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Details about Jacob Engwerda

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Workplace:Departement Econometrie & Operations Research (Department of Econometrics and Operations Research), School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

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Short-id: pen37


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Working Papers

2018

  1. Measuring Impact of Uncertainty in a Stylized Macro-Economic Climate Model within a Dynamic Game Perspective
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2018) Downloads

    See also Journal Article in Energies (2020)

2017

  1. A numerical algorithm to calculate the unique feedback nash equilibrium in a large scalar LQ differential game
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Dynamic Games and Applications (2017)
  2. Stabilization of an Uncertain Simple Fishery Management Game
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2017) Downloads

2016

  1. Government and Central Bank Interaction under uncertainty: A Differential Games Approach
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2016) Downloads

    See also Journal Article in Iranian Economic Review (IER) (2016)
  2. Robust open-loop Nash equilibria in the noncooperative LQ game revisited
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2015

  1. Debt Stabilization and Debt Mutualization in a Monetary Union with Endogenous Risk Premia
    CESifo Working Paper Series, CESifo Downloads View citations (1)

2013

  1. A Numerical Algorithm to find All Scalar Feedback Nash Equilibria
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2013) Downloads

2012

  1. Debt Stabilization Games in the Presence of Risk Premia
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2012) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  2. Open-Loop Nash Equilibria in the Non-cooperative Infinite-planning Horizon LQ Game
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2012) Downloads
  3. Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2012) Downloads
  4. Prospects of Tools from Differential Games in the Study Of Macroeconomics of Climate Change
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2012) Downloads

2011

  1. A Simulation Study of an ASEAN Monetary Union (Replaces CentER DP 2010-100)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011) Downloads
  2. Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) Downloads

2010

  1. Feedback Nash Equilibria for Descriptor Differential Games Using Matrix Projectors
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads
  2. Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads
  3. Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine Quadratic Differential
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads

2009

  1. Strategic Interactions between Fiscal and Monetary Authorities in a Multi-Country New-Keynesian Model of a Monetary Union
    CESifo Working Paper Series, CESifo Downloads View citations (10)
  2. The Open-Loop Discounted Linear Quadratic Differential Game for Regular Higher Order Index Descriptor Systems
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009) Downloads

2008

  1. A result on output feedback linear quadratic control
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2006) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2006) Downloads View citations (1)
  2. On the sensitivity matrix of the Nash bargaining solution
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2005) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2006) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2005) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2006) Downloads

    See also Journal Article in International Journal of Game Theory (2008)
  3. The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2008) Downloads View citations (2)
  4. The Optimal Linear Quadratic Feedback State Regulator Problem for Index One Descriptor Systems
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2008) Downloads View citations (2)
  5. Uniqueness conditions for the affine open-loop linear quadratic differential games
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (4)

2007

  1. A Note on Cooperative Linear Quadratic Control
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007) Downloads View citations (4)
  2. Algorithms for computing Nash equilibria in deterministic LQ games
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (6)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2006) Downloads

    See also Journal Article in Computational Management Science (2007)
  3. Multicriteria Dynamic Optimization Problems and Cooperative Dynamic Games
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2007) Downloads
  4. Necessary and Sufficient Conditions for Solving Cooperative Differential Games
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2007) Downloads

2006

  1. Linear Quadratic Games: An Overview
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2006) Downloads

2005

  1. A Numerical Algorithm to find Soft-Constrained Nash Equilibria in Scalar LQ-Games
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2005) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2004) Downloads
  2. MONETARY UNIONS: THE POLICY COORDINATION ISSUE
    Macroeconomics, University Library of Munich, Germany Downloads
  3. Macroeconomic Stabilization Policies in the EMU: Spillovers, Asymmetries, and Institutions
    CESifo Working Paper Series, CESifo Downloads
    Also in Working Papers, University of Antwerp, Faculty of Business and Economics (2003) Downloads

    See also Journal Article in Scottish Journal of Political Economy (2006)
  4. On the Matrix (I + X)-1
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2005) Downloads
  5. The Open-Loop Linear Quadratic Differential Game Revisited
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2005) Downloads View citations (3)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2004) Downloads
  6. Uncertainty in a Fishery Management Game
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2005) Downloads
  7. Uniqueness Conditions for the Infinite-Planning Horizon Open-Loop Linear Quadratic Differential Game
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2005) Downloads

2003

  1. An equivalence result in linear-quadratic theory
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (13)
  2. Robust equilibria in indefinite linear-quadratic differential games
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (16)
    See also Journal Article in Journal of Optimization Theory and Applications (2003)
  3. Staying Together or Breaking Apart: Policy-Makers’ Endogenous Coalitions Formation in the European Economic and Monetary Union
    Macroeconomics, University Library of Munich, Germany Downloads View citations (7)
    Also in CESifo Working Paper Series, CESifo (2002) Downloads View citations (12)
    Working Papers, University of Antwerp, Faculty of Business and Economics (2002) Downloads View citations (5)

