Dynamic Economic Models

Dynamic Economic Models is a class of mathematical economic models that explicitly represent the evolution of economic variables over time—typically via difference or differential equations and intertemporal decision rules—in order to analyze dynamic behavior, adjustment paths, and expectations in economic systems.

8.6K

Publications

709.8K

Citations

10K

Authors

2.7K

Institutions

Publications per year

2017–2026

1.2K

Authors

10K

  1. PJ
    Patrick J. Kehoe

    Federal Reserve Bank of Minneapolis, United States

    33 publications · 5.5K citations

    25

    h-index

  2. JF
    Juan Francisco Rubio-Ramı́rez

    Federal Reserve Bank of Atlanta, United States

    37 publications · 3.5K citations

    25

    h-index

  3. TJ
    Thomas J. Sargent

    New York University, United States

    38 publications · 6.7K citations

    25

    h-index

  4. CH
    Cars Hommes

    University of Amsterdam, Netherlands

    31 publications · 4.3K citations

    24

    h-index

  5. SJ
    Stephen J. Turnovsky

    University of Washington, United States

    32 publications · 1.9K citations

    23

    h-index

1–5 of 10K

Venues

  1. Econometrica

    190 publications · 64.7K citations

    85

    h-index

  2. SSRN Electronic Journal

    Repository · 812 publications · 44.1K citations

    83

    h-index

  3. American Economic Review

    147 publications · 36.3K citations

    81

    h-index

  4. The Review of Economic Studies

    152 publications · 23.6K citations

    71

    h-index

  5. The Economic Journal

    168 publications · 21.1K citations

    69

    h-index

1–5