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Details about Jerome L. Stein

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

Access statistics for papers by Jerome L. Stein.

Last updated 2021-03-31. Update your information in the RePEc Author Service.

Short-id: pst581


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Working Papers

2014

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

2011

  1. The Diversity of Debt Crises in Europe
    CESifo Working Paper Series, CESifo Downloads View citations (19)
    See also Journal Article in Cato Journal (2011)

2010

  1. A Critique of the Literature on the US Financial Debt Crisis
    CESifo Working Paper Series, CESifo Downloads
  2. Alan Greenspan, the quants and stochastic optimal control
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads
  3. Stochastic Optimal Control, International Finance and Debt
    EcoMod2002, EcoMod Downloads View citations (6)
    Also in CESifo Working Paper Series, CESifo (2002) Downloads View citations (2)

    See also Journal Article in Journal of Banking & Finance (2004)

2009

  1. A tale of two debt crises: a stochastic optimal control analysis
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads
    Also in CESifo Working Paper Series, CESifo (2008) Downloads View citations (1)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2010)
  2. Application of Stochastic Optimal Control to Financial Market Debt Crises
    CESifo Working Paper Series, CESifo Downloads View citations (3)

2006

  1. United States Current Account Deficits: A Stochastic Optimal Control Analysis
    CESifo Working Paper Series, CESifo Downloads
    See also Journal Article in Journal of Banking & Finance (2007)

2005

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

2004

  1. Asian Crises: Theory, Evidence, Warning-Signals
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    See also Journal Article in The Singapore Economic Review (SER) (2004)

2003

  1. Stochastic Optimal Control Modeling of Debt Crises
    CESifo Working Paper Series, CESifo Downloads View citations (5)

2001

  1. Country Default Risk: An Empirical Assessment
    CESifo Working Paper Series, CESifo Downloads View citations (10)
    See also Journal Article in Australian Economic Papers (2001)
  2. The Equilibrium Value of the Euro/$ US Exchange Rate: An Evaluation of Research
    CESifo Working Paper Series, CESifo Downloads View citations (11)

1999

  1. A Stochastic Optimal Control Approach to International Finance and Foreign Debt
    CESifo Working Paper Series, CESifo Downloads View citations (3)
  2. Exchange Rate Misalignments and Crises
    CESifo Working Paper Series, CESifo Downloads View citations (13)

1995

  1. The Fundamental Determinants of the Real Exchange Rate of the U. S. Dollar Relative to Other G-7 Currencies
    IMF Working Papers, International Monetary Fund Downloads View citations (11)

1994

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

Journal Articles

2014

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

2011

  1. The Diversity of Debt Crises in Europe
    Cato Journal, 2011, 31, (2), 199-215 Downloads View citations (15)
    Also in CESifo Forum, 2011, 12, (04), 44-51 (2011) Downloads View citations (16)

    See also Working Paper (2011)
  2. The crisis, Fed, Quants and stochastic optimal control
    Economic Modelling, 2011, 28, (1-2), 272-280 Downloads View citations (5)
    Also in Economic Modelling, 2011, 28, (1), 272-280 (2011) Downloads View citations (4)
  3. US Financial Debt Crisis: A Stochastic Optimal Control Approach
    Review of Economics, 2011, 62, (3), 197-217 Downloads

2010

  1. A critique of Alan Greenspan’s retrospective on the crisis
    Journal of Financial Transformation, 2010, 30, 9-21
  2. A tale of two debt crises: a stochastic optimal control analysis
    Economics - The Open-Access, Open-Assessment E-Journal, 2010, 4, 1-24 Downloads View citations (4)
    See also Working Paper (2009)
  3. Greenspan's Retrospective of Financial Crisis and Stochastic Optimal Control
    European Financial Management, 2010, 16, (5), 858-871 Downloads View citations (2)
  4. Greenspan, Dodd-Frank and Stochastic Optimal Control
    CESifo Forum, 2010, 11, (04), 55-62 Downloads View citations (1)

2007

  1. Inter-temporal optimization in a stochastic environment: Introduction
    Journal of Banking & Finance, 2007, 31, (5), 1287-1293 Downloads View citations (1)
  2. United States current account deficits: A stochastic optimal control analysis
    Journal of Banking & Finance, 2007, 31, (5), 1321-1350 Downloads View citations (10)
    See also Working Paper (2006)

2005

  1. OPTIMAL DEBT AND ENDOGENOUS GROWTH IN MODELS OF INTERNATIONAL FINANCE
    Australian Economic Papers, 2005, 44, (4), 389-413 Downloads View citations (14)

2004

  1. ASIAN CRISES: THEORY, EVIDENCE, WARNING SIGNALS
    The Singapore Economic Review (SER), 2004, 49, (02), 135-161 Downloads
    See also Working Paper (2004)
  2. Stochastic optimal control, international finance and debt
    Journal of Banking & Finance, 2004, 28, (5), 979-996 Downloads View citations (22)
    See also Working Paper (2010)