2002

  1. Cooperative and non-cooperative fiscal stabilization policies in the EMU
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (21)
    See also Journal Article in Journal of Economic Dynamics and Control (2002)
  2. Monetary and fiscal policy design in the EMU: An overview
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (18)
    See also Journal Article in Open Economies Review (2002)
  3. Monetary and fiscal policy interaction in the EMU: A dynamic game approach
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (28)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2001) Downloads View citations (2)
    Working Papers, University of Antwerp, Faculty of Business and Economics Downloads View citations (3)
    Working Papers, University of Antwerp, Faculty of Business and Economics Downloads
    CESifo Working Paper Series, CESifo (2001) Downloads View citations (18)

    See also Journal Article in Annals of Operations Research (2002)

2001

  1. Coalitional behavior in an open-loop LQ-differential game for the EMU
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. Macroeconomic policy interaction under EMU: A dynamic game approach
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (11)
    See also Journal Article in Open Economies Review (2001)
  3. Monetary and fiscal policy design in the EMU using a dynamic game approach: An overview
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)

2000

  1. A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2000) Downloads
  2. Feedback Nash equilibria in the scalar infinite horizon LQ-Game
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (14)
  3. Feedback Nash equilibria in uncertain infinite time horizon differential games
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  4. Monetary and Fiscal Policy Design under EMU: A Dynamic Game Approach
    CESifo Working Paper Series, CESifo Downloads View citations (8)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1999) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (1999) Downloads
    Working Papers, University of Antwerp, Faculty of Business and Economics (1999) Downloads
  5. The solution set of the N-player scalar feedback Nash algebraic Riccati equations
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (9)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (1999) Downloads
  6. [Review of the book Matrix Diagonal Stability in Systems and Computation, E. Kaszkurewicz, A. Bhaya, 2000]
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

1999

  1. On the solution set of scalar algebraic Riccati equations
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. Performance of Delta-hedging strategies in interval models - A robustness study
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999) Downloads View citations (1)

1998

  1. Computational aspects of the open-loop Nash equilibrium in linear quadratic games
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (12)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1997) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (1997) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (1998)
  2. Fiscal Policy Interaction in the EMU
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) Downloads View citations (4)
  3. On the Scalar Feedback Nash Equilibria in the Infinite Horizon LQ-Game
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) Downloads
  4. On the open-loop Nash equilibrium in LQ-games
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (21)
    Also in Research Memorandum, Tilburg University, School of Economics and Management (1996) Downloads View citations (5)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1996) Downloads View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (1998)

1997

  1. Comments on: Data-based mechanical modelling by P.C. Young and D.J. Pedregal
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. Comments on: Multivariate structural time series models by A. Harvey and S.J. Koopman
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  3. Comments on: Nonlinear dynamics and predictability in the Austrian stockmarket by E.J. Dockner, A. Prskawetz and G. Feichtinger
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  4. Local strong D-Monotonicity of the Kalai-Smorodinsky and Nash bargaining solution
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1997) Downloads
  5. The (in)finite horizon open-loop Nash LQ Game: An application to EMU
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) Downloads View citations (8)

    See also Journal Article in Annals of Operations Research (1999)
  6. The infinite horizon open-loop Nash LQ-Game
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) Downloads
    Research Memorandum, Tilburg University, School of Economics and Management (1996) Downloads
    Research Memorandum, Tilburg University, School of Economics and Management (1997) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (1997) Downloads

1996

  1. A Game-Theoretic Rationale for EMU
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) Downloads
  2. Square indefinite LQ-problem: Existence of a unique solution
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1993) Downloads
    Research Memorandum, Tilburg University, School of Economics and Management (1993) Downloads

1995

  1. Coordination in continuously repeated games
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
  2. Is there room for convergence in the E.C.?
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (14)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1993) Downloads
    Working Papers, Tilburg - Center for Economic Research (1993)

    See also Journal Article in European Journal of Political Economy (1995)
  3. Output deadbeat control using state feedback of discrete-time multivariable systems
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  4. Properties of N-person axiomatic bargaining solutions if the Pareto frontier is twice differentiable and strictly concave
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  5. The open-loop Nash equilibrium in LQ-games revisited
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)

1994

  1. Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games: The two player case
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Research Memorandum, Tilburg University, School of Economics and Management (1994) Downloads View citations (25)
  2. Calculation of an approximate solution of the infinite time-varying LQ-problem
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Research Memorandum, Tilburg University, School of Economics and Management (1992) Downloads View citations (2)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1992) Downloads
  3. On the relationship between the open-loop Nash equilibrium in LQ-games and the inertia of a matrix
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1994) Downloads
  4. Optimal sampling-rates of digital LQ and LQG tracking controllers with costs associated to sampling
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1994) Downloads

