Details about Willi Semmler, Sr.

Homepage:	http://www.newschool.edu/nssr/faculty/?id=4e54-6b79-4e41-3d3d
Phone:	12122295717-3050
Postal address:	Dept of Economics Graduate Faculty, New School 65 Fifth Ave, New York, NY 10003,
Workplace:	Comparative Empirical Macroeconomics (CEM), Department of Economics, New School for Social Research, The New School, (more information at EDIRC) International Institute for Applied Systems Analysis (IIASA), (more information at EDIRC) Bernard Schwartz Center for Economic Policy Analysis (SCEPA), Department of Economics, New School for Social Research, The New School, (more information at EDIRC) Center for Empirical Macroeconomics, Fakultät für Wirtschaftswissenschaften (Faculty of Economics and Business Administration), Universität Bielefeld (University of Bielefeld), (more information at EDIRC)

Access statistics for papers by Willi Semmler, Sr..

Last updated 2023-01-02. Update your information in the RePEc Author Service.

Short-id: pse120

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Working Papers

2021

1. A Nash Equilibrium for Differential Games with Moving-horizon Strategies
   Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Roma View citations (4)
2. Fiscal Policies for a Low-Carbon Economy
   World Bank Publications - Reports, The World Bank Group View citations (7)
3. Greenhouse gases mitigation: Global externalities and short termism
   Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Roma View citations (2)
4. Kaleckian Investment and Employment Cycles in Postwar Industrialized Economies
   Working Papers, New School for Social Research, Department of Economics View citations (1)
5. Limit Pricing and Entry Game of Renewable Energy Firms into the Energy Sector
   Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Roma View citations (1)

2019

6. Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model
   IMF Working Papers, International Monetary Fund View citations (1)
   See also Journal Article Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model, Econometrics, MDPI (2020) View citations (1) (2020)
7. Financing Low-Carbon Transitions through Carbon Pricing and Green Bonds
   Policy Research Working Paper Series, The World Bank View citations (28)
   See also Journal Article Financing Low-Carbon Transitions through Carbon Pricing and Green Bonds, Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research (2019) View citations (24) (2019)
8. The effects of political short-termism on transitions induced by pollution regulations
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (1)

2018

9. Optimal Control of a Global Model of Climate Change with Adaptation and Mitigation
   IMF Working Papers, International Monetary Fund View citations (1)

2017

10. Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR
    Working Paper Series, European Central Bank View citations (2)
    See also Journal Article DESTABILIZING EFFECTS OF BANK OVERLEVERAGING ON REAL ACTIVITY—AN ANALYSIS BASED ON A THRESHOLD MCS-GVAR, Macroeconomic Dynamics, Cambridge University Press (2018) View citations (8) (2018)
11. Financial Stress, Regime Switching and Spillover Effects: Evidence from a Multi-Regime Global VAR Model
    Working Papers, New School for Social Research, Department of Economics
    See also Journal Article Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model, Journal of Economic Dynamics and Control, Elsevier (2018) View citations (9) (2018)
12. Inattention and pollution regulation policies
    wp.comunite, Department of Communication, University of Teramo
13. Liquidity, Credit and Output: A Regime Change Model and Empirical Estimations
    Working Papers, New School for Social Research, Department of Economics View citations (3)
14. Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area
    Working Paper Series, European Central Bank View citations (10)
    See also Journal Article Mind the Output Gap: The Disconnect of Growth and Inflation during Recessions and Convex Phillips Curves in the Euro Area, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2019) View citations (19) (2019)
15. Public debt stabilization: The relevance of policymakers’ time horizons
    wp.comunite, Department of Communication, University of Teramo
    See also Journal Article Public debt stabilization: the relevance of policymakers’ time horizons, Public Choice, Springer (2018) View citations (6) (2018)
16. Re-Booting Europe: What kind of Fiscal Union - What kind of Social Union?
    Working Papers, New School for Social Research, Department of Economics View citations (3)

2016

17. Debt deflation, financial market stress and regime change: Evidence from Europe using MRVAR
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (1)
    See also Journal Article Debt-deflation, financial market stress and regime change – Evidence from Europe using MRVAR, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (7) (2017)
18. Financing Climate Policies Through Climate Bonds
    SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (17)
19. Investing to Mitigate and Adapt to Climate Change: A Framework Model
    IMF Working Papers, International Monetary Fund View citations (9)
20. Macroeconomic Regimes, Technological Shocks and Employment Dynamics
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (3)
    Also in Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2016) View citations (3)
    See also Journal Article Macroeconomic Regimes, Technological Shocks and Employment Dynamics, Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter (2019) View citations (1) (2019)

2015

21. Escape routes from sovereign default risk in the euro area
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (6)
    See also Chapter Escape Routes from Sovereign Default Risk in the Euro Area, International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited (2015) View citations (2) (2015)
22. Oil Price, Overleveraging, and Shakeout in the Shale Energy Sector: Game Changers in the Oil Industry
    SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School
    See also Journal Article Oil price, overleveraging and shakeout in the shale energy sector — Game changers in the oil industry, Economic Modelling, Elsevier (2016) View citations (8) (2016)
23. The perils of debt deflation in the euro area: A multi regime model
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (1)
    See also Journal Article The perils of debt deflation in the Euro area: a multi regime model, Empirica, Springer (2016) (2016)

