Johannes Brumm

Karlsruhe Institute of Technology

Professor

Kaiserstra├če 12

Karlsruhe, Baden W├╝rttemberg 76131

Germany

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 36,575

SSRN RANKINGS

Top 36,575

in Total Papers Downloads

1,875

SSRN CITATIONS
Rank 10,140

SSRN RANKINGS

Top 10,140

in Total Papers Citations

59

CROSSREF CITATIONS

63

Scholarly Papers (7)

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.
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
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
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
Karlsruhe Institute of Technology, European Central Bank (ECB), University of Zurich and IMD Lausanne
Downloads 0

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

Swiss Finance Institute Research Paper No. 17-04
Number of pages: 31 Posted: 07 Feb 2017
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
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
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.
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
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
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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