Contact information of Elsevier
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jedc .
Content
April 1989, Volume 13, Issue 2
- 187-199 Information, persistence, and real business cycles
by Gerlach, Stefan
- 201-223 A value function arising in the economics of information
by Kiefer, Nicholas M.
- 225-246 Application of nonlinear mapping theory to commodity price fluctuatuions
by Lichtenberg, A. J. & Ujihara, A.
- 247-253 A simple search model with procyclical quits
by Lippman, Steven A. & Mamer, John W.
- 255-269 Liquidity-constrained employment contracts
by Leach, John
- 271-282 IR & D project data and theories of R & D investment
by Lichtenberg, Frank R.
- 283-300 An algorithm for Ramsey pricing by multiproduct public firms under incomplete information
by Currier, Kevin M.
- 301-311 On the extrapolation method and the USA algorithm
by Herceg, Dragoslav & Cvetkovic, Ljiljana
- 313-316 A note on the radius of convergence of the USA algorithm
by Khilnani, Arvind & Tse, Edison T. S.
January 1989, Volume 13, Issue 1
November 1988, Volume 12, Issue 4
1988, Volume 12, Issue 2-3
- 199-201 Nonstationarity, cointegration, and error correction in economic modeling : Editor's introduction and overview
by Aoki, Masanao
- 205-230 Testing for cointegration using principal components methods
by Phillips, P. C. B. & Ouliaris, S.
- 231-254 Statistical analysis of cointegration vectors
by Johansen, Soren
- 255-296 Multivariate estimates of the permanent components of GNP and stock prices
by Cochrane, John H. & Sbordone, Argia M.
- 297-332 Trends and random walks in macroeconomic time series : Further evidence from a new approach
by Perron, Pierre
- 333-346 Cointegration and stock prices : The random walk on wall street revisited
by Cerchi, Marlene & Havenner, Arthur
- 347-364 Common nonstationary components of asset prices
by Bossaerts, Peter
- 365-384 Continuous time autoregressive models with common stochastic trends
by Harvey, A. C. & Stock, James H.
- 385-423 Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates
by Hamilton, James D.
- 425-444 Common trends, the government's budget constraint, and revenue smoothing
by Trehan, Bharat & Walsh, Carl E.
- 447-461 Nearly redundant parameters and measures of persistence in economic time series
by Clark, Peter K.
- 463-474 Bayesian skepticism on unit root econometrics
by Sims, Christopher A.
- 475-488 Spurious trend and cycle in the state space decomposition of a time series with a unit root
by Nelson, Charles R.
- 489-502 The convergence of multivariate unit root distributions to their asymptotic limits : The case of money-income causality
by Ljungqvist, Lars & Park, Myungsoo & Stock, James H. & Watson, Mark W.
- 505-522 Interpreting cointegrated models
by Campbell, John Y. & Shiller, Robert J.
- 523-549 Error correction models, cointegration and the internal model principle
by Salmon, Mark
- 551-559 Causality, cointegration, and control
by Granger, C. W. J.
- 561-585 On the dynamic shape of aggregated error correction models
by Lippi, Marco
- 589-593 A note on minimum mean squared error estimation of signals with unit roots
by Maravall, Agustin
- 595-607 On alternative state space representations of time series models
by Aoki, Masanao
March 1988, Volume 12, Issue 1
- 3-3 Foreword
by Baum, Christopher F.
- 7-12 Sector-specific capital and real exchange rate dynamics
by Murphy, Robert G.
- 13-18 The gains from optimal control in a small econometric model of the UK
by Levine, Paul & Smith, Peter
- 19-25 International policy coordination and the reduction of the US trade deficit
by Marquez, Jaime
- 27-35 The behavior of inflation and interest rates : Evidence from Italian national history
by Jappelli, Tullio & Di Meana, Andrea Ripa
- 37-40 The aggregation problem in business cycle theory
by Hillinger, Claude & Weser, Thilo
- 43-48 The flexible least squares approach to time-varying linear regression
by Kalaba, Robert & Tesfatsion, Leigh
- 49-54 An instrumental variables interpretation of linear systems theory estimation
by Havenner, Arthur & Aoki, Masanao
- 55-61 Estimation of time-varying weights on alternative expectations models : An application of non-linear time-varying parameter estimation
by Fuhrer, Jeffrey C.
- 63-70 Testing for bubbles, reflecting barriers and other anomalies
by Diebold, Francis X.
- 71-76 Cyclical and secular trade elasticities : An application to LDC exports
by Marquez, Jaime
- 79-84 Asymmetrical effects of monetary policy between the US and Europe
by Karakitsos, Elias
- 85-91 Trade-off reversals in macroeconomic policy
by Hughes Hallett, A. J. & Petit, M. L.
