Journal of Economic Dynamics & Control Short Title: J. Econ. Dyn. Control Publisher: Elsevier, Amsterdam ISSN: 0165-1889 Online: http://www.sciencedirect.com/science/journal/01651889 Comments: Journal Documents Indexed: 3,688 Publications (since 1983) References Indexed: 3,618 Publications with 126,117 References. all top 5 Latest Issues 163 (2024) 162 (2024) 161 (2024) 160 (2024) 159 (2024) 158 (2024) 157 (2023) 156 (2023) 155 (2023) 154 (2023) 153 (2023) 152 (2023) 151 (2023) 150 (2023) 149 (2023) 148 (2023) 147 (2023) 146 (2023) 145 (2022) 144 (2022) 143 (2022) 142 (2022) 141 (2022) 140 (2022) 139 (2022) 138 (2022) 137 (2022) 136 (2022) 135 (2022) 134 (2022) 133 (2021) 132 (2021) 131 (2021) 130 (2021) 129 (2021) 128 (2021) 127 (2021) 126 (2021) 125 (2021) 124 (2021) 123 (2021) 122 (2021) 121 (2020) 120 (2020) 119 (2020) 118 (2020) 117 (2020) 116 (2020) 115 (2020) 114 (2020) 113 (2020) 112 (2020) 111 (2020) 110 (2020) 109 (2019) 108 (2019) 107 (2019) 106 (2019) 105 (2019) 104 (2019) 103 (2019) 102 (2019) 101 (2019) 100 (2019) 99 (2019) 98 (2019) 97 (2018) 96 (2018) 95 (2018) 94 (2018) 93 (2018) 92 (2018) 91 (2018) 90 (2018) 89 (2018) 88 (2018) 87 (2018) 86 (2018) 85 (2017) 84 (2017) 83 (2017) 82 (2017) 81 (2017) 80 (2017) 79 (2017) 78 (2017) 77 (2017) 76 (2017) 75 (2017) 74 (2017) 73 (2016) 72 (2016) 71 (2016) 70 (2016) 69 (2016) 68 (2016) 67 (2016) 66 (2016) 65 (2016) 64 (2016) ...and 247 more Volumes all top 5 Authors 25 Kort, Peter M. 24 Hommes, Cars H. 16 Gallegati, Mauro 14 Dawid, Herbert 14 Feichtinger, Gustav 14 Turnovsky, Stephen J. 14 Westerhoff, Frank H. 13 Arifovic, Jasmina 13 Long, Ngo Van 12 Chiarella, Carl 11 den Haan, Wouter J. 11 Judd, Kenneth L. 11 Semmler, Willi 10 Evans, George W. II 9 Anufriev, Mikhail 9 Brock, William A.“Buz” 9 Dai, Min 9 Farmer, James Doyne 9 Grass, Dieter 9 Hanaki, Nobuyuki 9 Hartl, Richard F. 9 Jørgensen, Steffen 9 Kollmann, Robert 9 Levine, Paul 9 Li, Kai 9 Lütkepohl, Helmut 9 Tuinstra, Jan 9 Withagen, Cees A. A. M. 8 Boucekkine, Raouf 8 Canova, Fabio 8 Dennis, Richard 8 Faia, Ester 8 Fernández-Villaverde, Jesús 8 Honkapohja, Seppo 8 Iori, Giulia 8 Ireland, Peter N. 8 Li, Duan 8 Lillo, Fabrizio 8 Lux, Thomas C. H. 8 Maliar, Serguei 8 Roventini, Andrea 8 Rustem, Berc 8 Sargent, Thomas John 8 Wagener, Florian 8 Wirl, Franz 8 Xepapadeas, Anastasios 8 Zaccour, Georges 7 Bao, Te 7 Benchekroun, Hassan 7 Bhattacharya, Joydeep 7 Branch, William A. 7 Branger, Nicole 7 Caputo, Michael R. 7 De Zeeuw, Aart J. 7 Delli Gatti, Domenico 7 Elliott, Robert James 7 Engwerda, Jacob Christiaan 7 Glomm, Gerhard 7 Heijdra, Ben J. 7 Hughes Hallett, Andrew 7 Juillard, Michel 7 Kim, Jinill 7 Laxton, Douglas 7 Lioui, Abraham 7 Maliar, Lilia 7 McGough, Bruce 7 Panchenko, Valentyn 7 Wen, Yi 7 Zemel, Amos 6 Aoki, Masanao 6 Bar-Ilan, Avner 6 Caulkins, Jonathan P. 6 Chatterjee, Santanu 6 Cogley, Timothy 6 Detemple, Jerome B. 6 Dosi, Giovanni 6 Dutta, Prajit K. 6 Fève, Patrick 6 Gardini, Laura 6 Gersbach, Hans 6 Gilli, Manfred 6 Huang, Kevin X. D. 6 Kirchler, Michael 6 Kraft, Holger 6 Kumhof, Michael 6 Lai, Ching-chong 6 Napoletano, Mauro 6 Nishihara, Michi 6 Pearlman, Joseph G. 6 Pesaran, M. Hashem 6 Pierrard, Olivier 6 Reichlin, Pietro 6 Shibata, Takashi 6 Sorger, Gerhard 6 Taub, Bart 6 Timmermann, Allan G. 6 Tsur, Yacov 6 Wieland, Volker 6 Zhang, Jie 6 Zhu, Songping ...and 4,512 more Authors all top 5 Fields 3,608 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 389 Statistics (62-XX) 193 Systems theory; control (93-XX) 173 Operations research, mathematical programming (90-XX) 