & Feltovich, Nick
- 34-60 Emission taxes and standards in a general equilibrium with entry and exit
by Li, Zhe & Sun, Jianfei
- 61-80 Multinational firms׳ entry and productivity: Some aggregate implications of firm-level heterogeneity
by Contessi, Silvio
- 81-94 Do credit market imperfections justify a central bank׳s response to asset price fluctuations?
by Nutahara, Kengo
- 95-113 The effects of oil price shocks on job reallocation
by Herrera, Ana María & Karaki, Mohamad B.
- 114-132 Fiscal policy effects in a heterogeneous-agent OLG economy with an aging population
by Nishiyama, Shinichi
- 133-151 CES technology and business cycle fluctuations
by Cantore, Cristiano & Levine, Paul & Pearlman, Joseph & Yang, Bo
- 152-182 Macroeconomies as constructively rational games
by Sinitskaya, Ekaterina & Tesfatsion, Leigh
- 183-203 Robust measurement of (heavy-tailed) risks: Theory and implementation
by Schneider, Judith C. & Schweizer, Nikolaus
- 204-221 Economic growth and inequality: The role of public investment
by Turnovsky, Stephen J.
- 222-244 Resiliency of the limit order book
by Lo, Danny K. & Hall, Anthony D.
- 245-268 Learning, information processing and order submission in limit order markets
by Chiarella, Carl & He, Xue-Zhong & Wei, Lijian
- 269-282 From General Equilibrium to Schumpeter
by Shubik, Martin & Sudderth, William D.
- 283-302 Discrete-time behavioral portfolio selection under cumulative prospect theory
by Shi, Yun & Cui, Xiangyu & Li, Duan
- 303-333 ‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
by Branger, Nicole & Schlag, Christian & Wu, Lue
- 334-349 Estimation of correlations in portfolio credit risk models based on noisy security prices
by Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy
2015, Volume 60, Issue C
- 1-25 A calibration procedure for analyzing stock price dynamics in an agent-based framework
by Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro
- 26-41 The method of endogenous gridpoints in theory and practice
by White, Matthew N.
- 42-72 Renting vs buying a home: A matter of wealth accumulation or of geographic stability?
by Mnasri, A.
- 73-94 Equilibrium theory of stock market crashes
by Isaenko, Sergey
- 95-111 Solving generalized multivariate linear rational expectations models
by Tan, Fei & Walker, Todd B.
- 112-133 Using nonlinear model predictive control for dynamic decision problems in economics
by Grüne, Lars & Semmler, Willi & Stieler, Marleen
- 134-151 Robustness of stable volatility strategies
by Branger, Nicole & Mahayni, Antje & Zieling, Daniel
- 152-165 House price dynamics: Fundamentals and expectations
by Granziera, Eleonora & Kozicki, Sharon
2015, Volume 59, Issue C
- 1-21 Lending terms and aggregate productivity
by Figueroa, Nicolás & Leukhina, Oksana
- 22-36 On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options
by Ewald, Christian-Oliver & Yor, Marc
- 37-57 Attention misallocation, social welfare and policy implications
by Chen, Heng & Luo, Yulei & Pei, Guangyu
- 58-74 Learnability of an equilibrium with private information
by Nakagawa, Ryuichi
- 75-94 The time varying effect of oil price shocks on euro-area exports
by Riggi, Marianna & Venditti, Fabrizio
- 95-117 Animal spirits and credit cycles
by De Grauwe, Paul & Macchiarelli, Corrado
- 118-141 The role of bank relationships in the interbank market
by Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel
- 142-162 Learning about fiscal policy and the effects of policy uncertainty
by Hollmayr, Josef & Matthes, Christian
- 163-178 Social security and two-earner households
by Kaygusuz, Remzi
2015, Volume 58, Issue C
- 1-18 Adaptive learning and monetary exchange
by Baranowski, Ryan
- 19-33 Learning and coordination with dispersed information
