Details about Robert Kollmann

Access statistics for papers by Robert Kollmann.

Last updated 2013-05-04. Update your information in the RePEc Author Service.

Short-id: pko143

Working Papers

2013

1. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles

2012

2. Fiscal Policy in a Financial Crisis: Standard Policy vs. Bank Rescue Measure
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles
   Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (1)
3. Fiscal Policy, Banks and the Financial Crisis
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission (2012)
   Working Paper Research, National Bank of Belgium (2012)
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (2)
   See also Journal Article in Journal of Economic Dynamics and Control (2013)
4. Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2012)

2011

5. Global Banking and International Business Cycles
   2011 Meeting Papers, Society for Economic Dynamics View citations (10)
   Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2011) View citations (27)
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (2)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (10)
   See also Journal Article in European Economic Review (2011)
6. International Financial Contagion: the Role of Banks
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (1)
7. Leverage as a Predictor for Real Activity and Volatility
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
   See also Journal Article in Journal of Economic Dynamics and Control (2012)

2010

8. Banks and International Business Cycles
   2010 Meeting Papers, Society for Economic Dynamics View citations (5)
9. Limited asset market participation and the consumption-real exchange rate anomaly
   Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (4)
   See also Journal Article in Canadian Journal of Economics (2012)
10. Productive Government Purchases and the Real Exchange Rate
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (1)

2009

11. Government Purchases and the Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    See also Journal Article in Open Economies Review (2010)
12. Household Heterogeneity and the Real Exchange Rate: Still a Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
13. International portfolios, capital accumulation and foreign assets dynamics
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (6)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2008) View citations (13)
    See also Journal Article in Journal of International Economics (2010)

2008

14. Comment on International prices and productivity: an empirical analysis of the transmission among OECD countries G. Corsetti, L. Dedola, S. Leduc)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)
15. International Portfolios, Current Account Dynamics and Capital Accumulation
    2008 Meeting Papers, Society for Economic Dynamics
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (2)
16. Solving a multi-country RBC model using Sims' second-order accurate algorithm
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
17. Using perturbation methods to solve an incomplete markets model with exogenous bounds on asset holdings
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
18. Welfare maximizing operational monetary and tax policy rules
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (4)
    See also Journal Article in Macroeconomic Dynamics (2008)

2007

19. International Portfolios with Supply, Demand and Redistributive Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (27)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (22)
    See also Chapter (2009)
20. Return Volatility and International Portfolio Choice
    2007 Meeting Papers, Society for Economic Dynamics

2006

21. A dynamic general equilibrium model of international portfolio holding: comment
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (11)
22. International Portfolio Equilibrium and the Current Account
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (73)

2005

23. Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (11)
24. International Asset Portfolios: A Dynamic General Equilibrium Perspective
    2005 Meeting Papers, Society for Economic Dynamics View citations (2)
25. Macroeconomic effects of nominal exchange rate regimes: new insights into the role of price dynamics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (3)
    See also Journal Article in Journal of International Money and Finance (2005)

2004

26. Welfare Maximizing Monetary and Fiscal Policy Rules
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (21)
27. Welfare effects of a monetary union: the role of trade openness
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (22)
    See also Journal Article in Journal of the European Economic Association (2004)

2003

28. Monetary Policy Rules in an Interdependent World
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (36)

2002

29. Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (111)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2002) View citations (37)
    See also Journal Article in Journal of Monetary Economics (2002)

2001

30. Explaining international comovements of output and asset returns: the role of money and nominal rigidities
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (22)
    See also Journal Article in Journal of Economic Dynamics and Control (2001)
31. The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (67)
    See also Journal Article in Journal of International Economics (2001)

1998

32. U.S. trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (18)
    See also Journal Article in Journal of International Money and Finance (1998)

1997

33. Endogenous fertility in a model with non-dynastic parental preferences
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
34. The cyclical behavior of market ups in U.S. manufacturing and trade: new empirical evidence based on a model of optimal storage
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article in Economics Letters (1997)

1996

35. Book review of Economic and monetary union in Europe
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
36. Book review of Frontiers of business cycle research
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
37. Incomplete asset markets and the cross-country consumption correlation puzzle
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (57)
    See also Journal Article in Journal of Economic Dynamics and Control (1996)
38. The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (73)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996) View citations (25)
39. The exchange rate in a dynamic-optimizing current account model with nominal rigidities
    Discussion Paper, Tilburg University, Center for Economic Research View citations (50)

1995

40. Consumption, real exchange rates and the structure of international asset markets
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (60)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (3)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations (22)
    See also Journal Article in Journal of International Money and Finance (1995)
41. Fiscal policy, productivity shocks, and the U.S. trade balance deficit
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (2)
42. Mark Up Fluctuations in U.S. Manufacturing and Trade: New Empirical Evidence Based on a Model of Optimal Storage
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (2)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations (2)
43. The correlation of productivy growth across regions and industries in the U.S
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1994) View citations (1)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1994) View citations (1)

1994

44. Hidden Unemployment: A Search Theoretic Interpretation
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1994) View citations (2)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1994) View citations (2)
    See also Journal Article in Economics Letters (1994)
45. The duration of unemployment as a signal
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
    See also Journal Article in Economics Letters (1994)

