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Details about Robert Kollmann

E-mail:
Homepage:http://www.robertkollmann.com
Phone:32 2 650 4474
Postal address:ECARES CP 114 Université Libre de Bruxelles 50 Avenue Franklin Roosevelt B-1050 Bruxelles Belgium
Workplace:European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles (Free University of Brussels), (more information at EDIRC)

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Last updated 2018-10-05. Update your information in the RePEc Author Service.

Short-id: pko143


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Working Papers

2018

  1. Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads
    Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018) Downloads
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2018) Downloads
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2018) Downloads

2017

  1. Drivers of the Post-Crisis Slump in the Eurozone and the US
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2017) Downloads
  2. Explaining International Business Cycle Synchronization
    2017 Meeting Papers, Society for Economic Dynamics Downloads
  3. Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2017) Downloads View citations (3)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (3)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2017) Downloads View citations (3)
  4. The Post-Crisis Slump in the Euro Area and the US
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Tractable Likelihood-Based Estimation of Non-Linear DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads

    See also Journal Article in Economics Letters (2017)

2016

  1. Blanchard and Kahn's (1980) Solution for a Linear Rational Expectations Model with One State Variable and One Control Variable: the Correct Formula
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads
  2. Discussion of "Financial Intermediation in a Global Environment" (Victoria Nuguer)
    MPRA Paper, University Library of Munich, Germany Downloads
  3. International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (9)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (9)

    See also Journal Article in Journal of Economic Dynamics and Control (2016)
  4. Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks
    2016 Meeting Papers, Society for Economic Dynamics Downloads
  5. The Post-Crisis Slump
    MPRA Paper, University Library of Munich, Germany Downloads
  6. The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2016) Downloads View citations (23)
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2016) Downloads View citations (25)
    Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016) Downloads View citations (23)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) Downloads View citations (23)

    See also Journal Article in European Economic Review (2016)
  7. Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2016) Downloads

2015

  1. Discussion of ‘Market Reforms in the Time of Imbalance’ (M. Cacciatore, R.Duval, G. Fiori, F. Ghironi)
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite
    2015 Meeting Papers, Society for Economic Dynamics Downloads
  3. Risk Sharing in a World Economy with Uncertainty Shocks
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (4)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) Downloads View citations (4)
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2015) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (4)
  4. What drives the German current account? And how does it affect other EU Member States?
    Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (39)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (9)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2015) View citations (18)
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2014) Downloads View citations (9)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014) Downloads View citations (12)
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2014) Downloads View citations (9)

    See also Journal Article in Economic Policy (2015)

2014

  1. Current Account Imbalances and International Financial Integration
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2014) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads

    See also Journal Article in Open Economies Review (2015)
  3. International Capital Flows and the Boom-Bust Cycle in Spain
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (31)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (25)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014) Downloads View citations (30)
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2014) Downloads View citations (35)
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2014) Downloads View citations (25)

    See also Journal Article in Journal of International Money and Finance (2014)
  4. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
    See also Journal Article in Computational Economics (2015)

2013

  1. Estimating the State Vector of Linearized DSGE Models without the Kalman Filter
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads
    See also Journal Article in Economics Letters (2013)
  2. Estimation of non-linear DSGE models made easy: taking second-order model approximations to the data (with an application to a DSGE model with a banking sector)
    2013 Meeting Papers, Society for Economic Dynamics Downloads
  3. Explaining the German trade surplus: An analysis with an estimated DSGE model
    Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association
  4. Fiscal Policy in the Aftermath of the Crisis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (57)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (13)
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2012) Downloads View citations (9)

    See also Journal Article in Journal of Money, Credit and Banking (2013)
  6. The Financial Crisis: Lessons for International Macroeconomics
    PSE - Labex "OSE-Ouvrir la Science Economique", HAL View citations (2)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2013) View citations (2)

    See also Journal Article in American Economic Journal: Macroeconomics (2013)
  7. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013) Downloads View citations (11)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2013) Downloads

2012

  1. Estimating the Effects of Standard Fiscal and Bank Rescue Measures
    2012 Meeting Papers, Society for Economic Dynamics Downloads
  2. Financial Contagion: the Role of Banks
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Fiscal Policy in a Financial Crisis: Standard Policy vs. Bank Rescue Measure
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (16)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (17)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (28)
  4. Fiscal Policy, Banks and the Financial Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (15)
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2012) Downloads View citations (5)
    Working Paper Research, National Bank of Belgium (2012) Downloads View citations (4)

