Details about Robert Kollmann

E-mail:
Homepage:	https://www.robertkollmann.com
Phone:	32 2 650 4474
Postal address:	Solvay Brussels School of Economics Management, Université Libre de Bruxelles, CP 114 50 Avenue Franklin Roosevelt 1050 Bruxelles Belgium
Workplace:	Équipe de Recherche sur l'Utilisation des Données Individuelles en lien avec la Théorie Économique (ERUDITE) (Research Group on the Use of Panel Data in Economics), Université Paris-Est (University of Paris-East), (more information at EDIRC) Solvay Brussels School of Economics and Management, Université Libre de Bruxelles (Free University of Brussels), (more information at EDIRC)

Access statistics for papers by Robert Kollmann.

Last updated 2023-03-07. Update your information in the RePEc Author Service.

Short-id: pko143

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Working Papers

2022

1. A Tractable Overlapping Generations Structure for Quantitative DSGE Models
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles
   Also in MPRA Paper, University Library of Munich, Germany (2022)
   See also Journal Article A tractable overlapping generations structure for quantitative DSGE models, Economics Letters, Elsevier (2022) (2022)
2. The Covid Shock and the New Macroeconomic Landscape: Taking Stock and Looking Ahead
   MPRA Paper, University Library of Munich, Germany

2021

3. Effects of Covid-19 on Euro Area GDP and Inflation: Demand vs. Supply Disturbances
   MPRA Paper, University Library of Munich, Germany View citations (7)
   Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2021) View citations (6)
   See also Journal Article Effects of Covid-19 on Euro area GDP and inflation: demand vs. supply disturbances, International Economics and Economic Policy, Springer (2021) View citations (7) (2021)
4. Household Consumption Heterogeneity and the Real Exchange Rate
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles
5. Liquidity Traps in a World Economy
   MPRA Paper, University Library of Munich, Germany View citations (5)
   Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2021) View citations (5)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (5)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (5)
   See also Journal Article Liquidity traps in a world economy, Journal of Economic Dynamics and Control, Elsevier (2021) View citations (5) (2021)
6. Secular Stagnation, Low Interest Rates and Low Inflation: Causes and Implications for Policy
   MPRA Paper, University Library of Munich, Germany View citations (2)

2020

7. Global Liquidity Traps
   MPRA Paper, University Library of Munich, Germany
8. Liquidity Traps in a Monetary Union
   MPRA Paper, University Library of Munich, Germany View citations (5)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (5)
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2020) View citations (4)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (5)
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2020) View citations (5)
   See also Journal Article Liquidity traps in a monetary union, Oxford Economic Papers, Oxford University Press (2021) View citations (6) (2021)
9. Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in MPRA Paper, University Library of Munich, Germany (2020)
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2020)
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2020)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)

2019

10. Euro Area & US External Adjustment: The Role of Commodity Prices & Emerging Market Shocks
    European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (30)

2018

11. Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (2)
    MPRA Paper, University Library of Munich, Germany (2018) View citations (4)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018) View citations (16)
    VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018) View citations (3)
    See also Journal Article Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks, Journal of International Money and Finance, Elsevier (2019) View citations (30) (2019)
12. International Financial Integration in a Changing Policy Context – the End of an Era?
    MPRA Paper, University Library of Munich, Germany

2017

13. Drivers of the Post-Crisis Slump in the Eurozone and the US
    MPRA Paper, University Library of Munich, Germany
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2017)
14. Explaining International Business Cycle Synchronization
    2017 Meeting Papers, Society for Economic Dynamics View citations (7)
15. Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    Also in MPRA Paper, University Library of Munich, Germany (2017) View citations (6)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (6)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2017) View citations (6)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017) View citations (6)
    See also Journal Article Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel, Open Economies Review, Springer (2019) View citations (9) (2019)
16. The Post-Crisis Slump in the Euro Area and the US
    MPRA Paper, University Library of Munich, Germany
17. Tractable Likelihood-Based Estimation of Non-Linear DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (10)
    See also Journal Article Tractable likelihood-based estimation of non-linear DSGE models, Economics Letters, Elsevier (2017) View citations (10) (2017)