1993

  1. Admissible target paths in economic models
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1989) Downloads
    Research Memorandum, Tilburg University, School of Economics and Management (1989) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (1993)
  2. Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation X + A*X-1A = Q
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
    Also in Research Memorandum, Tilburg University, School of Economics and Management (1992) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (1992) Downloads
  3. On the existence of a positive definite solution of the matrix equation X = ATX-1A = I
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (4)
  4. Output deadbeat control of discrete-time multivariable systems
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Research Memorandum, Tilburg University, School of Economics and Management (1993) Downloads

1992

  1. Author's reply on: Comments on Stabilizability and detectability of discrete-time, time-varying systems
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. LQ-control of sampled continuous-time systems
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1992) Downloads
  3. The indefinite LQ-problem: The finite planning horizon case
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1992) Downloads
  4. [Review of the book Synergetic Economics. Time and Change in Nonlinear Economics, W.-B. Zhang, 1991]
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

1991

  1. Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation X+AtX-1=I
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1991) Downloads

1990

  1. LQ-problem: The discrete-time time-varying case
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1988) Downloads
    Research Memorandum, Tilburg University, School of Economics and Management (1988) Downloads
  2. Stabilizability and detectability of discrete-time time-varying systems
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  3. The solution of the infinite horizon tracking problem for discrete time systems possessing an exogenous component
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (1990)
  4. [Review of the book Nonlinear Dynamical Economics and Chaotic Motion, H.W. Lorenz, 1989]
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

1989

  1. Existence of (cheap) minimal norm controllers
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. On the choice of weighting matrices in the minimum variance controller
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  3. On the existence of a positive definite solution of the matrix equation X+AXA=I
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Research Memorandum, Tilburg University, School of Economics and Management (1989) Downloads

1988

  1. Control aspects of linear discrete time-varying systems
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
  2. On the set of obtainable reference trajectories using minimum variance control
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

1986

  1. The reference stability of a macro-economic system with a minimum-variance controller
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

Undated

  1. Computational Aspects of the (In)finite Planning Horizon Open-loop Nash Equilibrium in LQ-Games
    Computing in Economics and Finance 1996, Society for Computational Economics Downloads

Journal Articles

2020

  1. Measuring Impact of Uncertainty in a Stylized Macroeconomic Climate Model within a Dynamic Game Perspective
    Energies, 2020, 13, (2), 1-39 Downloads
    See also Working Paper (2018)

2019

  1. DEBT STABILIZATION IN THE PRESENCE OF ENDOGENOUS RISK PREMIA: A DYNAMIC GAME APPROACH
    Macroeconomic Dynamics, 2019, 23, (7), 2616-2648 Downloads
  2. Debt stabilization games in a monetary union: What are the effects of introducing eurobonds?
    Journal of Macroeconomics, 2019, 59, (C), 78-102 Downloads

2018

  1. Effects of debt mutualization in a monetary union with endogenous risk premia: Can Eurobonds contribute to debt stabilization?
    Structural Change and Economic Dynamics, 2018, 44, (C), 100-114 Downloads View citations (2)

2017

  1. A Numerical Algorithm to Calculate the Unique Feedback Nash Equilibrium in a Large Scalar LQ Differential Game
    Dynamic Games and Applications, 2017, 7, (4), 635-656 Downloads
    See also Working Paper (2017)

2016

  1. Government and Central Bank Interaction under Uncertainty: A Differential Games Approach
    Iranian Economic Review (IER), 2016, 20, (2), 225-259 Downloads
    See also Working Paper (2016)
  2. Robust Optimal Control Design Using a Differential Game Approach for Open-Loop Linear Quadratic Descriptor Systems
    Journal of Optimization Theory and Applications, 2016, 168, (3), 1046-1064 Downloads

2013

  1. Debt stabilization games in the presence of risk premia
    Journal of Economic Dynamics and Control, 2013, 37, (12), 2525-2546 Downloads View citations (6)
    See also Working Paper (2012)
  2. Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine-Quadratic Differential Game
    Journal of Optimization Theory and Applications, 2013, 157, (2), 552-563 Downloads View citations (2)

2012

  1. A simulation study of an ASEAN monetary union
    Economic Modelling, 2012, 29, (5), 1870-1890 Downloads View citations (2)

2011

  1. A Numerical Toolbox to Solve N-Player Affine LQ Open-Loop Differential Games
    Computational Economics, 2011, 37, (4), 375-410 Downloads View citations (8)

2009

  1. Analysis of a monetary union enlargement in the framework of linear-quadratic differential games
    International Economics and Economic Policy, 2009, 6, (2), 135-156 Downloads