- 93-100 International economic policy coordination : Policy analysis in a staggered wage-setting model
by Fissel, Gary S.
- 101-107 A constrained min-max algorithm for rival models
by Rustem, Berc
- 109-116 Interactive preference elicitation in macroeconomic decision models
by Panattoni, Lorenzo
- 119-125 Uncertainty, habit persistence, and cyclical price behavior
by Shupp, Franklin R.
- 127-133 Dynamic adjustment of firms' capital structures in a varying-risk environment
by Baum, Christopher F. & Doyle, Joanne M.
- 135-135 Risky business : The allocation of capital
by Craine, Roger
- 137-143 Stochastic learning by experience and returns to scale
by Stefanou, Spiro E.
- 145-151 Specification and estimation of asymmetric adjustment rates for quasi-fixed factors of production
by Chang, Ching-Cheng & Stefanou, Spiro E.
- 155-159 A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games
by Zadrozny, Peter
- 161-166 An illustration of the application of control methods in choosing optimal us agricultural policy
by Coomes, Paul A.
- 167-172 Asynchronous algorithms in non-cooperative games
by Basar, Tamer
- 173-179 The reliability of control experiments : Comparison of the sources of error
by Brillet, Jean-Louis & Laurent, Jean-Paul
- 181-187 Temporal risk aversion in a phased deregulation game
by Hsu, Shih-Hsun & Stefanou, Spiro E.
December 1987, Volume 11, Issue 4
- 465-481 A procedure for differentiating perfect-foresight-model reduced-from coefficients
by Anderson, Gary
- 483-498 A model of strategic default of sovereign debt
by Kulatilaka, Nalin & Marcus, Alan J.
- 499-511 Joint production of substitutable, exhaustible resources, or: Is flaring gas rational?
by Wirl, Franz
- 513-517 Government-private sector relations as a stackelberg game: A degenerate case
by Abou-Kandil, H. & Bertrand, P.
- 519-530 Capital deepening and impatience equivalence in stochastic aggregative growth models
by Dutta, Prajit K.
- 531-549 Relaxation techniques and asynchronous algorithms for on-line computation of non-cooperative equilibria
by Basar, Tamer
September 1987, Volume 11, Issue 3
- 285-312 On income fluctuations and capital gains with a convex production function
by Sotomayor, Marilda de Oliveira
- 313-329 Behavior of the firm in a market for heterogeneous labor
by Vroman, Susan B.
- 331-357 The dynamic analysis of continuous-time life-cycle savings growth models
by Laitner, John
- 359-372 Uncertain inflation and social security indexation
by H.U., Sheng Cheng
- 373-389 Ratchet effects and the cost of incremental incentive schemes
by Hollander, Abraham & Haurie, Alain & L'Ecuyer, Pierre
- 391-404 Stochastic equilibrium discounting
by Nairay, Alain
- 405-423 An approximation technique for computing optimal dynamic paths
by Sierra, Hector & Condon, Timothy
- 425-443 Optimal control in wide-sense stationary continuous-time stochastic models
by Bergstrom, A.R.
- 445-453 Uncertain horizon and stability: Analysis in an optimal growth model
by Zilcha, Itzhak
- 455-459 A note on Khilnani and TSE's USA algorithm
by Marcotte, Patrice
- 461-463 A response to professor Marcotte
by Khilnani, Arvind & T.S.E., Edison T.S.
June 1987, Volume 11, Issue 2
- 149-149 Foreword
by Shupp, Franklin R.
- 153-158 Conflict and cooperation in a model of stabilization policies : A differential game approach
by Neck, Reinhard & Dockner, Engelbert
- 159-161 Non-cooperative dynamic games with rational observers
by Holly, Sean
- 163-170 The robustness of economic policy selections and the incentive to cooperate
by Brandsma, A. S. & Hughes Hallett, A. J. & Swank, J.
- 173-178 The trade-off between simplicity and optimality in macroeconomic policy design
by Christodoulakis, Nicos & Levine, Paul
- 179-184 Smoothing optimal economic policies
by Sandblom, Carl-Louis
- 185-192 Objective functions and the complexity of policy design
by Rustem, B. & Velupillai, K.
- 195-200 The effects of price- and output-stabilising policies in an interdependent world economy
by Baum, Christopher F.
- 201-206 Oscillations in optimal growth models
by Medio, Alfredo
- 207-212 Disinflation and sectoral productivity gains
by Shupp, Franklin R.
- 213-219 A macroeconomic model for income tax assessment for India
by Philipose, Susy
- 223-227 PLEM: A computer program for passive learning, stochastic control experiments
by Coomes, Paul A.
- 229-234 On the minimax Lyapunov stabilization of uncertain economies
by Deissenberg, Christophe
- 235-239 Latent transversality conditions in macroeconomic stabilization policies
by Brandsma, Andries S. & Siebrand, Jan C.