1993

46. Comment on A forecasting equation for the Canada-US dollar exchange rate
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
47. Fertility, Consumption and Bequests in a Model with Non- Dynastic Perental Altruism
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
48. Fiscal Policy, Technology Shcks and the US Trade Balance Deficit
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (11)
49. The Duration of Unemployment as a Signal: Implications for Labor Market Equilibrium
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ

1992

50. Incomplete Asset Markets and International Business Cycles
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations (1)

Journal Articles

2013

1. Fiscal policy, banks and the financial crisis
   Journal of Economic Dynamics and Control, 2013, 37, (2), 387-403
   See also Working Paper (2012)

2012

2. Fiscal Policy in a Financial Crisis: Standard Policy versus Bank Rescue Measures
   American Economic Review, 2012, 102, (3), 77-81 View citations (2)
3. Leverage as a predictor for real activity and volatility
   Journal of Economic Dynamics and Control, 2012, 36, (8), 1267-1283
   See also Working Paper (2011)
4. Limited asset market participation and the consumption-real exchange rate anomaly
   Canadian Journal of Economics, 2012, 45, (2), 566-584 View citations (3)
   See also Working Paper (2010)

2011

5. Advances in international macroeconomics: Lessons from the crisis
   European Economic Review, 2011, 55, (3), 307-308 View citations (1)
6. Comparison of solutions to the multi-country Real Business Cycle model
   Journal of Economic Dynamics and Control, 2011, 35, (2), 186-202 View citations (3)
7. Global banking and international business cycles
   European Economic Review, 2011, 55, (3), 407-426 View citations (16)
   See also Working Paper (2011)
8. Solving the multi-country Real Business Cycle model using a perturbation method
   Journal of Economic Dynamics and Control, 2011, 35, (2), 203-206 View citations (2)

2010

9. Government Purchases and the Real Exchange Rate
   Open Economies Review, 2010, 21, (1), 49-64 View citations (1)
   See also Working Paper (2009)
10. International portfolios, capital accumulation and foreign assets dynamics
    Journal of International Economics, 2010, 80, (1), 100-112 View citations (13)
    See also Working Paper (2009)
11. Solving the incomplete market model with aggregate uncertainty using a perturbation method
    Journal of Economic Dynamics and Control, 2010, 34, (1), 50-58 View citations (9)

2008

12. WELFARE-MAXIMIZING OPERATIONAL MONETARY AND TAX POLICY RULES
    Macroeconomic Dynamics, 2008, 12, (S1), 112-125 View citations (2)
    See also Working Paper (2008)

2006

13. A Dynamic Equilibrium Model of International Portfolio Holdings: Comment
    Econometrica, 2006, 74, (1), 269-273 View citations (13)

2005

14. Macroeconomic effects of nominal exchange rate regimes: new insights into the role of price dynamics
    Journal of International Money and Finance, 2005, 24, (2), 275-292 View citations (7)
    See also Working Paper (2005)

2004

15. Welfare Effects of a Monetary Union: The Role of Trade Openness
    Journal of the European Economic Association, 2004, 2, (2-3), 289-301 View citations (21)
    See also Working Paper (2004)

2002

16. Monetary policy rules in the open economy: effects on welfare and business cycles
    Journal of Monetary Economics, 2002, 49, (5), 989-1015 View citations (132)
    See also Working Paper (2002)

2001

17. Explaining international comovements of output and asset returns: The role of money and nominal rigidities
    Journal of Economic Dynamics and Control, 2001, 25, (10), 1547-1583 View citations (43)
    See also Working Paper (2001)
18. The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation
    Journal of International Economics, 2001, 55, (2), 243-262 View citations (93)
    See also Working Paper (2001)

1998

19. US trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages
    Journal of International Money and Finance, 1998, 17, (4), 637-669 View citations (29)
    See also Working Paper (1998)

1997

20. Endogenous fertility in a model with non-dynastic parental altruism
    Journal of Population Economics, 1997, 10, (1), 87-95 View citations (2)
21. The cyclical behavior of mark ups in U.S. manufacturing and trade: new empirical evidence based on a model of optimal storage
    Economics Letters, 1997, 57, (3), 331-337 View citations (1)
    See also Working Paper (1997)

1996

22. Book reviews
    Journal of Economics, 1996, 63, (2), 213-235 View citations (1)
23. Incomplete asset markets and the cross-country consumption correlation puzzle
    Journal of Economic Dynamics and Control, 1996, 20, (5), 945-961 View citations (72)
    See also Working Paper (1996)

1995

24. Consumption, real exchange rates and the structure of international asset markets
    Journal of International Money and Finance, 1995, 14, (2), 191-211 View citations (56)
    See also Working Paper (1995)
25. The correlation of productivity growth across regions and industries in the United States
    Economics Letters, 1995, 47, (3-4), 437-443 View citations (13)

1994

26. Hidden unemployment a search-theoretic interpretation
    Economics Letters, 1994, 46, (4), 351-355 View citations (2)
    See also Working Paper (1994)
27. The duration of unemployment as a signal
    Economics Letters, 1994, 45, (3), 373-377
    See also Working Paper (1994)

Chapters

2009

1. International Portfolios with Supply, Demand and Redistributive Shocks
   A chapter in NBER International Seminar on Macroeconomics 2007, 2009, pp 231-263 View citations (2)
   See also Working Paper (2007)