Journal of Economic Dynamics & Control

Papers
(The TQCC of Journal of Economic Dynamics & Control is 4. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)
ArticleCitations
Fiscal policy during a pandemic81
The macroeconomics of central bank digital currencies78
Central bank digital currency and monetary policy73
Effects of US quantitative easing on emerging market economies60
News and narratives in financial systems: Exploiting big data for systemic risk assessment53
Central bank digital currency: Stability and information46
Central bank digital currency and flight to safety43
De-risking of green investments through a green bond market – Empirics and a dynamic model36
Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities35
The macroeconomics of testing and quarantining28
The euro area’s pandemic recession: A DSGE-based interpretation27
Emissions trading with rolling horizons26
Demographic transition, human capital and economic growth in China25
Hartz IV and the decline of German unemployment: A macroeconomic evaluation21
A neural network ensemble approach for GDP forecasting21
Epidemics in the New Keynesian model20
Why business cycles diverge? Structural evidence from the European Union18
Network tail risk estimation in the European banking system18
Optimal energy transition with variable and intermittent renewable electricity generation18
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages17
Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis16
Currency stability using blockchain technology15
Interconnected banks and systemically important exposures15
Green investment under time-dependent subsidy retraction risk14
Machine learning and speed in high-frequency trading14
Investment timing and capacity decisions with time-to-build in a duopoly market14
Age, industry, and unemployment risk during a pandemic lockdown14
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates14
Photovoltaic Smart Grids in the prosumers investment decisions: a real option model14
Forecasting the propagation of pandemic shocks with a dynamic input-output model14
Global trade and GDP comovement13
Functional monetary aggregates, monetary policy, and business cycles13
Optimal age-Based vaccination and economic mitigation policies for the second phase of the covid-19 pandemic13
Reconstructing production networks using machine learning13
Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment13
Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.12
Monetary dynamics in a network economy12
Inflation and demography through time12
Automated and distributed statistical analysis of economic agent-based models12
Flight to housing in China12
Impulse response analysis in conditional quantile models with an application to monetary policy12
Endogenous growth under multiple uses of data12
A unified approach for jointly estimating the business and financial cycle, and the role of financial factors12
Optimal management of an epidemic: Lockdown, vaccine and value of life12
Shilnikov chaos, low interest rates, and New Keynesian macroeconomics11
Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms11
Does performance-sensitive debt mitigate debt overhang?11
Testing for international business cycles: A multilevel factor model with stochastic factor selection11
Applications of Markov chain approximation methods to optimal control problems in economics11
Wealth management products, banking competition, and stability: Evidence from China11
Machine learning goes global: Cross-sectional return predictability in international stock markets11
Optimal stock–enhancement of a spatially distributed renewable resource11
Smart products: Liability, investments in product safety, and the timing of market introduction11
On the Matthew effect in research careers10
Monetary policy strategies for the European Central Bank10
Strategic technology switching under risk aversion and uncertainty10
Living in an uncertain world: Environment substitution, local and global indeterminacy10
The channels of banks’ response to negative interest rates10
Mission-oriented policies and the “Entrepreneurial State” at work: An agent-based exploration10
The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis9
Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea9
Contagion accounting in stress-testing9
Cultural persistence in corruption, economic growth, and the environment9
Comparison of local projection estimators for proxy vector autoregressions9
Fiscal policy and uncertainty9
Demographics and the natural real interest Rate: historical and projected paths for the euro area9
Should the ECB adjust its strategy in the face of a lower r9
Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US9
Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out9
Entrepreneurial incentives and the role of initial coin offerings9
Adaptation to climate change: Extreme events versus gradual changes9
The financial market effects of unwinding the Federal Reserve’s balance sheet9
Social Motives and Risk-Taking in Investment Decisions9
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility9
Out-of-equilibrium dynamics and excess volatility in firm networks9
Optimal management of pumped hydroelectric production with state constrained optimal control8
Banks, money, and the zero lower bound on deposit rates8
The productivity growth slowdown and Kaldor’s growth facts8
Deep learning classification: Modeling discrete labor choice8
Estimation of agent-based models using Bayesian deep learning approach of BayesFlow8
The political economy of early COVID-19 interventions in US states8
Bargaining shocks and aggregate fluctuations8
Synergizing ventures8
The welfare cost of inflation8
Technological and non-technological drivers of productivity dynamics in developed and emerging market economies8
