Robert Kollmann

ECARES, Université Libre de Bruxelles

Professor

Ave. Franklin D Roosevelt, 50 - C.P. 114

Brussels, B-1050

Belgium

University of Paris XII - Department of Economics

Professor

61 avenue du General de Gaulle

Creteil cedex, 94010

France

http://www.robertkollmann.com

Centre for Economic Policy Research (CEPR)

Fellow

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

SCHOLARLY PAPERS

33

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317

Scholarly Papers (33)

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

University of Montreal WP 1896
Number of pages: 53 Posted: 24 Oct 1996
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 537 (40,411)
Citation 28

Abstract:

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

IMF Working Paper No. 97/7
Number of pages: 51 Posted: 15 Feb 2006
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 72 (274,760)
Citation 28

Abstract:

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

Number of pages: 30 Posted: 18 May 2001
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 196 (127,729)
Citation 30

Abstract:

exchange rates, nominal rigidities, business cycles

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

Journal of International Economics, 2001
Posted: 06 Jun 2001
Robert Kollmann
ECARES, Université Libre de Bruxelles

Abstract:

exchange rates, nominal rigidities, business cycles

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

Number of pages: 30 Posted: 13 Mar 2003
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 137 (175,467)
Citation 64

Abstract:

Keywords: Open economy; Interest rate rules; Welfare; Business Cycles

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

CEPR Discussion Paper No. 3279
Number of pages: 28 Posted: 19 Apr 2002
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 23 (441,749)
Citation 64

Abstract:

Open economy, interest rate rules, business cycles

4.

Return Volatility and International Portfolio Choice

Number of pages: 31 Posted: 16 Mar 2007
Nicolas Coeurdacier, Robert Kollmann and Philippe Martin
ESSEC Business School - Finance Department, ECARES, Université Libre de Bruxelles and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 155 (153,680)

Abstract:

Portfolio equilibrium, Exchange rate volatility, Supply and demand shocks, Equity Risk premium, Home bias

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

Number of pages: 59 Posted: 18 May 2001
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 100 (222,896)
Citation 20

Abstract:

International business cycles, nominal rigidities,

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

IMF Working Paper No. 99/84
Number of pages: 50 Posted: 09 Feb 2006
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 43 (354,630)
Citation 20

Abstract:

Cross-country correlation of output and asset returns, money, nominal rigidities, international transmission of business cycles

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

Journal of Economic Dynamics and Control, 2001
Posted: 25 May 2001
Robert Kollmann
ECARES, Université Libre de Bruxelles

Abstract:

International business cycles, nominal rigidities, monetary policy, asset returns

6.

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

Number of pages: 39 Posted: 01 May 2001
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 129 (181,430)
Citation 14

Abstract:

nominal exchange rate regimes, price dynamics, interest parity, price stickiness

International Portfolio Equilibrium and the Current Account

Number of pages: 35 Posted: 08 Mar 2006
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 103 (218,218)
Citation 36

Abstract:

International portfolio holdings, Dynamic General Equilibrium, Current Account, Consumption and portfolio home bias

International Portfolio Equilibrium and the Current Account

CEPR Discussion Paper No. 5512
Number of pages: 37 Posted: 06 Jun 2006
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 18 (470,625)
Citation 36

Abstract:

International portfolio holdings, current account, consumption and portfolio home bias

International Portfolios, Capital Accumulation and Foreign Assets Dynamics

Number of pages: 40 Posted: 06 Jul 2008
Nicolas Coeurdacier, Robert Kollmann and Philippe Martin
London Business School, ECARES, Université Libre de Bruxelles and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 51 (329,008)
Citation 20

Abstract:

capital accumulation, international equity and bond portfolios, capital flows, current account, valuation effects, terms of trade

International Portfolios, Capital Accumulation and Foreign Assets Dynamics

Bundesbank Series 1 Discussion Paper No. 2008,19
Number of pages: 60 Posted: 08 Jun 2016
Nicolas Coeurdacier, Robert Kollmann and Philippe Martin
London Business School, ECARES, Université Libre de Bruxelles and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 7 (532,825)
Citation 20

Abstract:

capital accumulation, international equity and bond portfolios, capital flows, current account, valuation effects, terms of trade

International Portfolios, Capital Accumulation and Foreign Assets Dynamics

CEPR Discussion Paper No. DP6902
Number of pages: 46 Posted: 20 Aug 2008
Nicolas Coeurdacier, Robert Kollmann and Philippe Martin
London Business School, ECARES, Université Libre de Bruxelles and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 2 (560,977)
Citation 20

Abstract:

capital accumulation, capital flows, current account, international equity and bond portfolios, terms of trade, valuation effects

9.