- 241-247 The martingale maximum principle and the allocation of labour surplus
by Davis, M. H. A. & Gomez, G. L.
- 249-254 Time-domain robustness criteria for large-scale economic systems
by Petkovski, Djordjija B.
- 257-263 Business cycle stylized facts and explanatory models
by Hillinger, Claude
- 265-268 Forecasting and stabilization of multiple economic time series in the state space
by Vishwakarma, Keshav P.
- 269-273 Adaptive control of econometric models with unknown parameters
by Ito, Yukio
- 275-281 Spectral analysis of nominal interest rates
by Erol, Umit & Richardson, James A. & Gulledge, Thomas Jr.
March 1987, Volume 11, Issue 1
- 1-28 The design of feedback rules in linear stochastic rational expectations models
by Levine, Paul & Currie, David
- 29-64 Pensions, wage profiles, and retirement rules specific human capital approach
by Chuma, Hiroyuki
- 65-78 Efficient equilibria in a differential game of capitalism
by Haurie, Alain & Pohjola, Matti
- 79-91 The structure of ARMA solutions to a general linear model with rational expectations
by Evans, George W.
- 93-116 Stationary uncertainty frontiers in macroeconometric models and existence and uniqueness of solutions to matrix Riccati equations
by Le Van, Cuong
- 117-122 Co-state variables correctly value stocks at each instant A proof
by Leonard, Daniel
- 123-145 Inefficiency of credible strategies in oligopolistic resource markets with uncertainty
by Van Der Ploeg, F.
December 1986, Volume 10, Issue 4
September 1986, Volume 10, Issue 3
June 1986, Volume 10, Issue 1-2
- 5-5 Foreword
by Rustem, Berc
- 9-13 Incentive compatibility in mixed economy planning Results of a simple model
by Anandalingam, G.
- 15-19 Optimal strategic monetary policies in dynamic interdependent economies A summary paper
by Basar, Tamer & Turnovsky, Stephen J. & D'orey, Vasco
- 21-25 Coordination of large macroeconomies'policies and the stability of small economies
by Baum, Christopher F.
- 27-31 Optimal policy design with non-linear models The multi-agent case
by Becker, R. G. & Dwolatzky, B. & Karakitsos, E. & Rustem, B.
- 33-36 On the computation of equilibria in discounted stochastic dynamic games
by Breton, Michele & Haurie, Alain & Filar, Jerzy A.
- 37-39 Dynamic advertising and pricing in an oligopology A Nash equilibrium approach
by Dockner, Engelbert & Feichtinger, Gustav
- 41-43 On incentive design for dynamic decision problems
by Ehtamo, Harri & Hamalainen, Raimo P.
- 45-49 Games, expectations, and optimal policy for open economies
by Holly, Sean
- 51-57 Policy design in asymmetrically dependent economies
by Hughes Hallett, A. J.
- 59-62 Policy coordination among the North, the South, and OPEC
by Marquez, Jaime & Pauly, Peter
- 63-66 On expectations, information and dynamic game equilibria
by Meijdam, A. C. & de Zeeuw, A. J.
- 67-71 Limit pricing in a mature market A dynamic game approach
by Shupp, Franklin R.
- 75-81 Rival models in policy optimization
by Becker, R. & Dwolatzky, B. & Karakitsos, E. & Rustem, B.
- 83-88 On extending linear quadratic control theory to non-symmetric risky objectives
by Caravani, P.
- 89-91 Optimal timing of capacity expansion
by Carvalhais, Z. & Davis, M. H. A.
- 93-97 The formulation of robust policies for rival rational expectations models of the economy
by Levine, Paul
- 99-107 New perspectives from the complex plane
by Livesey, D. A.
- 109-114 A theory of policy-induced structural change An application of the bismut stochastic maximum principle
by Markose, S. M.
- 115-118 Necessary conditions for optimal control problems with discontinuous trajectories
by Pereira, F. & Vinter, R. B.
- 119-124 On rationalizing expectations using rank-one updates of the Kalman filter
by Rustem, B. & Velupillai, K.
- 127-129 Are supercomputers useful for optimal control experiments?
by Amman, Hans M.
- 131-137 Investigations in the causal structure of the yearly OFCE model
by Boutillier, Michel & Durand, Bruno
- 139-145 Efficient solution techniques for dynamic non-linear rational expectations models
by Fisher, P. G. & Holly, S. & Hughes Hallett, A. J.
- 149-155 Approximate state space models of some vector-valued macroeconomic time series for cross-country comparisons
by Aoki, Masanao & Havenner, Arthur
- 157-161 Distributed lag analysis The Pade z-transform method
by Claverie, Pierre & Szpiro, Daniel & Topol, Richard
- 163-165 Computational pitfalls of the Hausman test
by Kramer, Walter & Sonnberger, Harald
- 169-174 Rules versus discretion in monetary policy The case of asymmetric information
by Andersen, Torben M.
