All Stories

  1. Blanchard and Kahn's (1980) Solution for a Linear Rational Expectations Model with One State Variable and One Jump Variable: The Correct Formula

    Article • Manchester School, December 2016, Wiley

    Robert Kollmann

  2. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning

    Article • Computational Economics, February 2014, Springer Science + Business Media

    Robert Kollmann

  3. Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model

    Article • Journal of money credit and banking, November 2013, Wiley

    Robert Kollmann

  4. Special Issue Editors' Introduction

    Article • Journal of money credit and banking, November 2013, Wiley

    Robert Kollmann

  5. Estimating the state vector of linearized DSGE models without the Kalman filter

    Article • Economics Letters, July 2013, Elsevier

    Robert Kollmann

  6. Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Robert Kollmann

  7. PRODUCTIVE GOVERNMENT PURCHASES AND THE REAL EXCHANGE RATE*

    Article • Manchester School, June 2012, Wiley

    Robert Kollmann

  8. Limited asset market participation and the consumption‐real exchange rate anomaly

    Article • Canadian Journal of Economics/Revue canadienne d économique, May 2012, Wiley

    Robert Kollmann

  9. Symposium on international risk sharing: Introduction

    Article • Canadian Journal of Economics/Revue canadienne d économique, May 2012, Wiley

    Robert Kollmann

  10. Advances in international macroeconomics: Lessons from the crisis

    Article • European Economic Review, April 2011, Elsevier

    Robert Kollmann

  11. Global banking and international business cycles

    Article • European Economic Review, April 2011, Elsevier

    Robert Kollmann

  12. Government Purchases and the Real Exchange Rate

    Article • Open Economies Review, January 2010, Springer Science + Business Media

    Robert Kollmann

  13. International portfolios, capital accumulation and foreign assets dynamics

    Article • Journal of International Economics, January 2010, Elsevier

    Robert Kollmann

  14. WELFARE-MAXIMIZING OPERATIONAL MONETARY AND TAX POLICY RULES

    Article • Macroeconomic Dynamics, April 2008, Cambridge University Press

    Robert Kollmann

  15. International Portfolios with Supply, Demand and Redistributive Shocks

    Article • September 2007, National Bureau of Economic Research

    Robert Kollmann

  16. International Portfolio Equilibrium and the Current Account

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Robert Kollmann

  17. International Portfolio Equilibrium and the Current Account

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Robert Kollmann

  18. A Dynamic Equilibrium Model of International Portfolio Holdings: Comment

    Article • Econometrica, January 2006, The Econometric Society

    Robert Kollmann

  19. Endogenous fertility in a model with non-dynastic parental altruism

    Article • Journal of Population Economics, April 1997, Springer Science + Business Media

    Robert Kollmann

  20. The correlation of productivity growth across regions and industries in the United States

    Article • Economics Letters, March 1995, Elsevier

    Robert Kollmann

  21. Hidden unemployment a search-theoretic interpretation

    Article • Economics Letters, December 1994, Elsevier

    Robert Kollmann

  22. Productive Government Purchases and the Real Exchange Rate

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  23. International Portfolios, Capital Accumulation and Foreign Assets Dynamics

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  24. Return Volatility and International Portfolio Choice

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  25. Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  26. International Portfolios with Supply, Demand and Redistributive Shocks

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  27. International Portfolios and Current Account Dynamics: The Role of Capital Accumulation

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  28. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  29. The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  30. The Exchange Rate in a Dynamic-Optimizing Business Cycle Model with Nominal Rigidities: A Quantitative Investigation

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  31. Macroeconomic Effects of Nominal Exchange Rate Regimes: New Insights into the Role of Price Dynamics

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  32. Explaining International Comovements of Output and Asset Returns: The Role of Money and Nominal Rigidities

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann

  33. Fiscal Policy, Banks and the Financial Crisis

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann, Dr Jan W In t Veld

  34. International Capital Flows and the Boom-Bust Cycle in Spain

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Robert Kollmann