Details about Michael Paetz

Access statistics for papers by Michael Paetz.

Last updated 2020-09-14. Update your information in the RePEc Author Service.

Short-id: ppa246

Working Papers

2014

1. Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Stock price dynamics and the business cycle in an estimated DSGE model for South Africa, Journal of International Financial Markets, Institutions and Money, Elsevier (2016) View citations (7) (2016)

2012

2. A DSGE-based assessment of nonlinear loan-to-Value policies: Evidence from Hong Kong
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (31)
3. Efficient Simulation of DSGE Models with Inequality Constraints
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (54)
   Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2012) View citations (53)
4. Market and Non-Market Monetary Policy Tools in a Calibrated DSGE Model for Mainland China
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (22)

2011

5. Environmental policy under model uncertainty: a robust optimal control approach
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (8)
   Also in CESifo Working Paper Series, CESifo (2007) View citations (7)
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics (2007) View citations (2)
   See also Journal Article Environmental policy under model uncertainty: a robust optimal control approach, Climatic Change, Springer (2011) View citations (9) (2011)
6. Housing Prices and the Business Cycle: An Empirical Application to Hong Kong
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (3)
   See also Journal Article Housing prices and the business cycle: An empirical application to Hong Kong, Journal of Housing Economics, Elsevier (2013) View citations (42) (2013)

2010

7. Stock market wealth effects in an estimated DSGE model for Hong Kong
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (6)
   See also Journal Article Stock market wealth effects in an estimated DSGE model for Hong Kong, Economic Modelling, Elsevier (2011) View citations (33) (2011)
8. What can an open-economy DSGE model tell us about Hong Kong’s housing market?
   Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics View citations (1)

2009

9. Adjustment in EMU: Is Convergence Assured?
   IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute
   Also in Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2009)

2007

10. Robust Control and Persistence in the New Keynesian Economy
    Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics

Journal Articles

2019

1. Die Modern Monetary Theory: Staatsschulden als Steuergutschriften
   Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2019, 88, (4), 77-89 View citations (2)

2018

2. Dynamic Stochastic General EQUILIBRIUM ‐ BASED Assessment of Nonlinear Macroprudential Policies: Evidence from Hong Kong
   Pacific Economic Review, 2018, 23, (4), 632-657 View citations (6)

2016

3. Stock price dynamics and the business cycle in an estimated DSGE model for South Africa
   Journal of International Financial Markets, Institutions and Money, 2016, 44, (C), 166-182 View citations (7)
   See also Working Paper Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa, Working Papers (2014) (2014)

2013

4. Housing prices and the business cycle: An empirical application to Hong Kong
   Journal of Housing Economics, 2013, 22, (1), 62-76 View citations (42)
   See also Working Paper Housing Prices and the Business Cycle: An Empirical Application to Hong Kong, Quantitative Macroeconomics Working Papers (2011) View citations (3) (2011)

2011

5. Environmental policy under model uncertainty: a robust optimal control approach
   Climatic Change, 2011, 107, (3), 225-239 View citations (9)
   See also Working Paper Environmental policy under model uncertainty: a robust optimal control approach, Quantitative Macroeconomics Working Papers (2011) View citations (8) (2011)
6. Stock market wealth effects in an estimated DSGE model for Hong Kong
   Economic Modelling, 2011, 28, (1-2), 316-334 View citations (33)
   Also in Economic Modelling, 2011, 28, (1), 316-334 (2011) View citations (32)
   See also Working Paper Stock market wealth effects in an estimated DSGE model for Hong Kong, Quantitative Macroeconomics Working Papers (2010) View citations (6) (2010)