Journal of Economic Dynamics & Control

Article	Citations
Fiscal policy during a pandemic	71
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin	66
Central bank digital currency and monetary policy	55
The macroeconomics of central bank digital currencies	55
Effects of US quantitative easing on emerging market economies	49
News and narratives in financial systems: Exploiting big data for systemic risk assessment	47
A comparison of economic agent-based model calibration methods	40
What is the minimal systemic risk in financial exposure networks?	36
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality	35
Central bank digital currency and flight to safety	31
De-risking of green investments through a green bond market – Empirics and a dynamic model	29
Central bank digital currency: Stability and information	28
Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities	27
Okun’s Law across time and frequencies	24
Emissions trading with rolling horizons	23
Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area	22
Regional data in macroeconomics: Some advice for practitioners	20
The macroeconomics of testing and quarantining	20
Investor overconfidence and the security market line: New evidence from China	19
Demographic transition, human capital and economic growth in China	19
Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market	16
Epidemics in the New Keynesian model	16
Photovoltaic Smart Grids in the prosumers investment decisions: a real option model	16
Hartz IV and the decline of German unemployment: A macroeconomic evaluation	15
Why business cycles diverge? Structural evidence from the European Union	15

Capital-skill complementarity, sectoral labor productivity, and structural transformation	15
Green investment under time-dependent subsidy retraction risk	15
Population aging, social security and fiscal limits	15
Network tail risk estimation in the European banking system	15
A neural network ensemble approach for GDP forecasting	15
The economic effect of immigration policies: analyzing and simulating the U.S. case	14
Automated and distributed statistical analysis of economic agent-based models	14
Separating the signal from the noise – Financial machine learning for Twitter	14
Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis	14
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages	14
The euro area’s pandemic recession: A DSGE-based interpretation	13
The fiscal state-dependent effects of capital income tax cuts	13
Currency stability using blockchain technology	13
Interconnected banks and systemically important exposures	12
Optimal management of an epidemic: Lockdown, vaccine and value of life	12
A consistent stochastic model of the term structure of interest rates for multiple tenors	12
Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms	12
What drives aggregate investment? Evidence from German survey data	12
Functional monetary aggregates, monetary policy, and business cycles	12
Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment	11
Age, industry, and unemployment risk during a pandemic lockdown	11
Investment timing and capacity decisions with time-to-build in a duopoly market	11
Optimal age-Based vaccination and economic mitigation policies for the second phase of the covid-19 pandemic	11
Optimal energy transition with variable and intermittent renewable electricity generation	11
Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks	10
Flight to housing in China	10
Reconstructing production networks using machine learning	10
Living in an uncertain world: Environment substitution, local and global indeterminacy	10
Optimal stock–enhancement of a spatially distributed renewable resource	10
Global trade and GDP comovement	9
Endogenous growth under multiple uses of data	9
Does performance-sensitive debt mitigate debt overhang?	9
Rising bank concentration	9
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates	9
The formation of a core-periphery structure in heterogeneous financial networks	9
A unified approach for jointly estimating the business and financial cycle, and the role of financial factors	9
Testing for international business cycles: A multilevel factor model with stochastic factor selection	9
Fiscal policy and uncertainty	9
Government spending and heterogeneous consumption dynamics	9
Smart products: Liability, investments in product safety, and the timing of market introduction	9
The high frequency trade off between speed and sophistication	8
Adaptation to climate change: Extreme events versus gradual changes	8
Optimal management of pumped hydroelectric production with state constrained optimal control	8
Monetary policy strategies for the European Central Bank	8
Forecasting the propagation of pandemic shocks with a dynamic input-output model	8
Deep learning classification: Modeling discrete labor choice	8
Estimation of agent-based models using Bayesian deep learning approach of BayesFlow	8
Time-Varying Consumer Disagreement and Future Inflation	8
Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out	8
Impulse response analysis in conditional quantile models with an application to monetary policy	8

Monetary dynamics in a network economy	8
Labor earnings dynamics in a developing economy with a large informal sector	8
Cultural persistence in corruption, economic growth, and the environment	8
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity	8