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

Number of pages: 35 Posted: 17 Mar 2008
Nicolas Coeurdacier and Robert Kollmann
London Business School and ECARES, Université Libre de Bruxelles
Downloads 60 (294,609)
Citation 4

Abstract:

international equity and bond portfolios, capital flows, current account, capital accumulation, news shocks, valuation effects

The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model

CAMA Working Paper No. 10/2016
Number of pages: 37 Posted: 25 Feb 2016
ECARES, Université Libre de Bruxelles, JRC-Ispra, European Commission, European Union - European Commission, European Commission - Joint Research Center, European Commission, DGECFIN and European Union - European Commission
Downloads 36 (380,093)

Abstract:

Post-crisis slump, Euro Area, United States, estimated DSGE model, demand and supply shocks, financial shocks

The Post-Crisis Slump in the Euro Area and the Us: Evidence from an Estimated Three-Region DSGE Model

Globalization and Monetary Policy Institute Working Paper No. 269
Number of pages: 35 Posted: 03 Mar 2016
ECARES, Université Libre de Bruxelles, JRC-Ispra, European Commission, European Union - European Commission, European Commission - Joint Research Center, European Commission, DGECFIN and European Union - European Commission
Downloads 16 (482,098)

Abstract:

The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model

CEPR Discussion Paper No. DP11121
Number of pages: 37 Posted: 18 Apr 2016
ECARES, Université Libre de Bruxelles, JRC-Ispra, European Commission, European Union - European Commission, European Commission - Joint Research Center, European Commission, DGECFIN and European Union - European Commission
Downloads 1 (571,731)

Abstract:

demand and supply shocks, estimated DSGE model, Euro Area, financial shocks, Post-crisis slump, United States

International Portfolios with Supply, Demand and Redistributive Shocks

Number of pages: 35 Posted: 17 Mar 2008
Nicolas Coeurdacier, Philippe Martin and Robert Kollmann
London Business School, Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques and ECARES, Université Libre de Bruxelles
Downloads 44 (351,253)
Citation 15

Abstract:

international portfolios, home bias, supply shocks, demand shocks, redistributive shocks, valuation effects

International Portfolios with Supply, Demand and Redistributive Shocks

CEPR Discussion Paper No. DP6482
Number of pages: 37 Posted: 02 Jun 2008
Nicolas Coeurdacier, Robert Kollmann and Philippe Martin
London Business School, ECARES, Université Libre de Bruxelles and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 4 (547,824)
Citation 15

Abstract:

Equity home bias, International portfolios, International risk sharing, Valuation effects

What Drives the German Current Account? And How Does It Affect Other EU Member States?

CAMA Working Paper No. 35/2014
Number of pages: 62 Posted: 03 May 2014 Last Revised: 05 May 2014
ECARES, Université Libre de Bruxelles, European Commission - Joint Research Center, European Commission, DGECFIN, European Union - Directorate General for Economic and Financial Affairs (DG ECFIN) and European Union - European Commission
Downloads 46 (344,583)

Abstract:

Current Account, intra-European imbalances, monetary union, Eurozone crisis, estimated DSGE model

What Drives the German Current Account? And How Does it Affect Other EU Member States?

CEPR Discussion Paper No. DP9933
Number of pages: 63 Posted: 02 Jun 2014
European Union - Directorate General for Economic and Financial Affairs (DG ECFIN), ECARES, Université Libre de Bruxelles, European Commission - Joint Research Center, European Commission, DGECFIN and European Union - European Commission
Downloads 0

Abstract:

Current Account, estimated DSGE model, Eurozone crisis, intra-European imbalances, monetary union

Productive Government Purchases and the Real Exchange Rate

Number of pages: 8 Posted: 29 Dec 2009
Parantap Basu and Robert Kollmann
Durham University - Department of Economics and Finance and ECARES, Université Libre de Bruxelles
Downloads 39 (368,757)
Citation 3

