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Content
March 1994, Volume 18, Issue 2
- 353-380 Limit cycles in intertemporal adjustment models : Theory and applications
by Feichtinger, Gustav & Novak, Andreas & Wirl, Franz
- 381-396 Convergence of equilibria in an intertemporal general equilibrium model : A dynamical system approach
by Hadji, Ismail & Le Van, Cuong
- 397-410 Big shocks versus small shocks in a dynamic stochastic economy with many interacting agents
by Kelly, Morgan
- 411-432 Employment and hours over the business cycle
by Cho, Jang-Ok & Cooley, Thomas F.
- 433-465 Aggregate fluctuations, interest rates, and repeated insurance under private information
by Taub, Bart
- 467-480 Durbin-Hausman tests for cointegration
by Choi, In
- 481-497 An economic analysis of the age-crime profile
by Leung, Siu Fai
- 499-509 Modelling changing lag patterns in Dutch construction
by Merkies, Arnold H. Q. M. & Steyn, Ivo J.
January 1994, Volume 18, Issue 1
- 3-28 Genetic algorithm learning and the cobweb model
by Arifovic, Jasmina
- 29-60 Auctions as algorithms : Computerized trade execution and price discovery
by Domowitz, Ian & Wang, Jianxin
- 61-96 Characterizing effective trading strategies : Insights from a computerized double auction tournament
by Rust, John & Miller, John H. & Palmer, Richard
- 97-118 A general framework for supervised learning : Probably almost Bayesian algorithms
by Bochereau, L. & Bourgine, P. & Deffuant, G.
- 119-124 Active learning Monte Carlo results
by Amman, Hans M. & Kendrick, David A.
- 125-147 Robust optimal decisions with stochastic nonlinear economic systems
by Becker, R. & Hall, S. & Rustem, B.
- 149-160 A note on computing competitive equilibria in linear models
by McGrattan, Ellen R.
- 161-184 Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
by Nagurney, Anna
- 185-203 Modifications to the subroutine OPALQP for dealing with large problems
by Bartholomew-Biggs, M. C. & Hernandez, M. deF. G.
- 205-230 Bounded rationality : A Simon-like explication
by Lilly, Gregory
- 231-249 Risk, uncertainty, and complexity
by Norman, Alfred L. & Shimer, David W.
- 251-271 Causal reasoning and explanation in dynamic economic systems
by Berndsen, Ron & Daniels, Hennie
- 273-297 A linear and discrete programming framework for representing qualitative knowledge
by Hadjiconstantinou, Eleni & Mitra, Gautam
1993, Volume 17, Issue 5-6
- 705-721 On the preservation of deterministic cycles when some agents perceive them to be random fluctuations
by Evans, George W. & Honkapohja, Seppo & Sargent, Thomas J.
- 723-758 A dynamic equilibrium model of search, production, and exchange
by Boldrin, Michele & Kiyotaki, Nobuhiro & Wright, Randall
- 759-769 Devil's staircase and chaos from macroeconomic mode interaction
by Larsen, Erik Reimer & Morecroft, John D. W. & Thomsen, Jesper Skovhus & Mosekilde, Erik
- 771-784 Nonparametric search
by Chou, Chien-fu & Talmain, Gabriel
- 785-803 Investment, confidence, and linear-exponential-Gaussian control
by Dorfman, Jeffrey H.
- 805-827 Periodic learning about a hidden state variable
by Balvers, Ronald J. & Cosimano, Thomas F.
- 829-846 Rational bubbles : A test
by Craine, Roger
- 847-864 Theoretical tests of the rational expectations hypothesis in economic dynamical models
by Guesnerie, Roger
- 865-876 Recursiveness and preference orderings
by Lilly, Gregory
- 877-886 The dynamic efficiency of capitalism
by Seierstad, Atle
- 887-906 A preference foundation for log mean-variance criteria in portfolio choice problems
by Luenberger, David G.
- 907-928 Multiple capital inputs, Q, and investment spending
by Chirinko, Robert S.
- 929-951 Markov-perfect equilibria in intergenerational games with consistent preferences
by Streufert, Peter A.
- 953-969 The risk-free rate in heterogeneous-agent incomplete-insurance economies
by Huggett, Mark
- 971-991 On R&D timing under uncertainty : The case of exhaustible resource substitution
by Hung, N. M. & Quyen, N. V.
July 1993, Volume 17, Issue 4
- 531-553 Learning about monetary regime shifts in an overlapping wage contract model
by Fuhrer, Jeffrey C. & Hooker, Mark A.
