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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

2017
Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models
In:
Econometrica (Vol. 85, Issue 5)
Pages:
1575–1612
Authors: Brumm, J. / Scheidegger, S.
2017
Recursive Equilibria in Dynamic Economies With Stochastic Production
In:
Econometrica (Vol. 85, Issue 5)
Pages:
1467-1499
Authors: Brumm, J. / Kryczka, D. / Kubler, F.
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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