2014

24. Economic Damages from Climate Change: A Review of Modeling Approaches
    SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (11)
25. Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered
    SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (17)
    Also in VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) View citations (11)
    See also Journal Article Financial sector and output dynamics in the euro area: Non-linearities reconsidered, Journal of Macroeconomics, Elsevier (2015) View citations (25) (2015)
26. Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (44)
    Also in SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School (2014) View citations (41)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) View citations (42)
    See also Journal Article Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions, Journal of International Money and Finance, Elsevier (2014) View citations (40) (2014)
27. Financial sector-output dynamics in the euro area: Non-linearities reconsidered
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (12)
    Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2013) View citations (9)
28. Overleveraging in the banking sector: Evidence from Europe
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (10)
29. Overleveraging, financial fragility and the banking-macro link: Theory and empirical evidence
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (4)
    See also Journal Article OVERLEVERAGING, FINANCIAL FRAGILITY, AND THE BANKING–MACRO LINK: THEORY AND EMPIRICAL EVIDENCE, Macroeconomic Dynamics, Cambridge University Press (2018) View citations (9) (2018)

2013

30. Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute View citations (6)
    Also in Working Papers, New School for Social Research, Department of Economics (2013)
    See also Journal Article Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics, Journal of Economic Interaction and Coordination, Springer (2015) View citations (2) (2015)
31. Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels
    Working Papers, New School for Social Research, Department of Economics View citations (13)
32. Financial sector and output dynamics in the euro area countries
    ZEW policy briefs, ZEW - Leibniz Centre for European Economic Research View citations (3)
33. Financial stress, regime switching and macrodynamics: Theory and empirics for the US, EU and non-EU countries
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
    See also Journal Article Financial stress, regime switching and macrodynamics: Theory and empirics for the US, the EU and non-EU countries, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (12) (2014)
34. The Macroeconomics of Fiscal Austerity in Europe
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute View citations (4)
35. The Role of Financial Stress in Debt and Recovery
    SCEPA policy note series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School
36. The real consequences of financial stress
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk View citations (1)
    See also Journal Article The real consequences of financial stress, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (74) (2013)
37. Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics
    EcoMod2013, EcoMod View citations (16)
    See also Journal Article Using nonlinear model predictive control for dynamic decision problems in economics, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (50) (2015)

2012

38. Are the current account imbalances between EMU countries sustainable?
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute View citations (8)
39. Economic Growth and the Transition from Non-Renewable to Renewable Energy
    SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (4)
    See also Journal Article Economic growth and the transition from non-renewable to renewable energy, Environment and Development Economics, Cambridge University Press (2014) View citations (15) (2014)
40. Estimating a Banking-Macro Model for Europe Using a Multi-Regime VAR
    EcoMod2012, EcoMod View citations (2)
41. Financial Reform in the U.S.: A Critical Survey of Dodd-Frank and What is Needed for Europe
    IMK Studies, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute View citations (1)
42. Part of the public skepticism towards the transition to renewable energy and implementing mitigation policies is caused by the fear of job losses. As studies have shown, however, this fear is unjustified. Public investment and public support of private investments in renewable energy is likely to generate high-skilled jobs, and a tax on carbon-intensive industries may have positive employment effects if high carbon-intensive sectors are reduced and low carbon-intensive industries and renewable energy are promoted at the same time
    SCEPA policy note series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School

2011

43. Are Current Account Imbalances Between EMU Countries Sustainable? Evidence from Parametric and Non-Parametric Tests
    SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School
    See also Journal Article ARE THE CURRENT ACCOUNT IMBALANCES BETWEEN EMU COUNTRIES SUSTAINABLE? EVIDENCE FROM PARAMETRIC AND NON‐PARAMETRIC TESTS, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (29) (2013)
44. Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices
    DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade View citations (6)
    See also Journal Article Boom–bust cycles: Leveraging, complex securities, and asset prices, Journal of Economic Behavior & Organization, Elsevier (2012) View citations (12) (2012)
45. The Instability of the Banking Sector and Macrodynamics: Theory and Empirics
    DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade View citations (4)

2010

46. Monetary Policy Rules with Nonlinear Philips Curve and Endogenous Nairu
    EcoMod2004, EcoMod View citations (5)
47. Real Business Cycles with Disequilibrium in the Labor Market: A Comparison of the U.S. and German Economies
    EcoMod2002, EcoMod

2009

48. Asset Markets and Monetary Policy
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (6)
49. Currency Runs, International Reserves Management and Optimal Monetary Policy Rules
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute View citations (1)
50. East German Unemployment from a Macroeconomic Perspective
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (1)
    Also in Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2007)
    Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics (2007)
51. Financial market meltdown and a need for new financial regulations
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
52. Memorandum on a new financial architecture and new regulations
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
53. Overconsumption, Credit Rationing and Bailout Monetary Policy: A Minskyan Perspective
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute View citations (24)
    See also Journal Article Overconsumption, credit rationing and bailout monetary policy: A Minskyan perspective, European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing (2009) View citations (22) (2009)
54. The Economics of Climate Change
    SCEPA policy note series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (1)
55. WP 2009-10 After Hubris, Smoke and Mirrors, The Downward Spiral: Financial and real markets pull each other down; how can policy reverse this?
    SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School
56. WP 2009-4 Economic Growth and Climate Change: Cap-And-Trade or Emission Tax?
    SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (5)
57. WP 2009-7 Growth and Climate Change: Threshold and Multiple Equilibria
    SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (3)

2008

58. Corporate currency hedging and currency crises
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (2)
    Also in Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics (2005) View citations (2)
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2005) View citations (2)
    See also Chapter Corporate Currency Hedging and Currency Crises, Chapters, Edward Elgar Publishing (2009) View citations (2) (2009)
59. Hedging speculation, and investment in balance-sheet triggered currency crises
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
    Also in Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2007) View citations (5)
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2006)
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2006) View citations (4)
    Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics (2006)
    See also Journal Article HEDGING, SPECULATION, AND INVESTMENT IN BALANCE‐SHEET TRIGGERED CURRENCY CRISES*, Australian Economic Papers, Wiley Blackwell (2007) View citations (4) (2007)