Payments on digital platforms: Resiliency, interoperability and welfare8
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions8
CTMC integral equation method for American options under stochastic local volatility models7
A stochastic differential game of duopolistic competition with sticky prices7
Optimal capital structure, ambiguity aversion, and leverage puzzles7
Quantitative easing in the US and financial cycles in emerging markets7
Oil price shocks and monetary policy in resource-rich economies: Does capital matter?7
A reconsideration of money growth rules7
The public debt multiplier7
Unstable diffusion in social networks7
Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets7
Misinformation due to asymmetric information sharing7
Inflation anchoring and growth: The role of credit constraints7
Economic growth and inequality tradeoffs under progressive taxation7
Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks7
When are efficient conventions selected in networks?7
On current and future carbon prices in a risky world7
Measuring the effects of expectations shocks7
Information acquisition and expected returns: Evidence from EDGAR search traffic7
Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle7
Health, wealth, and informality over the life cycle7
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles7
Optimizing high-dimensional stochastic forestry via reinforcement learning7
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps7
The impacts of interest rates on banks’ loan portfolio risk-taking6
Adaptive expectations and commodity risk premiums6
Pollution and labor market search externalities over the business cycle6
Vector autoregression models with skewness and heavy tails6
Modeling tail risks of inflation using unobserved component quantile regressions6
Investing in electricity production under a reliability options scheme6
Expected utility versus cumulative prospect theory in an evolutionary model of bargaining6
Discussion of “Central bank digital currency: Stability and information”6
Robust investment strategies with two risky assets6
Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations6
The horseshoe prior for time-varying parameter VARs and Monetary Policy6
New insights in capacity investment under uncertainty6
Employee sentiment and stock returns6
Public investment multipliers: Evidence from stock returns of the road pavement industry in Japan6
Advertising patterns in a dynamic oligopolistic growing market with decay6
Origins of monetary policy shifts: A New approach to regime switching in DSGE models6
Qualitative versus quantitative external information for proxy vector autoregressive analysis6
From employee to entrepreneur: Learning, employer size, and spinout dynamics5
Multi-agent-based VaR forecasting5
Monetary and macroprudential policy coordination with biased preferences5
Coordinated bubbles and crashes5
Estimation of heuristic switching in behavioral macroeconomic models5
Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy5
Quantum monte carlo for economics: Stress testing and macroeconomic deep learning5
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis5
Consumer payment choice and the heterogeneous impact of India’s demonetization5
Proxy Vector Autoregressions in a Data-rich Environment5
Media-expressed tone, option characteristics, and stock return predictability5
Default recovery rates and aggregate fluctuations5
Risk pooling, intermediation efficiency, and the business cycle5
A Social Network Analysis of Occupational Segregation5
Payment schemes for sustaining cooperation in dynamic games5
The fall in shadow banking and the slow U.S. recovery5
Continuous vs. discrete time: Some computational insights5
A general method for analysis and valuation of drawdown risk5
Decomposing the output gap with inflation learning5
The failure of stabilization policy: Balanced-budget fiscal rules in the presence of incompressible public expenditures5
Identification of information networks in stock markets5
The Phillips curve at 65: Time for time and frequency5
Migration and urban economic dynamics4
Measured productivity with endogenous markups and economic profits4
Learning and misperception of makeup strategies4
Interest rate changes and the cross-section of global equity returns4
Spatial growth theory: Optimality and spatial heterogeneity4
Money mining and price dynamics: The case of divisible currencies4
The impact of bailouts on political turnover and sovereign default risk4
Sustainable tourism4
Short selling, divergence of opinion and volatility in the corporate bond market4
Minding the gap between schools and universities4
Dynamic pricing, reference price, and price-quality relationship4
Are professional forecasters Bayesian?4
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts4
The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises4
The Jacobian of the exponential function4
Investments, Energy, and Green Economy4
Investment rules and time invariance under population growth4
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations4
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model4
Governance structure, technical change, and industry competition4
Efficient solution and computation of models with occasionally binding constraints4
Optimal market-Making strategies under synchronised order arrivals with deep neural networks4
Monetary Policy and Asset Price Bubbles: A Laboratory Experiment4
From ants to fishing vessels: a simple model for herding and exploitation of finite resources4
Determinacy and classification of Markov-switching rational expectations models4
The price adjustment hazard function: Evidence from high inflation periods4
Optimal procurement and investment in new technologies under uncertainty4
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