Details about Jerome L. Stein

This author is deceased (2013-02-07).

Access statistics for papers by Jerome L. Stein.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pst581

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Working Papers

2014

1. The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2011

2. The Diversity of Debt Crises in Europe
   CESifo Working Paper Series, CESifo View citations (25)
   See also Journal Article The Diversity of Debt Crises in Europe, Cato Journal, Cato Journal, Cato Institute (2011) View citations (25) (2011)

2010

3. A Critique of the Literature on the US Financial Debt Crisis
   CESifo Working Paper Series, CESifo
4. Alan Greenspan, the quants and stochastic optimal control
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
5. Stochastic Optimal Control, International Finance and Debt
   EcoMod2002, EcoMod View citations (6)
   Also in CESifo Working Paper Series, CESifo (2002) View citations (2)
   See also Journal Article Stochastic optimal control, international finance and debt, Journal of Banking & Finance, Elsevier (2004) View citations (30) (2004)

2009

6. A tale of two debt crises: a stochastic optimal control analysis
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
   Also in CESifo Working Paper Series, CESifo (2008) View citations (5)
   See also Journal Article A tale of two debt crises: a stochastic optimal control analysis, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2010) View citations (9) (2010)
7. Application of Stochastic Optimal Control to Financial Market Debt Crises
   CESifo Working Paper Series, CESifo View citations (5)

2006

8. United States Current Account Deficits: A Stochastic Optimal Control Analysis
   CESifo Working Paper Series, CESifo
   See also Journal Article United States current account deficits: A stochastic optimal control analysis, Journal of Banking & Finance, Elsevier (2007) View citations (11) (2007)

2005

9. Optimal debt and equilibrium exchange rates in a Stochastic Environment: An Overview
   Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (2)
   Also in CESifo Working Paper Series, CESifo (2004) View citations (4)
10. The Transition Economies: A NATREX Evaluation of Research
    CESifo Working Paper Series, CESifo View citations (3)

2004

11. Asian Crises: Theory, Evidence, Warning-Signals
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article ASIAN CRISES: THEORY, EVIDENCE, WARNING SIGNALS, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2004) View citations (1) (2004)

2003

12. Stochastic Optimal Control Modeling of Debt Crises
    CESifo Working Paper Series, CESifo View citations (8)

2001

13. Country Default Risk: An Empirical Assessment
    CESifo Working Paper Series, CESifo View citations (10)
    See also Journal Article Country Default Risk: An Empirical Assessment, Australian Economic Papers, Wiley Blackwell (2001) View citations (9) (2001)
14. The Equilibrium Value of the Euro/$ US Exchange Rate: An Evaluation of Research
    CESifo Working Paper Series, CESifo View citations (17)

1999

15. A Stochastic Optimal Control Approach to International Finance and Foreign Debt
    CESifo Working Paper Series, CESifo View citations (4)
16. Exchange Rate Misalignments and Crises
    CESifo Working Paper Series, CESifo View citations (13)

1995

17. The Fundamental Determinants of the Real Exchange Rate of the U. S. Dollar Relative to Other G-7 Currencies
    IMF Working Papers, International Monetary Fund View citations (42)

1994

18. The Real Exchange Rates of Germany
    CESifo Working Paper Series, CESifo

Journal Articles

2014

1. Gray swans: comparison of natural and financial hazard assessment and mitigation
   Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2014, 72, (3), 1279-1297 View citations (1)

2011

2. The Diversity of Debt Crises in Europe
   Cato Journal, 2011, 31, (2), 199-215 View citations (25)
   Also in CESifo Forum, 2011, 12, (04), 44-51 (2011) View citations (25)
   See also Working Paper The Diversity of Debt Crises in Europe, CESifo Working Paper Series (2011) View citations (25) (2011)
3. The crisis, Fed, Quants and stochastic optimal control
   Economic Modelling, 2011, 28, (1-2), 272-280 View citations (7)
   Also in Economic Modelling, 2011, 28, (1), 272-280 (2011) View citations (6)
4. US Financial Debt Crisis: A Stochastic Optimal Control Approach
   Review of Economics, 2011, 62, (3), 197-217

2010

5. A critique of Alan Greenspan’s retrospective on the crisis
   Journal of Financial Transformation, 2010, 30, 9-21
6. A tale of two debt crises: a stochastic optimal control analysis
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2010, 4, 1-24 View citations (9)
   See also Working Paper A tale of two debt crises: a stochastic optimal control analysis, Economics Discussion Papers (2009) (2009)
7. Greenspan's Retrospective of Financial Crisis and Stochastic Optimal Control
   European Financial Management, 2010, 16, (5), 858-871 View citations (4)
8. Greenspan, Dodd-Frank and Stochastic Optimal Control
   CESifo Forum, 2010, 11, (04), 55-62 View citations (1)

