Details about Michael Reiter

Access statistics for papers by Michael Reiter.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pre236

Working Papers

2025

1. Meta-Studie zur Handelsabhängigkeit Europas und Österreichs von China
   FIW Research Reports series, FIW

2024

2. Auswirkungen von Energiepreisen auf Österreichs Exportwirtschaft
   FIW Research Reports series, FIW
3. Generalized Rotemberg Price-Setting
   CESifo Working Paper Series, CESifo

2023

4. State Reduction and Second-order Perturbations of Heterogeneous Agent Models
   IHS Working Paper Series, Institute for Advanced Studies View citations (1)

2021

5. Technology, demand, and productivity: what an industry model tells us about business cycles
   IHS Working Paper Series, Institute for Advanced Studies
   See also Journal Article Technology, demand, and productivity: What an industry model tells us about business cycles, Journal of Economic Dynamics and Control, Elsevier (2022) (2022)

2020

6. Idiosyncratic Shocks, Lumpy Investment and the Monetary Transmission Mechanism
   IHS Working Paper Series, Institute for Advanced Studies
   See also Journal Article Idiosyncratic Shocks, Lumpy Investment and the Monetary Transmission Mechanism, The B.E. Journal of Macroeconomics, De Gruyter (2023) (2023)
7. Long Live the Vacancy
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
   Also in GLO Discussion Paper Series, Global Labor Organization (GLO) (2020) View citations (2)
   Working Papers, New York University Abu Dhabi, Department of Social Science (2020) View citations (2)
   IHS Working Paper Series, Institute for Advanced Studies (2020) View citations (1)
8. Long-term bank lending and the transfer of aggregate risk
   IHS Working Paper Series, Institute for Advanced Studies View citations (1)
   See also Journal Article Long-term bank lending and the transfer of aggregate risk, Journal of Economic Dynamics and Control, Elsevier (2023) (2023)
9. Wage Rigidities and Old-Age Unemployment
   EconPol Policy Brief, ifo Institute - Leibniz Institute for Economic Research at the University of Munich

2019

10. Solving Heterogeneous Agent Models with Non-convex Optimization Problems: Linearization and Beyond %
    2019 Meeting Papers, Society for Economic Dynamics View citations (3)

2017

11. Agency Costs and the Monetary Transmission Mechanism
    Economics Series, Institute for Advanced Studies
    See also Journal Article Agency costs and the monetary transmission mechanism, The B.E. Journal of Macroeconomics, De Gruyter (2020) View citations (1) (2020)

2016

12. Housing and the Redistributive Effects of Monetary Policy
    2016 Meeting Papers, Society for Economic Dynamics

2015

13. Business Cycles, Unemployment Insurance and the Calibration of Matching Models
    Working Papers, Barcelona School of Economics View citations (77)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) View citations (26)
    CESifo Working Paper Series, CESifo (2003) View citations (32)
    See also Journal Article Business cycles, unemployment insurance, and the calibration of matching models, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (254) (2008)
14. Credit Card Debt Puzzles
    Working Papers, Barcelona School of Economics View citations (13)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2005) View citations (13)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (14)
15. Endogenous Labor Market Participation and the Business Cycle
    Working Papers, Barcelona School of Economics View citations (27)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2006) View citations (28)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2006) View citations (32)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (27)
16. Solving OLG Models with Asset Choice
    2015 Meeting Papers, Society for Economic Dynamics View citations (3)
17. Solving OLG Models with Many Cohorts, Asset Choice and Large Shocks
    Economics Series, Institute for Advanced Studies View citations (3)
18. Stabilization versus insurance: welfare effects of procyclical taxation under incomplete markets
    Working Papers, Barcelona School of Economics View citations (6)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (20)
    2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (22)

2013

19. On The Welfare Costs Of Unemployment Fluctuations
    2013 Meeting Papers, Society for Economic Dynamics

2012

20. What Do Participation Fluctuations Tell Us About Labor Supply Elasticities?
    2012 Meeting Papers, Society for Economic Dynamics
    Also in VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association (2012)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2011) View citations (25)

2010

21. Approximate and Almost-Exact Aggregation in Dynamic Stochastic Heterogeneous-Agent Models
    Economics Series, Institute for Advanced Studies View citations (17)