- 555-569 Market risk and asset prices
by Smith, R. Todd
- 571-588 Monetary policy and interest rates : An adaptive estimator approach
by Furno, Marilena
- 589-620 International transmission of monetary and fiscal policy : A symmetric N-country analysis with union
by Fukuda, Shin-ichi
- 621-630 Optimal control without solving the Bellman equation
by Chow, Gregory C.
- 631-658 Admissible target paths in economic models
by Engwerda, Jacob C.
- 659-678 A cooperative incentive equilibrium for a resource management problem
by Ehtamo, Harri & Hamalainen, Raimo P.
- 679-704 Entry deterrence and overexploitation of the fishery
by Crabbe, Philippe & Van Long, Ngo
May 1993, Volume 17, Issue 3
- 327-353 Competition, collusion, and chaos
by Keenan, Donald C. & O'Brien, Mike J.
- 355-383 Bayesian economists ... Bayesian agents : An alternative approach to optimal learning
by El-Gamal, Mahmoud A. & Sundaram, Rangarajan K.
- 385-399 Analysis of US real GNP and unemployment interactions : State space approach
by Aoki, Masanao & Fiorito, Riccardo
- 401-421 A solution to the positivity problem in the state-space approach to modeling vector-valued time series
by Vaccaro, Richard J. & Vukina, Tomislav
- 423-441 The sustainability of current account deficits : A test of the US intertemporal budget constraint
by Wickens, M. R. & Uctum, Merih
- 443-465 Optimal income tax in a monetary economy
by Miller, Preston J.
- 467-494 Borrowing constraints and two-sided altruism with an application to social security
by Altig, David & Davis, Steven J.
- 495-517 Interruptible electric power service contracts
by Tan, Chin-Woo & Varaiya, Pravin
- 519-522 Searching for certainty : Book review
by Day, Richard H.
- 523-529 Neural networks and fuzzy systems : Book review
by Zambelli, Stefano
1993, Volume 17, Issue 1-2
- 1-36 Risk, the financial market, and macroeconomic equilibrium
by Grinols, Earl L. & Turnovsky, Stephen J.
- 37-50 On testing the intertemporal substitution theory of labor supply
by Rogerson, Richard & Rupert, Peter
- 51-64 Relaxing the cash-in-advance constraint at a fixed cost Are simple trigger-target portfolio rules optimal?
by Corbae, Dean
- 65-96 Long-run equilibria with borrowing constraints and altruism
by Laitner, John
- 97-122 Some consequences of credit rationing in an endogenous growth model
by Bencivenga, Valerie R. & Smith, Bruce D.
- 123-151 Perfect equilibrium timing of a backstop technology Limit pricing induced by trigger zones
by Olsen, Trond E.
- 153-180 Optimal dynamic investment policies under concave-convex adjustment costs
by Jorgensen, Steffen & Kort, Peter M.
- 181-205 The role of the target saving motive in guest worker migration A theoretical study
by Berninghaus, Siegfried & Seifert-Vogt, Hans Gunther
- 207-231 Low frequency filtering and real business cycles
by King, Robert G. & Rebelo, Sergio T.
- 233-261 Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
by Canova, Fabio
- 263-287 Estimation of simultaneous equation models with stochastic trend components
by Streibel, Mariane & Harvey, Andrew
- 289-317 Testing for sunspot equilibria in the German hyperinflation
by Imrohoroglu, Selahattin
1992, Volume 16, Issue 3-4
- 403-426 Theory of constant proportion portfolio insurance
by Black, Fischer & Perold, AndreF.
- 427-449 Labor supply flexibility and portfolio choice in a life cycle model
by Bodie, Zvi & Merton, Robert C. & Samuelson, William F.
- 451-489 Periodic market closure and trading volume : A model of intraday bids and asks
by Brock, William A. & Kleidon, Allan W.
- 491-507 A continuous-time portfolio turnpike theorem
by Cox, John C. & Huang, Chi-fu
- 509-532 The equity premium and the allocation of income risk
by Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish
- 533-559 Banking in computable general equilibrium economies
by Diaz-Gimenez, Javier & Prescott, Edward C. & Fitzgerald, Terry & Alvarez, Fernando
- 561-573 Pricing continuously resettled contingent claims
by Duffie, Darrell & Stanton, Richard
- 575-599 Investments in flexible production capacity
by He, Hua & Pindyck, Robert S.
- 601-620 The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
by Heaton, John & Lucas, Deborah
- 621-653 Exit, selection, and the value of firms
by Hopenhayn, Hugo A.
