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Content
August 2006, Volume 30, Issue 8
- 1277-1313 Equilibrium impact of value-at-risk regulation
by Leippold, Markus & Trojani, Fabio & Vanini, Paolo
- 1315-1337 Financing government expenditures in an open economy
by Holman, Jill A. & Neanidis, Kyriakos C.
- 1339-1361 On the stability of the two-sector neoclassical growth model with externalities
by Herrendorf, Berthold & Valentinyi, Akos
- 1363-1387 Stochastic intertemporal duality: An application to investment under uncertainty
by Krysiak, Frank C.
- 1389-1408 Cluster analysis of panel data sets using non-standard optimisation of information criteria
by Kapetanios, George
- 1409-1430 Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money
by Lastrapes, William D. & Potts, Todd B.
- 1431-1440 Equity premium with distorted beliefs: A puzzle
by Misina, Miroslav
July 2006, Volume 30, Issue 7
- 1081-1104 Inventories, market structure, and price volatility
by Thille, Henry
- 1105-1130 Control of accumulating stock pollution by heterogeneous producers
by Xabadia, Angels & Goetz, Renan U. & Zilberman, David
- 1131-1158 Dynamic optimisation in the presence of threshold effects when the location of the threshold is uncertain - with an application to a possible disintegration of the Western Antarctic Ice Sheet
by Naevdal, Eric
- 1159-1182 The expenditure switching effect, welfare and monetary policy in a small open economy
by Sutherland, Alan
- 1183-1213 Sellers' local currency pricing or buyers' local currency pricing: does it matter for international welfare analysis?
by Huang, Kevin X.D. & Liu, Zheng
- 1215-1231 Capital externalities in OLG economies
by Cazzavillan, Guido & Pintus, Patrick A.
- 1233-1260 Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt
by Jouini, Elyes & Napp, Clotilde
June 2006, Volume 30, Issue 6
- 901-930 Dynamics in a non-scale R&D growth model with human capital: Explaining the Japanese and South Korean development experiences
by Papageorgiou, Chris & Perez-Sebastian, Fidel
- 931-966 Approximating volatility diffusions with CEV-ARCH models
by Fornari, Fabio & Mele, Antonio
- 967-991 The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
by Bhamra, Harjoat S. & Uppal, Raman
- 993-1025 An equilibrium model of child maltreatment
by Akabayashi, Hideo
- 1027-1043 Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle
by Giordani, Paolo & Soderlind, Paul
- 1045-1061 Welfare, taxes and foreign investment
by Reis, Ana Balcao
- 1063-1079 Assessing Markov chain approximations: A minimal econometric approach
by Silos, Pedro
May 2006, Volume 30, Issue 5
- 721-739 Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
by Gatu, Cristian & Kontoghiorghes, Erricos J.
- 741-767 Credit contagion and aggregate losses
by Giesecke, Kay & Weber, Stefan
- 769-805 Labor market rigidities and R&D-based growth in the global economy
by Sener, Fuat
- 807-842 Labor market trends with balanced growth
by Blankenau, William F. & Cassou, Steven P.
- 843-877 Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
by Cairns, Andrew J.G. & Blake, David & Dowd, Kevin
- 879-897 Sub-optimality of the Friedman rule in Townsend's turnpike and stochastic relocation models of money: Do finite lives and initial dates matter?
by Bhattacharya, Joydeep & Haslag, Joseph H. & Martin, Antoine
- 899-899 Corrigendum to "Repeated real options: Optimal investment behaviour and a good rule of thumb" [Journal of Economic Dynamics & Control 29(6) (2005) 1025-1041]
by Malchow-Moller, Nikolaj & Thorsen, Bo Jellesmark
April 2006, Volume 30, Issue 4
- 541-568 Credit and risk in rural developing economies
by Osborne, Theresa
- 569-593 Optimal time aggregation of infinite horizon control problems
by Alemdar, Nedim M. & Sirakaya, Sibel & Husseinov, Farhad
- 595-621 A test for additive outliers applicable to long-memory time series
by Chareka, Patrick & Matarise, Florance & Turner, Rolf
- 623-654 Testing for sign and amplitude asymmetries using threshold autoregressions
by Coakley, Jerry & Fuertes, Ana-Maria
- 655-685 On taxation in a two-sector endogenous growth model with endogenous labor supply
by de Hek, Paul A.