117 Probability theory and stochastic processes (60-XX) 114 Calculus of variations and optimal control; optimization (49-XX) 106 Numerical analysis (65-XX) 54 Computer science (68-XX) 45 Dynamical systems and ergodic theory (37-XX) 38 Biology and other natural sciences (92-XX) 18 General and overarching topics; collections (00-XX) 16 Partial differential equations (35-XX) 12 Ordinary differential equations (34-XX) 5 History and biography (01-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 4 Mathematical logic and foundations (03-XX) 4 Combinatorics (05-XX) 4 Difference and functional equations (39-XX) 4 Integral transforms, operational calculus (44-XX) 4 Global analysis, analysis on manifolds (58-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Information and communication theory, circuits (94-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Approximations and expansions (41-XX) 1 Measure and integration (28-XX) 1 Integral equations (45-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,673 Publications have been cited 20,825 times in 12,187 Documents Cited by ▼ Year ▼ Statistical analysis of cointegration vectors. Zbl 0647.62102 Johansen, Søren 495 1988 Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Zbl 0913.90042 Brock, William A.; Hommes, Cars H. 284 1998 Monte Carlo methods for security pricing. Zbl 0901.90007 Boyle, Phelim; Broadie, Mark; Glasserman, Paul 144 1997 Solving dynamic general equilibrium models using a second-order approximation to the policy function. Zbl 1179.91132 Schmitt-Grohé, Stephanie; Uribe, Martín 133 2004 The risk-free rate in heterogeneous-agent incomplete-insurance economies. Zbl 0784.90018 Huggett, Mark 118 1993 Pricing American-style securities using simulation. Zbl 0901.90009 Broadie, Mark; Glasserman, Paul 115 1997 Network models and financial stability. Zbl 1201.91245 Nier, Erlend; Yang, Jing; Yorulmazer, Tanju; Alentorn, Amadeo 107 2007 Time-consistent Shapley value allocation of pollution cost reduction. Zbl 1027.91005 Petrosjan, Leon; Zaccour, Georges 102 2003 Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates. Zbl 0661.62117 Hamilton, James D. 99 1988 Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297 Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 93 2006 Using the generalized Schur form to solve a multivariate linear rational expectations model. Zbl 0968.91027 Klein, Paul 92 2000 Agent-based computational finance: Suggested readings and early research. Zbl 0945.91018 LeBaron, B. 89 2000 Threshold heteroskedastic models. Zbl 0875.90197 Zakoïan, Jean-Michel 88 1994 Time series properties of an artificial stock market. Zbl 0959.91017 LeBaron, Blake; Arthur, W. Brian; Palmer, Richard 85 1999 A geometric approach to multiperiod mean variance optimization of assets and liabilities. Zbl 1179.91234 Leippold, Markus; Trojani, Fabio; Vanini, Paolo 85 2004 Strategic asset allocation. Zbl 0901.90008 Brennan, Michael J.; Schwartz, Eduardo S.; Lagnado, Ronald 82 1997 Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk. Zbl 1345.91089 Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E. 82 2012 Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996. Zbl 0941.00048 79 1998 Behavioral heterogeneity in stock prices. Zbl 1201.91223 Boswijk, H. Peter; Hommes, Cars H.; Manzan, Sebastiano 76 2007 Theory of constant proportion portfolio insurance. Zbl 0825.90056 Black, Fischer; Perold, André F. 74 1992 Annuitization and asset allocation. Zbl 1163.91440 Milevsky, Moshe A.; Young, Virginia R. 73 2007 A network analysis of the