2007

9. Inter-temporal optimization in a stochastic environment: Introduction
   Journal of Banking & Finance, 2007, 31, (5), 1287-1293 View citations (1)
10. United States current account deficits: A stochastic optimal control analysis
    Journal of Banking & Finance, 2007, 31, (5), 1321-1350 View citations (11)
    See also Working Paper United States Current Account Deficits: A Stochastic Optimal Control Analysis, CESifo Working Paper Series (2006) (2006)

2005

11. OPTIMAL DEBT AND ENDOGENOUS GROWTH IN MODELS OF INTERNATIONAL FINANCE
    Australian Economic Papers, 2005, 44, (4), 389-413 View citations (15)

2004

12. ASIAN CRISES: THEORY, EVIDENCE, WARNING SIGNALS
    The Singapore Economic Review (SER), 2004, 49, (02), 135-161 View citations (1)
    See also Working Paper Asian Crises: Theory, Evidence, Warning-Signals, CESifo Working Paper Series (2004) View citations (1) (2004)
13. Stochastic optimal control, international finance and debt
    Journal of Banking & Finance, 2004, 28, (5), 979-996 View citations (30)
    See also Working Paper Stochastic Optimal Control, International Finance and Debt, EcoMod2002 (2010) View citations (6) (2010)

2002

14. Enlargement and the Value of the Euro
    Australian Economic Papers, 2002, 41, (4), 462-479 View citations (5)

2001

15. Country Default Risk: An Empirical Assessment
    Australian Economic Papers, 2001, 40, (4), 417-436 View citations (9)
    See also Working Paper Country Default Risk: An Empirical Assessment, CESifo Working Paper Series (2001) View citations (10) (2001)

1999

16. Methodological issues in asset pricing: Random walk or chaotic dynamics
    Journal of Banking & Finance, 1999, 23, (11), 1605-1635 View citations (15)
    See also Chapter Methodological issues in asset pricing: Random walk or chaotic dynamics, World Scientific Book Chapters, 2005, 85-115 (2005) (2005)

1997

17. Recent developments in international finance: A guide to research
    Journal of Banking & Finance, 1997, 21, (11-12), 1685-1720 View citations (13)

1994

18. Can the central bank achieve price stability?
    Proceedings, 1994, (Mar), 175-203 View citations (5)
    Also in Review, 1994, (Mar), 175-203 (1994) View citations (5)

1992

19. Cobwebs, Rational Expectations and Futures Markets
    The Review of Economics and Statistics, 1992, 74, (1), 127-34 View citations (14)
20. Introduction
    The Economic Record, 1992, 68, (S1), 1-9
21. Price Discovery Processes
    The Economic Record, 1992, 68, (S1), 34-45 View citations (1)

1990

22. Capital market integration
    Journal of Banking & Finance, 1990, 14, (5), 909-928 View citations (2)
23. Introduction to special issue on 'real and nominal exchange rates'
    Journal of Banking & Finance, 1990, 14, (5), 839-843 View citations (1)
24. The real exchange rate
    Journal of Banking & Finance, 1990, 14, (5), 1045-1078 View citations (48)

1984

25. Reply to McKenna and Zannoni
    Journal of Post Keynesian Economics, 1984, 6, (3), 479-481

1982

26. Monetarism and the US economy: Reply
    Journal of Monetary Economics, 1982, 10, (1), 127-132

1981

27. Monetarist, Keynesian, and New Classical Economics
    American Economic Review, 1981, 71, (2), 139-44 View citations (8)
28. Numerical studies on the Anderson localization problem
    Physica A: Statistical Mechanics and its Applications, 1981, 106, (1), 326-343
29. Speculative Price: Economic Welfare and the Idiot of Chance
    The Review of Economics and Statistics, 1981, 63, (2), 223-32 View citations (29)

1980

30. Money-financed Fiscal Policy in a Growing Economy
    Journal of Political Economy, 1980, 88, (2), 259-87 View citations (2)
31. The Dynamics of Spot and Forward Prices in an Efficient Foreign Exchange Market with Rational Expectations
    American Economic Review, 1980, 70, (4), 565-83 View citations (7)

1979

32. Inside the Monetarist Black Box: Reply
    American Economic Review, 1979, 69, (5), 944-46 View citations (5)
33. On Regulation and Uncertainty: Reply
    American Economic Review, 1979, 69, (1), 195-99
34. The Acceleration of Inflation
    Journal of Post Keynesian Economics, 1979, 2, (1), 26-42 View citations (2)