Abstract:

productive government purchases, real exchange rate

Productive Government Purchases and the Real Exchange Rate

The Manchester School, Vol. 81, Issue 4, pp. 461-469, 2013
Number of pages: 9 Posted: 20 Jun 2013
Parantap Basu and Robert Kollmann
Durham University - Department of Economics and Finance and ECARES, Université Libre de Bruxelles
Downloads 0
Citation 3

Abstract:

Risk Sharing in a World Economy with Uncertainty Shocks

CAMA Working Paper No. 44/2015
Number of pages: 27 Posted: 20 Nov 2015 Last Revised: 23 Nov 2015
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 25 (430,504)

Abstract:

external balance, exchange rate, volatility, risk appetite, consumption-real exchange rate anomaly

Risk Sharing in a World Economy with Uncertainty Shocks

Globalization and Monetary Policy Institute Working Paper No. 258
Number of pages: 25 Posted: 28 Jan 2016
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 10 (522,096)

Abstract:

Risk Sharing in a World Economy with Uncertainty Shocks

CEPR Discussion Paper No. DP10940
Number of pages: 27 Posted: 16 Nov 2015
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 0

Abstract:

consumption-real exchange rate anomaly, exchange rate, external balance, risk appetite, volatility shock

Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences

CAMA Working Paper No. 70/2014
Number of pages: 29 Posted: 07 Nov 2014 Last Revised: 10 Nov 2014
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 30 (410,216)

Abstract:

exchange rate, long-run risk, recursive preferences, complete financial markets, financial frictions, international risk sharing

Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences

CEPR Discussion Paper No. DP10232
Number of pages: 29 Posted: 03 Nov 2014
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 0

Abstract:

complete financial markets, exchange rate, financial frictions, international risk sharing, long-run risk, recursive preferences

16.

Fiscal Policy, Banks and the Financial Crisis

National Bank of Belgium Working Paper No. 234
Number of pages: 45 Posted: 14 Oct 2012
Robert Kollmann, Marco Ratto, Werner Roeger and Jan In't Veld
ECARES, Université Libre de Bruxelles, European Commission - Joint Research Center, European Commission, DGECFIN and European Union - Directorate General for Economic and Financial Affairs (DG ECFIN)
Downloads 22 (428,284)
Citation 2

Abstract:

financial crisis, bank rescue measures, fiscal policy

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

CAMA Working Paper 30/2013
Number of pages: 46 Posted: 08 Jun 2013
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 19 (464,923)
Citation 1

Abstract:

financial crisis, global banking, real activity, investment, Bayesian econometrics

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

CEPR Discussion Paper No. DP8985
Number of pages: 44 Posted: 28 Sep 2012
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 3 (553,302)
Citation 1

Abstract:

Bayesian econometrics, financial crisis, global banking, investment, real activity

Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel

CAMA Working Paper No. 21/2017
Number of pages: 28 Posted: 22 Mar 2017
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 16 (487,910)

Abstract:

international business cycle synchronization, recursive preferences, terms of trade, real exchange rate, wealth effect on labor supply

Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel

Globalization and Monetary Policy Institute Working Paper No. 307
Number of pages: 26 Posted: 11 Apr 2017
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 4 (547,824)

Abstract:

Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel

CEPR Discussion Paper No. DP11911
Number of pages: 29 Posted: 20 Mar 2017
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 0

Abstract:

international business cycle synchronization, real exchange rate, recursive preferences, terms of trade, wealth effect on labor supply

19.

International Capital Flows and the Boom-Bust Cycle in Spain

Crawford School Research Paper No. 40/2014
Number of pages: 35 Posted: 13 May 2014
European Union - Directorate General for Economic and Financial Affairs (DG ECFIN), ECARES, Université Libre de Bruxelles, JRC-Ispra, European Commission, European Commission - Joint Research Center and European Commission, DGECFIN
Downloads 19 (423,138)
Citation 1

Abstract:

international capital flows, boom-bust cycle, sudden stop, housing market, financial frictions, Spain, European Monetary Union

20.

Welfare-Maximizing Operational Monetary and Tax Policy Rules

CEPR Discussion Paper No. 4782
Number of pages: 18 Posted: 25 Feb 2005
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 18 (454,265)
Citation 14

Abstract:

Monetary policy, fiscal policy, welfare

21.