- 655-680 Market efficiency and inefficiency in rational expectations equilibria : Dynamic effects of heterogeneous information and noise
by Hussman, John P.
- 681-712 Optimal consumption and portfolio rules with intertemporally dependent utility of consumption
by Ingersoll, Jonathan Jr.
- 713-745 Term premia in a simple term structure model
by Kihlstrom, Richard E.
- 747-768 Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
by Sethi, Suresh P. & Taksar, Michael I. & Presman, Ernst L.
- 769-790 Equilibrium asset prices with undiversifiable labor income risk
by Weil, Philippe
April 1992, Volume 16, Issue 2
- 193-206 Sunspot-like effects of random endowments
by Manuelli, Rodolfo & Peck, James
- 207-223 Irreversibility and the behavior of aggregate stochastic growth models
by Dow, James Jr. & Olson, Lars J.
- 225-241 On dynamics with time-to-build investment technology and non-time-separable leisure
by Ioannides, Yannis M. & Taub, Bart
- 243-266 Endogenous cycles with long-lived agents
by Reichlin, Pietro
- 267-287 Strategic dynamic interaction : Fish wars
by Fischer, Ronald D. & Mirman, Leonard J.
- 289-315 Import price adjustments with staggered import contracts
by Kollintzas, Tryphon & Zhou, Ruilin
- 317-337 Nominal price stickiness as a rational expectations equilibrium
by Farmer, Roger E. A.
- 339-357 Reputational and nonreputational policies under partial information
by Pearlman, Joseph G.
- 359-387 International monetary and fiscal policy cooperation in the presence of wage inflexibilities : Are both counterproductive?
by Sheen, Jeffrey
- 389-390 Chaotic economic dynamics by Richard M. Goodwin : A book review
by Day, Richard H.
- 391-398 Seven schools of macroeconomic thought by E.S. Phelps : A book review
by Woodford, Michael
January 1992, Volume 16, Issue 1
- 1-25 Equilibrium interest-rate determination under adjustment costs
by Novales, Alfonso
- 27-38 Efficiency in economic growth models under uncertainty
by Zilcha, Itzhak
- 39-51 On optimal timing of investment when cost components are additive and follow geometric diffusions
by Olsen, Trond E. & Stensland, Gunnar
- 53-78 Impulse response analysis of cointegrated systems
by Lutkepohl, Helmut & Reimers, Hans-Eggert
- 79-91 The welfare cost of inflation under imperfect insurance
by Imrohoroglu, Ayse
- 93-108 Optimal simulation with econometric models
by Damiani, Mirella & Panattoni, Lorenzo
- 109-116 Nonstationary model solution techniques and the USA algorithm: Some practical experience
by Fisher, P. G. & Hughes Hallett, A. J.
- 117-138 The endogenous stability of economic systems: The case of many agents
by Karp, Larry S.
- 139-145 Note on 'Nash and Stackelberg solutions in a differential game model of capitalism'
by de Zeeuw, Aart
- 147-164 Monetary policy games, inflationary bias, and openness
by Hardouvelis, Gikas A.
- 165-173 Changes in regime and the term structure: A note
by Driffill, John
- 175-190 The state of economic dynamics: A review essay
by Mizrach, Bruce
October 1991, Volume 15, Issue 4
- 607-626 Real business-cycle theory : Wisdom or whimsy?
by Eichenbaum, Martin
- 627-656 Credible public policy
by Stokey, Nancy L.
- 657-673 A simplified treatment of the theory of optimal regulation of Brownian motion
by Dixit, Avinash
- 675-685 Super contact and related optimality conditions
by Dumas, Bernard
- 687-713 On the convergence of Bayesian posterior processes in linear economic models Counting equations and unknowns
by Nyarko, Yaw
- 715-730 Technical analysis for portfolio trading by syntactic pattern recognition
by Pau, L. F.
- 731-740 Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
by Mittnik, Stefan
- 741-753 Smoothness of the policy function in continuous-time economic models : The one-dimensional case
by Santos, Manuel S. & Vila, Jean-Luc
- 755-769 Comparative statics in dynamic programming models with an application to job search
by Albrecht, James W. & Holmlund, Bertil & Lang, Harald
- 771-791 Valuing agricultural firms : An examination of the contingent-claims approach to pricing real assets
by Bailey, Warren
July 1991, Volume 15, Issue 3
- 425-453 Further results on asset pricing with incomplete information
by Detemple, Jerome B.
- 455-489 The marginal value of management using stochastic control
by Bosshardt, Donald I. & Patterson, Douglas M.