1978

35. Inflation and stability: A comment on the Jonson and Taylor and Korteweg and Meltzer papers
    Carnegie-Rochester Conference Series on Public Policy, 1978, 8, (1), 355-368
36. Inflation and stagflation
    Journal of Banking & Finance, 1978, 2, (2), 109-131 View citations (3)
37. Inflation, employment and stagflation
    Journal of Monetary Economics, 1978, 4, (2), 193-228 View citations (3)

1977

38. International Growth with Free Trade in Equities and Goods
    International Economic Review, 1977, 18, (1), 83-100 View citations (9)
39. Social welfare under fixed and flexible exchange rates: A comment on the Farber, Roll and Solnik paper
    Carnegie-Rochester Conference Series on Public Policy, 1977, 5, (1), 267-275

1976

40. Does fiscal policy matter?
    Journal of Monetary Economics, 1976, 2, (4), 473-500 View citations (14)
41. The Effect of Rate of Return Regulation Is Highly Sensitive to the Nature of the Uncertainty
    American Economic Review, 1976, 66, (3), 278-89 View citations (6)

1974

42. Priorities and Pollution: Reply
    American Economic Review, 1974, 64, (4), 718-23
43. Unemployment, Inflation, and Monetarism
    American Economic Review, 1974, 64, (6), 867-87 View citations (6)

1973

44. Optimal Growth with Robust Feedback Control
    The Review of Economic Studies, 1973, 40, (1), 47-60 View citations (9)
45. Optimal Stabilization Paths
    Journal of Money, Credit and Banking, 1973, 5, (1), 525-62 View citations (1)

1972

46. Behavior of the Firm Under Regulatory Constraint
    American Economic Review, 1972, 62, (5), 964-70 View citations (4)

1971

47. The 1971 Report of the President's Council of Economic Advisers: Micro-Economic Aspects of Public Policy
    American Economic Review, 1971, 61, (4), 531-37 View citations (6)

1970

48. Monetary Growth Theory in Perspective
    American Economic Review, 1970, 60, (1), 85-106 View citations (31)
49. The Optimum Quantity of Money
    Journal of Money, Credit and Banking, 1970, 2, (4), 397-419 View citations (5)

1969

50. "Neoclassical" and "Keynes-Wicksell" Monetary Growth Models
    Journal of Money, Credit and Banking, 1969, 1, (2), 153-71 View citations (7)
51. Stabilization Policies in a Growing Economy
    The Review of Economic Studies, 1969, 36, (2), 165-183

1968

52. ILLIQUIDITY AND THE LIMITS TO INTEREST ARBITRAGE: REPLY
    Journal of Finance, 1968, 23, (4), 670-671

1966

53. Money and Capacity Growth
    Journal of Political Economy, 1966, 74, (5), 451 View citations (10)

1965

54. The Forward Rate and the Interest Parity
    The Review of Economic Studies, 1965, 32, (2), 113-126 View citations (1)
55. The Rationality of Official Intervention in the Forward Exchange Market: Reply
    The Quarterly Journal of Economics, 1965, 79, (1), 150-152

1963

56. The Rationality of Official Intervention in the Forward Exchange Market
    The Quarterly Journal of Economics, 1963, 77, (2), 312-316

1962

57. Forces Producing Disturbances in the Value of Output: A Reply
    Journal of Political Economy, 1962, 70, (2), 170
58. Regional Growth and Maturity in the United States. A Study of Regional Structural Change
    Swiss Journal of Economics and Statistics (SJES), 1962, 98, (III), 290-321 View citations (2)

1961

59. What Changed Money Income? A Reply
    Journal of Political Economy, 1961, 69, (3), 292

1960

60. A Method of Identifying Disturbances Which Produce Changes in Money National Income
    Journal of Political Economy, 1960, 68, (1), 1 View citations (1)

1958

61. The Predictive Accuracy of the Marginal Productivity Theory of Wages
    The Review of Economic Studies, 1958, 25, (3), 182-189 View citations (3)

Books

2012

1. Stochastic Optimal Control and the U.S. Financial Debt Crisis
   Springer Books, Springer View citations (22)

2006

2. Stochastic Optimal Control, International Finance, and Debt Crises
   OUP Catalogue, Oxford University Press View citations (40)

1998

3. Fundamental Determinants of Exchange Rates
   OUP Catalogue, Oxford University Press View citations (56)

Chapters

2005

1. Methodological issues in asset pricing: Random walk or chaotic dynamics
   Chapter 8 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 85-115
   See also Journal Article Methodological issues in asset pricing: Random walk or chaotic dynamics, Elsevier (1999) View citations (15) (1999)

1976

2. The Simultaneous Determination of Spot and Futures Prices
   Palgrave Macmillan View citations (4)