Johannes Brumm

Johannes Brumm

Karlsruhe Institute of Technology - Karlsruhe / Germany
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 1761642
Karlsruhe Institute of Technology
person_outline Johannes Brumm's MOST POPULAR ARTICLES
1-) Using Adaptive Sparse Grids to Solve High‐Dimensional Dynamic ModelsJ Brumm, S ScheideggerEconometrica 85 (5), 1575-1612, 20171442017
2-) Collateral requirements and asset pricesJ Brumm, M Grill, F Kubler, K SchmeddersInternational Economic Review 56 (1), 1-25, 2015602015
3-) Global value chain participation and current account imbalancesJ Brumm, G Georgiadis, J Gräb, F TrottnerForthcoming in: Journal of International Money and Finance, 2018512018
4-) Computing equilibria in dynamic models with occasionally binding constraintsJ Brumm, M GrillJournal of Economic Dynamics and Control 38, 142-160, 201448*2014
5-) Margin regulation and volatilityJ Brumm, M Grill, F Kubler, K SchmeddersJournal of Monetary Economics 75, 54-68, 2015402015