2007

60. Fiscal policy, public expenditure composition, and growth theory and empirics
    Policy Research Working Paper Series, The World Bank View citations (14)
61. Intertemporal Investment Strategies Under Inflation Risk
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (9)
62. Productivity and Unemployment in the Short and Long Run
    SCEPA policy note series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (4)
63. WP 2007-8 Productivity and Unemployment in the Short and Long Run
    SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (1)

2006

64. Comparing Accuracy of Second Order Approximation and Dynamic Programming
    Computing in Economics and Finance 2006, Society for Computational Economics
    See also Journal Article Comparing accuracy of second-order approximation and dynamic programming, Computational Economics, Springer (2007) View citations (7) (2007)
65. Currency Crises and Monetary Policy in Economies with Partial Dollarisation of Liabilities
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute
    See also Journal Article Currency Crises and Monetary Policy in Economies with Partial Dollarization of Liabilities, The IUP Journal of Monetary Economics, IUP Publications (2008) View citations (1) (2008)
66. Disequilibrium Macroeconomic Dynamics, Income Distribution and Wage-Price Phillips Curves
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute View citations (9)
67. Firm Value and Default Correlation
    Computing in Economics and Finance 2006, Society for Computational Economics
68. Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (25)
69. Okun's Law and Jobless Growth
    SCEPA policy note series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (9)
70. Quantifying the impact of structural reforms
    Working Paper Series, European Central Bank View citations (12)
71. Transitioning out of Poverty
    Computing in Economics and Finance 2006, Society for Computational Economics
    See also Journal Article TRANSITIONING OUT OF POVERTY, Metroeconomica, Wiley Blackwell (2010) View citations (2) (2010)

2005

72. Asset Pricing and Loss Aversion
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
73. Dominant Firms, Barriers to Entry Capital and Entry Dynamics
    Computing in Economics and Finance 2005, Society for Computational Economics
74. Keynesian Dynamics and the Wage-Price Spiral:Estimating and Analyzing a Baseline Disequilibrium Approach
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (4)
75. Testing Sustainability of German Fiscal Policy. Evidence for the Period 1960 – 2003
    CESifo Working Paper Series, CESifo View citations (9)

2004

76. Asset Pricing with Delayed Consumption Decisions
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
77. Economic growth, skill-based technical change and wage inequality: a model and estimations for the U.S. and Europe
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (21)
    See also Journal Article Economic growth, skill-biased technical change and wage inequality: A model and estimations for the US and Europe, Journal of Macroeconomics, Elsevier (2004) View citations (26) (2004)
78. Monetary policy with endogenous Nairu
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (3)
79. The U.S. Phillips-curve by time scale using waveletsMarco
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

80. Business Cycles, Wage Stickiness and Nonclearing Labor Market
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)
81. Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)
82. Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (3)
83. Solving Asset Pricing Models with Stochastic Dynamic Programming
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (4)

2002

84. Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (18)
85. Nonlinear Phillips Curves, the Emergence of Complex Dynamics and the Role of Monetary Policy Rules
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)
86. Solving Ecological Mangement Problems Using Dynamic Programming
    Computing in Economics and Finance 2002, Society for Computational Economics
    See also Journal Article Solving ecological management problems using dynamic programming, Journal of Economic Behavior & Organization, Elsevier (2005) View citations (6) (2005)
87. Solving Stochastic Dynamic Optimization Models with Approximations: Some Experiments
    Computing in Economics and Finance 2002, Society for Computational Economics
88. Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (7)
89. Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (4)

2001

90. Dynamic optimization and Skiba sets in economic examples
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (6)
91. History Dependence and Global Dynamics in Models with Multiple Equilibria
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (12)
92. Maximum Likelihood Estimations of SDE Dynamics Based on Discrete Time Data How well does the Euler Method Perform?
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
93. Output and Interest Rates. Jump Variable and Phase Diagram Switching Methodologies
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)
94. Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (7)
95. Real-Financial Interaction: Integrating Supply Side Wage-Price Dynamics and the Stock Market
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
96. The Determinants of Stock Price Volatility: An Industry Study
    Open Discussion Papers in Economics, The Open University, Faculty of Social Sciences, Department of Economics

2000

97. LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (1)
98. MONETARY POLICY, MULTIPLE EQUILIBRIA AND HYSTERESIS EFFECTS ON THE LABOR MARKET
    Computing in Economics and Finance 2000, Society for Computational Economics
99. Output, Financial Markets and Growth
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
100. Price Flexibility and Debt Dynamics in a High Order AS-AD Model
     Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (5)

1999

101. A Macroeconometric Study on the Labor Market and Monetary Policy: Germany and the EMU
     SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (3)
102. Nonparametric Modeling of Stock Returns Constrained by a Model of the Financial-Real Interaction
     Computing in Economics and Finance 1999, Society for Computational Economics
103. The Macrodynamics of Debt Deflation
     SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (15)
     See also Chapter The macrodynamics of debt deflation, Chapters, Edward Elgar Publishing (2001) View citations (8) (2001)
104. Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions
     Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (7)
105. Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution
     Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (6)

1998

106. A Keynesian Based Econometric Framework for Studying Monetary Policy Rules
     SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School View citations (6)

Undated

107. Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models
     IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (8)
108. Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market
     Computing in Economics and Finance 1997, Society for Computational Economics View citations (7)
109. The Use of Extremal Vector Field Analysis to Study Debt Dynamics
     Computing in Economics and Finance 1997, Society for Computational Economics View citations (1)