- 491-514 Dynamic oligopoly with capacity adjustment costs
by Reynolds, Stanley S.
- 515-538 Nonconvexities in a stochastic control problem with learning
by Mizrach, Bruce
- 539-548 Qualitative decomposition of the eigenvalue problem in a dynamic system
by Garbely, Myriam & Gilli, Manfred
- 549-568 Exchangeability and its economic applications
by McCall, John J.
- 569-588 Current-account effects of a devaluation in an optimizing model with capital accumulation
by Nielsen, Soren Bo
- 589-605 Capital accumulation under different financial agreements
by Mattesini, Fabrizio
April 1991, Volume 15, Issue 2
- 245-273 Equilibrium with signal extraction from endogenous variables
by Sargent, Thomas J.
- 275-284 A critique of the application of unit root tests
by Cochrane, John H.
- 285-296 Optimum responses of the current account when income is uncertain
by Pitchford, John
- 297-315 Learning rational expectations in a policy game
by Crippsss, Martin
- 317-338 The feedback equilibria of a differential game of capitalism
by Shimomura, Koji
- 339-353 Exchange market intervention under multiple solutions : Should we rule out multiple solutions?
by Fukuda, Shin-ichi
- 355-385 The envelope theorem in dynamic optimization
by LaFrance, Jeffrey T. & Barney, L. Dwayne
- 387-408 A dynamic model of occupational choice
by McCall, Brian P.
- 409-417 Information processing in dynamic decision models : An insurance demand example
by Jammernegg, Werner & Kischka, Peter
- 419-423 Exchange-rate instability : Paul Krugman, (MIT Press, Cambridge, MA, 1989)
by Marquez, Jaime
- 423-424 Feedback: A new framework for macroeconomic policy : David A. Kendrick, (Kluwer Academic Publishers, Netherlands, 1988)
by Marquez, Jaime
1991, Volume 15, Issue 1
- 1-3 Intertemporal issues in international macroeconomics
by Turnovsky, Stephen J.
- 7-26 On exchange-rate stabilization
by Matsuyama, Kiminori
- 27-52 Tariffs and the current account : On the macroeconomics of commercial policy
by Gavin, Michael
- 53-89 Tariffs and sectoral adjustments in an open economy
by Turnovsky, Stephen J.
- 91-101 Imported input price and the current account in an optimizing model without capital mobility
by Sen, Partha
- 103-127 Macroeconomic adjustment under alternative lending arrangements
by Murphy, Robert G.
- 129-147 Export instability and the economic performance of developing countries
by Brock, Philip L.
- 151-177 A model of currency depreciation and the debt-inflation spiral
by Obstfeld, Maurice
- 179-196 Optimal taxation and inflation in an open economy
by Kimbrough, Kent P.
- 197-213 Temporary stabilization policy : The case of flexible prices and exchange rates
by Calvo, Guillermo A.
- 215-244 The welfare economics of cooperative and noncooperative fiscal policy
by Buiter, Willem H. & Kletzer, Kenneth M.
October 1990, Volume 14, Issue 3-4
- 491-521 The effects of taxes and dividend policy on capital accumulation and macroeconomic behavior
by Turnovsky, Stephen J.
- 523-551 Sources of output fluctuations in the United States during the inter-war and post-war years
by Norrbin, Stefan C. & Schlagenhauf, Don E.
- 553-569 When does coordination pay?
by Miller, Marcus & Salmon, Mark
- 571-596 On the term structure of interest rates
by Donaldson, John B. & Johnsen, Thore & Mehra, Rajnish
- 597-625 Output-inflation cycles in an economy with staggered wage setting
by Reichlin, Pietro
- 627-653 Sources of complex dynamics in two-sector growth models
by Boldrin, Michele & Deneckere, Raymond J.
- 655-683 How to do comparative dynamics on the back of an envelope in optimal control theory
by Caputo, Michael R.
- 685-708 Delaying or deterring entry A game-theoretic analysis
by Lipman, Barton L.
- 709-719 Optimal dynamic durability
by Muller, Eitan & Peles, Yoram C.
- 721-739 Migration under uncertainty about quality of locations
by Bhattacharya, Gautam
- 741-762 The solution of the infinite horizon tracking problem for discrete time systems possessing an exogenous component
by Engwerda, Jacob Chr.
- 763-795 Periodic linear-quadratic methods for modeling seasonality
by Todd, Richard M.
May 1990, Volume 14, Issue 2
- 201-217 A networked expert system framework for economic policy analysis
by Jacob, Varghese S. & Marsden, James R.
- 219-236 A production model construction system : PM statement to math programming
by Kendrick, David A.
