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"Essays on International Business Cycles", PhD thesis, Economics Department, University of Chicago, 1991
Citations
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Cited by:
- Robert Kollmann, 2013.
"Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 159-195, December.
- Robert Kollmann, 2013. "Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 159-195, December.
- Kollmann, Robert, 2012. "Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model," CEPR Discussion Papers 8985, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2013. "Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model," CAMA Working Papers 2013-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2012. "Global banks, financial shocks and international business cycles: evidence from an estimated model," Globalization Institute Working Papers 120, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2012. "Global Banks, Financial Shocks and International Business Cycles: Evidence from Estimated Models," 2012 Meeting Papers 840, Society for Economic Dynamics.
- Yang Liu & Mariano Croce & Ivan Shaliastovich & Ric Colacito, 2016.
"Volatility Risk Pass-Through,"
2016 Meeting Papers
135, Society for Economic Dynamics.
- Croce, Mariano & Colacito, Ric & Liu, Yang & Shaliastovich, Ivan, 2018. "Volatility Risk Pass-Through," CEPR Discussion Papers 13325, C.E.P.R. Discussion Papers.
- Riccardo Colacito & Mariano Max Croce & Yang Liu & Ivan Shaliastovich, 2018. "Volatility Risk Pass-through," NBER Working Papers 25276, National Bureau of Economic Research, Inc.
- Kollmann, Robert, 2015.
"Risk Sharing in a World Economy with Uncertainty Shocks,"
CEPR Discussion Papers
10940, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," CAMA Working Papers 2015-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," Globalization Institute Working Papers 258, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2015. "Risk Sharing in a World Economy with Uncertainty Shocks," Working Papers ECARES ECARES 2015-43, ULB -- Universite Libre de Bruxelles.
- Robert Kollmann, 2019.
"Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel,"
Open Economies Review, Springer, vol. 30(1), pages 65-85, February.
- Robert Kollmann, 2017. "Explaining international business cycle synchronization: Recursive preferences and the terms of trade channel," CAMA Working Papers 2017-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kollmann, Robert, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," CEPR Discussion Papers 11911, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," Globalization Institute Working Papers 307, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," Working Papers ECARES ECARES 2017-08, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," MPRA Paper 77558, University Library of Munich, Germany.
- Robert Kollmann, 2012.
"Limited asset market participation and the consumption‐real exchange rate anomaly,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 566-584, May.
- Robert Kollmann, 2012. "Limited asset market participation and the consumption-real exchange rate anomaly," Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 566-584, May.
- Kollmann, Robert, 2009. "Limited Asset Market Participation and the Consumption-Real Exchange Rate Anomaly," CEPR Discussion Papers 7452, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2010. "Limited asset market participation and the consumption-real exchange rate anomaly," Globalization Institute Working Papers 41, Federal Reserve Bank of Dallas.
- Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2010.
"International portfolios, capital accumulation and foreign assets dynamics,"
Journal of International Economics, Elsevier, vol. 80(1), pages 100-112, January.
- Kollmann, Robert & Martin, Philippe & Coeurdacier, Nicolas, 2008. "International Portfolios, Capital Accumulation and Foreign Assets Dynamics," CEPR Discussion Papers 6902, C.E.P.R. Discussion Papers.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," SciencePo Working papers Main hal-01052901, HAL.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Post-Print hal-01052901, HAL.
- Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J., 2008. "International portfolios, capital accumulation and foreign assets dynamics," Discussion Paper Series 1: Economic Studies 2008,19, Deutsche Bundesbank.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios, capital accumulation and foreign assets dynamics," Globalization Institute Working Papers 27, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2021.
"Liquidity traps in a monetary union,"
Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1581-1603.
- Robert Kollmann, 2020. "Liquidity traps in a monetary union," CAMA Working Papers 2020-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2020. "Liquidity Traps in a Monetary Union," Globalization Institute Working Papers 397, Federal Reserve Bank of Dallas.
- Kollmann, Robert, 2020. "Liquidity Traps in a Monetary Union," MPRA Paper 102323, University Library of Munich, Germany.
- Robert Kollmann, 2020. "Liquidity Traps in a Monetary Union," Working Papers ECARES 2020-34, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2020. "Liquidity Traps in a Monetary Union," CEPR Discussion Papers 15148, C.E.P.R. Discussion Papers.
- Kollmann, R., 1996.
"The Exchange rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities : A Quantitative Investigation,"
Other publications TiSEM
c9241581-7b87-4f50-ab98-a, Tilburg University, School of Economics and Management.
- Kollman, R., 1996. "The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation," Cahiers de recherche 9614, Universite de Montreal, Departement de sciences economiques.