2008

  1. On the sensitivity matrix of the Nash bargaining solution
    International Journal of Game Theory, 2008, 37, (2), 265-279 Downloads View citations (1)
    See also Working Paper (2008)

2007

  1. Algorithms for computing Nash equilibria in deterministic LQ games
    Computational Management Science, 2007, 4, (2), 113-140 Downloads View citations (6)
    See also Working Paper (2007)

2006

  1. MACROECONOMIC STABILIZATION POLICIES IN THE EMU: SPILLOVERS, ASYMMETRIES AND INSTITUTIONS
    Scottish Journal of Political Economy, 2006, 53, (4), 461-484 Downloads View citations (4)
    See also Working Paper (2005)

2005

  1. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
    Mathematical Finance, 2005, 15, (4), 589-612 Downloads View citations (37)

2003

  1. Robust Equilibria in Indefinite Linear-Quadratic Differential Games
    Journal of Optimization Theory and Applications, 2003, 119, (3), 565-595 Downloads View citations (7)
    See also Working Paper (2003)

2002

  1. Cooperative and non-cooperative fiscal stabilization policies in the EMU
    Journal of Economic Dynamics and Control, 2002, 26, (3), 451-481 Downloads View citations (50)
    See also Working Paper (2002)
  2. Monetary and Fiscal Policy Design in the EMU: An Overview
    Open Economies Review, 2002, 13, (4), 321-340 Downloads View citations (24)
    See also Working Paper (2002)
  3. Monetary and Fiscal Policy Interaction in the EMU: A Dynamic Game Approach
    Annals of Operations Research, 2002, 109, (1), 229-264 Downloads View citations (17)
    See also Working Paper (2002)

2001

  1. Macroeconomic Policy Interaction under EMU: A Dynamic Game Approach
    Open Economies Review, 2001, 12, (1), 29-60 Downloads View citations (16)
    See also Working Paper (2001)

1999

  1. Asymptotic Analysis of Linear Feedback Nash Equilibria in Nonzero-Sum Linear-Quadratic Differential Games
    Journal of Optimization Theory and Applications, 1999, 101, (3), 693-722 Downloads View citations (8)
  2. Strategic behavior and noncooperative hierarchical control
    Journal of Economic Dynamics and Control, 1999, 23, (4), 641-669 Downloads
  3. The (in)finite horizon open‐loop Nash LQ game:An application to EMU
    Annals of Operations Research, 1999, 88, 251-273 Downloads View citations (4)
    See also Working Paper (1997)

1998

  1. Computational aspects of the open-loop Nash equilibrium in linear quadratic games
    Journal of Economic Dynamics and Control, 1998, 22, (8-9), 1487-1506 Downloads View citations (11)
    See also Working Paper (1998)
  2. On the open-loop Nash equilibrium in LQ-games
    Journal of Economic Dynamics and Control, 1998, 22, (5), 729-762 Downloads View citations (22)
    See also Working Paper (1998)

1995

  1. Is there room for convergence in the E.C.?
    European Journal of Political Economy, 1995, 11, (1), 113-130 Downloads View citations (20)
    See also Working Paper (1995)
  2. Optimal Sampling-Rates and Tracking Properties of Digital LQ and LQG Tracking Controllers for Systems with an Exogenous Component and Costs Associated to Sampling
    Computational Economics, 1995, 8, (2), 107-25

1993

  1. Admissible target paths in economic models
    Journal of Economic Dynamics and Control, 1993, 17, (4), 631-658 Downloads
    See also Working Paper (1993)

1992

  1. Book reviews
    Journal of Economics, 1992, 55, (3), 309-327 Downloads

1990

  1. Book reviews
    Journal of Economics, 1990, 52, (2), 191-208 Downloads
  2. The solution of the infinite horizon tracking problem for discrete time systems possessing an exogenous component
    Journal of Economic Dynamics and Control, 1990, 14, (3-4), 741-762 Downloads
    See also Working Paper (1990)

Books

2006

  1. Dynamic Modeling of Monetary and Fiscal Cooperation Among Nations
    Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (18)

Chapters

2014

  1. Interactions Between Fiscal and Monetary Authorities in a Three-Country New-Keynesian Model of a Monetary Union
    Springer

2006

  1. A Multi-Country Closed-Economy MU Model
    Springer
  2. Accession to a Monetary Union
    Springer
  3. An MU Model with Active Monetary Policy
    Springer
  4. Concluding Remarks
    Springer
  5. Endogenous Coalition Formation Concepts
    Springer View citations (2)
  6. International Policy Coordination
    Springer
  7. Mathematical Background
    Springer
  8. The Basic Symmetric Two-Country Model
    Springer
  9. World-wide Regional Policy Coordination
    Springer
 
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