Johannes Brumm

Karlsruhe Institute of Technology

Professor

Kaiserstraße 12

Karlsruhe, Baden Württemberg 76131

Germany

  • Karlsruhe Institute of Technology

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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59

CROSSREF CITATIONS

63

Scholarly Papers (7)

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1.

Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models

Number of pages: 37 Posted: 04 Nov 2013 Last Revised: 25 May 2017
Johannes Brumm and Simon Scheidegger
Karlsruhe Institute of Technology and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 814 (42,445)
Citation 34

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Adaptive Sparse Grids, High-Performance Computing, International Real Business Cycles, Menu Costs, Occasionally Binding Constraints

2.

Collateral Requirements and Asset Prices

Downloads 416 ( 98,581)
Citation 24

Collateral Requirements and Asset Prices

Swiss Finance Institute Research Paper No. 11-10
Number of pages: 35 Posted: 27 Mar 2011 Last Revised: 13 Jan 2014
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 395 (103,785)
Citation 10

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Bubbles, collateral constraints, collateral premium, endogenous margins.

Collateral Requirements and Asset Prices

Bundesbank Discussion Paper No. 44/2013
Number of pages: 41 Posted: 21 Jun 2016
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 21 (708,786)
Citation 5

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collateral constraints, collateral premium, endogenous margins, heterogeneous agents, leverage

Collateral Requirements and Asset Prices

International Economic Review, Vol. 56, Issue 1, pp. 1-25, 2015
Number of pages: 25 Posted: 24 Jan 2015
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
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3.

Re-Use of Collateral: Leverage, Volatility, and Welfare

Downloads 218 (193,538)
Citation 5

Re-Use of Collateral: Leverage, Volatility, and Welfare

Swiss Finance Institute Research Paper No. 17-04
Number of pages: 31 Posted: 07 Feb 2017
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 175 (235,612)
Citation 4

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heterogeneous agents, leverage, re-use of collateral, volatility, welfare

Re-use of Collateral: Leverage, Volatility, and Welfare

ECB Working Paper No. 2218
Number of pages: 42 Posted: 20 Dec 2018
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 43 (563,603)
Citation 1

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heterogeneous agents, leverage, re-use of collateral, volatility, welfare

4.

Sparse Grids for Dynamic Economic Models

Number of pages: 29 Posted: 14 Dec 2021 Last Revised: 02 May 2022
Johannes Brumm, Christopher Krause, Andreas Schaab and Simon Scheidegger
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology - Department of Economics and Management, Columbia Business School and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 204 (206,763)

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parse Grids, Smolyak Sparse Grids, Adaptive Sparse Grids, International Real Business Cycles, Occasionally Binding Constraints, Dynamic Programming, Time Iteration, Hamilton-Jacobi-Bellman Equations, Heterogeneous Agent Models

5.

Margin Regulation and Volatility

Downloads 171 (240,077)
Citation 4

Margin Regulation and Volatility

Swiss Finance Institute Research Paper No. 13-59
Number of pages: 40 Posted: 13 Dec 2013
Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 136 (290,218)
Citation 5

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collateral constraints, general equilibrium, heterogeneous agents, margin requirements, Regulation T.

Margin Regulation and Volatility

ECB Working Paper No. 1698
Number of pages: 41 Posted: 27 Jul 2014
Johannes Brumm, Felix Kubler, Michael Grill and Karl Schmedders
Karlsruhe Institute of Technology, University of Zurich, European Central Bank (ECB) and IMD Lausanne
Downloads 35 (608,389)
Citation 2

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collateral constraints, general equilibrium, heterogeneous agents, margin requirements, Regulation T

6.

Entrepreneurial Risk, Collateral Constraints and Macroeconomic Fluctuations

Number of pages: 31 Posted: 08 Aug 2019
Johannes Brumm
Karlsruhe Institute of Technology
Downloads 52 (511,188)

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Amplification, Collateral Constraints, Entrepreneurship, Financial Frictions, Heterogeneity

7.

Reform Support in Times of Crisis: The Role of Family Ties

Economic Inquiry, Vol. 55, Issue 3, pp. 1416-1429, 2017
Number of pages: 14 Posted: 30 May 2017
Elias Brumm and Johannes Brumm
Hertie School of Governance, Students and Karlsruhe Institute of Technology
Downloads 0 (893,422)

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