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"An excellent research environment that helped me gaining a new perspective on topics at the frontier of economic thought, by optimally combining theoretical background and applications." Alessandra Donini, CDSE

Johannes Brumm

Cohort:

2007

Center:

Economics

Thesis Title:

Essays on Collateral Constraints

Current Position:

Full Professor, Karlsruhe Institute of Technology (KIT)

First Placement:

Senior Research Associate, University of Zurich

Website

Publications

2015

Margin Regulation and Volatility

In:

Journal of Monetary Economics (Vol. 75)

Pages:

54-68

Authors: Brumm, J. / Grill, M. / Kubler, F. / Schmedders, K.

2015

Scalable High-Dimensional Dynamic Stochastic Economic Modeling

In:

Journal of Computational Science (Vol. 11)

Pages:

12-25

Authors: Brumm, J. / Mikushin, D. / Scheidegger, S. / Schenk, O.

2015

Collateral Requirements and Asset Prices

In:

International Economic Review (Vol. 56, Issue 1)

Pages:

1-25

Authors: Brumm, J. / Grill, M. / Kubler, F. / Schmedders, K.

2014

Computing Equilibria in Dynamic Models with Occasionally Binding Constraints

In:

Journal of Economic Dynamics and Control (Vol. 38)

Pages:

142-160

Authors: Brumm, J. / Grill, M.

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