- 687-719 Clusters of invention, life cycle of technologies and endogenous growth
by Iyigun, Murat
March 2006, Volume 30, Issue 3
- 361-391 Short-memory and the PPP hypothesis
by El-Gamal, Mahmoud A. & Ryu, Deockhyun
- 393-413 Targeting inflation by forecast feedback rules in small open economies
by Leitemo, Kai
- 415-444 Computation of reservation prices of options with proportional transaction costs
by Damgaard, Anders
- 445-456 Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration
by Fanelli, Luca
- 457-486 The dynamics of law clerk matching: An experimental and computational investigation of proposals for reform of the market
by Haruvy, Ernan & Roth, Alvin E. & Unver, M. Utku
- 487-510 Interest rate policy, debt, and indeterminacy with distortionary taxation
by Linnemann, Ludger
- 511-540 Stochastic taxation and asset pricing in dynamic general equilibrium
by Sialm, Clemens
February 2006, Volume 30, Issue 2
- 163-183 Production experiences and market structure in R&D competition
by Chang, Shun-Chiao & Wu, Ho-Mou
- 185-203 Optimal nonlinear policy: signal extraction with a non-normal prior
by Swanson, Eric T.
- 205-227 Global patent protection: channels of north and south welfare gain
by Grinols, Earl & Lin, Hwan C.
- 229-241 An infinite-horizon maximum principle with bounds on the adjoint variable
by Weber, Thomas A.
- 243-278 Equilibrium consumption and precautionary savings in a stochastically growing economy
by Turnovsky, Stephen J. & Smith, William T.
- 279-292 Markets do not select for a liquidity preference as behavior towards risk
by Hens, Thorsten & Schenk-Hoppe, Klaus Reiner
- 293-322 The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
by Westerhoff, Frank H. & Dieci, Roberto
- 323-345 Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
by Onatski, Alexei
- 347-360 Second-best public debt with human capital externalities
by Zhang, Jie
January 2006, Volume 30, Issue 1
- 1-25 European option pricing and hedging with both fixed and proportional transaction costs
by Zakamouline, Valeri I.
- 27-54 Household borrowing constraints, fertility dynamics, and economic growth
by Papagni, Erasmo
- 55-79 Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization
by Baccara, Mariagiovanna & Battauz, Anna & Ortu, Fulvio
- 81-109 Optimal commitment policy under noisy information
by Aoki, Kosuke
- 111-141 Financial crashes as endogenous jumps: estimation, testing and forecasting
by Fernandes, Marcelo
- 143-162 Durability in consumption and the dynamics of the current account
by Mohsin, Mohammed
December 2005, Volume 29, Issue 12
November 2005, Volume 29, Issue 11
- 1807-1808 Expectations, learning and monetary policy
by Orphanides, Athanasios & Williams, John C.
- 1809-1840 Monetary policy, indeterminacy and learning
by Evans, George W. & McGough, Bruce
- 1841-1865 Escapist policy rules
by Bullard, James & Cho, In-Koo
- 1867-1892 Performance of inflation targeting based on constant interest rate projections
by Honkapohja, Seppo & Mitra, Kaushik
- 1893-1925 Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system
by Cogley, Timothy & Morozov, Sergei & Sargent, Thomas J.
- 1927-1950 The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations
by Orphanides, Athanasios & Williams, John C.
- 1951-1983 Endogenous monetary policy with unobserved potential output
by Cukierman, Alex & Lippi, Francesco
- 1985-2015 Permanent and transitory policy shocks in an empirical macro model with asymmetric information
by Kozicki, Sharon & Tinsley, P.A.
- 2017-2065 The role of expectations in economic fluctuations and the efficacy of monetary policy
by Kurz, Mordecai & Jin, Hehui & Motolese, Maurizio
- 2067-2092 Local robustness analysis: Theory and application
by Brock, William A. & Durlauf, Steven N.
October 2005, Volume 29, Issue 10
- 1623-1642 Stability properties for learning with heterogeneous expectations and multiple equilibria
by Guse, Eran A.
- 1643-1671 Flexibility choices and oligopolistic competition in an evolutionary environment
by Antoci, A. & Sacco, P.L. & Scarpa, C.
- 1673-1700 Infectious disease and preventive behavior in an overlapping generations model
by Momota, Akira & Tabata, Ken & Futagami, Koichi
- 1701-1736 Sustainable growth and the environmental Kuznets curve
by Hartman, Richard & Kwon, O-Sung
- 1737-1764 Dynamic asset pricing theory with uncertain time-horizon
by Blanchet-Scalliet, Christophette & El Karoui, Nicole & Martellini, Lionel
- 1765-1783 Occupational choice and the private equity premium puzzle
by Hintermaier, Thomas & Steinberger, Thomas
- 1785-1806 Q-convergence with interquartile ranges
by Kang, Sung Jin & Lee, Myoungjae
September 2005, Volume 29, Issue 9
- 1471-1493 Heckscher-Ohlin revisited: implications of differential population dynamics for trade within an overlapping generations framework
by Sayan, Serdar
- 1495-1515 Options with combined reset rights on strike and maturity
by Dai, Min & Kwok, Yue Kuen
- 1517-1545 Specialization and non-renewable resources: Ricardo meets Ricardo
by Chakravorty, Ujjayant & Krulce, Darrell & Roumasset, James
- 1547-1576 The equilibrium allocation of diffusive and jump risks with heterogeneous agents
by Dieckmann, Stephan & Gallmeyer, Michael
- 1577-1596 Commodity markets, price limiters and speculative price dynamics
by He, Xue-Zhong & Westerhoff, Frank H.
- 1597-1609 Optimal growth with pollution: how to use pollution permits?
by Jouvet, Pierre-Andre & Michel, Philippe & Rotillon, Gilles
- 1611-1622 Employing the extended Kalman filter in measuring the output gap
by Ozbek, Levent & Ozlale, Umit
August 2005, Volume 29, Issue 8
- 1287-1312 Hedging using simulation: a least squares approach
by Tebaldi, Claudio
- 1313-1329 Necessity of the transversality condition for stochastic models with bounded or CRRA utility
by Kamihigashi, Takashi
- 1331-1360 Heterogeneous borrowers, liquidity, and the search for credit
by Becsi, Zsolt & Li, Victor E. & Wang, Ping
- 1361-1383 Endogenous money or sticky prices?--comment on monetary non-neutrality and inflation dynamics
by Wang, Peng-fei & Wen, Yi
- 1385-1425 Second-, third-, and higher-order consumption functions: a precautionary tale
by Feigenbaum, James
- 1427-1448 Extensive and intensive growth in a neoclassical framework
by Irmen, Andreas
- 1449-1469 International relocation, the real exchange rate and welfare
by Johdo, Wataru & Hashimoto, Ken-ichi
July 2005, Volume 29, Issue 7
- 1165-1192 Does trade openness matter for aggregate instability?
by De Fiore, Fiorella & Liu, Zheng
- 1193-1209 Investment under uncertainty and policy change
by Pawlina, Grzegorz & Kort, Peter M.