Italian overnight money market. Zbl 1181.91234 Iori, Giulia; de Masi, Giulia; Precup, Ovidiu Vasile; Gabbi, Giampaolo; Caldarelli, Guido 69 2008 Hedging in incomplete markets with HARA utility. Zbl 0899.90026 Duffie, Darrell; Fleming, Wendell; Soner, H. Mete; Zariphopoulou, Thaleia 68 1997 Comparing solution methods for dynamic equilibrium economies. Zbl 1162.91468 Aruoba, S. Borağan; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F. 68 2006 Consistency and cautious fictitious play. Zbl 0900.90423 Fudenberg, Drew; Levine, David K. 66 1995 Optimal consumption choices for a ‘large’ investor. Zbl 0902.90031 Cuoco, Domenico; Cvitanić, Jakša 62 1998 Risk vs. profit potential:. Zbl 0875.90045 Radner, Roy; Shepp, Larry 60 1996 Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements. Zbl 1178.91226 Jondeau, Eric; Rockinger, Michael 60 2003 PDE methods for pricing barrier options. Zbl 0967.91023 Zvan, R.; Vetzal, K. R.; Forsyth, P. A. 59 2000 Asset allocation under multivariate regime switching. Zbl 1163.91399 Guidolin, Massimo; Timmermann, Allan 58 2007 Threshold heteroskedastic models. Zbl 0806.90018 Zakoian, Jean-Michel 55 1994 Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach. Zbl 1402.91887 Ballestra, Luca Vincenzo; Pacelli, Graziella 55 2013 Products of trees for investment analysis. Zbl 0912.90027 Luenberger, David G. 54 1998 Genetic algorithm learning and the cobweb model. Zbl 0782.90017 Arifovic, Jasmina 53 1994 Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. Zbl 1131.91325 Alexander, Gordon J.; Baptista, Alexandre M. 53 2002 Competitive dynamic advertising. A modification of the Case game. Zbl 0657.90031 Sorger, Gerhard 53 1989 Skiba points and heteroclinic bifurcations, with applications to the shallow lake system. Zbl 1178.91031 Wagener, F. O. O. 52 2003 The heterogeneous expectations hypothesis: Some evidence from the lab. Zbl 1232.91103 Hommes, Cars 52 2011 Super contact and related optimality conditions. Zbl 0737.90007 Dumas, Bernard 51 1991 Gram-Charlier densities. Zbl 1056.91512 Jondeau, E.; Rockinger, M. 49 2001 Time-to-build and cycles. Zbl 1016.91068 Asea, Patrick K.; Zak, Paul J. 48 1999 Solving long-term financial planning problems via global optimization. Zbl 0901.90016 Maranas, C. D.; Androulakis, I. P.; Floudas, C. A.; Berger, A. J.; Mulvey, J. M. 47 1997 Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models. Zbl 1181.91142 Kim, Jinill; Kim, Sunghyun; Schaumburg, Ernst; Sims, Christopher A. 47 2008 Shortfall as a risk measure: properties, optimization and applications. Zbl 1200.91133 Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander 47 2004 Trends and random walks in macroeconomic time series. Zbl 0659.62128 Perron, Pierre 47 1988 Optimal trade execution: a mean quadratic variation approach. Zbl 1347.91228 Forsyth, P. A.; Kennedy, J. S.; Tse, S. T.; Windcliff, H. 47 2012 Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212 Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou 47 2018 Low frequency filtering and real business cycles. Zbl 0775.90068 King, Robert G.; Rebelo, Sergio T. 46 1993 Real options and preemption under incomplete information. Zbl 1029.91031 Lambrecht, Bart; Perraudin, William 46 2003 Real options with constant relative risk aversion. Zbl 1027.91039 Henderson, Vicky; Hobson, David G. 45 2002 Optimal portfolio choice for unobservable and regime-switching mean returns. Zbl 1179.91233 Honda, Toshiki 45 2003 A unified approach to Bermudan and barrier options under stochastic volatility models with jumps. Zbl 1401.91533 