Patrick Grüning

Latvijas Banka

Riga

Latvia

Vilnius University - Faculty of Economics and Business Administration

Research Fellow

Sauletekio al. 9 (II building)

Vilnius, LT-10222

Lithuania

http://www.evaf.vu.lt/en/

SCHOLARLY PAPERS

12

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2,049

SSRN CITATIONS

7

CROSSREF CITATIONS

3

Scholarly Papers (12)

Investment-Specific Shocks, Business Cycles, and Asset Prices

Number of pages: 59 Posted: 11 Jun 2015 Last Revised: 20 Dec 2017
University of Siena - Department of Economics and Statistics, University of Brescia, Latvijas Banka and Deutsche Bundesbank
Downloads 241 (159,209)

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General Equilibrium Asset Pricing, Production Economy, Long-Run Risk, Investment-Specific Shocks

Investment-Specific Shocks, Business Cycles, and Asset Prices

SAFE Working Paper No. 129
Number of pages: 36 Posted: 14 Mar 2016
University of Siena - Department of Economics and Statistics, University of Brescia, Latvijas Banka and Deutsche Bundesbank
Downloads 85 (367,212)

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General Equilibrium Asset Pricing, Production Economy, Long-Run Risk, Investment-Specific Shocks, Nominal Rigidities

2.

Austerity, Fiscal Uncertainty, and Economic Growth: Insights from Fiscally Weak EU Countries

SAFE Working Paper No. 56
Number of pages: 42 Posted: 27 Jun 2014 Last Revised: 25 Feb 2015
University of Siena - Department of Economics and Statistics, University of Brescia, University of Florence - Department of Economics and Management and Latvijas Banka
Downloads 303 (126,484)
Citation 1

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Austerity Measures, Fiscal Policy, Endogenous Growth, R&D

3.

Asset Pricing Under Uncertainty About Shock Propagation

SAFE Working Paper No. 34
Number of pages: 67 Posted: 28 Nov 2013 Last Revised: 25 Mar 2014
University of Muenster - Finance Center Muenster, Latvijas Banka, Goethe University Frankfurt, Deutsche Bundesbank and Goethe University Frankfurt
Downloads 290 (132,561)

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General Equilibrium, Contagion Risk, Partial Information, Filtering, Recursive Utility

4.

Commodities, Financialization, and Heterogeneous Agents

SAFE Working Paper No. 131, BoL Working Paper No. 25/2016
Number of pages: 70 Posted: 07 Apr 2016 Last Revised: 29 Apr 2016
Nicole Branger, Patrick Grüning and Christian Schlag
University of Muenster - Finance Center Muenster, Latvijas Banka and Goethe University Frankfurt
Downloads 206 (185,344)

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Commodities, General Equilibrium, Heterogeneous Preferences, Financial Markets

5.

Heterogeneous Innovations, Firm Creation and Destruction, and Asset Prices

Number of pages: 54 Posted: 12 Mar 2015 Last Revised: 25 Sep 2015
Jan Bena, Lorenzo Garlappi and Patrick Grüning
University of British Columbia - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and Latvijas Banka
Downloads 182 (207,248)
Citation 5

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Economic uncertainty, Creative destruction, Innovation, Firm entry, Long-run risk

Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare

SAFE Working Paper No. 171
Number of pages: 66 Posted: 20 Apr 2017
Michael Donadelli and Patrick Grüning
University of Brescia and Latvijas Banka
Downloads 126 (280,738)
Citation 1

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Endogenous growth, Asset pricing, Government, Fiscal policy, Heterogeneous innovation

Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare

Number of pages: 39 Posted: 20 Oct 2016 Last Revised: 02 Feb 2017
Michael Donadelli and Patrick Grüning
University of Brescia and Latvijas Banka
Downloads 49 (490,783)

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Endogenous Growth, Asset Pricing, Government, Fiscal Policy, Heterogeneous Innovation

7.

International Endogenous Growth, Macro Anomalies, and Asset Prices

SAFE Working Paper No. 83, BoL Working Paper No. 29/2016
Number of pages: 62 Posted: 24 Jan 2015 Last Revised: 21 Jul 2016
Patrick Grüning
Latvijas Banka
Downloads 143 (253,666)
Citation 2

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Innovation, Technology Spillover, Endogenous Growth, Long-run Risk, International Finance

8.

Global Temperature, R&D Expenditure, and Growth

SAFE Working Paper No. 188
Number of pages: 41 Posted: 25 Nov 2017
University of Brescia, Latvijas Banka, Leibniz Institute for Financial Research SAFE and University of Southampton, Southampton Business School, Department of Banking and Finance
Downloads 119 (291,555)
Citation 2

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Global Temperature, R&D, Welfare Costs

9.

Climate Change and Monetary Policy in the Euro Area

ECB Occasional Paper No. 2021271
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 06 Oct 2021
European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Bank of France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Bank of Italy, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General International and European Relations, Central Bank of Cyprus, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, Goethe University Frankfurt, European Central Bank (ECB), University of Bonn, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, Suomen Panki, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Cyprus, European Central Bank (ECB), European Central Bank (ECB), Banco de España, Banco de España, Latvijas Banka, Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, European Central Bank (ECB), Alliance Manchester Business School, University of Manchester, Deutsche Bundesbank, Central Bank of Ireland, Deutsche Bundesbank, National and Kapodistrian University of Athens, De Nederlandsche Bank, Bank of Greece, Deutsche Bundesbank, European Central Bank (ECB) and Banque de France
Downloads 109 (309,997)

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climate change, environmental economics, green finance, monetary policy, sustainable growth economics

10.

Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices

SAFE Working Paper No. 163
Number of pages: 36 Posted: 18 Jan 2017 Last Revised: 18 Oct 2017
Giuliano Curatola, Michael Donadelli and Patrick Grüning
University of Siena - Department of Economics and Statistics, University of Brescia and Latvijas Banka
Downloads 82 (371,798)

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Technology Adoption, R&D Investment, Asymmetric Tax Regimes, Asset Prices

11.

Understanding Macro and Asset Price Dynamics During the Climate Transition

Bank of Lithuania Discussion Paper No. 18/2019
Number of pages: 67 Posted: 22 Mar 2021
Michael Donadelli, Patrick Grüning and Steffen Hitzemann
University of Brescia, Latvijas Banka and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 80 (377,278)

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Climate change, Policy risk, General equilibrium, Risk premia, Oil market

12.

Heterogeneity in the Internationalization of R&D: Implications for Anomalies in Finance and Macroeconomics

SAFE Working Paper No. 185
Number of pages: 31 Posted: 20 Oct 2017
Patrick Grüning
Latvijas Banka
Downloads 34 (552,946)

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Heterogeneous innovation, Technology spillover, Endogenous growth, Creative destruction, International finance