- 237-253 The design of decentralized auction mechanisms that coordinate continuous trade in synthetic securities
by Miller, Ross M.
- 255-262 Knowledge-based mortgage-loan credit granting and risk assessment
by Pau, L. F. & Tambo, T.
- 265-279 Implementing stochastic control software on supercomputing machines
by Amman, Hans M.
- 281-297 EINTERP and DEINTERP procedures for the evaluation of expressions and their differentials
by Becker, Robin G.
- 299-311 Automatic differentiation of large sparse systems
by Dixon, L. C. W. & Maany, Z. & Mohseninia, M.
- 313-325 Some issues in solving large sparse systems of equations
by Don, F. J. Henk
- 329-373 Money as a medium of exchange in an economy with artificially intelligent agents
by Marimon, Ramon & McGrattan, Ellen & Sargent, Thomas J.
- 375-417 Optimal decision processes and algorithms
by Moore, James C. & Richmond, William B. & Whinston, Andrew B.
- 419-432 Rationality, computability, and complexity
by Rustem, Berc & Velupillai, Kumaraswamy
- 435-450 Qualitative dynamics and causality in a Keynesian model
by Berndsen, Ron & Daniels, Hennie
- 451-464 A logical approach to problem representation
by Bourgine, Paul
- 465-490 Qualitative reasoning in economics
by Farley, Arthur M. & Lin, Kuan-Pin
February 1990, Volume 14, Issue 1
- 1-19 Resolution of chaos with application to a modified Samuelson model
by Nusse, H. E. & Hommes, C. H.
- 21-33 Optimal hedging and equilibrium in a dynamic futures market
by Duffie, Darrell & Jackson, Matthew O.
- 35-51 Transactions costs and portfolio choice in a discrete-continuous-time setting
by Duffie, Darrell & Sun, Tong-sheng
- 53-63 Cost uncertainty and the rate of investment
by Zeira, Joseph
- 65-71 An improved algorithm to solve a discrete matrix riccati equation
by Pujol, Thierry
- 73-95 Supply management with intermittent trade disruptions when the probabilities are not fully known
by Lindsey, Robin
- 97-116 Credibility and the value of information transmission in a model of monetary policy and inflation
by Basar, Tamer & Salmon, Mark
- 117-149 A class of risk-sensitive noncooperative games
by Caravani, Paolo & Papavassilopoulos, George
- 151-173 U.S. money demand instability A flexible least squares approach
by Tesfatsion, Leigh & Veitch, John M.
- 175-182 A note on flexible least squares
by Tucci, Marco P.
- 183-185 A further note on flexible least squares and Kalman filtering
by Kalaba, R. & Tesfatsion, L.
- 187-192 Job search with belated information and wage signalling A comment
by Goldberg, Matthew S. & Borjas, George J.
- 193-194 Job search with belated information and wage signalling A reply
by Berninghaus, Siegfried
October 1989, Volume 13, Issue 4
- 499-531 Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship
by Lee, Bong-Soo
- 533-552 Optimal investment policy of the regulated firm
by Katayama, Seiichi & Abe, Fumio
- 553-568 Asymptotic properties of a Leontief economy
by Dana, Rose-Anne & Florenzano, Monique & Levan, Cuong & Levy, Dominique
- 569-595 The tree-cutting problem in a stochastic environment : The case of age-dependent growth
by Clarke, Harry R. & Reed, William J.
- 597-612 State space modeling of time series : A review essay
by Diebold, Francis X.
July 1989, Volume 13, Issue 3
- 319-337 Two-stage optimal control problems with an explicit switch point dependence : Optimality criteria and an example of delivery lags and investment
by Tomiyama, Ken & Rossana, Robert J.
- 339-377 Optimal investment, financing, and dividends : A stackelberg differential game
by Jorgensen, Steffen & Kort, Peter M. & Van Schijndel, Geert-Jan C. Th.
- 379-400 On learning and rational expectations in an overlapping generations model
by Benassy, Jean-Pascal & Blad, Michael C.
- 401-420 Monetary and fiscal policies under two alternative types of rules
by Fukuda, Shin-ichi
- 421-448 Exploration information and AEC regulation of the domestic uranium industry
by Mason, Charles F.
- 449-470 On some computational aspects of equilibrium business cycle theory
by Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish
- 471-483 The utility of manufacturing cooperatives
by Tapiero, Charles S.
- 485-497 Oscillations in the Rodriguez model of entry and price dynamics
by Zhang, Wei-Bin
April 1989, Volume 13, Issue 2