- 1211-1236 Optimal investment with lumpy costs
by Le, Duc Thuc & Jones, John Bailey
- 1237-1266 Explicit solutions to an optimal portfolio choice problem with stochastic income
by Henderson, Vicky
- 1267-1285 Money, habits and growth
by Mansoorian, Arman & Michelis, Leo
June 2005, Volume 29, Issue 6
- 979-1023 Risky higher education and subsidies
by Akyol, Ahmet & Athreya, Kartik
- 1025-1041 Repeated real options: optimal investment behaviour and a good rule of thumb
by Malchow-Moller, Nikolaj & Thorsen, Bo Jellesmark
- 1043-1072 A robust rational route to randomness in a simple asset pricing model
by Hommes, Cars & Huang, Hai & Wang, Duo
- 1073-1096 Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games
by Martin-Herran, G. & Rincon-Zapatero, J.P.
- 1097-1120 Harvesting and conservation in a predator-prey system
by Hoekstra, Jeljer & van den Bergh, Jeroen C.J.M.
- 1121-1164 Optimal management of durable pollution
by Shah, Sudhir A.
May 2005, Volume 29, Issue 5
April 2005, Volume 29, Issue 4
- 595-600 Bounded rationality, heterogeneity and market dynamics
by Kirman, Alan & Tuinstra, Jan
- 601-625 Stable sunspot solutions in models with predetermined variables
by Evans, George W. & McGough, Bruce
- 627-658 Performance of monetary policy with internal central bank forecasting
by Honkapohja, Seppo & Mitra, Kaushik
- 659-676 Consistent expectations and misspecification in stochastic non-linear economies
by Branch, William A. & McGough, Bruce
- 677-689 Representativeness of news and exchange rate dynamics
by Manzan, Sebastiano & Westerhoff, Frank
- 691-719 Heterogeneity of agents, transactions costs and the exchange rate
by De Grauwe, Paul & Grimaldi, Marianna
- 721-740 On the performance of efficient portfolios
by Bohm, Volker & Wenzelburger, Jan
- 741-763 Herding, a-synchronous updating and heterogeneity in memory in a CBS
by Diks, Cees & van der Weide, Roy
- 765-799 Testing for bubbles and change-points
by Kirman, Alan & Teyssiere, Gilles
- 801-822 The dynamics of price dispersion, or Edgeworth variations
by Cason, Timothy N. & Friedman, Daniel & Wagener, Florian
- 823-843 A strategy experiment in dynamic asset pricing
by Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk
March 2005, Volume 29, Issue 3
- 371-388 Error learning behaviour and stability revisited
by Colucci, Domenico & Valori, Vincenzo
- 389-421 Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt
by Hanke, Michael
- 423-447 Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands
by Athanasoulis, Stefano G.
- 449-468 Optimal portfolio management with American capital guarantee
by El Karoui, Nicole & Jeanblanc, Monique & Lacoste, Vincent
- 469-485 On the elasticities of harvesting rules
by Chang, Fwu-Ranq
- 487-507 Public schooling, college subsidies and growth
by Blankenau, William
- 509-527 Factor price uncertainty, technology choice and investment delay
by Kaboski, Joseph P.
- 529-545 Wicksellian theory of forest rotation under interest rate variability
by Alvarez, Luis H. R. & Koskela, Erkki
- 547-566 Income ranking and convergence with physical and human capital and income inequality
by Zhang, Jie
- 567-581 How does labor mobility affect income convergence?
by Rappaport, Jordan
- 583-594 Dynamic stability in a two-country model of optimal growth and international trade
by Brecher, Richard A. & Chen, Zhiqi & Choudhri, Ehsan U.
January 2005, Volume 29, Issue 1-2
- 1-2 Computing in economics and finance
by Vriend, Nicolaas J.
- 3-30 Stochastic control for economic models: past, present and the paths ahead
by Kendrick, David A.
- 31-62 Evaluation of American strangles
by Chiarella, Carl & Ziogas, Andrew
- 63-96 Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
by Charemza, Wojciech W. & Lifshits, Mikhail & Makarova, Svetlana
- 97-133 Optimal monetary policy when interest rates are bounded at zero
by Kato, Ryo & Nishiyama, Shin-Ichi
- 135-158 Markov-switching stochastic trends and economic fluctuations
by Camacho, Maximo
- 159-185 Indeterminacy, sunspots, and development traps
by Slobodyan, Sergey
- 187-223 Market structure and endogenous productivity growth: how do R&D subsidies affect market structure?
by Laincz, Christopher A.