Journal Articles

2022

1. Green Bonds for the Transition to a Low-Carbon Economy
   Econometrics, 2022, 10, (1), 1-31

2021

2. De-risking of green investments through a green bond market – Empirics and a dynamic model
   Journal of Economic Dynamics and Control, 2021, 131, (C) View citations (15)

2020

3. Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model
   Econometrics, 2020, 8, (3), 1-27 View citations (1)
   See also Working Paper Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model, IMF Working Papers (2019) View citations (1) (2019)
4. Climate change and the transition to a low carbon economy – Carbon targets and the carbon budget
   Economic Modelling, 2020, 84, (C), 367-376 View citations (20)
5. Great Green Transition and Finance
   Intereconomics: Review of European Economic Policy, 2020, 55, (3), 181-186 View citations (13)
6. Unconventional monetary policy in a nonlinear quadratic model
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (5), 19 View citations (4)

2019

7. Financial Market as Driver for Disparity in Wealth Accumulation—A Receding Horizon Approach
   Computational Economics, 2019, 54, (3), 1231-1261 View citations (2)
8. Financing Low-Carbon Transitions through Carbon Pricing and Green Bonds
   Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2019, 88, (2), 29-49 View citations (24)
   See also Working Paper Financing Low-Carbon Transitions through Carbon Pricing and Green Bonds, Policy Research Working Paper Series (2019) View citations (28) (2019)
9. Green Finance: Case Studies: Editorial
   Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2019, 88, (3), 5-6
10. Green Finance: The Macro Perspective: Editorial
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2019, 88, (2), 5-9
11. INFLATION TARGETING, CREDIT FLOWS, AND FINANCIAL STABILITY IN A REGIME CHANGE MODEL
    Macroeconomic Dynamics, 2019, 23, (S1), 59-89 View citations (4)
12. Macroeconomic Regimes, Technological Shocks and Employment Dynamics
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2019, 239, (4), 599-625 View citations (1)
    See also Working Paper Macroeconomic Regimes, Technological Shocks and Employment Dynamics, LEM Papers Series (2016) View citations (3) (2016)
13. Mind the Output Gap: The Disconnect of Growth and Inflation during Recessions and Convex Phillips Curves in the Euro Area
    Oxford Bulletin of Economics and Statistics, 2019, 81, (4), 817-848 View citations (19)
    See also Working Paper Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area, Working Paper Series (2017) View citations (10) (2017)
14. Oil Prices and Banking Instability: A Jump-Diffusion Model for Bank Capital Structure
    The Energy Journal, 2019, Volume 40, (Special Issue) View citations (1)

2018

15. Cooperative Monetary and Fiscal Policies in the Euro Area
    Southern Economic Journal, 2018, 85, (1), 217-234
16. DESTABILIZING EFFECTS OF BANK OVERLEVERAGING ON REAL ACTIVITY—AN ANALYSIS BASED ON A THRESHOLD MCS-GVAR
    Macroeconomic Dynamics, 2018, 22, (7), 1750-1768 View citations (8)
    See also Working Paper Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR, Working Paper Series (2017) View citations (2) (2017)
17. Does international-reserves targeting decrease the vulnerability to capital flights?
    Research in International Business and Finance, 2018, 44, (C), 64-75 View citations (1)
18. Estimation of grouped, time-varying convergence in economic growth
    Econometrics and Statistics, 2018, 8, (C), 141-158 View citations (3)
19. Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (5), 19
20. Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model
    Journal of Economic Dynamics and Control, 2018, 91, (C), 318-348 View citations (9)
    See also Working Paper Financial Stress, Regime Switching and Spillover Effects: Evidence from a Multi-Regime Global VAR Model, Working Papers (2017) (2017)
21. OVERLEVERAGING, FINANCIAL FRAGILITY, AND THE BANKING–MACRO LINK: THEORY AND EMPIRICAL EVIDENCE
    Macroeconomic Dynamics, 2018, 22, (1), 4-32 View citations (9)
    See also Working Paper Overleveraging, financial fragility and the banking-macro link: Theory and empirical evidence, ZEW Discussion Papers (2014) View citations (4) (2014)
22. Public debt stabilization: the relevance of policymakers’ time horizons
    Public Choice, 2018, 177, (3), 287-299 View citations (6)
    See also Working Paper Public debt stabilization: The relevance of policymakers’ time horizons, wp.comunite (2017) (2017)
23. Short and Long Effects of Productivity on Unemployment
    Open Economies Review, 2018, 29, (4), 853-878 View citations (6)

2017

24. Capital Markets Union and Monetary Policy Performance: Comes Financial Market Variety at a Cost?
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2017, 86, (2), 41-59 View citations (1)
25. Current account imbalances: A new approach to assess external debt sustainability
    Economic Modelling, 2017, 62, (C), 161-170 View citations (12)
26. Debt-deflation, financial market stress and regime change – Evidence from Europe using MRVAR
    Journal of Economic Dynamics and Control, 2017, 81, (C), 115-139 View citations (7)
    See also Working Paper Debt deflation, financial market stress and regime change: Evidence from Europe using MRVAR, ZEW Discussion Papers (2016) View citations (1) (2016)
27. Emerging markets’ resource booms and busts, borrowing risk and regime change
    Structural Change and Economic Dynamics, 2017, 41, (C), 29-42 View citations (4)
28. Financing climate policies through climate bonds – A three stage model and empirics
    Research in International Business and Finance, 2017, 42, (C), 468-479 View citations (38)
29. Long waves in prices: new evidence from wavelet analysis
    Cliometrica, 2017, 11, (1), 127-151 View citations (11)