2016

18. 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
    Also in MPRA Paper, University Library of Munich, Germany (2016)
19. Discussion of "Financial Intermediation in a Global Environment" (Victoria Nuguer)
    MPRA Paper, University Library of Munich, Germany View citations (1)
20. International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences
    MPRA Paper, University Library of Munich, Germany View citations (35)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2016) View citations (35)
    See also Journal Article International business cycles and risk sharing with uncertainty shocks and recursive preferences, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (36) (2016)
21. Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks
    2016 Meeting Papers, Society for Economic Dynamics
22. The Post-Crisis Slump
    MPRA Paper, University Library of Munich, Germany View citations (61)
23. The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model
    VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association View citations (92)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016) View citations (83)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) View citations (84)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2016) View citations (92)
    See also Journal Article The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model, European Economic Review, Elsevier (2016) View citations (91) (2016)
24. Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles
    Also in MPRA Paper, University Library of Munich, Germany (2016)

2015

25. Discussion of ‘Market Reforms in the Time of Imbalance’ (M. Cacciatore, R.Duval, G. Fiori, F. Ghironi)
    MPRA Paper, University Library of Munich, Germany
26. 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
27. Risk Sharing in a World Economy with Uncertainty Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) View citations (4)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) View citations (4)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015) View citations (4)
28. What drives the German current account? And how does it affect other EU Member States?
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association View citations (107)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (37)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (36)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) View citations (18)
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2014) View citations (36)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2015) View citations (101)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014) View citations (47)
    See also Journal Article What drives the German current account? And how does it affect other EU Member States?, Economic Policy, CEPR, CESifo, Sciences Po (2015) View citations (110) (2015)

2014

29. Current Account Imbalances and International Financial Integration
    MPRA Paper, University Library of Munich, Germany
30. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014) View citations (2)
    See also Journal Article Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences, Open Economies Review, Springer (2015) View citations (35) (2015)
31. International Capital Flows and the Boom-Bust Cycle in Spain
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (61)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (57)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) View citations (49)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (61)
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2014) View citations (63)
    See also Journal Article International capital flows and the boom-bust cycle in Spain, Journal of International Money and Finance, Elsevier (2014) View citations (57) (2014)
32. 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 (4)
    See also Journal Article Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning, Computational Economics, Springer (2015) View citations (31) (2015)

2013

33. Estimating the State Vector of Linearized DSGE Models without the Kalman Filter
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (3)
    See also Journal Article Estimating the state vector of linearized DSGE models without the Kalman filter, Economics Letters, Elsevier (2013) View citations (3) (2013)
34. 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
35. Explaining the German trade surplus: An analysis with an estimated DSGE model
    VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association
36. Fiscal Policy in the Aftermath of the Crisis
    MPRA Paper, University Library of Munich, Germany View citations (1)
37. 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 View citations (122)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (24)
    2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (22)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2012) View citations (10)
    See also Journal Article Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (136) (2013)
38. The Financial Crisis: Lessons for International Macroeconomics
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2013) View citations (3)
    Post-Print, HAL (2013) View citations (3)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2013) View citations (4)
    See also Journal Article The Financial Crisis: Lessons for International Macroeconomics, American Economic Journal: Macroeconomics, American Economic Association (2013) View citations (4) (2013)
39. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) View citations (6)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013) View citations (13)

2012

40. Estimating the Effects of Standard Fiscal and Bank Rescue Measures
    2012 Meeting Papers, Society for Economic Dynamics
41. Financial Contagion: the Role of Banks
    MPRA Paper, University Library of Munich, Germany
42. Fiscal Policy in a Financial Crisis: Standard Policy vs. Bank Rescue Measure
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (45)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (45)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (49)
43. Fiscal Policy, Banks and the Financial Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (23)
    Also in Working Paper Research, National Bank of Belgium (2012) View citations (6)
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2012) View citations (7)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (21)
    See also Journal Article Fiscal policy, banks and the financial crisis, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (53) (2013)
44. Global Banks, Fiscal Policy and International Business Cycles
    MPRA Paper, University Library of Munich, Germany View citations (13)
45. International Risk Sharing
    MPRA Paper, University Library of Munich, Germany View citations (20)