Kirkby, J. Lars; Nguyen, Duy; Cui, Zhenyu 43 2017 Optimal portfolio management with American capital guarantee. Zbl 1202.91295 El Karoui, Nicole; Jeanblanc, Monique; Lacoste, Vincent 42 2005 Money as a medium of exchange in an economy with artificially intelligent agents. Zbl 0698.90014 Marimon, Ramon; McGrattan, Ellen; Sargent, Thomas J. 42 1990 Network structure and the diffusion of knowledge. Zbl 1200.91173 Cowan, Robin; Jonard, Nicolas 41 2004 Mean-variance portfolio selection of cointegrated assets. Zbl 1217.91166 Chiu, Mei Choi; Wong, Hoi Ying 41 2011 Algorithms for solving dynamic models with occasionally binding constraints. Zbl 0951.90048 Christiano, L. J.; Fisher, J. D. M. 40 2000 Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation. Zbl 1170.91355 Heemeijer, Peter; Hommes, Cars; Sonnemans, Joep; Tuinstra, Jan 40 2009 Complementarity problems in GAMS and the PATH solver. Zbl 1002.90070 Ferris, Michael C.; Munson, Todd S. 40 2000 A robust rational route to randomness in a simple asset pricing model. Zbl 1202.91110 Hommes, Cars; Huang, Hai; Wang, Duo 40 2005 A two-person dynamic equilibrium under ambiguity. Zbl 1178.91139 Epstein, Larry G.; Miao, Jianjun 39 2003 Optimal consumption-portfolio choices and retirement planning. Zbl 1179.91230 Bodie, Zvi; Detemple, Jérôme B.; Otruba, Susanne; Walter, Stephan 39 2004 Structural stochastic volatility in asset pricing dynamics: estimation and model contest. Zbl 1345.91009 Franke, Reiner; Westerhoff, Frank 39 2012 Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Zbl 0875.90216 Cogley, Timothy; Nason, James M. 39 1995 Dynamic R&D with spillovers: competition vs cooperation. Zbl 1170.91322 Cellini, Roberto; Lambertini, Luca 38 2009 Short rate nonlinearities and regime switches. Zbl 1131.91326 Ang, Andrew; Bekaert, Geert 38 2002 On the investment-uncertainty relationship in a real options model. Zbl 1036.91510 Sarkar, Sudipto 38 2000 A method for taking models to the data. Zbl 1179.91134 Ireland, Peter N. 37 2004 Computing sunspot equilibria in linear rational expectations models. Zbl 1179.91135 Lubik, Thomas A.; Schorfheide, Frank 37 2003 Credit contagion and aggregate losses. Zbl 1200.91299 Giesecke, Kay; Weber, Stefan 37 2006 Testing for cointegration using principal components methods. Zbl 0647.62103 Phillips, P. C. B.; Ouliaris, S. 37 1988 Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles. Zbl 1231.91324 Dosi, Giovanni; Fagiolo, Giorgio; Roventini, Andrea 36 2010 Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities. Zbl 1170.91406 Bayraktar, Erhan; Milevsky, Moshe A.; Promislow, S. David; Young, Virginia R. 36 2009 Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain. Zbl 1402.91368 Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei; Valero, Rafael 36 2014 Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion. Zbl 1345.91067 Blake, David; Wright, Douglas; Zhang, Yumeng 36 2013 Productive government expenditures and long-run growth. Zbl 0875.90155 Glomm, Gerhard; Ravikumar, B. 35 1997 Channel coordination over time: Incentive equilibria and credibility. Zbl 1023.91035 Jørgensen, Steffen; Zaccour, Georges 35 2003 Dynamic pairs trading using the stochastic control approach. Zbl 1402.91737 Tourin, Agnès; Yan, Raphael 35 2013 Endogenous fluctuations in a simple asset pricing model with heterogeneous agents. Zbl 0949.91011 Gaunersdorfer, A. 34 2000 Simulation and optimization approaches to scenario tree generation. Zbl 1200.91280 Gülpınar, Nalan; Rustem, Berç; Settergren, Reuben 34 2004 Optimal portfolios under a value-at-risk constraint. Zbl 1200.91286 Yiu, K. F. C. 34 2004 The valuation of American barrier options using the decomposition technique. Zbl 1032.91064 Gao, B.; Huang, J.