Journal of Economic Dynamics & Control

Article	Citations
Overreaction to capital taxation in saving decisions	83
Welfare and economic implications of universal child benefits	83
Forecasting the propagation of pandemic shocks with a dynamic input-output model	77
Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment	53
Externality control and endogenous market structure under uncertainty: The price vs. quantity dilemma	46
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps	46
Comment on “COVID-19 in segmented societies” by Constantino Hevia, Manuel Macera, and Pablo Andrés Neumeyer	38
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model	35
The macroeconomics of testing and quarantining	29
Pseudospectral methods for continuous-time heterogeneous-agent models	28
Higher taxes at the top? The role of tax avoidance	26
Machine learning goes global: Cross-sectional return predictability in international stock markets	25
The transitional impact of state pension reform	21
Numerical Solution of Dynamic Quantile Models	21
Dynamic mean-variance portfolio selection under factor models	20
Credible Forward Guidance	18
Market power, inequality, and financial instability	18
Managing macroeconomic fluctuations with flexible exchange rate targeting	18
Discussion on “Optimally Sticky Prices: Foundations (by Jean-Paul L’Hullier and William R. Zame)”	16
Inefficient relative price fluctuations	16
How do fiscal adjustments work? An empirical investigation	15
Comment on Optimal management of an epidemic: Lockdown, vaccine and value of life’	15
Asset holdings, information aggregation in secondary markets and credit cycles	15
Sentiments and real business cycles	14
Welfare implications of bank capital requirements under dynamic default decisions	14

Comments on “Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation,” by Jerome Detemple, Marcel Rindisbacher and Scott Robertson	14
Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model	14
Interbank asset-liability networks with fire sale management	13
Habit forming consumers and firm dynamics	13
Firm revenue elasticity and business cycle sensitivity	13
Optimal management of an epidemic: Lockdown, vaccine and value of life	13
A horse race of alternative monetary policy regimes under bounded rationality	13
Capital requirements and growth in an open economy	12
Entrepreneurial incentives and the role of initial coin offerings	12
Versatile forward guidance: escaping or switching?	12
Editorial Board	12
International trade and technological competition in markets with dynamic increasing returns	12
Trade competitiveness and the aggregate returns in global stock markets	12
Labor market dynamics with sorting	12
Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks	12
Editorial Board	12
Investment rules and time invariance under population growth	12
The public debt multiplier	11
Government intervention through informed trading in financial markets	11
Editorial Board	11
Editorial Board	11
Optimal fiscal policy with low interest rates for government debt	11
Discussion of “On the possibility of krusell-smith equilibria”	11
Latent variables analysis in structural models: A New decomposition of the kalman smoother	11
Editorial Board	11
Mediation and strategic delay in bargaining and markets	11
Discussion of “The macroeconomics of central bank digital currencies”	10
Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment	10
Discussion of “A Search-Theoretic Model of Double-Spending Fraud”	10
The price adjustment hazard function: Evidence from high inflation periods	10
Editorial Board	10
Investments, Energy, and Green Economy	9
Heterogeneous asset valuation in OTC markets and optimal inflation	9
Editorial Board	9
Investment timing, capacity choice and optimal floors and ceilings	9
A practical multivariate approach to testing volatility spillover	9
Discussion of “Money mining and price dynamics: The case of divisible currencies”	9
Editorial Board	9
Qualitative versus quantitative external information for proxy vector autoregressive analysis	9
Comparison of local projection estimators for proxy vector autoregressions	9
Symbolic stationarization of dynamic equilibrium models	9
Why does the schooling gap close while the wage gap persists across country income comparisons?	9
Editorial Board	9
Optimal monetary policy in developing countries: The role of informality	9
Testing for international business cycles: A multilevel factor model with stochastic factor selection	9
Asymptotic Analysis of the Mixed-Exponential Jump Diffusion Model and Its Financial Applications	8
Systemic risk of optioned portfolio: Controllability and optimization	8
The impact of bailouts on political turnover and sovereign default risk	8
A high-resolution, data-driven agent-based model of the housing market	8
Market stabilization fund and stock price crash risk: Evidence from the post-crash period	8

Portfolio instability and socially responsible investment: Experiments with financial professionals and students	8
Determinacy and classification of Markov-switching rational expectations models	8
Order scoring, bandit learning and order cancellations	8
A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model	8
Optimal allocations to heterogeneous agents with an application to stimulus checks	8
Age, industry, and unemployment risk during a pandemic lockdown	8
Impulse response analysis in conditional quantile models with an application to monetary policy	8