2011

46. Global Banking and International Business Cycles
    2011 Meeting Papers, Society for Economic Dynamics View citations (240)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) View citations (210)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (42)
    See also Journal Article Global banking and international business cycles, European Economic Review, Elsevier (2011) View citations (241) (2011)
47. International Financial Contagion: the Role of Banks
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (3)
48. Leverage as a Predictor for Real Activity and Volatility
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (6)
    See also Journal Article Leverage as a predictor for real activity and volatility, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (9) (2012)

2010

49. Banks and International Business Cycles
    2010 Meeting Papers, Society for Economic Dynamics View citations (4)
50. Banks and the Domestic and International Propagation of Macroeconomic and Financial Shocks
    MPRA Paper, University Library of Munich, Germany View citations (2)
51. 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
52. Comparison of solutions to the multi-country real business cycle model
    Post-Print, HAL View citations (6)
    See also Journal Article Comparison of solutions to the multi-country Real Business Cycle model, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (36) (2011)
53. International portfolios, capital accumulation and foreign assets dynamics
    SciencePo Working papers Main, HAL View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (10)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2009) View citations (57)
    Post-Print, HAL (2010) View citations (105)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2008) View citations (38)
    See also Journal Article International portfolios, capital accumulation and foreign assets dynamics, Journal of International Economics, Elsevier (2010) View citations (134) (2010)
54. Limited asset market participation and the consumption-real exchange rate anomaly
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (12)
    See also Journal Article Limited asset market participation and the consumption-real exchange rate anomaly, Canadian Journal of Economics, Canadian Economics Association (2012) View citations (56) (2012)
55. Productive Government Purchases and the Real Exchange Rate
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (33)
    See also Journal Article PRODUCTIVE GOVERNMENT PURCHASES AND THE REAL EXCHANGE RATE, Manchester School, University of Manchester (2013) View citations (12) (2013)
56. Solving the multi-country real business cycle model using a perturbation method
    Post-Print, HAL View citations (4)
    See also Journal Article Solving the multi-country Real Business Cycle model using a perturbation method, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (20) (2011)

2009

57. Domestic Financial Frictions: Implications for International Risk Sharing, Real Exchange Rate Volatility and International Business Cycles
    MPRA Paper, University Library of Munich, Germany View citations (2)
58. Government Purchases and the Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    See also Journal Article Government Purchases and the Real Exchange Rate, Open Economies Review, Springer (2010) View citations (36) (2010)
59. Household Heterogeneity and the Real Exchange Rate: Still a Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)

2008

60. Comment on 'International Prices and Productivity: an Empirical Analysis of the Transmission among OECD Countries'
    MPRA Paper, University Library of Munich, Germany View citations (5)
61. 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)
62. International Portfolios with Supply, Demand, and Redistributive Shocks
    Post-Print, HAL View citations (13)
    Also in SciencePo Working papers Main, HAL (2007)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (77)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (83)
    Post-Print, HAL (2007) View citations (65)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (22)
    See also Chapter International Portfolios with Supply, Demand, and Redistributive Shocks, NBER Chapters, National Bureau of Economic Research, Inc (2009) View citations (18) (2009)
63. 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)
64. Solving a multi-country RBC model using Sims' second-order accurate algorithm
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
65. Using perturbation methods to solve an incomplete markets model with exogenous bounds on asset holdings
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
66. Welfare maximizing operational monetary and tax policy rules
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (31)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (8)
    See also Journal Article WELFARE-MAXIMIZING OPERATIONAL MONETARY AND TAX POLICY RULES, Macroeconomic Dynamics, Cambridge University Press (2008) View citations (32) (2008)