-Z.; Subrahmanyam, M. 34 2000 Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach. Zbl 1181.91220 Alfarano, Simone; Lux, Thomas; Wagner, Friedrich 34 2008 The stochastic rotation problem: A generalization of Faustmann’s formula to stochastic forest growth. Zbl 0899.90065 Willassen, Yngve 33 1998 Diffusion-induced instability and pattern formation in infinite horizon recursive optimal control. Zbl 1181.49025 Brock, William; Xepapadeas, Anastasios 33 2008 A cooperative incentive equilibrium for a resource management problem. Zbl 0803.90041 Ehtamo, Harri; Hämäläinen, Raimo P. 33 1993 Bayesian skepticism on unit root econometrics. Zbl 0647.62098 Sims, Christopher A. 33 1988 Option pricing with an illiquid underlying asset market. Zbl 1198.91210 Liu, Hong; Yong, Jiongmin 33 2005 Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models. Zbl 1402.90010 Øksendal, Bernt; Sandal, Leif; Ubøe, Jan 33 2013 Asymptotic methods for aggregate growth models. Zbl 0901.90039 Judd, Kenneth L.; Guu, Sy-Ming 32 1997 The financial accelerator in an evolving credit network. Zbl 1231.91463 Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Russo, Alberto; Stiglitz, Joseph E. 32 2010 Feedback Nash equilibria for non-linear differential games in pollution control. Zbl 1181.91252 Kossioris, G.; Plexousakis, M.; Xepapadeas, A.; de Zeeuw, A.; Mäler, K.-G. 32 2008 Using dynamic programming with adaptive grid scheme for optimal control problems in economics. Zbl 1202.49026 Grüne, Lars; Semmler, Willi 32 2004 A dynamic analysis of moving average rules. Zbl 1162.91474 Chiarella, Carl; He, Xue-Zhong; Hommes, Cars 32 2006 Asset price and wealth dynamics in a financial market with heterogeneous agents. Zbl 1162.91473 Chiarella, Carl; Dieci, Roberto; Gardini, Laura 32 2006 The impact of heterogeneous trading rules on the limit order book and order flows. Zbl 1170.91371 Chiarella, Carl; Iori, Giulia; Perelló, Josep 32 2009 Investment under alternative return assumptions. Zbl 0900.90090 Metcalf, Gilbert E.; Hassett, Kevin A. 32 1995 Optimal investment with minimum performance constraints. Zbl 0996.91058 Teplá, L. 32 2001 Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation. Zbl 1182.91161 Wang, J.; Forsyth, P. A. 32 2010 Optimal design of the guarantee for defined contribution funds. Zbl 1202.91124 Deelstra, Griselda; Grasselli, Martino; Koehl, Pierre-François 32 2004 A general method for analysis and valuation of drawdown risk. Zbl 1518.91268 Zhang, Gongqiu; Li, Lingfei 4 2023 Spatial growth theory: optimality and spatial heterogeneity. Zbl 1518.91152 Xepapadeas, Anastasios; Yannacopoulos, Athanasios N. 3 2023 Vector autoregression models with skewness and heavy tails. Zbl 1521.62214 Karlsson, Sune; Mazur, Stepan; Nguyen, Hoang 2 2023 Quantitative easing in the US and financial cycles in emerging markets. Zbl 1518.91299 Kolasa, Marcin; Wesołowski, Grzegorz 2 2023 The Phillips curve at 65: time for time and frequency. Zbl 1518.91107 Aguiar-Conraria, Luís; Martins, Manuel M. F.; Soares, Maria Joana 1 2023 Long-term bank lending and the transfer of aggregate risk. Zbl 1518.91302 Reiter, Michael; Zessner-Spitzenberg, Leopold 1 2023 Pollution and labor market search externalities over the business cycle. Zbl 1518.91187 Gibson, John; Heutel, Garth 1 2023 Unstable diffusion in social networks. Zbl 1518.91206 Kobayashi, Teruyoshi; Ogisu, Yoshitaka; Onaga, Tomokatsu 