- 225-244 A percolation model of innovation in complex technology spaces
by Silverberg, Gerald & Verspagen, Bart
- 245-276 Co-evolution of firms and consumers and the implications for market dominance
by Harrington, Joseph Jr. & Chang, Myong-Hun
- 277-295 Cournot competition, organization and learning
by Barr, Jason & Saraceno, Francesco
- 297-319 Endogenous neighborhood formation in a local coordination model with negative network externalities
by Fagiolo, Giorgio
- 321-334 Globalization, polarization and cultural drift
by Klemm, Konstantin & Eguiluz, Victor M. & Toral, Raul & Miguel, Maxi San
- 335-367 Partial differential equation modelling for stochastic fixed strategy distributed systems
by Dorofeenko, Victor & Shorish, Jamsheed
December 2004, Volume 28, Issue 12
- 2341-2366 Can indeterminacy resolve the cross-country correlation puzzle?
by Xiao, Wei
- 2367-2397 Solution of macromodels with Hansen-Sargent robust policies: some extensions
by Giordani, Paolo & Soderlind, Paul
- 2399-2426 Randomized quasi-Monte Carlo methods in pricing securities
by Okten, Giray & Eastman, Warren
- 2427-2456 Using dynamic programming with adaptive grid scheme for optimal control problems in economics
by Grune, Lars & Semmler, Willi
- 2457-2473 Existence of competitive equilibrium under financial constraints and increasing returns
by Nur Ata, H. & Basci, Erdem
- 2475-2484 On the local stability of the solution to optimal control problems
by Rodriguez, Alvaro
- 2485-2510 The allocation of public funds in a hierarchical educational system
by Su, Xuejuan
October 2004, Volume 28, Issue 11
- 2129-2154 Technology adoption with finite horizons
by Mateos-Planas, Xavier
- 2155-2193 Endogenous skill bias
by Funk, Peter & Vogel, Thorsten
- 2195-2214 Strategic asset allocation in a continuous-time VAR model
by Campbell, John Y. & Chacko, George & Rodriguez, Jorge & Viceira, Luis M.
- 2215-2238 Can financial intermediation induce endogenous fluctuations
by Banerji, Sanjay & Bhattacharya, Joydeep & Long, Ngo Van
- 2239-2260 Optimal design of the guarantee for defined contribution funds
by Deelstra, Griselda & Grasselli, Martino & Koehl, Pierre-Francois
- 2261-2275 Determinants of the foreign equity share of international joint ventures
by Lee, Tan
- 2277-2295 Consistent high-frequency calibration
by Aadland, David & Huang, Kevin X. D.
- 2297-2325 Switching equilibria: the present value model for stock prices revisited
by Gutierrez, Maria-Jose & Vazquez, Jesus
- 2327-2339 Signalling ability to pay and rent sharing dynamics
by Vahey, Shaun P.
September 2004, Volume 28, Issue 10
- 1925-1954 Equilibrium stock return dynamics under alternative rules of learning about hidden states
by Brandt, M.W.Michael W. & Zeng, Qi & Zhang, Lu
- 1955-1975 A sufficient condition for the existence and the uniqueness of a solution in macroeconomic models with perfect foresight
by Laffargue, J.-P.Jean-Pierre
- 1977-2002 Cattle cycles, heterogeneous expectations and the age distribution of capital
by Aadland, David
- 2003-2035 Limited information capacity as a source of inertia
by Moscarini, Giuseppe
- 2037-2054 Optimal tax/subsidy combinations for the flu season
by Francis, P.J. Peter J.