2007

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

2006

68. A dynamic general equilibrium model of international portfolio holding: comment
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (35)
69. International Portfolio Equilibrium and the Current Account
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (153)

2005

70. 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)
71. International Asset Portfolios: A Dynamic General Equilibrium Perspective
    2005 Meeting Papers, Society for Economic Dynamics View citations (3)
72. 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 (54)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (3)
    See also Journal Article Macroeconomic effects of nominal exchange rate regimes: new insights into the role of price dynamics, Journal of International Money and Finance, Elsevier (2005) View citations (39) (2005)

2004

73. Welfare Maximizing Monetary and Fiscal Policy Rules
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (34)
74. Welfare effects of a monetary union: the role of trade openness
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (81)
    See also Journal Article Welfare Effects of a Monetary Union: The Role of Trade Openness, Journal of the European Economic Association, MIT Press (2004) View citations (80) (2004)

2003

75. Monetary Policy Rules in an Interdependent World
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (55)

2002

76. Monetary Policy Rules in a Two-Country World
    MPRA Paper, University Library of Munich, Germany View citations (1)
77. Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (358)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2002) View citations (329)
    See also Journal Article Monetary policy rules in the open economy: effects on welfare and business cycles, Journal of Monetary Economics, Elsevier (2002) View citations (378) (2002)

2001

78. 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 (52)
    Also in IMF Working Papers, International Monetary Fund (1999) View citations (19)
    See also Journal Article Explaining international comovements of output and asset returns: The role of money and nominal rigidities, Journal of Economic Dynamics and Control, Elsevier (2001) View citations (72) (2001)
79. 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 (264)
    See also Journal Article The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation, Journal of International Economics, Elsevier (2001) View citations (227) (2001)

1999

80. 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 View citations (3)

1998

81. Book review of "Economic and Monetary Union in Europe: Moving Beyond Maastricht" (Peter Kenen)
    MPRA Paper, University Library of Munich, Germany
82. 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 (52)
    See also Journal Article US trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages, Journal of International Money and Finance, Elsevier (1998) View citations (63) (1998)

1997

83. Endogenous fertility in a model with non-dynastic parental preferences
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
84. The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation
    IMF Working Papers, International Monetary Fund View citations (39)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996) View citations (88)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996) View citations (44)
    Discussion Paper, Tilburg University, Center for Economic Research (1996) View citations (69)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1996) View citations (35)
85. 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 View citations (2)
    See also Journal Article The cyclical behavior of mark ups in U.S. manufacturing and trade: new empirical evidence based on a model of optimal storage, Economics Letters, Elsevier (1997) View citations (5) (1997)

1996

86. Book review of Frontiers of business cycle research
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
87. Incomplete asset markets and the cross-country consumption correlation puzzle
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (179)
    See also Journal Article Incomplete asset markets and the cross-country consumption correlation puzzle, Journal of Economic Dynamics and Control, Elsevier (1996) View citations (194) (1996)
88. [Book review of] Economic and monetary union in Europe: Moving Beyond Maastricht
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

1995

89. Consumption, real exchange rates and the structure of international asset markets
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (210)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (8)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations (32)
    See also Journal Article Consumption, real exchange rates and the structure of international asset markets, Journal of International Money and Finance, Elsevier (1995) View citations (210) (1995)
90. Fiscal policy, productivity shocks, and the U.S. trade balance deficit
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (3)
91. 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) View citations (2)
92. 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, Universite de Montreal, Departement de sciences economiques (1994) View citations (1)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1994) View citations (1)

1994

93. Hidden Unemployment: A Search Theoretic Interpretation
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (6)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1994) View citations (7)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1994) View citations (8)
    See also Journal Article Hidden unemployment a search-theoretic interpretation, Economics Letters, Elsevier (1994) View citations (4) (1994)
94. The duration of unemployment as a signal
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
    See also Journal Article The duration of unemployment as a signal, Economics Letters, Elsevier (1994) View citations (4) (1994)