1 2023 The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. Zbl 1518.91193 Hagenhoff, Tim; Lustenhouwer, Joep 1 2023 Misinformation due to asymmetric information sharing. Zbl 1518.91202 Buechel, Berno; Klößner, Stefan; Meng, Fanyuan; Nassar, Anis 1 2023 Reconstructing production networks using machine learning. Zbl 1514.91075 Mungo, Luca; Lafond, François; Astudillo-Estévez, Pablo; Farmer, J. Doyne 1 2023 The macroeconomics of testing and quarantining. Zbl 1489.91148 Eichenbaum, Martin S.; Rebelo, Sergio; Trabandt, Mathias 12 2022 Estimating and simulating a SIRD model of COVID-19 for many countries, states, and cities. Zbl 1492.92091 Fernández-Villaverde, Jesús; Jones, Charles I. 11 2022 Payment schemes for sustaining cooperation in dynamic games. Zbl 1492.91232 Parilina, Elena M.; Zaccour, Georges 4 2022 Shilnikov chaos, low interest rates, and New Keynesian macroeconomics. Zbl 1517.91106 Barnett, William A.; Bella, Giovanni; Ghosh, Taniya; Mattana, Paolo; Venturi, Beatrice 4 2022 Deep learning classification: modeling discrete labor choice. Zbl 1517.91055 Maliar, Lilia; Maliar, Serguei 4 2022 The macroeconomics of central bank digital currencies. Zbl 1517.91107 Barrdear, John; Kumhof, Michael 4 2022 Optimal management of an epidemic: lockdown, vaccine and value of life. Zbl 1492.91197 Garriga, Carlos; Manuelli, Rody; Sanghi, Siddhartha 4 2022 Epidemics in the New Keynesian model. Zbl 1492.91213 Eichenbaum, Martin S.; Rebelo, Sergio; Trabandt, Mathias 3 2022 Central bank digital currency and flight to safety. Zbl 1517.91144 Williamson, Stephen D. 3 2022 Applications of Markov chain approximation methods to optimal control problems in economics. Zbl 1517.91281 Phelan, Thomas; Eslami, Keyvan 3 2022 New insights in capacity investment under uncertainty. Zbl 1517.91267 Balter, Anne G.; Huisman, Kuno J. M.; Kort, Peter M. 3 2022 Sparse restricted perceptions equilibrium. Zbl 1492.91209 Audzei, Volha; Slobodyan, Sergey 2 2022 Optimal age-based vaccination and economic mitigation policies for the second phase of the Covid-19 pandemic. Zbl 1492.91198 Glover, Andrew; Heathcote, Jonathan; Krueger, Dirk 2 2022 Robust investment strategies with two risky assets. Zbl 1517.91203 Lin, Qian; Luo, Yulei; Sun, Xianming 2 2022 Inflation anchoring and growth: the role of credit constraints. Zbl 1517.91092 Choi, Sangyup; Furceri, Davide; Loungani, Prakash; Shim, Myungkyu 2 2022 Money mining and price dynamics: the case of divisible currencies. Zbl 1517.91285 Choi, Michael; Rocheteau, Guillaume 2 2022 Central bank digital currency: stability and information. Zbl 1517.91123 Keister, Todd; Monnet, Cyril 2 2022 Contagion accounting in stress-testing. Zbl 1489.91296 Aldasoro, Iñaki; Hüser, Anne-Caroline; Kok, Christoffer 2 2022 The political economy of early COVID-19 interventions in US states. Zbl 1492.91260 Gonzalez-Eiras, Martín; Niepelt, Dirk 2 2022 Currency manipulation and currency wars: analyzing the dynamics of competitive central bank interventions. Zbl 1518.91161 Gardini, Laura; Radi, Davide; Schmitt, Noemi; Sushko, Iryna; Westerhoff, Frank 2 2022 Synergizing ventures. Zbl 1517.91265 Akcigit, Ufuk; Dinlersoz, Emin; Greenwood, Jeremy; Penciakova, Veronika 2 2022 Fast and accurate variational inference for large Bayesian VARs with stochastic volatility. Zbl 1514.62203 Chan, Joshua C. C.; Yu, Xuewen 2 2022 Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy. Zbl 1492.91228 Agliardi, Elettra; Xepapadeas, Anastasios 1 2022 Investment timing, capacity choice and optimal floors and ceilings. Zbl 1492.91415 