by Berardi, Michele
- 34-57 Electricity derivatives pricing with forward-looking information
by Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel
- 58-80 Risky bank lending and countercyclical capital buffers
by Benes, Jaromir & Kumhof, Michael
- 81-100 Optimal order display in limit order markets with liquidity competition
by Cebiroğlu, Gökhan & Horst, Ulrich
- 101-124 Optimal fiscal policy under learning
by Caprioli, Francesco
- 125-151 Cross-sectional asset pricing with heterogeneous preferences and beliefs
by Hansen, Simon Lysbjerg
- 152-166 Systemic risk mitigation in financial networks
by Capponi, Agostino & Chen, Peng-Chu
- 167-185 Labor supply and the optimality of Social Security
by Bagchi, Shantanu
- 186-217 Unfolded GARCH models
by Liu, Xiaochun & Luger, Richard
- 218-234 Precautionary price stickiness
by Costain, James & Nakov, Anton
- 235-249 What factors drive the price–rent ratio for the housing market? A modified present-value analysis
by Kishor, N. Kundan & Morley, James
- 250-264 Superhedging under ratio constraint
by Chen, Yingshan & Dai, Min & Xu, Jing & Xu, Mingyu
- 265-273 A comparison of programming languages in macroeconomics
by Aruoba, S. Borağan & Fernández-Villaverde, Jesús
2015, Volume 57, Issue C
- 1-23 The implications of a graying Japan for government policy
by Braun, R. Anton & Joines, Douglas H.
- 24-53 Animal spirits as an engine of boom-busts and throttle of productivity growth
by Gunn, Christopher M.
- 54-64 Structural change accounting with labor market distortions
by Cai, Wenbiao
- 65-76 Vertical governance change and product differentiation under decreasing component costs
by Vermeulen, B. & Huisman, K.J.M. & Kok, A.G. de
- 77-95 On the stability of Calvo-style price-setting behavior
by Lhuissier, Stéphane & Zabelina, Margarita
- 96-111 A New Keynesian model with staggered price and wage setting under learning
by Best, Gabriela
- 112-130 Borrowing constraints, collateral fluctuations, and the labor market
by Garín, Julio
- 132-144 Measuring the welfare costs of inflation in a life-cycle model
by Gomme, Paul
- 145-162 The impact of reduced pre-trade transparency regimes on market quality
by Kovaleva, Polina & Iori, Giulia
- 163-181 Dynamic pricing and advertising of perishable products with inventory holding costs
by Schlosser, Rainer
- 182-204 Nonlinear adventures at the zero lower bound
by Fernández-Villaverde, Jesús & Gordon, Grey & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F.
- 205-226 Multipliers of unexpected increases in defense spending: An empirical investigation
by Ben Zeev, Nadav & Pappa, Evi
- 227-249 Riskiness, endogenous productivity dispersion and business cycles
by Tian, Can
- 250-266 A model for irreversible investment with construction and revenue uncertainty
by Thijssen, Jacco J.J.
2015, Volume 56, Issue C
2015, Volume 55, Issue C
- 1-13 Super-exponential growth expectations and the global financial crisis
by Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier
- 14-38 The zero lower bound, the dual mandate, and unconventional dynamics
by Gavin, William T. & Keen, Benjamin D. & Richter, Alexander W. & Throckmorton, Nathaniel A.
- 39-56 Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase
by Wu, Shang & Stevens, Ralph & Thorp, Susan
- 57-70 Approximate dynamic programming with post-decision states as a solution method for dynamic economic models
by Hull, Isaiah
- 71-88 Firm dynamics and the origins of aggregate fluctuations
by Stella, Andrea
- 89-112 Equilibrium transitions from non-renewable energy to renewable energy under capacity constraints
by Amigues, Jean-Pierre & Kama, Alain Ayong Le & Moreaux, Michel
- 113-129 How well does the weighted price contribution measure price discovery?