    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  5. Global Banks, Financial Shocks and International Business Cycles: Evidence from Estimated Models
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (11)
  6. Global Banks, Fiscal Policy and International Business Cycles
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  7. International Risk Sharing
    MPRA Paper, University Library of Munich, Germany Downloads View citations (17)

2011

  1. Global Banking and International Business Cycles
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (62)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (32)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (3)
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2011) Downloads View citations (143)

    See also Journal Article in European Economic Review (2011)
  2. International Financial Contagion: the Role of Banks
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (3)
  3. Leverage as a Predictor for Real Activity and Volatility
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (5)

    See also Journal Article in Journal of Economic Dynamics and Control (2012)

2010

  1. Banks and International Business Cycles
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
  2. Banks and the Domestic and International Propagation of Macroeconomic and Financial Shocks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. Comment on ‘Fiscal Policy, Intercountry Adjustment and the Real Exchange Rate within Europe (C. Allsopp and D. Vines, Oxford University)
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Comparison of solutions to the multi-country real business cycle model
    Post-Print, HAL Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  5. International portfolios, capital accumulation and foreign assets dynamics
    Post-Print, HAL Downloads View citations (47)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2008) Downloads View citations (32)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (8)
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2009) Downloads View citations (54)
    Sciences Po publications, Sciences Po (2010) Downloads View citations (57)

    See also Journal Article in Journal of International Economics (2010)
  6. Limited asset market participation and the consumption-real exchange rate anomaly
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (9)

    See also Journal Article in Canadian Journal of Economics (2012)
  7. Productive Government Purchases and the Real Exchange Rate
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (17)
    See also Journal Article in Manchester School (2013)
  8. Solving the multi-country real business cycle model using a perturbation method
    Post-Print, HAL Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2009

  1. Domestic Financial Frictions: Implications for International Risk Sharing, Real Exchange Rate Volatility and International Business Cycles
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Government Purchases and the Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    See also Journal Article in Open Economies Review (2010)
  3. Household Heterogeneity and the Real Exchange Rate: Still a Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
  4. International portfolios with supply, demand and redistributive shocks
    Sciences Po publications, Sciences Po Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (40)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (13)
    Post-Print, HAL (2007) Downloads View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (44)

    See also Chapter (2009)

2008

  1. Comment on 'International Prices and Productivity: an Empirical Analysis of the Transmission among OECD Countries'
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  2. 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 (6)
  3. International Portfolios, Current Account Dynamics and Capital Accumulation
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (2)
  4. Solving a multi-country RBC model using Sims' second-order accurate algorithm
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  5. Using perturbation methods to solve an incomplete markets model with exogenous bounds on asset holdings
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  6. Welfare maximizing operational monetary and tax policy rules
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (4)

    See also Journal Article in Macroeconomic Dynamics (2008)

2007

  1. Return Volatility and International Portfolio Choice
    2007 Meeting Papers, Society for Economic Dynamics Downloads

2006

  1. A dynamic general equilibrium model of international portfolio holding: comment
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (25)
  2. International Portfolio Equilibrium and the Current Account
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (121)

2005

  1. Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads View citations (12)
  2. International Asset Portfolios: A Dynamic General Equilibrium Perspective
    2005 Meeting Papers, Society for Economic Dynamics View citations (3)
  3. Macroeconomic effects of nominal exchange rate regimes: new insights into the role of price dynamics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (28)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (3)

    See also Journal Article in Journal of International Money and Finance (2005)

2004

  1. Welfare Maximizing Monetary and Fiscal Policy Rules
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (30)
  2. Welfare effects of a monetary union: the role of trade openness
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (48)
    See also Journal Article in Journal of the European Economic Association (2004)

2003

  1. Monetary Policy Rules in an Interdependent World
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (49)

2002

  1. Monetary Policy Rules in a Two-Country World
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (243)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2002) Downloads View citations (151)

    See also Journal Article in Journal of Monetary Economics (2002)

2001

  1. Explaining international comovements of output and asset returns: the role of money and nominal rigidities
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (36)
    Also in IMF Working Papers, International Monetary Fund (1999) Downloads View citations (12)

    See also Journal Article in Journal of Economic Dynamics and Control (2001)
  2. The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (152)
    See also Journal Article in Journal of International Economics (2001)

1999

  1. Effects of Government Purchases in Open Economies: Empirical Evidence and Predictions of a Dynamic General Equilibrium Model With Nominal Rigidities
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

1998

  1. Book review of "Economic and Monetary Union in Europe: Moving Beyond Maastricht" (Peter Kenen)
    MPRA Paper, University Library of Munich, Germany Downloads
  2. 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 Downloads View citations (30)
    See also Journal Article in Journal of International Money and Finance (1998)