Paxson, Dean; Pereira, Paulo J.; Rodrigues, Artur 1 2022 Market stabilization fund and stock price crash risk: evidence from the post-crash period. Zbl 1492.91364 Zhu, Minchen; Lv, Dayong; Wu, Wenfeng 1 2022 Directed acyclic graph based information shares for price discovery. Zbl 1492.91363 Zema, Sebastiano Michele 1 2022 Improving sovereign debt restructurings. Zbl 1492.91407 Dvorkin, Maximiliano; Sánchez, Juan M.; Sapriza, Horacio; Yurdagul, Emircan 1 2022 Does the bid-ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. Zbl 1492.91354 Duong, Huu Nhan; Kalev, Petko S.; Tian, Xiao Jason 1 2022 Machine learning and speed in high-frequency trading. Zbl 1492.91346 Arifovic, Jasmina; He, Xue-zhong; Wei, Lijian 1 2022 Diffusion in large networks. Zbl 1492.91237 Grabisch, Michel; Rusinowska, Agnieszka; Venel, Xavier 1 2022 Proxy SVAR identification of monetary policy shocks – Monte Carlo evidence and insights for the US. Zbl 1492.91216 Herwartz, Helmut; Rohloff, Hannes; Wang, Shu 1 2022 Optimal energy transition with variable and intermittent renewable electricity generation. Zbl 1517.91160 Pommeret, Aude; Schubert, Katheline 1 2022 Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets. Zbl 1517.91095 Davis, J. Scott; Huang, Kevin X. D.; Sapci, Ayse 1 2022 Comparison of local projection estimators for proxy vector autoregressions. Zbl 1514.62313 Bruns, Martin; Lütkepohl, Helmut 1 2022 Smart products: liability, investments in product safety, and the timing of market introduction. Zbl 1517.91041 Dawid, Herbert; Muehlheusser, Gerd 1 2022 Preference heterogeneity and optimal monetary policy. Zbl 1517.91142 Uras, Burak R.; van Buggenum, Hugo 1 2022 Search for profits and business fluctuations: how does banks’ behaviour explain cycles? Zbl 1517.91093 Ciola, Emanuele; Gaffeo, Edoardo; Gallegati, Mauro 1 2022 A reconsideration of money growth rules. Zbl 1517.91108 Belongia, Michael T.; Ireland, Peter N. 1 2022 A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. Zbl 1517.91089 Berger, Tino; Richter, Julia; Wong, Benjamin 1 2022 The role of information in a continuous double auction: an experiment and learning model. Zbl 1517.91029 Anufriev, Mikhail; Arifovic, Jasmina; Ledyard, John; Panchenko, Valentyn 1 2022 From lab experiments to the field: the case of a price formation model based on laboratory findings. Zbl 1517.91026 Xin, Baohua 1 2022 Central bank digital currency and monetary policy. Zbl 1517.91115 Davoodalhosseini, Seyed Mohammadreza 1 2022 Currency stability using blockchain technology. Zbl 1517.91288 Routledge, Bryan; Zetlin-Jones, Ariel 1 2022 Discussion of: “Currency stability using blockchain technology”. Zbl 1517.91289 Sultanum, Bruno 1 2022 Asymmetries in risk premia, macroeconomic uncertainty and business cycles. Zbl 1489.91158 Görtz, Christoph; Yeromonahos, Mallory 1 2022 Competition and equilibrium effort choice. Zbl 1489.91088 Xu, Jing 1 2022 Option-implied lottery demand and IPO returns. Zbl 1489.91250 Dierkes, Maik; Krupski, Jan; Schroen, Sebastian 1 2022 Working, consuming, and dying: quantifying the diversity in the American experience. Zbl 1489.91102 Curtis, Chadwick; Garín, Julio; Lester, Robert 1 2022 Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations. Zbl 1489.91172 Karamysheva, Madina; Skrobotov, Anton 1 2022 Solving linear rational expectations models in the presence of structural change: some extensions. Zbl 1489.91140 Hatcher, Michael 1 2022 Out-of-equilibrium dynamics and excess volatility in firm networks. Zbl 1489.91147 