by Wang, Jianxin & Yang, Minxian
- 130-147 Shifts in volatility driven by large stock market shocks
by Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias
- 148-175 Implications of productive government spending for fiscal policy
by Daniel, Betty C. & Gao, Si
2015, Volume 54, Issue C
- 1-16 Abatement, R&D and growth with a pollution ceiling
by Kollenbach, Gilbert
- 17-36 Solving and estimating indeterminate DSGE models
by Farmer, Roger E.A. & Khramov, Vadim & Nicolò, Giovanni
- 37-58 Fiscal cost of demographic transition in Japan
by Kitao, Sagiri
- 59-73 Insurance and climate-driven extreme events
by Müller-Fürstenberger, Georg & Schumacher, Ingmar
- 74-85 Convergence of optimal harvesting policies to a normal forest
by Heaps, Terry
- 86-110 Complete subset regressions with large-dimensional sets of predictors
by Elliott, Graham & Gargano, Antonio & Timmermann, Allan
2015, Volume 53, Issue C
- 1-14 A cobweb model of land-use competition between food and bioenergy crops
by Lundberg, Liv & Jonson, Emma & Lindgren, Kristian & Bryngelsson, David & Verendel, Vilhelm
- 15-27 Deforestation and optimal management
by Piazza, Adriana & Roy, Santanu
- 28-36 Imitation by price and quantity setting firms in a differentiated market
by Khan, Abhimanyu & Peeters, Ronald
- 37-46 Near unit root small open economies
by Seoane, Hernán D.
- 47-68 Keeping your options open
by Forand, Jean Guillaume
- 69-84 Social values and economic dynamics
by Kim, Yong Jin & Lee, Chul-In
- 85-102 Asymmetries and Markov-switching structural VAR
by Karamé, Frédéric
- 103-122 Loss aversion, habit formation and the term structures of equity and interest rates
by Curatola, Giuliano
- 123-143 Pricing external barrier options in a regime-switching model
by Kim, Jerim & Kim, Jeongsim & Joo Yoo, Hyun & Kim, Bara
- 144-160 Endogenous leverage and asset pricing in double auctions
by Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim
- 161-191 Non-transferable non-hedgeable executive stock option pricing
by Colwell, David B. & Feldman, David & Hu, Wei
- 192-207 Managing dynamic epidemiological risks through trade
by Horan, Richard D. & Fenichel, Eli P. & Finnoff, David & Wolf, Christopher A.
- 208-224 A rank-dependent utility model of uncertain lifetime
by Drouhin, Nicolas
- 225-250 The federal funds market, excess reserves, and unconventional monetary policy
by Güntner, Jochen H.F.
- 251-267 An optimal multiple stopping approach to infrastructure investment decisions
by Dahlgren, Eric & Leung, Tim
- 268-289 Government debt, learning and the term structure
by Sinha, Arunima
- 290-313 Inventory behavior with permanent sales shocks
by Maccini, Louis J. & Moore, Bartholomew & Schaller, Huntley
- 314-339 Public versus private provision of liquidity: Is there a trade-off?
by Röhrs, Sigrid & Winter, Christoph
2015, Volume 52, Issue C
- 1-10 Monetary policy and the term premium
by Fuerst, Timothy S.
- 1-16 Price-level uncertainty and instability in the United Kingdom
by Cogley, Timothy & Sargent, Thomas J. & Surico, Paolo
- 11-23 Emergence of a core-periphery structure in a simple dynamic model of the interbank market
by Lux, Thomas
- 17-31 Excess reserves and economic activity
by Dressler, Scott J. & Kersting, Erasmus K.
- 32-38 A simple method for computing equilibria when asset markets are incomplete
by Ma, Wei
- 39-54 Drifting inflation targets and monetary stagflation
by Khan, Shujaat & Knotek, Edward S.
- 55-74 Monetary and fiscal policy under deep habits
by Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele
- 75-95 Heterogeneity and long-run changes in aggregate hours and the labor wedge
by Cociuba, Simona E. & Ueberfeldt, Alexander
- 96-118 Land use dynamics and the environment
by Camacho, Carmen & Pérez-Barahona, Agustín
- 119-135 A quantitative analysis of optimal sustainable monetary policies
by Sunakawa, Takeki