Journal of Economic Dynamics & Control

Article	Citations
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints	99
Editorial Board	89
Latent variables analysis in structural models: A New decomposition of the kalman smoother	85
Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment	64
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps	61
Externality control and endogenous market structure under uncertainty: The price vs. quantity dilemma	51
Comment on “COVID-19 in segmented societies” by Constantino Hevia, Manuel Macera, and Pablo Andrés Neumeyer	46
Pseudospectral methods for continuous-time heterogeneous-agent models	42
Higher taxes at the top? The role of tax avoidance	36
The transitional impact of state pension reform	32
Dynamic mean-variance portfolio selection under factor models	30
Machine learning goes global: Cross-sectional return predictability in international stock markets	27
Market power, inequality, and financial instability	27
Age, industry, and unemployment risk during a pandemic lockdown	25
Modeling inflation expectations in forward-looking interest rate and money growth rules	24
Editorial Board	23
Least squares learning? Evidence from the laboratory	22
Inefficient relative price fluctuations	21
Managing macroeconomic fluctuations with flexible exchange rate targeting	21
Asset holdings, information aggregation in secondary markets and credit cycles	20
How do fiscal adjustments work? An empirical investigation	20
Comment on Optimal management of an epidemic: Lockdown, vaccine and value of life’	20
Welfare implications of bank capital requirements under dynamic default decisions	18
Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model	18
A horse race of alternative monetary policy regimes under bounded rationality	16

Sentiments and real business cycles	16
Optimal management of an epidemic: Lockdown, vaccine and value of life	16
Comments on “Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation,” by Jerome Detemple, Marcel Rindisbacher and Scott Robertson	16
Labor market dynamics with sorting	15
Firm revenue elasticity and business cycle sensitivity	15
Editorial Board	15
Interbank asset-liability networks with fire sale management	15
Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks	15
Editorial Board	14
Editorial Board	14
Editorial Board	14
Optimal fiscal policy with low interest rates for government debt	14
Discussion of “On the possibility of krusell-smith equilibria”	13
Mediation and strategic delay in bargaining and markets	13
Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment	13
Discussion of “The macroeconomics of central bank digital currencies”	13
Editorial Board	13
Discussion of “A Search-Theoretic Model of Double-Spending Fraud”	13
Qualitative versus quantitative external information for proxy vector autoregressive analysis	12
Heterogeneous asset valuation in OTC markets and optimal inflation	12
Editorial Board	12
Testing for international business cycles: A multilevel factor model with stochastic factor selection	12
Investments, Energy, and Green Economy	12
Editorial Board	12
Symbolic stationarization of dynamic equilibrium models	12
The euro area’s pandemic recession: A DSGE-based interpretation	12
The price adjustment hazard function: Evidence from high inflation periods	12
Discussion of “Money mining and price dynamics: The case of divisible currencies”	12
Editorial Board	12
Comparison of local projection estimators for proxy vector autoregressions	12
Discussion on “Optimally Sticky Prices: Foundations (by Jean-Paul L’Hullier and William R. Zame)”	11
Government intervention through informed trading in financial markets	11
Investment timing, capacity choice and optimal floors and ceilings	11
Optimal allocations to heterogeneous agents with an application to stimulus checks	11
Versatile forward guidance: escaping or switching?	11
Overreaction to capital taxation in saving decisions	11
Portfolio instability and socially responsible investment: Experiments with financial professionals and students	11
The public debt multiplier	11
Statistical arbitrage and risk contagion	10
Asymptotic Analysis of the Mixed-Exponential Jump Diffusion Model and Its Financial Applications	10
Capital requirements and growth in an open economy	10
Habit forming consumers and firm dynamics	10
Impulse response analysis in conditional quantile models with an application to monetary policy	10
Estimation of heuristic switching in behavioral macroeconomic models	10
Credible Forward Guidance	10
Determinacy and classification of Markov-switching rational expectations models	9
Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study	9
Why does the schooling gap close while the wage gap persists across country income comparisons?	9
Commodity prices and production networks in small open economies	9
Systemic risk of optioned portfolio: Controllability and optimization	9

A quantitative theory of the new life cycle of women's employment	9
A high-resolution, data-driven agent-based model of the housing market	9
Leaning against the wind in the New Keynesian model with heterogeneous expectations	9
Welfare and economic implications of universal child benefits	9
Numerical Solution of Dynamic Quantile Models	9
Frictionless house-price momentum	9
The technological origins of the decline in labor market dynamism	9
Reconstructing production networks using machine learning	9