- Robert Miguel W. K. Kollman, 1997. "The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation," IMF Working Papers 1997/007, International Monetary Fund.
- Kollmann, R., 1996. "The Exchange rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities : A Quantitative Investigation," Discussion Paper 1996-67, Tilburg University, Center for Economic Research.
- Kollman, R., 1996. "The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation," Cahiers de recherche 9614, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Robert Kollmann, 2010.
"Government Purchases and the Real Exchange Rate,"
Open Economies Review, Springer, vol. 21(1), pages 49-64, February.
- Kollmann, Robert, 2009. "Government Purchases and the Real Exchange Rate," CEPR Discussion Papers 7427, C.E.P.R. Discussion Papers.
- repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g7485ckbm is not listed on IDEAS
- Neiss, Katharine S. & Nelson, Edward, 2003.
"The Real-Interest-Rate Gap As An Inflation Indicator,"
Macroeconomic Dynamics, Cambridge University Press, vol. 7(2), pages 239-262, April.
- Katharine S. Neiss & Edward Nelson, 2001. "The real interest rate gap as an inflation indicator," Bank of England working papers 130, Bank of England.
- Neiss, Katharine & Nelson, Edward, 2001. "The Real Interest rate Gap as an Inflation Indicator," CEPR Discussion Papers 2848, C.E.P.R. Discussion Papers.
- Katharine S. Neiss and Edward Nelson, 2001. "The Real Interest Rate Gap as an Inflation Indicator," Computing in Economics and Finance 2001 145, Society for Computational Economics.
- Kollmann, Robert, 2021.
"Liquidity traps in a world economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
- Robert Kollmann, 2021. "Liquidity traps in a world economy," CAMA Working Papers 2021-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2021. "Liquidity Traps in a World Economy," Working Papers ECARES 2021-02, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2021. "Liquidity Traps in a World Economy," MPRA Paper 105113, University Library of Munich, Germany.
- Kollmann, Robert, 2021. "Liquidity Traps in a World Economy," CEPR Discussion Papers 15631, C.E.P.R. Discussion Papers.
- Kollmann, Robert, 1998.
"US trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages,"
Journal of International Money and Finance, Elsevier, vol. 17(4), pages 637-669, August.
- Robert Kollmann, 1998. "U.S. trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages," ULB Institutional Repository 2013/7634, ULB -- Universite Libre de Bruxelles.
- Robert Kollmann & Nicolas Coeurdacier, 2008.
"International Portfolios, Current Account Dynamics and Capital Accumulation,"
2008 Meeting Papers
817, Society for Economic Dynamics.
- Robert Kollmann & Nicolas Coeurdacier & Philippe Martin, 2008. "International portfolios, current account dynamics and capital accumulation," ULB Institutional Repository 2013/13410, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2016.
"International business cycles and risk sharing with uncertainty shocks and recursive preferences,"
Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 115-124.
- Robert Kollmann, 2016. "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," Working Papers ECARES ECARES 2016-13, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2016. "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," MPRA Paper 70183, University Library of Munich, Germany.
- Kyunghun Kim & Ju Hyun Pyun & Jiyoun An, 2017. "Does Credit Market Integration Amplify the Transmission of Real Business Cycle During Financial Crisis?," 2017 Meeting Papers 1236, Society for Economic Dynamics.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009.
"International Portfolios with Supply, Demand, and Redistributive Shocks,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 231-263,
National Bureau of Economic Research, Inc.
- Kollmann, Robert & Martin, Philippe & Coeurdacier, Nicolas, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," CEPR Discussion Papers 6482, C.E.P.R. Discussion Papers.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008. "International Portfolios with Supply, Demand, and Redistributive Shocks," Post-Print hal-00649209, HAL.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008. "International Portfolios with Supply, Demand, and Redistributive Shocks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649209, HAL.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International portfolios with supply, demand and redistributive shocks," Post-Print hal-01053624, HAL.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International portfolios with supply, demand and redistributive shocks," SciencePo Working papers Main hal-01053624, HAL.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," NBER Working Papers 13424, National Bureau of Economic Research, Inc.
- Robert Kollmann, 2021. "Household Consumption Heterogeneity and the Real Exchange Rate," Working Papers ECARES 2021-14, ULB -- Universite Libre de Bruxelles.
- Dellas, Harris & Tavlas, George S., 2009.
"An optimum-currency-area odyssey,"
Journal of International Money and Finance, Elsevier, vol. 28(7), pages 1117-1137, November.
- Harris Dellas & George S.Tavlas, 2009. "An Optimum-Currency-Area Odyssey," Working Papers 102, Bank of Greece.
