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Dr. Johannes Brumm - Publikationen

Oberassistent

@mmurb.sennahojbf.uzh.ch
PLD-F03, Plattenstr. 32, 8032 Zürich
+41 44 634 36 02
Publikationen Betreute Arbeiten

Journal Articles (5)

Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models
Johannes Brumm, Simon Scheidegger
In: Econometrica, Vol. 85 (No. 5), p. 1575-1612, September 2017.


Recursive equilibria in dynamic economies with stochastic production
Johannes Brumm, Dominika Kryczka, Felix Kübler
In: Econometrica, Vol. 85 (No. 5), p. 1467-1499, 2017.


Scalable high-dimensional dynamic stochastic economic modeling
Johannes Brumm, Simon Scheidegger, Dmitry Mikushin, Olaf Schenk
In: Journal of Computational Science, Vol. 11, p. 12-25, November 2015.


Collateral requirements and asset prices
Felix Kübler, Karl Schmedders, Johannes Brumm, Michael Grill
In: International Economic Review, Vol. 56 (No. 1), p. 1-25, Februar 2015.


Computing equilibria in dynamic models with occasionally binding constraints
Johannes Brumm, Michael Grill
In: Journal of Economic Dynamics and Control, Vol. 38, p. 142-160, 2014.


Kapitel in Büchern (1)

Computing equilibria in dynamic stochastic macro-models with heterogeneous agents
Johannes Brumm, Felix Kübler, Simon Scheidegger
Herausgeber: Bo Honoré, Ariel Pakes, Monika Piazzesi, Larry Samuelson
In: Advances in Economics and Econometrics: Theory and Applications, Eleventh World Congress, Cambridge University Press, Cambridge, 2017.


Working Papers (6)

Re-use of collateral: Leverage, volatility, and welfare
Johannes Brumm, Felix Kübler, Michael Grill, Karl Schmedders
Swiss Finance Institute Research Paper, No. 17-04, April 2017.


Computing equilibria in dynamic stochastic macromodels with heterogeneous agents
Johannes Brumm, Felix Kübler, Simon Scheidegger
Dezember 2015.


Recursive equilibria in dynamic economies with stochastic production
Johannes Brumm, Dominika Kryczka, Felix Kübler
Dezember 2014.


Applying Negishi’s method to stochastic models with overlapping generations
Johannes Brumm, Felix Kübler
NCCR FINRISK Working Paper Series, No. 851, März 2013.


Using adaptive sparse grids to solve high-dimensional dynamic models
Johannes Brumm, Simon Scheidegger
SSRN, No. 2349281, 2013.


Collateral constraints, idiosyncratic risk, and aggregate fluctuations
Johannes Brumm
CDSE Discussion Paper , No. 109, 2011.