Journal of Economic Dynamics and Control, November 2019

Green Table of Contents

Volume 108

 

How does government spending news affect interest rates? Evidence from the United States

    Chen Yong, Liu Dingming

    Article 103747

Link to preprint

 

On the Markov switching welfare cost of inflation

    Wei Dai, Apostolos Serletis

    Article 103748

Link to preprint

 

Optimal scientific production over the life cycle

    G. Feichtinger, D. Grass, P.M. Kort

    Article 103752

Link to preprint

 

Banking crises and liquidity in a monetary economy

    Tarishi Matsuoka, Makoto Watanabe

    Article 103724

Link to preprint

 

Improving forecasts with the co-range dynamic conditional correlation model

    Piotr Fiszeder, Marcin Fałdziński

    Article 103736

Link to open access

 

Labor market distortions under sovereign debt default crises

    Tiago Tavares

    Article 103749

Link to preprint

 

Functional Ross recovery: Theoretical results and empirical tests

    Yannick Dillschneider, Raimond Maurer

    Article 103750

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Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons

    Di Bu, Yin Liao, Jing Shi, Hongfeng Peng

    Article 103753

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Forward-looking solvency contagion

    Marco Bardoscia, Paolo Barucca, Adam Brinley Codd, John Hill

    Article 103755

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The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model

    Stefan Hohberger, Romanos Priftis, Lukas Vogel

    Article 103756

Link to preprint

 

Retail sales of durable goods, inventories and imports after large devaluations

    Valery Charnavoki

    Article 103765

Link to preprint

 

Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR

    Moris S. Strub, Duan Li, Xiangyu Cui, Jianjun Gao

    Article 103751

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Liquidation, fire sales, and acquirers’ private information

    Michi Nishihara, Takashi Shibata

    Article 103769

Link to preprint