2009

22. Approximate Aggregation in Heterogeneous-Agent Models
    2009 Meeting Papers, Society for Economic Dynamics
23. Lumpy Investment and State-Dependent Pricing in General Equilibrium
    Economics Series, Institute for Advanced Studies View citations (3)
    Also in Working Paper, Norges Bank (2009) View citations (4)
24. Sharing Demographic Risk – Who is Afraid of the Baby Bust?
    2009 Meeting Papers, Society for Economic Dynamics
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2008) View citations (2)
    Papers, Sonderforschungsbreich 504 (2009)
    CESifo Working Paper Series, CESifo (2008) View citations (4)
    See also Journal Article Sharing Demographic Risk--Who Is Afraid of the Baby Bust?, American Economic Journal: Economic Policy, American Economic Association (2010) View citations (45) (2010)

2008

25. Sharing Demographic Risk – Who is Afraid of the Baby Bust?
    MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy View citations (2)

2007

26. The relevance of capital and savings for labor market fluctuations
    2007 Meeting Papers, Society for Economic Dynamics View citations (6)

2006

27. Computation of heterogenous agent models: Krusell/Smith vs. backwardinduction
    Computing in Economics and Finance 2006, Society for Computational Economics
28. Embodied technical change and the fluctuations of wages and unemployment
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (11)
29. Optimal Pension Policy in a Life-Cycle Economy with Demographic Uncertainty
    Computing in Economics and Finance 2006, Society for Computational Economics
30. Solving heterogeneous-agent models by projection and perturbation
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (25)
    See also Journal Article Solving heterogeneous-agent models by projection and perturbation, Journal of Economic Dynamics and Control, Elsevier (2009) View citations (186) (2009)
31. Teaching simulation methods in economics
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

32. Optimal Policy Under Sticky Prices: How to Get Accurate Solutions
    2005 Meeting Papers, Society for Economic Dynamics

2004

33. Big fortunes, aggregate saving and growth
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

34. DYNAMIC PROGRAMMING AND SHAPE-PRESERVING INTERPOLATION
    Computing in Economics and Finance 2003, Society for Computational Economics

2002

35. Co-existence of Credit Card Debt with Liquid and Retirement Assets: Two Puzzles or None?
    Computing in Economics and Finance 2002, Society for Computational Economics
36. Computing heterogenous agent models when the distribution matters
    Computing in Economics and Finance 2002, Society for Computational Economics

2001

37. RECURSIVE SOLUTION OF HETEROGENEOUS AGENT MODELS
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (4)
38. Stabilization versus Insurance
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (6)

2000

39. ESTIMATING THE ACCURACY OF NUMERICAL SOLUTIONS TO DYNAMIC OPTIMIZATION PROBLEMS
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (6)

1999

40. Are There Classical Business Cycles?
    Working Papers, Business School - Economics, University of Glasgow View citations (3)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations (3)
41. Asset prices and the measurement of wealth and saving
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (5)

1998

42. Public Goods, Club Goods, and the Measurement of Crowding
    CESifo Working Paper Series, CESifo View citations (2)
    See also Journal Article Public Goods, Club Goods, and the Measurement of Crowding, Journal of Urban Economics, Elsevier (1999) View citations (21) (1999)
43. Solving higher-dimensional continuous time stochastic control problems by value function regression
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
    See also Journal Article Solving higher-dimensional continuous-time stochastic control problems by value function regression, Journal of Economic Dynamics and Control, Elsevier (1999) View citations (7) (1999)

Undated

44. Solving Higher-Dimensional Continuous Time Stochastic Control Problems by Value Function Interpolation
    Computing in Economics and Finance 1997, Society for Computational Economics View citations (2)

Journal Articles

2023

1. Idiosyncratic Shocks, Lumpy Investment and the Monetary Transmission Mechanism
   The B.E. Journal of Macroeconomics, 2023, 23, (2), 1037-1055
   See also Working Paper Idiosyncratic Shocks, Lumpy Investment and the Monetary Transmission Mechanism, IHS Working Paper Series (2020) (2020)
2. Long-term bank lending and the transfer of aggregate risk
   Journal of Economic Dynamics and Control, 2023, 151, (C)
   See also Working Paper Long-term bank lending and the transfer of aggregate risk, IHS Working Paper Series (2020) View citations (1) (2020)

