Johannes Brumm

Karlsruhe Institute of Technology

Professor

Kaiserstraße 12

Karlsruhe, Baden Württemberg 76131

Germany

  • Karlsruhe Institute of Technology

SCHOLARLY PAPERS

6

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38

CROSSREF CITATIONS

72

Scholarly Papers (6)

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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 764 (33,036)
Citation 22

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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 383 ( 79,589)
Citation 22

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 University of Zurich
Downloads 369 (82,468)
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 University of Zurich
Downloads 14 (600,911)
Citation 4

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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 University of Zurich
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3.

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

Downloads 195 (161,451)
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 University of Zurich
Downloads 164 (188,303)
Citation 3

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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 University of Zurich
Downloads 31 (492,252)
Citation 1

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

4.

Margin Regulation and Volatility

Downloads 148 (205,219)
Citation 7

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 University of Zurich
Downloads 130 (228,454)
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 University of Zurich
Downloads 18 (573,388)
Citation 1

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

5.

Entrepreneurial Risk, Collateral Constraints and Macroeconomic Fluctuations

Number of pages: 31 Posted: 08 Aug 2019
Johannes Brumm
Karlsruhe Institute of Technology
Downloads 15 (571,749)

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Amplification, Collateral Constraints, Entrepreneurship, Financial Frictions, Heterogeneity

6.

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
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