Long-run economic growth despite population decline	7
Commodity prices and production networks in small open economies	7
Replicating business cycles and asset returns with sentiment and low risk aversion	7
Diffusion in large networks	7
Central bank digital currency and flight to safety	7
Reconstructing production networks using machine learning	7
Fast estimation of a large TVP-VAR model with score-driven volatilities	7
Frictionless house-price momentum	7
Closed-form approximations of moments and densities of continuous–time Markov models	7
Deferred annuities with gender-neutral pricing: Benefitting most women without adversely affecting too many men	7
Sustainable tourism	7
MoNK: Mortgages in a New-Keynesian model	7
Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities	7
Corrigendum to ‘Global ownership patterns’ [Journal of Economic Dynamics and Control (2021) 104213]	7
Systemic risk in banking, fire sales, and macroeconomic disasters	7
Editorial Board	7
Estimation of heuristic switching in behavioral macroeconomic models	7
Gamma positioning and market quality	7
The euro area’s pandemic recession: A DSGE-based interpretation	7
Statistical arbitrage and risk contagion	7
Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study	7
Beyond distance: The spatial relationships of European regional economic growth	6
Out-of-equilibrium dynamics and excess volatility in firm networks	6
A quantitative theory of the new life cycle of women's employment	6
Solving linear rational expectations models in the presence of structural change: Some extensions	6
Fiscal policy during a pandemic	6
Judgment can spur long memory	6
Editorial Board	6
The technological origins of the decline in labor market dynamism	6
Disciplining expectations and the forward guidance puzzle	6
Modeling tail risks of inflation using unobserved component quantile regressions	6
News and firm entry: The role of the waiting option	6
Resilience of international trade to typhoon-related supply disruptions	6
Leaning against the wind in the New Keynesian model with heterogeneous expectations	6
Modeling inflation expectations in forward-looking interest rate and money growth rules	6
Least squares learning? Evidence from the laboratory	6
Monetary policy strategies for the European Central Bank	6
From ants to fishing vessels: a simple model for herding and exploitation of finite resources	6
Fiscal consolidation and public debt	6
Occasionally binding liquidity constraints and macroeconomic dynamics	5
A three-sector structural VAR model for Australia	5
Shilnikov chaos, low interest rates, and New Keynesian macroeconomics	5
Cultural persistence in corruption, economic growth, and the environment	5
When are efficient conventions selected in networks?	5
Editorial Board	5
The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises	5
A tale of two tightenings	5
Pricing asset beyond financial fundamentals: The impact of prosocial preference and image concerns	5
Social contagion and the survival of diverse investment styles	5
A neural network ensemble approach for GDP forecasting	5
The political (in)stability of funded social security	5
Banks, money, and the zero lower bound on deposit rates	5
Search for profits and business fluctuations: How does banks’ behaviour explain cycles?	5
Believe me when I say green! Heterogeneous expectations and climate policy uncertainty	5
Heterogeneous experience and constant-gain learning	5
Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale	5
Optimizing high-dimensional stochastic forestry via reinforcement learning	5
Origins of monetary policy shifts: A New approach to regime switching in DSGE models	5
Two-stage investment, loan guarantees and share buybacks	5
Working, consuming, and dying: Quantifying the diversity in the american experience	4
Dynamic CVaR portfolio construction with attention-powered generative factor learning	4
Technological and non-technological drivers of productivity dynamics in developed and emerging market economies	4
The Jacobian of the exponential function	4
How do income and the debt position of households propagate fiscal stimulus into consumption?	4
On sticky bookmaking as a learning device in horse-racing betting markets	4
Market liquidity and excess volatility: Theory and experiment	4
Asymmetries in risk premia, macroeconomic uncertainty and business cycles	4
Editorial Board	4
Editorial Board	4
Flexibility premium of emissions permits	4
Secular stagnation, low interest rates and low inflation: Causes and implications for policy	4
Risk communication clarity and insurance demand: The case of the COVID-19 pandemic	4
A search-theoretic model of double-spending fraud	4

Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution	4
Search without looking	4
Asset prices and standing facilities in a monetary economy	4
Financial intermediation and occupational choice	4
Aggregating heterogeneous-agent models with permanent income shocks	4
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading	4
The redistributive effects of size-dependent childcare policies	4
Smooth Transition Simultaneous Equation Models	4
Editorial Board	4
Corporate debt choice and bank capital regulation	4
Discussion of “Payments on digital platforms: Resiliency, interoperability and welfare”	4
Editorial Board	4
The horseshoe prior for time-varying parameter VARs and Monetary Policy	3
Inflation and demography through time	3
Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator	3