2022

3. Technology, demand, and productivity: What an industry model tells us about business cycles
   Journal of Economic Dynamics and Control, 2022, 134, (C)
   See also Working Paper Technology, demand, and productivity: what an industry model tells us about business cycles, IHS Working Paper Series (2021) (2021)

2020

4. Agency costs and the monetary transmission mechanism
   The B.E. Journal of Macroeconomics, 2020, 20, (1), 11 View citations (1)
   See also Working Paper Agency Costs and the Monetary Transmission Mechanism, Economics Series (2017) (2017)
5. Estimating linearized heterogeneous agent models using panel data
   Journal of Economic Dynamics and Control, 2020, 115, (C) View citations (7)

2018

6. Comments on “Exploiting MIT shocks in heterogeneous-agent economies: The impulse response as a numerical derivative” by T. Boppart, P. Krusell and K. Mitman
   Journal of Economic Dynamics and Control, 2018, 89, (C), 93-99

2013

7. Lumpy investment and the monetary transmission mechanism
   Journal of Monetary Economics, 2013, 60, (7), 821-834 View citations (16)

2010

8. Sharing Demographic Risk--Who Is Afraid of the Baby Bust?
   American Economic Journal: Economic Policy, 2010, 2, (4), 83-118 View citations (45)
   See also Working Paper Sharing Demographic Risk – Who is Afraid of the Baby Bust?, 2009 Meeting Papers (2009) (2009)
9. Solving the incomplete markets model with aggregate uncertainty by backward induction
   Journal of Economic Dynamics and Control, 2010, 34, (1), 28-35 View citations (29)

2009

10. Credit Card Debt Puzzles and Debt Revolvers for Self Control
    Review of Finance, 2009, 13, (4), 657-692 View citations (67)
11. Solving heterogeneous-agent models by projection and perturbation
    Journal of Economic Dynamics and Control, 2009, 33, (3), 649-665 View citations (186)
    See also Working Paper Solving heterogeneous-agent models by projection and perturbation, Economics Working Papers (2006) View citations (25) (2006)

2008

12. Business cycles, unemployment insurance, and the calibration of matching models
    Journal of Economic Dynamics and Control, 2008, 32, (4), 1120-1155 View citations (254)
    See also Working Paper Business Cycles, Unemployment Insurance and the Calibration of Matching Models, Working Papers (2015) View citations (77) (2015)

2007

13. Embodied Technical Change and the Fluctuations of Unemployment and Wages
    Scandinavian Journal of Economics, 2007, 109, (4), 695-721 View citations (11)

2000

14. Relative preferences and public goods
    European Economic Review, 2000, 44, (3), 565-585 View citations (2)

1999

15. Public Goods, Club Goods, and the Measurement of Crowding
    Journal of Urban Economics, 1999, 46, (1), 69-79 View citations (21)
    See also Working Paper Public Goods, Club Goods, and the Measurement of Crowding, CESifo Working Paper Series (1998) View citations (2) (1998)
16. Ricardian equivalence with uninformed consumers?
    European Journal of Political Economy, 1999, 15, (4), 747-758 View citations (4)
17. Solving higher-dimensional continuous-time stochastic control problems by value function regression
    Journal of Economic Dynamics and Control, 1999, 23, (9-10), 1329-1353 View citations (7)
    See also Working Paper Solving higher-dimensional continuous time stochastic control problems by value function regression, Economics Working Papers (1998) (1998)

1998

18. A Note on Aggregation and the Lucas Critique
    Bulletin of Economic Research, 1998, 50, (4), 309-21

1997

19. Chow's method of optimal control
    Journal of Economic Dynamics and Control, 1997, 21, (4-5), 723-737 View citations (2)

1992

20. Observation errors and inventory cycles
    International Journal of Production Economics, 1992, 26, (1-3), 99-105

Books

2024

1. Progressionsbericht 2023. Schätzung der kalten Progression als Grundlage für Maßnahmen zur Inflationsabgeltung für das Jahr 2024
   WIFO Studies, WIFO

2023

2. Makroökonomische Effekte der von der Bundesregierung im Rahmen der COVID-19-Krise gesetzten Maßnahmen
   WIFO Studies, WIFO View citations (1)