- 175-184 Intermediate targets and instruments of monetary policy
by Calliari, S. & Carraro, C. & Sartore, D.
- 185-189 Developments in new Keynesian policy formation
by Christodoulakis, Nicos & Vines, David & Weale, Martin
- 191-199 Time inconsistency and optimal policies in deterministic and stochastic worlds
by Currie, David & Levine, Paul
- 201-204 Optimal crawling peg in Venezuela An optimal control application
by Edison, Hali J. & Marquez, Jaime
- 205-212 Global analysis and controls of an irregular economy model
by Galeotti, Marcello & Gori, Franco
- 213-218 The election and the economy A systemic analysis of the Italian case
by Gandolfo, Giancarlo & Mastropasqua, Cristina & Padoan, Pietro Carlo & Petit, Maria Luisa
- 219-223 A dynamic econometric model of the UK with rational expectations
by Hall, S. G. & Henry, S. G. B.
- 225-229 Stationary uncertainty frontiers in macroeconometric models An approach for solving matrix Riccati equations
by Le Van, Cuong
- 231-237 The principle of effective demand revisited
by Salmon, Mark
- 239-246 Some experiments with simple feedback rules on the treasury model
by Westaway, P. F.
- 249-254 Estimation of a non-linear discrete-time macro model
by Candela, G. & Gardini, A.
- 255-260 Recent developments in business cycle theory
by Kuczynski, M. G.
- 261-267 Dynamical systems in macroeconomics: Alternative approaches to the analysis of macroeconomic fluctuations
by Sordi, Serena
- 269-272 From the fractals of micro to the chaos of macro
by Velupillai, K.
- 275-280 Small countries in monetary unions A two-tier model
by de Macedo, Jorge Braga
- 281-289 Monetary policy, exchange rate dynamics and the labour market
by Karakitsos, Elias
- 291-295 Decomposition of the international consequences of policies into world and difference effects Application to the fair multi-country model
by Laffargue, Jean-Pierre
- 297-298 Was it real? The exchange rate -- Interest differential relation: 1973-1984
by Meese, Richard & Rogoff, Kenneth
- 301-306 Implications of risk-sensitive decision-making for the design of economic policies
by Brandsma, Andries S.
- 307-308 Optimum multi-period portfolios with imperfectly elastic assets and parameter uncertainty
by Dixon, Bruce L.
- 309-314 Inefficiency of oligopolistic resource markets with iso-elastic demand, zero extraction costs and stochastic renewal
by Ploeg, Frederick Van Der
- 315-320 The relation between the rent and selling price of a building under optimal maintenance with uncertainty
by Vorst, Ton
- 323-326 Time inconsistency and optimal policy formulation in the presence of rational expectations
by Hall, S. G.
- 327-332 A non-recursive solution for the linear rational expectations model
by Kollintzas, Tryphon
- 333-338 Diverse information and rational expectations models
by Pearlman, Joseph
December 1985, Volume 9, Issue 4
- 363-404 A method for estimating the timing interval in a linear econometric model, with an application to Taylor's model of staggered contracts
by Christiano, Lawrence J.
- 405-422 On the dynamic response of a firm to an employment subsidy with a fmd threshold
by Montgomery, Mark & Wilson, Charles A.
- 423-456 Technology transfer, licensing and the speed of endogenous technological change
by Bhattacharya, Gautam
- 457-476 Interest rate, demand and input price uncertainty and the value of firms
by French, George
- 477-491 Estimation of the monetary model of exchange-rate determination under rational expectations
by Brissimis, Sophocles N. & Leventakis, John A.
November 1985, Volume 9, Issue 3
October 1985, Volume 9, Issue 2
September 1985, Volume 9, Issue 1
- 1-24 Monetary reaction functions in a small open economy
by Aoki, Masanao
- 25-39 A funnel turnpike theorem for optimal growth problems with discounting
by Feinstein, C. D. & Oren, S. S.
- 41-54 Higher moments in the linear-quadratic-gaussian problem
by Karp, Larry S.
- 55-61 Some results on analytic optimal control solution of a simple rational expectations model
by Ando, Albert & Kennickell, Arthur B.
- 63-75 On two methods for solving and estimating linear simultaneous equations under rational expectations
by Chow, Gregory C. & Reny, Philip J.
- 77-100 A model of the firm in time and space
by Arvan, Lanny & Moses, Leon N.
- 101-125 On the dominance of capitalists leadership in a Feedback-Stackelberg solution of a differential game model of capitalism
by Basar, Tamer & Haurie, Alain & Ricci, Gianni
December 1984, Volume 8, Issue 3