1993

95. Comment on 'A Forecasting Equation for the Canada-US Dollar Real Exchange Rate'
    MPRA Paper, University Library of Munich, Germany View citations (1)
96. Comment on A forecasting equation for the Canada-US dollar exchange rate
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
97. 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)
98. Fiscal Policy, Technology Shcks and the US Trade Balance Deficit
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (13)
99. The Duration of Unemployment as a Signal: Implications for Labor Market Equilibrium
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ

1992

100. Incomplete Asset Markets and International Business Cycles
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (3)
     Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (2)

1991

101. "Essays on International Business Cycles", PhD thesis, Economics Department, University of Chicago, 1991
     MPRA Paper, University Library of Munich, Germany View citations (68)

1986

102. "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

Journal Articles

2022

1. A tractable overlapping generations structure for quantitative DSGE models
   Economics Letters, 2022, 221, (C)
   See also Working Paper A Tractable Overlapping Generations Structure for Quantitative DSGE Models, Working Papers ECARES (2022) (2022)

2021

2. Effects of Covid-19 on Euro area GDP and inflation: demand vs. supply disturbances
   International Economics and Economic Policy, 2021, 18, (3), 475-492 View citations (7)
   See also Working Paper Effects of Covid-19 on Euro Area GDP and Inflation: Demand vs. Supply Disturbances, MPRA Paper (2021) View citations (7) (2021)
3. Liquidity traps in a monetary union
   Oxford Economic Papers, 2021, 73, (4), 1581-1603 View citations (6)
   See also Working Paper Liquidity Traps in a Monetary Union, MPRA Paper (2020) View citations (5) (2020)
4. Liquidity traps in a world economy
   Journal of Economic Dynamics and Control, 2021, 132, (C) View citations (5)
   See also Working Paper Liquidity Traps in a World Economy, MPRA Paper (2021) View citations (5) (2021)
5. The real exchange rate and household consumption heterogeneity: Testing Kocherlakota and Pistaferri’s (2007) model
   Economics Letters, 2021, 209, (C)

2019

6. Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks
   Journal of International Money and Finance, 2019, 94, (C), 183-205 View citations (30)
   See also Working Paper Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks, Working Papers ECARES (2018) View citations (3) (2018)
7. Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel
   Open Economies Review, 2019, 30, (1), 65-85 View citations (9)
   See also Working Paper Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel, CEPR Discussion Papers (2017) View citations (8) (2017)

2018

8. 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

2017

9. Tractable likelihood-based estimation of non-linear DSGE models
   Economics Letters, 2017, 161, (C), 90-92 View citations (10)
   See also Working Paper Tractable Likelihood-Based Estimation of Non-Linear DSGE Models, CEPR Discussion Papers (2017) View citations (10) (2017)

2016

10. 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
11. International business cycles and risk sharing with uncertainty shocks and recursive preferences
    Journal of Economic Dynamics and Control, 2016, 72, (C), 115-124 View citations (36)
    See also Working Paper International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences, MPRA Paper (2016) View citations (35) (2016)
12. 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 View citations (91)
    See also Working Paper The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model, VfS Annual Conference 2016 (Augsburg): Demographic Change (2016) View citations (92) (2016)

2015

13. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
    Open Economies Review, 2015, 26, (2), 175-196 View citations (35)
    See also Working Paper Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences, CEPR Discussion Papers (2014) (2014)
14. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning
    Computational Economics, 2015, 45, (2), 239-260 View citations (31)
    See also Working Paper Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning, ULB Institutional Repository (2014) View citations (4) (2014)
15. What drives the German current account? And how does it affect other EU Member States?
    Economic Policy, 2015, 30, (81), 47-93 View citations (110)
    See also Working Paper What drives the German current account? And how does it affect other EU Member States?, VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy (2015) View citations (107) (2015)

