Papers

PUBLICATIONS

  • Computing Equilibria in Dynamic Models with Occasionally Binding Constraints (with Michael Grill), Journal of Economic Dynamics and Control, Volume 38, 142-160, January 2014 [journal linkworking paper]

  • Collateral Requirements and Asset Prices (with Michael Grill, Felix Kubler and Karl Schmedders), International Economic Review, Volume 56(1), 1-25, February 2015 [journal linkssrn link to working paper]

  • Margin Regulation and Volatility (with Michael Grill, Felix Kubler and Karl Schmedders), Journal of Monetary Economics, Volume 75, 54-68, October 2015 [journal linkworking paper]

  • Scalable High-Dimensional Dynamic Stochastic Economic Modeling (with Dmitry Mikushin, Simon Scheidegger, Olaf Schenk), Journal of Computational Science, Volume 11, 12–25‚Äč, November 2015 [journal linkworking paper]

  • Reform Support in Times of Crisis: The Role of Family Ties (with Elias Brumm), Economic Inquiry, Volume 55(3), 1416-1429, July 2017 [journal linkworking paperonline appendix]

  • Recursive Equilibria in Dynamic Economies with Stochastic Production (with Dominika Kryczka, and Felix Kubler), Econometrica, Volume 85(5), 1467-1499, September 2017 [paper]

  • Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models (with Simon Scheidegger), Econometrica, Volume 85(5), 1575-1612, September 2017 [paperssrn link]

WORKING PAPERS

  • Amplification of aggregate shocks when entrepreneurs face collateral constraints and idiosyncratic risk [working paper]

  • Applying Negishi’s method to stochastic models with overlapping generations (with Felix Kubler) [working paper]

  • Computing Equilibria in Dynamic Stochastic Macro-Models with Heterogeneous Agents (with Felix Kubler, and Simon Scheidegger)

  • Re-use of Collateral: Leverage, Volatility, and Welfare (with Michael Grill, Felix Kubler, and Karl Schmedders) [ssrn link]