2016

30. A Stochastic Model of Dynamic Consumption and Portfolio Decisions
    Computational Economics, 2016, 48, (2), 225-251
31. Banking Overleveraging and Macro Instability: A Model and VSTAR Estimations
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2016, 236, (6), 609-638 View citations (5)
32. Interaction of Labour and Credit Market in Growth Regimes: A Theoretical and Empirical Analysis
    Economic Notes, 2016, 45, (3), 393-422 View citations (3)
33. Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries
    Empirica, 2016, 43, (1), 1-35 View citations (3)
34. Oil price, overleveraging and shakeout in the shale energy sector — Game changers in the oil industry
    Economic Modelling, 2016, 54, (C), 244-259 View citations (8)
    See also Working Paper Oil Price, Overleveraging, and Shakeout in the Shale Energy Sector: Game Changers in the Oil Industry, SCEPA working paper series. (2015) (2015)
35. Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (4), 477-493 View citations (6)
36. The perils of debt deflation in the Euro area: a multi regime model
    Empirica, 2016, 43, (2), 257-278
    See also Working Paper The perils of debt deflation in the euro area: A multi regime model, ZEW Discussion Papers (2015) View citations (1) (2015)

2015

37. Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics
    Journal of Economic Interaction and Coordination, 2015, 10, (1), 163-181 View citations (2)
    See also Working Paper Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics, IMK Working Paper (2013) View citations (6) (2013)
38. Financial sector and output dynamics in the euro area: Non-linearities reconsidered
    Journal of Macroeconomics, 2015, 46, (C), 235-263 View citations (25)
    See also Working Paper Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered, SCEPA working paper series. (2014) View citations (17) (2014)
39. Monetary Policy and International Reserves: Empirical Evidence from East Asian Countries
    International Journal of Finance & Economics, 2015, 20, (3), 191-205 View citations (3)
40. Using nonlinear model predictive control for dynamic decision problems in economics
    Journal of Economic Dynamics and Control, 2015, 60, (C), 112-133 View citations (50)
    See also Working Paper Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics, EcoMod2013 (2013) View citations (16) (2013)

2014

41. Economic growth and the transition from non-renewable to renewable energy
    Environment and Development Economics, 2014, 19, (4), 417-439 View citations (15)
    See also Working Paper Economic Growth and the Transition from Non-Renewable to Renewable Energy, SCEPA working paper series. (2012) View citations (4) (2012)
42. Financial stress, regime switching and macrodynamics: Theory and empirics for the US, the EU and non-EU countries
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2014, 8, 1-42 View citations (12)
    See also Working Paper Financial stress, regime switching and macrodynamics: Theory and empirics for the US, EU and non-EU countries, Economics Discussion Papers (2013) View citations (1) (2013)
43. Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions
    Journal of International Money and Finance, 2014, 45, (C), 17-37 View citations (40)
    See also Working Paper Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions, Department of Economics Working Papers (2014) View citations (44) (2014)
44. Interest rate spreads and output: A time scale decomposition analysis using wavelets
    Computational Statistics & Data Analysis, 2014, 76, (C), 283-290 View citations (26)
45. Time scales and mechanisms of economic cycles: a review of theories of long waves
    Review of Keynesian Economics, 2014, 2, (1), 87-107 View citations (21)
46. Trends in the extraction of non-renewable resources: The case of fossil energy
    Economic Modelling, 2014, 37, (C), 271-279 View citations (11)

2013

47. ARE THE CURRENT ACCOUNT IMBALANCES BETWEEN EMU COUNTRIES SUSTAINABLE? EVIDENCE FROM PARAMETRIC AND NON‐PARAMETRIC TESTS
    Journal of Applied Econometrics, 2013, 28, (7), 1179-1204 View citations (29)
    See also Working Paper Are Current Account Imbalances Between EMU Countries Sustainable? Evidence from Parametric and Non-Parametric Tests, SCEPA working paper series. (2011) (2011)
48. Makroökonomische Effekte der Haushaltskonsolidierung in der Europäischen Union
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2013, 82, (4), 163-180
49. Nachhaltige europäische Konsolidierungspolitik - Chancen und Herausforderungen: Editorial
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2013, 82, (4), 5-13
50. The real consequences of financial stress
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1479-1499 View citations (74)
    See also Working Paper The real consequences of financial stress, SFB 649 Discussion Papers (2013) View citations (1) (2013)

2012

51. An Economic Model of Oil Exploration and Extraction
    Computational Economics, 2012, 40, (4), 387-399 View citations (5)
52. Boom–bust cycles: Leveraging, complex securities, and asset prices
    Journal of Economic Behavior & Organization, 2012, 81, (2), 442-465 View citations (12)
    See also Working Paper Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices, DEGIT Conference Papers (2011) View citations (6) (2011)
53. Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (2), 38 View citations (2)
54. PONZI FINANCE AND THE HEDGE FUND INDUSTRY
    Advances in Complex Systems (ACS), 2012, 15, (supp0), 1-25
55. Regime dependence of the fiscal multiplier
    Journal of Economic Behavior & Organization, 2012, 83, (3), 502-522 View citations (69)

2011

56. Filtering Time Series with Penalized Splines
    Studies in Nonlinear Dynamics & Econometrics, 2011, 15, (2), 28 View citations (9)
57. Fluctuation of Firm Size in the Long-Run and Bimodal Distribution
    Advances in Operations Research, 2011, 2011, 1-21
58. STOCK‐FLOW INTERACTIONS, DISEQUILIBRIUM MACROECONOMICS AND THE ROLE OF ECONOMIC POLICY
    Journal of Economic Surveys, 2011, 25, (3), 569-599 View citations (12)
59. The US Wage Phillips Curve across Frequencies and over Time
    Oxford Bulletin of Economics and Statistics, 2011, 73, (4), 489-508 View citations (110)