Dessertaine, Théo; Moran, José; Benzaquen, Michael; Bouchaud, Jean-Philippe 1 2022 Computing time-consistent equilibria: a perturbation approach. Zbl 1489.91169 Dennis, Richard 1 2022 Integrated epi-econ assessment of vaccination. Zbl 1492.91194 Boppart, Timo; Harmenberg, Karl; Krusell, Per; Olsson, Jonna 1 2022 Covid-19 in unequal societies. Zbl 1492.91181 Hevia, Constantino; Macera, Manuel; Neumeyer, Pablo Andrés 1 2022 Editorial: Markets and economies with information frictions. Zbl 1514.00026 1 2022 Automated and distributed statistical analysis of economic agent-based models. Zbl 1514.62332 Vandin, Andrea; Giachini, Daniele; Lamperti, Francesco; Chiaromonte, Francesca 1 2022 Limited-tenure concessions for collective goods. Zbl 1517.91018 Quérou, Nicolas; Tomini, Agnes; Costello, Christopher 1 2022 The RPEs of RBCs and other DSGEs. Zbl 1517.91071 Evans, David; Evans, George W.; McGough, Bruce 1 2022 The euro area’s pandemic recession: a DSGE-based interpretation. Zbl 1517.91069 Cardani, Roberta; Croitorov, Olga; Giovannini, Massimo; Pfeiffer, Philipp; Ratto, Marco; Vogel, Lukas 1 2022 Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution. Zbl 1517.91190 Guan, Guohui; Li, Bin 1 2022 Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications. Zbl 1517.91241 Shi, Chao 1 2022 Efficient solution and computation of models with occasionally binding constraints. Zbl 1517.91110 Boehl, Gregor 1 2022 Corporate debt choice and bank capital regulation. Zbl 1517.91278 Xiang, Haotian 1 2022 Monetary and macroprudential policy coordination with biased preferences. Zbl 1517.91104 Agénor, Pierre-Richard; Jackson, Timothy P. 1 2022 The impacts of interest rates on banks’ loan portfolio risk-taking. Zbl 1517.91244 Adão, Luiz F. 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Zbl 1475.91230 Antoci, Angelo; Borghesi, Simone; Galeotti, Marcello; Sodini, Mauro 2 2021 ...and 1178 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 14,302 Authors 64 Kort, Peter M. 57 Feichtinger, Gustav 54 Zaccour, Georges 49 Siu, Tak Kuen 46 Forsyth, Peter A. 42 Naimzada, Ahmad K. 39 Westerhoff, Frank H. 34 Hartl, Richard F. 34 Hommes, Cars H. 33 Gardini, Laura 33 Li, Zhongfei 32 Grass, Dieter 29 Elliott, Robert James 29 Semmler, Willi 29 Zhu, Songping 28 Tramontana, Fabio 28 Venditti, Alain 28 Young, Virginia R. 26 Yeung, David Wing-Kay 25 Sodini, Mauro 25 Wirl, Franz 24 Boucekkine, Raouf 24 Chiarella, Carl 24 Nagurney, Anna 23 Dawid, Herbert 23 Kapetanios, George 23 Li, Lingfei 23 Martín-Herrán, Guiomar 22 Gori, Luca 22 Gozzi, Fausto 22 Parilina, Elena M. 22 Wong, Hoi Ying 21 Cui, Zhenyu 21 Evans, George W. II 21 Jeon, Junkee 21 Li, Duan 21 Petrosyan, Leon Aganesovich 21 Phillips, Peter Charles Bonest 21 Rustem, Berc 21 Seidl, Andrea 21 Yao, Haixiang 21 Zeng, Yan 20 Engwerda, Jacob Christiaan 20 Lütkepohl, Helmut 20 Lux, Thomas C. H. 20 Michetti, Elisabetta 19 Caulkins, Jonathan P. 19 Liang, Zongxia 19 Lillo, Fabrizio 19 Nishimura, Kazuo 18 Bischi, Gian-Italo 18 Chen, Zhiping 18 Fabozzi, Frank J. 18 Shen, Yang 18 Turnovsky, Stephen J. 18 Yang, Jinqiang 17 Caputo, Michael R. 17 Chen, An 17 Chiu, Mei Choi 17 Fabbri, Giorgio 17 Guerrini, Luca 17 He, Xinjiang 17 Jørgensen, Steffen 17 Lamantia, Fabio 17 Ma, Jingtang 17 Maliar, Serguei 17 Rettieva, Anna N. 17 Wrzaczek, Stefan 17 Yoshioka, Hidekazu 16 Augeraud-Véron, Emmanuelle 16 Benchekroun, Hassan 16 Dieci, Roberto 16 Ewald, Christian-Oliver 16 Gallegati, Mauro 16 Kwok, Yue-Kuen 16 Lambertini, Luca 16 Maliar, Lilia 16 McGough, Bruce 16 Pesaran, M. 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