Optimal monetary policy in developing countries: The role of informality	9
Order scoring, bandit learning and order cancellations	9
Market stabilization fund and stock price crash risk: Evidence from the post-crash period	9
Long-run economic growth despite population decline	8
Replicating business cycles and asset returns with sentiment and low risk aversion	8
Diffusion in large networks	8
Corrigendum to ‘Global ownership patterns’ [Journal of Economic Dynamics and Control (2021) 104213]	8
Editorial Board	8
A practical multivariate approach to testing volatility spillover	8
Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities	8
Gamma positioning and market quality	8
Deferred annuities with gender-neutral pricing: Benefitting most women without adversely affecting too many men	8
Closed-form approximations of moments and densities of continuous–time Markov models	8
Systemic risk in banking, fire sales, and macroeconomic disasters	8
Sustainable tourism	8
Fast estimation of a large TVP-VAR model with score-driven volatilities	8
The macroeconomics of testing and quarantining	7
Central bank digital currency and flight to safety	7
Out-of-equilibrium dynamics and excess volatility in firm networks	7
An Investigation into the Uncertainty Revision Process of Professional Forecasters	7
News and firm entry: The role of the waiting option	7
Entrepreneurial incentives and the role of initial coin offerings	7
International trade and technological competition in markets with dynamic increasing returns	7
Forecasting the propagation of pandemic shocks with a dynamic input-output model	7
Fiscal consolidation in heavily indebted economies	7
Underinvestment and optimal capital structure under environmental constraints	7
A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model	7
Trade competitiveness and the aggregate returns in global stock markets	7
Beyond distance: The spatial relationships of European regional economic growth	7
Solving linear rational expectations models in the presence of structural change: Some extensions	7
Fiscal consolidation and public debt	6
Editorial Board	6
How do income and the debt position of households propagate fiscal stimulus into consumption?	6
Aggregating heterogeneous-agent models with permanent income shocks	6
Search for profits and business fluctuations: How does banks’ behaviour explain cycles?	6
The redistributive effects of size-dependent childcare policies	6
Market liquidity and excess volatility: Theory and experiment	6
Financial intermediation and occupational choice	6
Smooth Transition Simultaneous Equation Models	6
Secular stagnation, low interest rates and low inflation: Causes and implications for policy	6
Editorial Board	6
Judgment can spur long memory	6
Asymmetries in risk premia, macroeconomic uncertainty and business cycles	6
Working, consuming, and dying: Quantifying the diversity in the american experience	6
Editorial Board	6
Discussion of “Payments on digital platforms: Resiliency, interoperability and welfare”	6
Corporate debt choice and bank capital regulation	6
Editorial Board	6
From ants to fishing vessels: a simple model for herding and exploitation of finite resources	6
Social contagion and the survival of diverse investment styles	5
Living in an uncertain world: Environment substitution, local and global indeterminacy	5
The risk premium in New Keynesian DSGE models: The cost of inflation channel	5
Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale	5
Believe me when I say green! Heterogeneous expectations and climate policy uncertainty	5
Geographic distribution of firms and expected stock returns	5
Editorial Board	5
The Jacobian of the exponential function	5
Monetary policy inertia and the paradox of flexibility	5
When are tax multipliers large?	5
A neural network ensemble approach for GDP forecasting	5
A tale of two tightenings	5
Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks	5
Discussion of “Central bank digital currency and monetary policy”	5
Estimating the effects of demographics on interest rates: A robust Bayesian perspective	5
Heterogeneous experience and constant-gain learning	5
Banks, money, and the zero lower bound on deposit rates	5
Origins of monetary policy shifts: A New approach to regime switching in DSGE models	5
Tax reforms and network effects	5
A search-theoretic model of double-spending fraud	4
Occasionally binding liquidity constraints and macroeconomic dynamics	4
Technological and non-technological drivers of productivity dynamics in developed and emerging market economies	4
Dynamic CVaR portfolio construction with attention-powered generative factor learning	4

Cross-cryptocurrency return predictability	4
A three-sector structural VAR model for Australia	4
The political (in)stability of funded social security	4
Two-stage investment, loan guarantees and share buybacks	4
Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution	4
Machine learning and speed in high-frequency trading	4
Asset prices and standing facilities in a monetary economy	4
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading	4
Discussion of “Entrepreneurial incentives and the role of initial coin offerings”	4
Flexibility premium of emissions permits	4
Contracting with cost synergies: Continuous-time double-sided moral hazard	4
Pricing asset beyond financial fundamentals: The impact of prosocial preference and image concerns	4