1997

  1. Endogenous fertility in a model with non-dynastic parental preferences
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (3)
  2. The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities; A Quantitative Investigation
    IMF Working Papers, International Monetary Fund Downloads View citations (24)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996) Downloads View citations (35)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996) View citations (78)
    Discussion Paper, Tilburg University, Center for Economic Research (1996) Downloads View citations (54)
  3. 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 Downloads View citations (1)
    See also Journal Article in Economics Letters (1997)

1996

  1. Book review of Frontiers of business cycle research
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads
  2. Incomplete asset markets and the cross-country consumption correlation puzzle
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (133)
    See also Journal Article in Journal of Economic Dynamics and Control (1996)
  3. [Book review of] Economic and monetary union in Europe: Moving Beyond Maastricht
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads

1995

  1. Consumption, real exchange rates and the structure of international asset markets
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (125)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (6)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations (29)

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

1994

  1. Hidden Unemployment: A Search Theoretic Interpretation
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (2)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1994) Downloads View citations (4)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1994) Downloads View citations (4)

    See also Journal Article in Economics Letters (1994)
  2. The duration of unemployment as a signal
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (2)
    See also Journal Article in Economics Letters (1994)

1993

  1. Comment on 'A Forecasting Equation for the Canada-US Dollar Real Exchange Rate'
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Comment on A forecasting equation for the Canada-US dollar exchange rate
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
  3. 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)
  4. Fiscal Policy, Technology Shcks and the US Trade Balance Deficit
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (13)
  5. The Duration of Unemployment as a Signal: Implications for Labor Market Equilibrium
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ

1992

  1. Incomplete Asset Markets and International Business Cycles
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (2)

1991

  1. "Essays on International Business Cycles", PhD thesis, Economics Department, University of Chicago, 1991
    MPRA Paper, University Library of Munich, Germany Downloads View citations (36)

1986

  1. "Why Can't the Long-Term Unemployed Find Jobs? A Possible Explanation and Dynamic Implications", MSc thesis, London School of Economics, 1986 (MSc Econometrics and Mathematical Economics)
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2018

  1. Blanchard and Kahn's (1980) Solution for a Linear Rational Expectations Model with One State Variable and One Jump Variable: The Correct Formula
    Manchester School, 2018, 86, (1), 49-51 Downloads

2017

  1. Tractable likelihood-based estimation of non-linear DSGE models
    Economics Letters, 2017, 161, (C), 90-92 Downloads
    See also Working Paper (2017)

2016

  1. Comments on “Market reforms in the time of imbalance” by M. Cacciatore, R. Duval, G. Fiori and F. Ghironi
    Journal of Economic Dynamics and Control, 2016, 72, (C), 94-97 Downloads
  2. International business cycles and risk sharing with uncertainty shocks and recursive preferences
    Journal of Economic Dynamics and Control, 2016, 72, (C), 115-124 Downloads View citations (9)
    See also Working Paper (2016)
  3. The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model
    European Economic Review, 2016, 88, (C), 21-41 Downloads View citations (23)
    See also Working Paper (2016)

2015

  1. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
    Open Economies Review, 2015, 26, (2), 175-196 Downloads View citations (27)
    See also Working Paper (2014)
  2. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning
    Computational Economics, 2015, 45, (2), 239-260 Downloads View citations (17)
    See also Working Paper (2014)
  3. What drives the German current account? And how does it affect other EU Member States?
    Economic Policy, 2015, 30, (81), 47-93 Downloads View citations (33)
    See also Working Paper (2015)

2014

  1. International capital flows and the boom-bust cycle in Spain
    Journal of International Money and Finance, 2014, 48, (PB), 314-335 Downloads View citations (25)
    See also Working Paper (2014)

2013

  1. Estimating the state vector of linearized DSGE models without the Kalman filter
    Economics Letters, 2013, 120, (1), 65-66 Downloads
    See also Working Paper (2013)
  2. Fiscal policy, banks and the financial crisis
    Journal of Economic Dynamics and Control, 2013, 37, (2), 387-403 Downloads View citations (21)
    See also Working Paper (2012)
  3. Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model
    Journal of Money, Credit and Banking, 2013, 45, (s2), 159-195 Downloads View citations (65)
    See also Working Paper (2013)
  4. PRODUCTIVE GOVERNMENT PURCHASES AND THE REAL EXCHANGE RATE
    Manchester School, 2013, 81, (4), 461-469 Downloads View citations (4)
    See also Working Paper (2010)
  5. Special Issue Editors' Introduction
    Journal of Money, Credit and Banking, 2013, 45, (s2), 1-1 Downloads
  6. The Financial Crisis: Lessons for International Macroeconomics
    American Economic Journal: Macroeconomics, 2013, 5, (3), 75-84 Downloads View citations (2)
    See also Working Paper (2013)

