Journal of Economic Dynamics and Control, April 2020

Green Table of Contents

Volume 113

 

Labor earnings dynamics in a developing economy with a large informal sector

    Diego B.P. Gomes, Felipe S. Iachan, Cezar Santos

    Article 103854
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Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality

    Jiri Kukacka, Ladislav Kristoufek

    Article 103855

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Perturbation solution and welfare costs of business cycles in DSGE models

    Christopher Heiberger, Alfred Maußner

    Article 103819

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The disposition effect and underreaction to private information

    Dirk-Jan Janssen, Jiangyan Li, Jianying Qiu, Utz Weitzel

    Article 103856

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Dynamic asset allocation with relative wealth concerns in incomplete markets

    Holger Kraft, André Meyer-Wehmann, Frank Thomas Seifried

    Article 103857

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A comparison of economic agent-based model calibration methods

    Donovan Platt

    Article 103859

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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity

    Helmut Lütkepohl, Tomasz Woźniak

    Article 103862

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The contribution of intraday jumps to forecasting the density of returns

    Christophe Chorro, Florian Ielpo, Benoît Sévi

    Article 103853

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Quantifying the concerns of Dimon and Buffett with data and computation

    Matthew Oldham

    Article 103864

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Do inflation-targeting central banks adjust inflation targets to meet the target?

    Soyoung Kim, Geunhyung Yim

    Article 103858

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Should I stay or should I go? An agent-based setup for a trading and monetary union

    Marko Petrović, Bulent Ozel, Andrea Teglio, Marco Raberto, Silvano Cincotti

    Article 103866

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Sequential Bayesian inference for vector autoregressions with stochastic volatility

    Mark Bognanni, John Zito

    Article 103851

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Welfare gains of bailouts in a sovereign default model

    Roberto Pancrazi, Hernán D. Seoane, Marija Vukotić

    Article 103867

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