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Journal of Economic Dynamics & Control

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Viewing: 1 - 20 of 189 papers

1.

Forecasting Macroeconomic Time Series Using Sparse Random Forest Models

Audencia Nantes School of Management and University of Nantes - Faculty of Business and Economics
Posted: 17 May 2022
Publication Status: Under Review
Downloads 2
2.

Identification of Structural VAR Models Via Independent Component Analysis: A Performance Evaluation Study

Institute of Economics, Sant'Anna School of Advanced Studies and Scuola Superiore Sant'Anna di Pisa - Institute of Economics
Posted: 14 May 2022
Publication Status: Under Review
Downloads 1
3.

Inter-Generational Conflict and the Declining Labor Share

affiliation not provided to SSRN
Posted: 12 May 2022
Publication Status: Under Review
Downloads 3
4.

Observational Learning and Firm Dynamics

California State University, East Bay - Department of Economics and McMaster University
Posted: 12 May 2022
Publication Status: Under Review
5.

Variance Ambiguity and Inactive Trading

affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Posted: 07 May 2022
Publication Status: Under Review
Downloads 13
6.

Factor Investing with Reinforcement Learning

EMLYON Business School and EMLYON Business School
Posted: 07 May 2022
Publication Status: Under Review
Downloads 24
7.

Factor Investing with Reinforcement Learning

EMLYON Business School and EMLYON Business School
Posted: 07 May 2022
Publication Status: Under Review
Downloads 10
8.

Optimal Procurement and Investment in New Technologies Under Uncertainty

Norwegian School of Economics (NHH) and University of Groningen
Posted: 07 May 2022
Publication Status: Under Review
Downloads 2
9.

Security Design with Endogenous Entry

Nanjing Audit University
Posted: 02 May 2022
Publication Status: Under Review
Downloads 7
10.

From Stochastic to Rough Volatility: A New Deep Learning Perspective on the Hedging

affiliation not provided to SSRN, Shanghai Jiao Tong University (SJTU) - Aetna School of Management and affiliation not provided to SSRN
Posted: 02 May 2022
Publication Status: Under Review
Downloads 15
11.

Counter-Cyclical Margins for Option Portfolios

affiliation not provided to SSRN, City University of Hong Kong, School of Data Science and affiliation not provided to SSRN
Posted: 30 Apr 2022
Publication Status: Under Review
Downloads 5
12.

Looking Ahead at the Effects of Automation in an Economy with Matching Frictions

Queen's University Belfast - Queen's Management School and affiliation not provided to SSRN
Posted: 30 Apr 2022
Publication Status: Under Review
Downloads 6
13.

Blue Screen of Death? Obsolescence and Structural Change in the Computer Age

University of Lausanne - Department of Economics (DEEP)
Posted: 28 Apr 2022
Publication Status: Under Review
Downloads 119
14.

Pollution and Labor Market Search Externalities Over the Business Cycle

affiliation not provided to SSRN and Georgia State University
Posted: 28 Apr 2022
Publication Status: Under Review
Downloads 3
15.

Postponing Auctioning Versus Cancellation of Allowances in the EU Ets

affiliation not provided to SSRN, Potsdam-Institut für Klimafolgenforschung (PIK) and Potsdam Institute for Climate Impact Research (PIK)
Posted: 26 Apr 2022
Publication Status: Under Review
Downloads 1
16.

Multiplicity and Not Necessarily Heterogeneity: Implications for the Long-Run Degree of Capacity Utilization

affiliation not provided to SSRN
Posted: 22 Apr 2022
Publication Status: Under Review
Downloads 17
17.

Inflation Diffusion Through Production Networks

affiliation not provided to SSRN
Posted: 13 Apr 2022
Publication Status: Under Review
Downloads 32
18.

Measuring the Trend Real Interest Rate in a Data-Rich Environment

Hunan University - Center for Economics, Finance and Management Studies
Posted: 13 Apr 2022
Publication Status: Under Review
Downloads 5
19.

Liquidity, Unemployment, and the Stock Market∗

University of California, Irvine and Hong Kong Baptist University
Posted: 12 Apr 2022
Publication Status: Under Review
Downloads 37
20.

Is Broader Better? A Monetary Approach to Forecasting Economic Activity

University of Liverpool and University of Liverpool
Posted: 12 Apr 2022
Publication Status: Under Review
Downloads 1