2014

16. International capital flows and the boom-bust cycle in Spain
    Journal of International Money and Finance, 2014, 48, (PB), 314-335 View citations (57)
    See also Working Paper International Capital Flows and the Boom-Bust Cycle in Spain, Working Papers ECARES (2014) View citations (61) (2014)

2013

17. Estimating the state vector of linearized DSGE models without the Kalman filter
    Economics Letters, 2013, 120, (1), 65-66 View citations (3)
    See also Working Paper Estimating the State Vector of Linearized DSGE Models without the Kalman Filter, Working Papers ECARES (2013) View citations (3) (2013)
18. Fiscal policy, banks and the financial crisis
    Journal of Economic Dynamics and Control, 2013, 37, (2), 387-403 View citations (53)
    See also Working Paper Fiscal Policy, Banks and the Financial Crisis, CEPR Discussion Papers (2012) View citations (23) (2012)
19. Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model
    Journal of Money, Credit and Banking, 2013, 45, (s2), 159-195 View citations (136)
    Also in Journal of Money, Credit and Banking, 2013, 45, (s2), 159-195 (2013) View citations (35)
    See also Working Paper Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model, CAMA Working Papers (2013) View citations (122) (2013)
20. PRODUCTIVE GOVERNMENT PURCHASES AND THE REAL EXCHANGE RATE
    Manchester School, 2013, 81, (4), 461-469 View citations (12)
    See also Working Paper Productive Government Purchases and the Real Exchange Rate, Working Papers ECARES (2010) View citations (33) (2010)
21. Special Issue Editors' Introduction
    Journal of Money, Credit and Banking, 2013, 45, (s2), 1-1
    Also in Journal of Money, Credit and Banking, 2013, 45, (s2), 1-1 (2013)
22. The Financial Crisis: Lessons for International Macroeconomics
    American Economic Journal: Macroeconomics, 2013, 5, (3), 75-84 View citations (4)
    See also Working Paper The Financial Crisis: Lessons for International Macroeconomics, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2013) View citations (3) (2013)

2012

23. Fiscal Policy in a Financial Crisis: Standard Policy versus Bank Rescue Measures
    American Economic Review, 2012, 102, (3), 77-81 View citations (47)
24. Leverage as a predictor for real activity and volatility
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1267-1283 View citations (9)
    See also Working Paper Leverage as a Predictor for Real Activity and Volatility, Working Papers ECARES (2011) View citations (4) (2011)
25. Limited asset market participation and the consumption-real exchange rate anomaly
    Canadian Journal of Economics, 2012, 45, (2), 566-584 View citations (56)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2012, 45, (2), 566-584 (2012) View citations (13)
    See also Working Paper Limited asset market participation and the consumption-real exchange rate anomaly, Globalization Institute Working Papers (2010) View citations (3) (2010)
26. Symposium on international risk sharing: Introduction
    Canadian Journal of Economics/Revue canadienne d'économique, 2012, 45, (2), 373-375 View citations (15)

2011

27. Advances in international macroeconomics: Lessons from the crisis
    European Economic Review, 2011, 55, (3), 307-308 View citations (3)
28. Comparison of solutions to the multi-country Real Business Cycle model
    Journal of Economic Dynamics and Control, 2011, 35, (2), 186-202 View citations (36)
    See also Working Paper Comparison of solutions to the multi-country real business cycle model, Post-Print (2010) View citations (6) (2010)
29. Global banking and international business cycles
    European Economic Review, 2011, 55, (3), 407-426 View citations (241)
    See also Working Paper Global Banking and International Business Cycles, 2011 Meeting Papers (2011) View citations (240) (2011)
30. 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 (20)
    See also Working Paper Solving the multi-country real business cycle model using a perturbation method, Post-Print (2010) View citations (4) (2010)

2010

31. Government Purchases and the Real Exchange Rate
    Open Economies Review, 2010, 21, (1), 49-64 View citations (36)
    See also Working Paper Government Purchases and the Real Exchange Rate, CEPR Discussion Papers (2009) View citations (8) (2009)
32. International portfolios, capital accumulation and foreign assets dynamics
    Journal of International Economics, 2010, 80, (1), 100-112 View citations (134)
    See also Working Paper International portfolios, capital accumulation and foreign assets dynamics, SciencePo Working papers Main (2010) View citations (8) (2010)
33. 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 (50)