When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning	8
Technological and non-technological drivers of productivity dynamics in developed and emerging market economies	7
The channels of banks’ response to negative interest rates	7
Capital income taxation with housing	7
Dynamic asset allocation with relative wealth concerns in incomplete markets	7
Optimal capital structure, ambiguity aversion, and leverage puzzles	7
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions	7
Inflation and demography through time	7
Contagion accounting in stress-testing	7
Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US	7
Shilnikov chaos, low interest rates, and New Keynesian macroeconomics	7
Entrepreneurial incentives and the role of initial coin offerings	7
Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets	7
On the Matthew effect in research careers	7
Should I stay or should I go? An agent-based setup for a trading and monetary union	7
Large-scale minimum variance portfolio allocation using double regularization	7
The welfare cost of inflation	7
Investment flexibility as a barrier to entry	7
Machine learning and speed in high-frequency trading	7
Quality and price personalization under customer recognition: A dynamic monopoly model with contrasting equilibria	7
Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model	7
Bargaining shocks and aggregate fluctuations	7
The disposition effect and underreaction to private information	7
Mission-oriented policies and the “Entrepreneurial State” at work: An agent-based exploration	7
Demographics and the natural real interest Rate: historical and projected paths for the euro area	7
Applications of Markov chain approximation methods to optimal control problems in economics	7
Wealth management products, banking competition, and stability: Evidence from China	7
Banks, money, and the zero lower bound on deposit rates	7
Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations	6
Comparison of local projection estimators for proxy vector autoregressions	6
CTMC integral equation method for American options under stochastic local volatility models	6
Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle	6
The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis	6
Health, wealth, and informality over the life cycle	6
The political economy of early COVID-19 interventions in US states	6
A reconsideration of money growth rules	6
Robust contracts with one-sided commitment	6
The productivity growth slowdown and Kaldor’s growth facts	6
Adaptive expectations and commodity risk premiums	6
Public investment multipliers: Evidence from stock returns of the road pavement industry in Japan	6
Perturbation solution and welfare costs of business cycles in DSGE models	6
Welfare gains of bailouts in a sovereign default model	6
Estimating linearized heterogeneous agent models using panel data	6
Qualitative versus quantitative external information for proxy vector autoregressive analysis	6
Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.	6
A stochastic differential game of duopolistic competition with sticky prices	6
Synergizing ventures	6
Should the ECB adjust its strategy in the face of a lower r★	6
Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks	6
Identification of information networks in stock markets	5
From employee to entrepreneur: Learning, employer size, and spinout dynamics	5
Consumer payment choice and the heterogeneous impact of India’s demonetization	5
A Continuous-Time Model of Sovereign Debt	5
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility	5
Out-of-equilibrium dynamics and excess volatility in firm networks	5
New insights in capacity investment under uncertainty	5
Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy	5
Labor market trends and the changing value of time	5
Factor Investing for the Long Run	5
The fall in shadow banking and the slow U.S. recovery	5
Economic growth and inequality tradeoffs under progressive taxation	5
Coordinated bubbles and crashes	5
Optimizing high-dimensional stochastic forestry via reinforcement learning	5
The horseshoe prior for time-varying parameter VARs and Monetary Policy	5
Strategic technology switching under risk aversion and uncertainty	5
Risk pooling, intermediation efficiency, and the business cycle	5
Payments on digital platforms: Resiliency, interoperability and welfare	5
The financial market effects of unwinding the Federal Reserve’s balance sheet	5
Horizon-unbiased investment with ambiguity	5
Social Motives and Risk-Taking in Investment Decisions	5
Modeling tail risks of inflation using unobserved component quantile regressions	5
Origins of monetary policy shifts: A New approach to regime switching in DSGE models	5
Investing in electricity production under a reliability options scheme	5
Inflation anchoring and growth: The role of credit constraints	5
Short selling, divergence of opinion and volatility in the corporate bond market	4
Robust investment strategies with two risky assets	4

Security design with status concerns	4
Optimal market-Making strategies under synchronised order arrivals with deep neural networks	4
Governance structure, technical change, and industry competition	4
Information acquisition and expected returns: Evidence from EDGAR search traffic	4
Default recovery rates and aggregate fluctuations	4
Discussion of “Central bank digital currency: Stability and information”	4
The Jacobian of the exponential function	4