- 2055-2074 The compound option approach to American options on jump-diffusions
by Gukhal, C.R.Chandrasekhar Reddy
- 2075-2104 Learning to predict rationally when beliefs are heterogeneous
by Wenzelburger, Jan
- 2105-2117 On the relation between robust and Bayesian decision making
by Adam, Klaus
- 2119-2128 Portfolio selection subject to growth objectives
by Hellwig, Klaus
July 2004, Volume 28, Issue 9
- 1707-1731 Double auction dynamics: structural effects of non-binding price controls
by Gode, Dhananjay (Dan) K. & Sunder, Shyam
- 1733-1756 Irreversibility, uncertainty and growth
by Jamet, Stephanie
- 1757-1780 Subjective temporary equilibrium
by Chatterji, Shurojit
- 1781-1799 Dynamic Cournot-competitive harvesting of a common pool resource
by Sandal, Leif K. & Steinshamn, Stein I.
- 1801-1824 Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
by Phillips, Robert F.
- 1825-1845 The economic effects of immigration--a dynamic analysis
by Ben-Gad, Michael
- 1847-1875 Dynamic bargaining with action-dependent valuations
by Lemke, Robert J.
- 1877-1901 Price uncertainty and consumer welfare in an intertemporal setting
by Ni, Shawn & Raymon, Neil
- 1903-1923 Sources of growth and the spectral properties of the labor market search model
by Matheron, Julien & Maury, Tristan-Pierre & Tripier, Fabien
June 2004, Volume 28, Issue 8
- 1481-1504 Computing currency invariant indices with an application to minimum variance currency baskets
by Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V.
- 1505-1510 Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire?
by Siegmann, Arjen
- 1511-1539 Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice
by Kenc, Turalay
- 1541-1556 On the economics of the optimal fallow-cultivation cycle
by Willassen, Yngve
- 1557-1575 Network structure and the diffusion of knowledge
by Cowan, Robin & Jonard, Nicolas
- 1577-1594 What determines aggregate returns to scale?
by Kim, Jinill
- 1595-1624 Exchange rates and interest rates: can term structure models explain currency movements?
by Inci, Ahmet Can & Lu, Biao
- 1625-1634 Industrialization and substitutability: a note
by Yamada, Masao
- 1635-1660 Solving for optimal simple rules in rational expectations models
by Dennis, Richard
- 1661-1680 Dynamic taxes and quotas with learning
by Costello, Christopher & Karp, Larry
- 1681-1701 Altruism, intergenerational transfers of time and bequests
by Cardia, Emanuela & Michel, Philippe
- 1703-1706 Algorithms for worst-case design and applications to risk management, Berc Rustem, Melendres Howe
by G. Luenberger, David
April 2004, Volume 28, Issue 7
- 1227-1227 Special issue on Mathematical Programming
by Ferris, Michael & Judd, Kenneth & Rustem, Berc
- 1229-1241 Computing Nash equilibria by iterated polymatrix approximation
by Govindan, Srihari & Wilson, Robert
- 1243-1266 Characterization of Markovian equilibria in a class of differential games
by Rincon-Zapatero, J. P.
- 1267-1289 A two-factor, stochastic programming model of Danish mortgage-backed securities
by S. Nielsen, Soren & Poulsen, Rolf
- 1291-1315 Simulation and optimization approaches to scenario tree generation
by Gulpinar, Nalan & Rustem, Berc & Settergren, Reuben
- 1317-1334 Optimal portfolios under a value-at-risk constraint
by Yiu, K. F. C.
- 1335-1352 Finding a maximum skewness portfolio--a general solution to three-moments portfolio choice
by de Athayde, Gustavo M. & Flores, Renato Jr.
- 1353-1381 Shortfall as a risk measure: properties, optimization and applications
by Bertsimas, Dimitris & Lauprete, Geoffrey J. & Samarov, Alexander
- 1383-1409 Modeling overlapping generations in a complementarity format
by Rasmussen, Tobias N. & Rutherford, Thomas F.
- 1411-1436 Computing equilibrium in OLG models with stochastic production
by Krueger, Dirk & Kubler, Felix
- 1437-1460 Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
by Dangl, Thomas & Wirl, Franz