2012

  1. Fiscal Policy in a Financial Crisis: Standard Policy versus Bank Rescue Measures
    American Economic Review, 2012, 102, (3), 77-81 Downloads View citations (20)
  2. Leverage as a predictor for real activity and volatility
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1267-1283 Downloads View citations (4)
    See also Working Paper (2011)
  3. Limited asset market participation and the consumption-real exchange rate anomaly
    Canadian Journal of Economics, 2012, 45, (2), 566-584 Downloads View citations (42)
    See also Working Paper (2010)

2011

  1. Advances in international macroeconomics: Lessons from the crisis
    European Economic Review, 2011, 55, (3), 307-308 Downloads View citations (3)
  2. Comparison of solutions to the multi-country Real Business Cycle model
    Journal of Economic Dynamics and Control, 2011, 35, (2), 186-202 Downloads View citations (25)
    See also Working Paper (2010)
  3. Global banking and international business cycles
    European Economic Review, 2011, 55, (3), 407-426 Downloads View citations (136)
    See also Working Paper (2011)
  4. Solving the multi-country Real Business Cycle model using a perturbation method
    Journal of Economic Dynamics and Control, 2011, 35, (2), 203-206 Downloads View citations (14)
    See also Working Paper (2010)

2010

  1. Government Purchases and the Real Exchange Rate
    Open Economies Review, 2010, 21, (1), 49-64 Downloads View citations (18)
    See also Working Paper (2009)
  2. International portfolios, capital accumulation and foreign assets dynamics
    Journal of International Economics, 2010, 80, (1), 100-112 Downloads View citations (71)
    See also Working Paper (2010)
  3. Solving the incomplete market model with aggregate uncertainty using a perturbation method
    Journal of Economic Dynamics and Control, 2010, 34, (1), 50-58 Downloads View citations (35)

2008

  1. WELFARE-MAXIMIZING OPERATIONAL MONETARY AND TAX POLICY RULES
    Macroeconomic Dynamics, 2008, 12, (S1), 112-125 Downloads View citations (15)
    See also Working Paper (2008)

2006

  1. A Dynamic Equilibrium Model of International Portfolio Holdings: Comment
    Econometrica, 2006, 74, (1), 269-273 Downloads View citations (21)

2005

  1. 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 Downloads View citations (16)
    See also Working Paper (2005)

2004

  1. Welfare Effects of a Monetary Union: The Role of Trade Openness
    Journal of the European Economic Association, 2004, 2, (2-3), 289-301 Downloads View citations (51)
    See also Working Paper (2004)

2002

  1. Monetary policy rules in the open economy: effects on welfare and business cycles
    Journal of Monetary Economics, 2002, 49, (5), 989-1015 Downloads View citations (257)
    See also Working Paper (2002)

2001

  1. 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 Downloads View citations (62)
    See also Working Paper (2001)
  2. 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 Downloads View citations (168)
    See also Working Paper (2001)

1998

  1. 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 Downloads View citations (55)
    See also Working Paper (1998)

1997

  1. Endogenous fertility in a model with non-dynastic parental altruism
    Journal of Population Economics, 1997, 10, (1), 87-95 Downloads View citations (5)
  2. 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 Downloads View citations (3)
    See also Working Paper (1997)

1996

  1. Book reviews
    Journal of Economics, 1996, 63, (2), 213-235 Downloads
  2. Incomplete asset markets and the cross-country consumption correlation puzzle
    Journal of Economic Dynamics and Control, 1996, 20, (5), 945-961 Downloads View citations (164)
    See also Working Paper (1996)

1995

  1. Consumption, real exchange rates and the structure of international asset markets
    Journal of International Money and Finance, 1995, 14, (2), 191-211 Downloads View citations (128)
    See also Working Paper (1995)
  2. The correlation of productivity growth across regions and industries in the United States
    Economics Letters, 1995, 47, (3-4), 437-443 Downloads View citations (16)

1994

  1. Hidden unemployment a search-theoretic interpretation
    Economics Letters, 1994, 46, (4), 351-355 Downloads View citations (3)
    See also Working Paper (1994)
  2. The duration of unemployment as a signal
    Economics Letters, 1994, 45, (3), 373-377 Downloads View citations (3)
    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 Downloads View citations (4)
    See also Working Paper (2009)
 
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