- Dellas, Harris & Tavlas, George, 2010. "An Optimum Currency Area Odyssey," CEPR Discussion Papers 7645, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2015. "Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite," 2015 Meeting Papers 1397, Society for Economic Dynamics.
- Adrien Verdelhan & Hanno Lustig, 2016.
"Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?,"
2016 Meeting Papers
1183, Society for Economic Dynamics.
- Hanno Lustig & Adrien Verdelhan, 2016. "Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?," NBER Working Papers 22023, National Bureau of Economic Research, Inc.
- Lustig, Hanno & Verdelhan, Adrien, 2016. "Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?," Research Papers 3412, Stanford University, Graduate School of Business.
- Robert Kollmann, 2015.
"Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences,"
Open Economies Review, Springer, vol. 26(2), pages 175-196, April.
- Kollmann, Robert, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CEPR Discussion Papers 10232, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CAMA Working Papers 2014-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2014. "Exchange rates dynamics with long-run risk and recursive preferences," Globalization Institute Working Papers 212, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," Working Papers ECARES ECARES 2014-49, ULB -- Universite Libre de Bruxelles.
- repec:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g7084aa4m is not listed on IDEAS
- Ryan Banerjee & Nicoletta Batini, 2003. "UK Consumers’ Habits," Discussion Papers 13, Monetary Policy Committee Unit, Bank of England.
- repec:hal:wpspec:info:hdl:2441/c8dmi8nm4pdjkuc9g7485ckbm is not listed on IDEAS
- Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2011.
"Uninsurable risk and financial market puzzles,"
Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1055-1089, October.
- Parantap Basu & Andrei Semenovz & Kenji Wadax, 2007. "Uninsurable Risk and Financial Market Puzzles," CDMA Conference Paper Series 0701, Centre for Dynamic Macroeconomic Analysis.
- Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2009. "Uninsurable Risk and Financial Market Puzzles," MPRA Paper 23351, University Library of Munich, Germany.
- Kollmann, Robert, 2020.
"Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies,"
CEPR Discussion Papers
14367, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2020. "Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies," Globalization Institute Working Papers 378, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2020. "Rational bubbles in non-linear business cycle models: Closed and open economies," CAMA Working Papers 2020-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kollmann, Robert, 2020. "Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies," MPRA Paper 98412, University Library of Munich, Germany.
- Robert Kollmann, 2020. "Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies," Working Papers ECARES 2020-02, ULB -- Universite Libre de Bruxelles.
- Kollmann, R., 1994.
"The Correlation of Productivity Growth Across Regions and Industries in the U.S,"
Cahiers de recherche
9411, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Kollmann, R., 1994. "The Correlation of Productivity Growth Across Regions and Industries in the U.S," Cahiers de recherche 9411, Universite de Montreal, Departement de sciences economiques.
- Robert Kollmann, 1995. "The correlation of productivy growth across regions and industries in the U.S," ULB Institutional Repository 2013/7644, ULB -- Universite Libre de Bruxelles.
- repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g7084aa4m is not listed on IDEAS
- Kollmann, Robert, 2020. "Global Liquidity Traps," MPRA Paper 102324, University Library of Munich, Germany.
- repec:hal:wpspec:info:hdl:2441/c8dmi8nm4pdjkuc9g7084aa4m is not listed on IDEAS
- repec:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g7485ckbm is not listed on IDEAS
- Kollmann, Robert, 1999. "Effects of Government Purchases in Open Economies: Empirical Evidence and Predictions of a Dynamic General Equilibrium Model With Nominal Rigidities," MPRA Paper 70342, University Library of Munich, Germany.
- Kenneth S. Lin, 1996. "Private Consumption, Nontraded Goods and Real Exchange Rate: A Cointegration_Euler Equation Approach," NBER Working Papers 5731, National Bureau of Economic Research, Inc.
- repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7485ckbm is not listed on IDEAS
- Robert Kollmann, 2016. "Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks," 2016 Meeting Papers 721, Society for Economic Dynamics.
- Nicolas Coeurdacier, 2011. "Limited participation and International Risk-Sharing," 2011 Meeting Papers 613, Society for Economic Dynamics.
- Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization," 2017 Meeting Papers 1489, Society for Economic Dynamics.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "Return Volatility and International Portfolio Choice," 2007 Meeting Papers 474, Society for Economic Dynamics.
- repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7084aa4m is not listed on IDEAS
- Kollmann, Robert, 2009. "Domestic Financial Frictions: Implications for International Risk Sharing, Real Exchange Rate Volatility and International Business Cycles," MPRA Paper 70348, University Library of Munich, Germany.