2010

60. Broad Banking, Financial Markets and the Return of the Narrow Banking Idea
    The Journal of Economic Asymmetries, 2010, 7, (2), 105-137 View citations (3)
61. Global dynamics in a model with search and matching in labor and capital markets
    Journal of Economic Dynamics and Control, 2010, 34, (9), 1651-1679 View citations (19)
62. Instrumental variables and wavelet decompositions
    Economic Modelling, 2010, 27, (6), 1498-1513 View citations (12)
63. Introduction to the special issue: Computational perspectives in economics and finance: Methods, dynamic analysis and policy modeling
    Journal of Economic Dynamics and Control, 2010, 34, (9), 1529-1530 View citations (4)
64. TRANSITIONING OUT OF POVERTY
    Metroeconomica, 2010, 61, (1), 68-95 View citations (2)
    See also Working Paper Transitioning out of Poverty, Computing in Economics and Finance 2006 (2006) (2006)

2009

65. Overconsumption, credit rationing and bailout monetary policy: A Minskyan perspective
    European Journal of Economics and Economic Policies: Intervention, 2009, 6, (2), 247-270 View citations (22)
    See also Working Paper Overconsumption, Credit Rationing and Bailout Monetary Policy: A Minskyan Perspective, IMK Working Paper (2009) View citations (24) (2009)
66. Prospect theory for stock markets: Empirical evidence with time-series data
    Journal of Economic Behavior & Organization, 2009, 72, (3), 835-849 View citations (30)
67. The US Wage Phillips Curve over Different Time Horizons
    Giornale degli Economisti, 2009, 68, (2), 113-148 View citations (1)

2008

68. ASSET PRICES, OUTPUT AND MONETARY POLICY IN A SMALL OPEN ECONOMY
    Metroeconomica, 2008, 59, (4), 666-686 View citations (9)
69. Asset pricing with loss aversion
    Journal of Economic Dynamics and Control, 2008, 32, (10), 3253-3274 View citations (26)
70. Currency Crises and Monetary Policy in Economies with Partial Dollarization of Liabilities
    The IUP Journal of Monetary Economics, 2008, VI, (3), 14-39 View citations (1)
    See also Working Paper Currency Crises and Monetary Policy in Economies with Partial Dollarisation of Liabilities, IMK Working Paper (2006) (2006)

2007

71. Asset price volatility and monetary policy rules: A dynamic model and empirical evidence
    Economic Modelling, 2007, 24, (3), 411-430 View citations (12)
72. Asset pricing with dynamic programming
    Computational Economics, 2007, 29, (3), 233-265 View citations (4)
73. Comparing accuracy of second-order approximation and dynamic programming
    Computational Economics, 2007, 30, (1), 65-91 View citations (7)
    See also Working Paper Comparing Accuracy of Second Order Approximation and Dynamic Programming, Computing in Economics and Finance 2006 (2006) (2006)
74. Debt sustainability in the European Monetary Union: Theory and empirical evidence for selected countries
    Oxford Economic Papers, 2007, 59, (2), 194-218 View citations (79)
75. Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach
    The European Journal of Finance, 2007, 13, (6), 503-522 View citations (11)
76. HEDGING, SPECULATION, AND INVESTMENT IN BALANCE‐SHEET TRIGGERED CURRENCY CRISES*
    Australian Economic Papers, 2007, 46, (3), 224-233 View citations (4)
    See also Working Paper Hedging speculation, and investment in balance-sheet triggered currency crises, Publications of Darmstadt Technical University, Institute for Business Studies (BWL) (2008) (2008)
77. Intertemporal asset allocation when the underlying factors are unobservable
    Computational Economics, 2007, 29, (3), 383-418 View citations (2)
78. Introduction
    Computational Economics, 2007, 29, (3), 229-232
79. On poverty traps, thresholds and take-offs
    Structural Change and Economic Dynamics, 2007, 18, (1), 1-26 View citations (7)
80. TESTING WAGE AND PRICE PHILLIPS CURVES FOR THE UNITED STATES
    Metroeconomica, 2007, 58, (4), 550-581 View citations (30)

2006

81. REVIEW
    Challenge, 2006, 49, (1), 119-129
82. Testing the sustainability of German fiscal policy: evidence for the period 1960–2003
    Empirica, 2006, 33, (2), 127-140 View citations (16)
83. The feedback channels in macroeconomics: analytical foundations for structural econometric model building
    Central European Journal of Operations Research, 2006, 14, (3), 261-288

2005

84. Creditworthiness and thresholds in a credit market model with multiple equilibria
    Economic Theory, 2005, 25, (2), 287-315 View citations (7)
85. Economic growth and global warming: A model of multiple equilibria and thresholds
    Journal of Economic Behavior & Organization, 2005, 57, (4), 430-447 View citations (8)
86. Introduction
    Journal of Economic Behavior & Organization, 2005, 57, (1), 381-389
87. Keynesian Dynamics and the Wage-Price Spiral: Analyzing and Estimating a Baseline Disequilibrium Model
    The IUP Journal of Monetary Economics, 2005, III, (3), 6 - 49 View citations (2)
88. MONETARY POLICY RULES UNDER UNCERTAINTY: EMPIRICAL EVIDENCE, ADAPTIVE LEARNING, AND ROBUST CONTROL
    Macroeconomic Dynamics, 2005, 9, (5), 651-681 View citations (9)
89. Solving ecological management problems using dynamic programming
    Journal of Economic Behavior & Organization, 2005, 57, (4), 448-473 View citations (6)
    See also Working Paper Solving Ecological Mangement Problems Using Dynamic Programming, Computing in Economics and Finance 2002 (2002) (2002)

