| Publication | Date of Publication | Type |
|---|
Stability in threshold VAR models
Studies in Nonlinear Dynamics & Econometrics | 2024-11-28 | Paper |
| Endogenous economic resilience, loss of resilience, persistent cycles, multiple attractors, and disruptive contractions | 2024-09-24 | Paper |
Green transition, investment horizon, and dynamic portfolio decisions
Annals of Operations Research | 2024-05-30 | Paper |
Optimal control of a global model of climate change with adaptation and mitigation
Mathematical Control and Related Fields | 2023-06-19 | Paper |
Instability in regime switching models
Studies in Nonlinear Dynamics & Econometrics | 2023-05-03 | Paper |
Unconventional monetary policy in a nonlinear quadratic model
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
| Financial stress, regime switching and macrodynamics | 2022-11-15 | Paper |
| The effects of political short-termism on transitions induced by pollution regulations | 2021-12-07 | Paper |
| Poverty traps and disaster insurance in a bi-level decision framework | 2021-12-07 | Paper |
| Financing climate change policies: a multi-phase integrated assessment model for mitigation and adaptation | 2021-12-07 | Paper |
Monetary policy in a small open economy with high unemployment
Advances in Computational Economics | 2021-12-02 | Paper |
De-risking of green investments through a green bond market -- empirics and a dynamic model
Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
Default Risk, Asset Pricing, and Debt Control
Journal of Financial Econometrics | 2019-08-01 | Paper |
Interest rate spreads and output: a time scale decomposition analysis using wavelets
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
An extended integrated assessment model for mitigation and adaptation policies on climate change
Lecture Notes in Economics and Mathematical Systems | 2018-10-23 | Paper |
Using nonlinear model predictive control for dynamic decision problems in economics
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Financial stress, regime switching and spillover effects: evidence from a multi-regime global VAR model
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Debt-deflation, financial market stress and regime change -- evidence from Europe using MRVAR
Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
Sustainable asset accumulation and dynamic portfolio decisions
Dynamic Modeling and Econometrics in Economics and Finance | 2016-10-05 | Paper |
Expediting the transition from non-renewable to renewable energy via optimal control
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
The real consequences of financial stress
Journal of Economic Dynamics and Control | 2015-12-22 | Paper |
Estimating a banking-macro model using a multi-regime VAR
Advances in Non-linear Economic Modeling | 2015-06-25 | Paper |
| Asset Prices, Booms and Recessions | 2014-10-09 | Paper |
| A dynamic portfolio approach to asset markets and monetary policy | 2013-06-12 | Paper |
Fluctuation of firm size in the long-run and bimodal distribution
Advances in Operations Research | 2012-03-08 | Paper |
An optimal control model of oil discovery and extraction
Applied Mathematics and Computation | 2010-11-05 | Paper |
Global dynamics in a model with search and matching in labor and capital markets
Journal of Economic Dynamics and Control | 2010-11-05 | Paper |
Asset pricing with loss aversion
Journal of Economic Dynamics and Control | 2010-01-19 | Paper |
TRANSITIONING OUT OF POVERTY
Metroeconomica | 2010-01-08 | Paper |
ASSET PRICES, OUTPUT AND MONETARY POLICY IN A SMALL OPEN ECONOMY
Metroeconomica | 2008-11-07 | Paper |
Using dynamic programming with adaptive grid scheme for optimal control problems in economics
Journal of Economic Dynamics and Control | 2008-11-06 | Paper |
Topics in applied macrodynamic theory
Dynamic Modeling and Econometrics in Economics and Finance | 2008-07-23 | Paper |
TESTING WAGE AND PRICE PHILLIPS CURVES FOR THE UNITED STATES
Metroeconomica | 2008-04-03 | Paper |
The feedback channels in macroeconomics: analytical foundations for structural econometric model building
CEJOR. Central European Journal of Operations Research | 2007-11-27 | Paper |
Comparing accuracy of second-order approximation and dynamic programming
Computational Economics | 2007-10-11 | Paper |
Asset pricing with dynamic programming
Computational Economics | 2007-08-17 | Paper |
Intertemporal asset allocation when the underlying factors are unobservable
Computational Economics | 2007-08-17 | Paper |
| scientific article; zbMATH DE number 5165619 (Why is no real title available?) | 2007-06-19 | Paper |
| Keynesian macrodynamics and the Phillips curve: an estimated model for the U.S. economy | 2007-06-19 | Paper |
| Nonlinear Phillips-curves, endogenous NAIRU and monetary policy | 2007-06-19 | Paper |
| A high-dimensional model of real-financial market interaction: the cascade of stable matrices approach | 2007-06-19 | Paper |
| Currency crisis, financial crisis, and large output loss | 2007-06-19 | Paper |
Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations
Applied Numerical Mathematics | 2006-08-04 | Paper |
MONETARY POLICY RULES UNDER UNCERTAINTY: EMPIRICAL EVIDENCE, ADAPTIVE LEARNING, AND ROBUST CONTROL
Macroeconomic Dynamics | 2006-03-08 | Paper |
Saddle Path Stability, Fluctuations, and Indeterminacy in Economic Growth
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Dynamic optimization and Skiba sets in economic examples
Optimal Control Applications & Methods | 2005-09-21 | Paper |
Creditworthiness and thresholds in a credit market model with multiple equilibria
Economic Theory | 2005-06-20 | Paper |
Sustainable economic growth and exhaustible resources: A model and estimation for the US
Discrete Dynamics in Nature and Society | 2005-05-23 | Paper |
Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model
Chaos, Solitons and Fractals | 2004-07-01 | Paper |
| scientific article; zbMATH DE number 2067983 (Why is no real title available?) | 2004-05-27 | Paper |
Estimating an endogenous growth model with public capital and government borrowing: U.S. and Germany 1960--1995
Computational Economics | 2004-03-15 | Paper |
| scientific article; zbMATH DE number 1774543 (Why is no real title available?) | 2002-07-31 | Paper |
| AS-AD disequilibrium dynamics and economic growth | 2001-07-12 | Paper |
| A numerical procedure to estimate real business cycle models using simulated annealing | 2001-06-20 | Paper |
Prixe flexibility and debt dynamics in a high order AS-AD model.
CEJOR. Central European Journal of Operations Research | 2001-01-01 | Paper |
An endogenous growth model with public capital and government borrowing
Annals of Operations Research | 1999-12-02 | Paper |
Bond Rate, Loan Rate and Tobin's q in a Temporary Equilibrium Model of the Financial Sector
Metroeconomica | 1999-01-01 | Paper |
Endogeneous growth and the balanced growth equilibrium
Research in Economics | 1998-09-29 | Paper |
Multiple steady states, indeterminacy, and cycles in a basic model of endogenous growth
Journal of Economics | 1996-10-13 | Paper |
| scientific article; zbMATH DE number 906714 (Why is no real title available?) | 1996-07-18 | Paper |
Solving nonlinear dynamic models by iterative dynamic programming
Computational Economics | 1995-09-04 | Paper |
On the optimal exploitation of interacting resources
Journal of Economics | 1994-04-12 | Paper |
| scientific article; zbMATH DE number 4079130 (Why is no real title available?) | 1988-01-01 | Paper |
On nonlinear theories of economic cycles and the persistence of business cycles
Mathematical Social Sciences | 1986-01-01 | Paper |
