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Johannes Brumm
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Cited by
Year
Using Adaptive Sparse Grids to Solve High‐Dimensional Dynamic Models
J Brumm, S Scheidegger
Econometrica 85 (5), 1575-1612, 2017
1692017
Collateral requirements and asset prices
J Brumm, M Grill, F Kubler, K Schmedders
International Economic Review 56 (1), 1-25, 2015
612015
Computing equilibria in dynamic models with occasionally binding constraints
J Brumm, M Grill
Journal of Economic Dynamics and Control 38, 142-160, 2014
50*2014
Global value chain participation and current account imbalances
J Brumm, G Georgiadis, J Gräb, F Trottner
Forthcoming in: Journal of International Money and Finance, 2018
472018
Margin regulation and volatility
J Brumm, M Grill, F Kubler, K Schmedders
Journal of Monetary Economics 75, 54-68, 2015
392015
Recursive equilibria in dynamic economies with stochastic production
J Brumm, D Kryczka, F Kubler
Econometrica 85 (5), 1467-1499, 2017
222017
Computing equilibria in dynamic stochastic macro-models with heterogeneous agents
J Brumm, F Kubler, S Scheidegger
Advances in Economics and Econometrics: Volume 2: Eleventh World Congress 2, 185, 2017
202017
Scalable high-dimensional dynamic stochastic economic modeling
J Brumm, D Mikushin, S Scheidegger, O Schenk
Journal of Computational Science 11, 12-25, 2015
192015
When Interest Rates Go Low, Should Public Debt Go High?
J Brumm, X Feng, LJ Kotlikoff, F Kubler
National Bureau of Economic Research, 2021
172021
Sparse grids for dynamic economic models
J Brumm, C Krause, A Schaab, S Scheidegger
Available at SSRN 3979412, 2021
152021
Applying Negishi’s method to stochastic models with overlapping generations
J Brumm, F Kubler
University of Zurich Working Paper, 2013
152013
Are deficits free?
J Brumm, X Feng, L Kotlikoff, F Kubler
Journal of Public Economics 208, 104627, 2022
11*2022
Re-use of collateral: Leverage, volatility, and welfare
J Brumm, M Grill, F Kubler, K Schmedders
Review of Economic Dynamics, 2022
92022
Reform support in times of crisis: The role of family ties
E Brumm, J Brumm
Economic Inquiry 55 (3), 1416-1429, 2017
62017
Leveraging posterity’s prosperity?
J Brumm, L Kotlikoff, F Kubler
AEA Papers and Proceedings 110, 152-156, 2020
42020
Entrepreneurial Risk, Collateral Constraints and Macroeconomic Fluctuations
J Brumm
Collateral Constraints and Macroeconomic Fluctuations (August 5, 2019), 2019
3*2019
Optimal Debt to GDP: A Quantitative Theory
J Brumm, J Hußmann
22023
Code and data files for" Re-use of collateral: Leverage, volatility, and welfare"
J Brumm, M Grill, F Kubler, K Schmedders
Computer Codes, 2022
2022
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