2004

90. Credit risk and sustainable debt: a model and estimations of why the Euro is stable in the long-run
    Economic Modelling, 2004, 21, (6), 1145-1160 View citations (1)
91. Economic growth, skill-biased technical change and wage inequality: A model and estimations for the US and Europe
    Journal of Macroeconomics, 2004, 26, (4), 597-621 View citations (26)
    See also Working Paper Economic growth, skill-based technical change and wage inequality: a model and estimations for the U.S. and Europe, Publications of Darmstadt Technical University, Institute for Business Studies (BWL) (2004) View citations (21) (2004)
92. Endogenous Growth: Estimating the Romer Model for the US and Germany
    Oxford Bulletin of Economics and Statistics, 2004, 66, (2), 147-164 View citations (26)
93. Monetary and Fiscal Policy Interactions in the Euro Area
    Empirica, 2004, 31, (2), 205-227 View citations (17)
    Also in Economic Change and Restructuring, 2004, 31, (2), 205-227 (2004) View citations (17)
94. The Uzawa-Lucas model without scale effects: theory and empirical evidence
    Structural Change and Economic Dynamics, 2004, 15, (4), 401-420 View citations (18)
95. Using dynamic programming with adaptive grid scheme for optimal control problems in economics
    Journal of Economic Dynamics and Control, 2004, 28, (12), 2427-2456 View citations (47)

2003

96. Book Reviews
    Journal of Economics, 2003, 78, (1), 96-104

2002

97. Externalities of investment, education and economic growth
    Economic Modelling, 2002, 19, (5), 709-724 View citations (14)
98. Monetary policy in the euro area: Was it too tight in the 1990s?
    Atlantic Economic Journal, 2002, 30, (3), 283-297 View citations (1)
99. Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (1), 39 View citations (9)
100. Sustainable economic growth and exhaustible resources: A model and estimation for the US
     Discrete Dynamics in Nature and Society, 2002, 7, 1-14 View citations (1)

2001

101. A Keynesian macroeconometric framework for the analysis of monetary policy rules
     Journal of Economic Behavior & Organization, 2001, 46, (1), 101-136 View citations (30)
102. Externalities of investment and endogenous growth: theory and time series evidence
     Structural Change and Economic Dynamics, 2001, 12, (3), 295-310
103. Growth Effects of Fiscal Policy and Debt Sustainability in the EU
     Empirica, 2001, 28, (1), 3-19 View citations (6)
104. Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions
     Journal of Economic Behavior & Organization, 2001, 44, (1), 85-103 View citations (5)
105. The Maastricht Criteria and Sustainability of German Fiscal Policy[The author]
     Annals of Public and Cooperative Economics, 2001, 72, (2), 271-284

2000

106. Critical debt and debt dynamics
     Journal of Economic Dynamics and Control, 2000, 24, (5-7), 1121-1144 View citations (15)
107. Endogenous Growth, Government Debt and Budgetary Regimes
     Journal of Macroeconomics, 2000, 22, (3), 363-384 View citations (91)

1999

108. An Inquiry into the Sustainability of German Fiscal Policy: Some Time-Series Tests
     Public Finance Review, 1999, 27, (2), 220-236 View citations (29)
109. An endogenous growth model with public capitaland government borrowing
     Annals of Operations Research, 1999, 88, 65-79 View citations (15)
110. Bond Rate, Loan Rate and Tobin's q in a Temporary Equilibrium Model of the Financial Sector
     Metroeconomica, 1999, 50, (3), 351-385 View citations (11)
111. Market share instability and stock price volatility during the industry life-cycle: the US automobile industry
     Journal of Evolutionary Economics, 1999, 9, (1), 67-96 View citations (19)

1998

112. Endogenous growth and the balanced growth equilibrium
     Research in Economics, 1998, 52, (2), 189-212 View citations (9)
113. Marx’s Value
     International Journal of Political Economy, 1998, 28, (3), 84-96

1996

114. Estimating parameters of real business cycle models
     Journal of Economic Behavior & Organization, 1996, 30, (3), 301-325 View citations (5)
115. Multiple steady states, indeterminacy, and cycles in a basic model of endogenous growth
     Journal of Economics, 1996, 63, (1), 79-99 View citations (19)
116. Saddle Path Stability, Fluctuations, and Indeterminacy in Economic Growth
     Studies in Nonlinear Dynamics & Econometrics, 1996, 1, (2), 16 View citations (4)

1995

117. Growth and finance: An intertemporal model
     Journal of Macroeconomics, 1995, 17, (4), 623-649 View citations (21)
118. Solving Nonlinear Dynamic Models by Iterative Dynamic Programming
     Computational Economics, 1995, 8, (2), 127-54 View citations (2)

1994

119. Information, Innovation and Diffusion of Technology
     Journal of Evolutionary Economics, 1994, 4, (1), 45-58 View citations (1)
120. On the optimal exploitation of interacting resources
     Journal of Economics, 1994, 59, (1), 23-49 View citations (9)
121. On the optimal regulation of an extractive industry
     Journal of Economics and Business, 1994, 46, (5), 409-420 View citations (3)

1993

122. Nonlinear liquidity-growth dynamics with corridor-stability
     Journal of Economic Behavior & Organization, 1993, 22, (2), 189-208 View citations (12)

1987

123. A macroeconomic limit cycle with financial perturbations
     Journal of Economic Behavior & Organization, 1987, 8, (3), 469-495 View citations (23)
124. Classical and Neoclassical Competitive Adjustment Processes
     The Manchester School of Economic & Social Studies, 1987, 55, (1), 13-37 View citations (21)