On sticky bookmaking as a learning device in horse-racing betting markets	4
Risk communication clarity and insurance demand: The case of the COVID-19 pandemic	4
Testing for Weak Separability and Utility Maximization with Incomplete Adjustment	4
An individual evolutionary learning model meets Cournot	4
The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises	4
Search without looking	4
The horseshoe prior for time-varying parameter VARs and Monetary Policy	4
The electoral origin of government spending shocks	4
Unions: Wage floors, seniority rules, and unemployment duration	4
Estimation of expected return integrating real-time asset prices implied information and historical data	4
Shilnikov chaos, low interest rates, and New Keynesian macroeconomics	4
A reconsideration of money growth rules	4
Option-implied skewness: Insights from ITM-options	4
Intergenerational transfers: Public education and pensions with endogenous fertility	3
Why business cycles diverge? Structural evidence from the European Union	3
Asset home bias in debtor and creditor countries	3
CANVAS: A Canadian behavioral agent-based model for monetary policy	3
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles	3
Vector autoregression models with skewness and heavy tails	3
The bribe rate and long run differences in sovereign borrowing costs	3
Reinforcement learning and rational expectations equilibrium in limit order markets	3
Decomposing the output gap with inflation learning	3
Cultural persistence in corruption, economic growth, and the environment	3
‘Multinational Firms’ Sourcing Decisions and Wage Inequality: A Dynamic Analysis	3
Financing green entrepreneurs under limited commitment	3
Stability between cryptocurrency prices and the term structure	3
Declining research productivity and income inequality: A centenary perspective	3
Resilience of international trade to typhoon-related supply disruptions	3
Contagion accounting in stress-testing	3
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility	3
Learning integrated inflation forecasts in a simple multi-agent macroeconomic model	3
Money mining and price dynamics: The case of divisible currencies	3
Disciplining expectations and the forward guidance puzzle	3
How to construct monthly VAR proxies based on daily surprises in futures markets	3
The macroeconomics of central bank digital currencies	3
International transmission of quantitative easing policies: Evidence from Canada	3
Photovoltaic Smart Grids in the prosumers investment decisions: a real option model	3
Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment	3
Inflation and demography through time	3
Optimizing high-dimensional stochastic forestry via reinforcement learning	3
Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator	3
Skill-biased technical change and labor market inefficiency	3
Sources of artificial intelligence	3
Modeling tail risks of inflation using unobserved component quantile regressions	3
Editorial Board	3
Social learning for the masses	3
Should macroprudential policy be countercyclical?	3
Firm financing and the relative demand for labor and capital	3
Fiscal policy during a pandemic	3
Monetary policy strategies for the European Central Bank	3
Consumption dynamics and welfare under non-Gaussian earnings risk	3
Optimism leads to optimality: Ambiguity in network formation	3
The political economy of early COVID-19 interventions in US states	3
Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks	2
Media connection and return comovement	2
Editorial Board	2
Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach	2
Discussion of “Central bank digital currency and flight to safety”	2
Comments on “Sentiments and real business cycles”	2
Property rights, expropriations, and business cycles in China	2
Monetary and macroprudential policy coordination with biased preferences	2
Comments on: Mediation and strategic delay in bargaining and markets	2
Comments on “Government intervention through informed trading in financial markets” by Shao’an Huang, Zhigang Qiu, Gaowang Wang and Xiaodan Wang	2
Editorial Board	2
Contracts, firm dynamics, and aggregate productivity	2
Japan and the allocation puzzle in an aging world	2
The random two-sector RSS model: On discounted optimal growth without Ramsey-Euler conditions	2
Information and inequality in the time of a pandemic	2
Capital reallocation from the perspective of endogenous lemons markets and information cycles	2
Oil price shocks and monetary policy in resource-rich economies: Does capital matter?	2
Editorial Board	2
Multi-product firms and increasing marginal costs	2
Comments on Cong, Wei, Xie, and Zhang (2021) “Endogenous Growth with Multiple Uses of Data”	2
Revisiting intertemporal elasticity of substitution in a sticky price model	2
Editorial Board	2
Interaction effects in the adjustment cost function of firms	2
Analysts’ underreaction and momentum strategies	2
Number sense, trading decisions and mispricing: An experiment	2
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation	2
Revisiting the optimal inflation rate with downward nominal wage rigidity: The role of heterogeneity	2
Hedge funds trading strategies and leverage	2
Comment on “Integrated epi-econ assessment of vaccination,” by Boppart, Harmenberg, Krusell, and Olsson	2
Sparse restricted perceptions equilibrium	2