2002

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

2001

  1. Country Default Risk: An Empirical Assessment
    Australian Economic Papers, 2001, 40, (4), 417-436 Downloads View citations (4)
    See also Working Paper (2001)

1999

  1. Methodological issues in asset pricing: Random walk or chaotic dynamics
    Journal of Banking & Finance, 1999, 23, (11), 1605-1635 Downloads View citations (13)
    See also Chapter (2005)

1997

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

1994

  1. Can the central bank achieve price stability?
    Proceedings, 1994, (Mar), 175-203 Downloads View citations (2)
    Also in Review, 1994, (Mar), 175-203 (1994) Downloads View citations (2)

1992

  1. Cobwebs, Rational Expectations and Futures Markets
    The Review of Economics and Statistics, 1992, 74, (1), 127-34 Downloads View citations (12)
  2. Introduction
    The Economic Record, 1992, 68, (S1), 1-9 Downloads
  3. Price Discovery Processes
    The Economic Record, 1992, 68, (S1), 34-45 Downloads

1990

  1. Capital market integration
    Journal of Banking & Finance, 1990, 14, (5), 909-928 Downloads View citations (1)
  2. Introduction to special issue on 'real and nominal exchange rates'
    Journal of Banking & Finance, 1990, 14, (5), 839-843 Downloads View citations (1)
  3. The real exchange rate
    Journal of Banking & Finance, 1990, 14, (5), 1045-1078 Downloads View citations (42)

1984

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

1982

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

1981

  1. Monetarist, Keynesian, and New Classical Economics
    American Economic Review, 1981, 71, (2), 139-44 Downloads View citations (7)
  2. Numerical studies on the Anderson localization problem
    Physica A: Statistical Mechanics and its Applications, 1981, 106, (1), 326-343 Downloads
  3. Speculative Price: Economic Welfare and the Idiot of Chance
    The Review of Economics and Statistics, 1981, 63, (2), 223-32 Downloads View citations (26)

1980

  1. Money-financed Fiscal Policy in a Growing Economy
    Journal of Political Economy, 1980, 88, (2), 259-87 Downloads View citations (1)
  2. The Dynamics of Spot and Forward Prices in an Efficient Foreign Exchange Market with Rational Expectations
    American Economic Review, 1980, 70, (4), 565-83 Downloads View citations (6)

1979

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

1978

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

1977

  1. International Growth with Free Trade in Equities and Goods
    International Economic Review, 1977, 18, (1), 83-100 Downloads View citations (7)
  2. Social welfare under fixed and flexible exchange rates: A comment on the Farber, Roll and Solnik paper
    Carnegie-Rochester Conference Series on Public Policy, 1977, 5, (1), 267-275 Downloads

1976

  1. Does fiscal policy matter?
    Journal of Monetary Economics, 1976, 2, (4), 473-500 Downloads View citations (7)
  2. The Effect of Rate of Return Regulation Is Highly Sensitive to the Nature of the Uncertainty
    American Economic Review, 1976, 66, (3), 278-89 Downloads View citations (4)

1974

  1. Priorities and Pollution: Reply
    American Economic Review, 1974, 64, (4), 718-23 Downloads View citations (1)
  2. Unemployment, Inflation, and Monetarism
    American Economic Review, 1974, 64, (6), 867-87 Downloads View citations (4)

1973

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

1972

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

1971

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

1970

  1. Monetary Growth Theory in Perspective
    American Economic Review, 1970, 60, (1), 85-106 Downloads View citations (23)
  2. The Optimum Quantity of Money
    Journal of Money, Credit and Banking, 1970, 2, (4), 397-419 Downloads View citations (3)

1969

  1. "Neoclassical" and "Keynes-Wicksell" Monetary Growth Models
    Journal of Money, Credit and Banking, 1969, 1, (2), 153-71 Downloads View citations (5)
  2. Stabilization Policies in a Growing Economy
    Review of Economic Studies, 1969, 36, (2), 165-183 Downloads

1968

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

1966

  1. Money and Capacity Growth
    Journal of Political Economy, 1966, 74, 451 Downloads View citations (7)

1965

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

1963

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

1962

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

1961

  1. What Changed Money Income? A Reply
    Journal of Political Economy, 1961, 69, 292 Downloads

1960

  1. A Method of Identifying Disturbances Which Produce Changes in Money National Income
    Journal of Political Economy, 1960, 68, 1 Downloads

1958

  1. The Predictive Accuracy of the Marginal Productivity Theory of Wages
    Review of Economic Studies, 1958, 25, (3), 182-189 Downloads View citations (2)

Books

2012

  1. Stochastic Optimal Control and the U.S. Financial Debt Crisis
    Springer Books, Springer View citations (2)

2006

  1. Stochastic Optimal Control, International Finance, and Debt Crises
    OUP Catalogue, Oxford University Press View citations (37)

1998

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

Chapters

2005

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