1986

125. On nonlinear theories of economic cycles and the persistence of business cycles
     Mathematical Social Sciences, 1986, 12, (1), 47-76 View citations (7)

1985

126. On technical change, transient surplus profit and multiple techniques
     Cahiers d'Économie Politique, 1985, 10, (1), 257-278

1984

127. On the Classical Theory of Competition, Value and Prices of Production
     Australian Economic Papers, 1984, 23, (42), 130-50

1981

128. Competition, Monopoly, and Differentils of Profit Rates: Theoretical Considerations and Empirical Evidence
     Review of Radical Political Economics, 1981, 13, (4), 39-52 View citations (5)

Books

2016

1. Sustainable Asset Accumulation and Dynamic Portfolio Decisions
   Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (5)

2015

2. Financial Assets, Debt and Liquidity Crises
   Cambridge Books, Cambridge University Press View citations (11)
   Also in Cambridge Books, Cambridge University Press (2011) View citations (33)
3. The Oxford Handbook of the Macroeconomics of Global Warming
   OUP Catalogue, Oxford University Press View citations (31)

2011

4. Asset Prices, Booms and Recessions
   Springer Books, Springer View citations (16)
   Also in Springer Books, Springer (2006) View citations (11)

2008

5. Topics in Applied Macrodynamic Theory
   Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (13)

2006

6. Stochastic Dynamic Macroeconomics: Theory and Empirical Evidence
   OUP Catalogue, Oxford University Press View citations (12)

Edited books

2021

1. Dynamic Economic Problems with Regime Switches
   Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (4)

2014

2. Dynamic Optimization in Environmental Economics
   Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (16)
3. Wavelet Applications in Economics and Finance
   Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (54)

2011

4. Computational Methods in Economic Dynamics
   Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (2)

2008

5. The Global Environment, Natural Resources, and Economic Growth
   OUP Catalogue, Oxford University Press View citations (8)

2007

6. The Foundations of Credit Risk Analysis
   Books, Edward Elgar Publishing View citations (4)

1991

7. Nicholas Kaldor and Mainstream Economics
   Palgrave Macmillan Books, Palgrave Macmillan View citations (76)

Chapters

2021

1. Financial Stress, Regime Switching and Macrodynamics
   Springer

2018

2. An Extended Integrated Assessment Model for Mitigation and Adaptation Policies on Climate Change
   Springer View citations (7)

2017

3. Asset Accumulation with Heterogeneous Households: The Rise of Wealth Disparity
   Springer View citations (1)
4. The Challenges in the Transition from Fossil Fuel to Renewable Energy
   Springer View citations (1)

2016

5. Asset Accumulation and Portfolio Decisions Under Inflation Risk
   Springer
6. Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income
   Springer
7. Asset Accumulation with Estimated Low Frequency Movements of Asset Returns
   Springer
8. Concluding Remarks
   Springer
9. Continuous and Discrete Time Modeling
   Springer
10. Dynamic Saving and Portfolio Decisions-Theory
    Springer
11. Forecasting and Low Frequency Movements of Asset Returns
    Springer
12. Introduction
    Springer
13. Portfolio Modeling with Sustainability Constraints
    Springer

2015

14. Escape Routes from Sovereign Default Risk in the Euro Area
    A chapter in Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, 2015, vol. 24, pp 163-193 View citations (2)
    See also Working Paper Escape routes from sovereign default risk in the euro area, ZEW - Leibniz Centre for European Economic Research (2015) View citations (6) (2015)
15. Monetary Policy and International Reserves in Emerging Economies: Theory and Empirics
    Palgrave Macmillan View citations (4)
16. Reserve Adequacy Measures for Emerging Market Economies
    Palgrave Macmillan

2014

17. Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US
    Springer View citations (15)
18. Estimating a Banking-Macro Model Using a Multi-regime VAR
    Springer View citations (4)
19. Modeling the Dynamics of the Transition to a Green Economy
    Springer

2013

20. Optimal Control of Growth and Climate Change—Exploration of Scenarios
    Springer View citations (1)

2011

21. Continuous and Discrete Time Modeling of Short-Term Interest Rates
    Palgrave Macmillan
22. Editorial: Computational Methods in Economic Dynamics
    Springer
23. The Operation of Hedge Funds: Econometric Evidence, Dynamic Modeling, and Regulatory Perspectives
    Palgrave Macmillan View citations (2)

2010

24. Growth and Climate Change: Threshold and Multiple Equilibria
    Springer View citations (1)

2009

25. Corporate Currency Hedging and Currency Crises
    Chapter 7 in Recent Advances in Neo-Schumpeterian Economics, 2009 View citations (2)
    See also Working Paper Corporate currency hedging and currency crises, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2008) View citations (2) (2008)

2007

26. Tobin’s q and Investment in a Model with Multiple Steady States
    Springer

2001

27. The macrodynamics of debt deflation
    Chapter 7 in Financial Fragility and Investment in the Capitalist Economy, 2001 View citations (8)
    See also Working Paper The Macrodynamics of Debt Deflation, Schwartz Center for Economic Policy Analysis (SCEPA), The New School (1999) View citations (15) (1999)

1993

28. The Dynamics of Innovation and Diffusion with Competing Techniques
    Palgrave Macmillan

1992

29. Expectation Dynamics, Financing of Investment and Business Cycles
    Palgrave Macmillan

1991

30. A Dynamical Macroeconomic Growth Model With External Financing of Firms: A Numerical Stability Analysis
    Palgrave Macmillan View citations (8)

Editor

1. Dynamic Modeling and Econometrics in Economics and Finance
   Springer