Money mining and price dynamics: The case of divisible currencies	4
Estimation of heuristic switching in behavioral macroeconomic models	4
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data	4
The impacts of interest rates on banks’ loan portfolio risk-taking	4
Measuring the effects of expectations shocks	4
Unstable diffusion in social networks	4
Trade Integration in Colombia: A Dynamic General Equilibrium Study with New Exporter Dynamics	4
The failure of stabilization policy: Balanced-budget fiscal rules in the presence of incompressible public expenditures	4
Advertising patterns in a dynamic oligopolistic growing market with decay	4
A Social Network Analysis of Occupational Segregation	4
Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea	4
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts	4
From ants to fishing vessels: a simple model for herding and exploitation of finite resources	4
Machine learning goes global: Cross-sectional return predictability in international stock markets	4
The public debt multiplier	4
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps	4
On current and future carbon prices in a risky world	4
Credit Constraints and the Government Spending Multiplier	4
Implications of quantal response statistical equilibrium	4
Are professional forecasters Bayesian?	4
Quantum monte carlo for economics: Stress testing and macroeconomic deep learning	4
Misinformation due to asymmetric information sharing	4
How traders influence their neighbours: Modelling social evolutionary processes and peer effects in agricultural trade networks	4
International Stock Comovements with Endogenous Clusters	4
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles	4
When are efficient conventions selected in networks?	4
Sustainable tourism	4
Investments, Energy, and Green Economy	4
The impact of bailouts on political turnover and sovereign default risk	4
Simulating liquidity stress in the derivatives market	3
Credit expansion, bank liberalization, and structural change in bank asset accounts	3
Media connection and return comovement	3
Integrated epi-econ assessment of vaccination	3
A general method for analysis and valuation of drawdown risk	3
Vector autoregression models with skewness and heavy tails	3
Migration and urban economic dynamics	3
Financial intermediation and occupational choice	3
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations	3
House price expectations and household consumption	3
Long-run market configurations in a dynamic quality-ladder model with externalities	3
Covid-19 in unequal societies	3
Determinacy and classification of Markov-switching rational expectations models	3
Multi-agent-based VaR forecasting	3
Investment rules and time invariance under population growth	3
Interest rate changes and the cross-section of global equity returns	3
Payment schemes for sustaining cooperation in dynamic games	3
Monetary and macroprudential policy coordination with biased preferences	3
Social health insurance: A quantitative exploration	3
Continuous vs. discrete time: Some computational insights	3
Contracts, firm dynamics, and aggregate productivity	3
Working, consuming, and dying: Quantifying the diversity in the american experience	3
Sequential Bayesian inference for vector autoregressions with stochastic volatility	3
Liquidity backstops and dynamic debt runs	3
Decomposing the output gap with inflation learning	3
Employee sentiment and stock returns	3
Flexibility premium of emissions permits	3
Short-run risk, business cycle, and the value premium	3
Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model	3
Quantitative easing in the US and financial cycles in emerging markets	3
Time to build and bond risk premia	3
The effect of environmental policies on risk reductions in energy generation	3
Proxy Vector Autoregressions in a Data-rich Environment	3
Spatial growth theory: Optimality and spatial heterogeneity	3
Property rights, expropriations, and business cycles in China	3
Monetary Policy and Asset Price Bubbles: A Laboratory Experiment	3
Information and inequality in the time of a pandemic	3
A quantitative easing experiment	3
Momentum and the Cross-section of Stock Volatility	3
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model	3
CDS Returns	3
Backtesting macroprudential stress tests	3
Government intervention through informed trading in financial markets	3
The Phillips curve at 65: Time for time and frequency	3
Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study	3
Technology, demand, and productivity: What an industry model tells us about business cycles	3
Welfare implications of switching to consumption taxation	3
Investment timing, capacity choice and optimal floors and ceilings	2
Interbank asset-liability networks with fire sale management	2
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model	2
Labor market search, endogenous disasters and the equity premium puzzle	2
Order scoring, bandit learning and order cancellations	2
Revolving credit lines and targeted search	2
The price adjustment hazard function: Evidence from high inflation periods	2
Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment	2
Asymptotic Analysis of the Mixed-Exponential Jump Diffusion Model and Its Financial Applications	2
Versatile forward guidance: escaping or switching?	2
Quantifying the concerns of Dimon and Buffett with data and computation	2
Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment	2