2008

34. WELFARE-MAXIMIZING OPERATIONAL MONETARY AND TAX POLICY RULES
    Macroeconomic Dynamics, 2008, 12, (S1), 112-125 View citations (32)
    See also Working Paper Welfare maximizing operational monetary and tax policy rules, ULB Institutional Repository (2008) View citations (31) (2008)

2007

35. International Portfolios with Supply, Demand, and Redistributive Shocks [with Comments]
    NBER International Seminar on Macroeconomics, 2007, 2007, (1), 231 - 281 View citations (3)

2006

36. A Dynamic Equilibrium Model of International Portfolio Holdings: Comment
    Econometrica, 2006, 74, (1), 269-273 View citations (33)
37. Productivity, External Balance, and Exchange Rates: Evidence on the Transmission Mechanism among G7 Countries [with Comments]
    NBER International Seminar on Macroeconomics, 2006, 2006, (1), 117 - 194 View citations (2)

2005

38. 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 (39)
    See also Working Paper Macroeconomic effects of nominal exchange rate regimes: new insights into the role of price dynamics, ULB Institutional Repository (2005) View citations (54) (2005)

2004

39. 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 (80)
    See also Working Paper Welfare effects of a monetary union: the role of trade openness, ULB Institutional Repository (2004) View citations (81) (2004)

2002

40. Monetary policy rules in the open economy: effects on welfare and business cycles
    Journal of Monetary Economics, 2002, 49, (5), 989-1015 View citations (378)
    See also Working Paper Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles, CEPR Discussion Papers (2002) View citations (358) (2002)

2001

41. 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 (72)
    See also Working Paper Explaining international comovements of output and asset returns: the role of money and nominal rigidities, ULB Institutional Repository (2001) View citations (52) (2001)
42. 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 (227)
    See also Working Paper The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation, ULB Institutional Repository (2001) View citations (264) (2001)

1998

43. 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 (63)
    See also Working Paper U.S. trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages, ULB Institutional Repository (1998) View citations (52) (1998)

1997

44. Endogenous fertility in a model with non-dynastic parental altruism
    Journal of Population Economics, 1997, 10, (1), 87-95 View citations (5)
45. 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 (5)
    See also Working Paper 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 (1997) View citations (2) (1997)

1996

46. Book reviews
    Journal of Economics, 1996, 63, (2), 213-235
47. Incomplete asset markets and the cross-country consumption correlation puzzle
    Journal of Economic Dynamics and Control, 1996, 20, (5), 945-961 View citations (194)
    See also Working Paper Incomplete asset markets and the cross-country consumption correlation puzzle, ULB Institutional Repository (1996) View citations (179) (1996)

1995

48. Consumption, real exchange rates and the structure of international asset markets
    Journal of International Money and Finance, 1995, 14, (2), 191-211 View citations (210)
    See also Working Paper Consumption, real exchange rates and the structure of international asset markets, ULB Institutional Repository (1995) View citations (210) (1995)
49. The correlation of productivity growth across regions and industries in the United States
    Economics Letters, 1995, 47, (3-4), 437-443 View citations (16)

1994

50. Hidden unemployment a search-theoretic interpretation
    Economics Letters, 1994, 46, (4), 351-355 View citations (4)
    See also Working Paper Hidden Unemployment: A Search Theoretic Interpretation, Cahiers de recherche (1994) View citations (6) (1994)
51. The duration of unemployment as a signal
    Economics Letters, 1994, 45, (3), 373-377 View citations (4)
    See also Working Paper The duration of unemployment as a signal, ULB Institutional Repository (1994) View citations (3) (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 (18)
   See also Working Paper International Portfolios with Supply, Demand, and Redistributive Shocks, HAL (2008) View citations (13) (2008)