Photovoltaic Smart Grids in the prosumers investment decisions: a real option model	3
Tax reforms and network effects	3
Social learning for the masses	3
Skill-biased technical change and labor market inefficiency	3
Option-implied skewness: Insights from ITM-options	3
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles	3
Underinvestment and optimal capital structure under environmental constraints	3
A reconsideration of money growth rules	3
The risk premium in New Keynesian DSGE models: The cost of inflation channel	3
Monetary policy inertia and the paradox of flexibility	3
The electoral origin of government spending shocks	3
Cross-cryptocurrency return predictability	3
Contracting with cost synergies: Continuous-time double-sided moral hazard	3
The political economy of early COVID-19 interventions in US states	3
Machine learning and speed in high-frequency trading	3
How to construct monthly VAR proxies based on daily surprises in futures markets	3
When are tax multipliers large?	3
Estimation of expected return integrating real-time asset prices implied information and historical data	3
Intergenerational transfers: Public education and pensions with endogenous fertility	3
Decomposing the output gap with inflation learning	3
An individual evolutionary learning model meets Cournot	3
Asset home bias in debtor and creditor countries	3
Discussion of “Entrepreneurial incentives and the role of initial coin offerings”	3
Wage negotiations in multi-worker firms and stochastic bargaining powers of existing workers	3
Money mining and price dynamics: The case of divisible currencies	3
Estimating the effects of demographics on interest rates: A robust Bayesian perspective	3
Unions: Wage floors, seniority rules, and unemployment duration	3
International transmission of quantitative easing policies: Evidence from Canada	3
The macroeconomics of central bank digital currencies	3
Reinforcement learning and rational expectations equilibrium in limit order markets	3
Firm financing and the relative demand for labor and capital	3
Geographic distribution of firms and expected stock returns	3
Testing for Weak Separability and Utility Maximization with Incomplete Adjustment	3
The bribe rate and long run differences in sovereign borrowing costs	3
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility	3
Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks	3
Should macroprudential policy be countercyclical?	3
Living in an uncertain world: Environment substitution, local and global indeterminacy	3
Discussion of “Central bank digital currency and monetary policy”	3
From Lab Experiments to the Field: The Case of a Price Formation Model Based on Laboratory Findings	2
Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US	2
Comments on “Government intervention through informed trading in financial markets” by Shao’an Huang, Zhigang Qiu, Gaowang Wang and Xiaodan Wang	2
Capital reallocation from the perspective of endogenous lemons markets and information cycles	2
News and narratives in financial systems: Exploiting big data for systemic risk assessment	2
Continuous vs. discrete time: Some computational insights	2
Risk matters: Breaking certainty equivalence in linear approximations	2
Contracts, firm dynamics, and aggregate productivity	2
The impact of a reference point determined by social comparison on wealth growth and inequality	2
Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks	2
Analysts’ underreaction and momentum strategies	2
The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations	2
Revisiting intertemporal elasticity of substitution in a sticky price model	2
Comments on: Mediation and strategic delay in bargaining and markets	2
Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach	2
Editorial Board	2
Understanding probabilistic expectations – a behavioral approach	2
Comments on “Sentiments and real business cycles”	2
Output-inflation trade-offs and the optimal inflation rate	2
Editorial Board	2
A characterization of Markov equilibrium in stochastic overlapping generations models	2
Media connection and return comovement	2
Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations	2
Japan and the allocation puzzle in an aging world	2
Identifying monetary policy shocks using the central bank’s information set	2
Integrated epi-econ assessment of vaccination	2
Interaction effects in the adjustment cost function of firms	2
Editorial Board	2
Sparse restricted perceptions equilibrium	2
Comments on Cong, Wei, Xie, and Zhang (2021) “Endogenous Growth with Multiple Uses of Data”	2
Media-expressed tone, option characteristics, and stock return predictability	2
Number sense, trading decisions and mispricing: An experiment	2
Declining research productivity and income inequality: A centenary perspective	2
Looking ahead at the effects of automation in an economy with matching frictions	2
Comment on “Integrated epi-econ assessment of vaccination,” by Boppart, Harmenberg, Krusell, and Olsson	2
Information and inequality in the time of a pandemic	2
Discussion of “Central bank digital currency and flight to safety”	2
The random two-sector RSS model: On discounted optimal growth without Ramsey-Euler conditions	2
The global savings glut and the housing boom	2
Editorial Board	2
A labor-market approach to understanding information sharing among banks: Discussions on “A tale of two markets: Labor market mobility and bank information sharing”	2