Monetary Policy Rules in an Interdependent World

CEPR Discussion Paper No. 4012
Number of pages: 30 Posted: 26 Sep 2003
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 17 (459,425)
Citation 17

Abstract:

Exchange rate regime, business cycles, interest rate parity

22.

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

CEPR Discussion Paper No. 4487
Number of pages: 26 Posted: 16 Aug 2004
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 16 (464,496)
Citation 14

Abstract:

International macroeconomics, monetary economics

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

CAMA Working Paper 29/2013
Number of pages: 21 Posted: 08 Jun 2013
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 11 (511,164)

Abstract:

latent state filtering, estimation of DSGE models, second-order approximation, pruning, Kalman filter, particle filter, quasi-maximum likelihood

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

CEPR Discussion Paper No. DP9469
Number of pages: 21 Posted: 17 May 2013
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 1 (571,731)

Abstract:

estimation of DSGE models, Kalman filter, Latent state filtering, particle filter, pruning, quasi-maximum likelihood, second-order approximation

24.

International Portfolios with Supply, Demand and Redistributive Shocks

NBER Working Paper No. w13424
Number of pages: 35 Posted: 24 Sep 2007
Nicolas Coeurdacier, Robert Kollmann and Philippe Martin
ESSEC Business School - Finance Department, ECARES, Université Libre de Bruxelles and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 11 (485,263)
Citation 15

Abstract:

25.

Global Banking and International Business Cycles

CEPR Discussion Paper No. DP7972
Number of pages: 33 Posted: 25 Aug 2010
Zeno Enders, Robert Kollmann and Gernot J. Müller
University of Heidelberg, ECARES, Université Libre de Bruxelles and University of Tuebingen - Department of Economics
Downloads 4 (523,000)
Citation 9

Abstract:

bank capital requirements, credit losses, global banking, global financial crisis, international business cycles

26.

Household Heterogeneity and the Real Exchange Rate: Still a Puzzle

CEPR Discussion Paper No. DP7301
Number of pages: 18 Posted: 15 Jul 2009
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 4 (523,000)
Citation 2

Abstract:

heterogeneity, International risk sharing, real exchange rate

27.

Leverage as a Predictor for Real Activity and Volatility

CEPR Discussion Paper No. DP8327
Number of pages: 31 Posted: 18 Apr 2011
Robert Kollmann and Stefan Zeugner
ECARES, Université Libre de Bruxelles and affiliation not provided to SSRN
Downloads 3 (527,703)

Abstract:

financial crisis, forecasts, leverage, real activity, volatility

28.

Limited Asset Market Participation and the Consumption-Real Exchange Rate Anomaly

CEPR Discussion Paper No. DP7452
Number of pages: 24 Posted: 07 Oct 2009
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 3 (527,703)
Citation 3

Abstract:

consumption, hand to mouth consumers, limited asset market participation, real exchange rate

29.

Government Purchases and the Real Exchange Rate

CEPR Discussion Paper No. DP7427
Number of pages: 27 Posted: 08 Sep 2009
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 2 (534,255)
Citation 3

Abstract:

government purchases, limited international risk sharing, real exchange rate

30.

Limited Asset Market Participation and the Consumption‐Real Exchange Rate Anomaly - Participation Limitée AU Marché Des Actifs Et Anomalie Dans La Corrélation Entre La Consommation Relative Et Le Taux De Change Réel

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 45, Issue 2, pp. 566-584, 2012,
Number of pages: 19 Posted: 04 May 2012
Robert Kollmann
ECARES, Université Libre de Bruxelles
Downloads 1 (543,553)

Abstract:

31.

Fiscal Policy in a Financial Crisis: Standard Policy vs. Bank Rescue Measures

CEPR Discussion Paper No. DP8829
Number of pages: 15 Posted: 01 Mar 2012
Robert Kollmann, Werner Roeger and Jan In't Veld
ECARES, Université Libre de Bruxelles, European Commission, DGECFIN and affiliation not provided to SSRN
Downloads 1 (543,553)
Citation 2

Abstract:

financial crisis, fiscal stimulus, real activity, state support for banks

32.

U.S. Trade Balance Dynamics: The Role of Fiscal Policy and Productivity Shocks and of Financial Market Linkages

Journal of International Money and Finance, Vol. 17, 1998
Posted: 22 Oct 1998
Robert Kollmann
ECARES, Université Libre de Bruxelles

Abstract:

Abstract: