All Publications
ZORA Publication List
Publications
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Journal Article
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2002
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Recursive equilibria in economies with incomplete markets Macroeconomic Dynamics, 6(2):284-306.
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2001
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Incomplete Markets, Transitory Shocks, and Welfare Review of Economic Dynamics, 4(4):747-766.
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2000
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Computing equilibria in infinite-horizon finance economies: The case of one asset Journal of Economic Dynamics and Control, 24(5-7):1047-1078.
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Computing Equilibria in Stochastic Finance Economies Computational Economics, 15:145-172.
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Book Section
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2017
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Computing equilibria in dynamic stochastic macro-models with heterogeneous agents In: Honoré, Bo; Pakes, Ariel; Piazzesi, Monika; Samuelson, Larry . Advances in Economics and Econometrics: Theory and Applications, Eleventh World Congress. Cambridge: Cambridge University Press, 185-230.
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2013
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Computing all solutions to polynomial equations in economics In: Schmedders, Karl; Judd, Kenneth . Handbook of Computational Economics. Amsterdam: Elsevier, 600-645.
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2008
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Stationary equilibria in asset-pricing models with incomplete markets and collateral In: Magill, M; Quinzii, M . Incomplete markets Volume 2: Infinite horizon economies. Cheltenham: Edward Elgar Publishing Ltd., 226-254.
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Markov equilibria in macroeconomics In: Durlauf, Steven N; Blume, Lawrence E . The New Palgrave Dictionary of Economics (Vol. 5). Basingstoke: Palgrave Macmillan, 339-342.
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Computation of general equilibria (new developments) In: Durlauf, Steven N; Blume, Lawrence E . The New Palgrave Dictionary of Economics (Vol. 5). Basingstoke: Palgrave Macmillan, Published online.
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Approximate versus exact equilibria in dynamic economies In: Brown, D; Kubler, F . Computational aspects of general equilibrium theory: refutable theories of value. Berlin: Springer, 135-164.
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Conference or Workshop item
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2020
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2018
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Self-justified equilibria: Existence and computation In: Society for Economic Dynamics (SED), Mexico City, 28 June 2018 - 30 June 2018. s.n., 1-22.
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Rethinking large-scale economic modeling for efficiency: optimizations for GPU and Xeon Phi clusters In: IPDPS 2018, Vancouver, BC, Canada, 21 May 2018 - 25 May 2018, Institute of Electrical and Electronics Engineers.
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2008
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Verifying competitive equilibria in dynamic economies In: CRETA (Center for Research in Economic Theory and Application) Summer Conference 2008, Warwick, GB, 1 September 2008 - 4 September 2008, CRETA.
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A smolyak collocation algorithm for an international real business cycle model In: 14th International Conference on Computing in Economics and Finance (Society for Computational Economics SCE), Paris, 26 June 2008 - 28 June 2008, Cepremap.
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Dissertation
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2024
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Essays in finance 2024, University of Zurich, Faculty of Economics.
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Monograph
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2008
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Newspaper Article
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2010
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Wealth Management in turbulenten Zeiten In: Tages Anzeiger, 26 November 2010, 1.
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Fünf Fragen zu Obligationen In: Neue Zürcher Zeitung, 26 October 2010, 1.
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Scientific Publication in Electronic Form
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2021
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Economists have needlessly produced a climate war London: VoxEU, CEPR Policy Portal.
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Working Paper
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2023
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Uniformly self-justified equilibria doi:10.2139/ssrn.3995209
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The climate in climate economics doi:10.2139/ssrn.3885021
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2022
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Climate uncertainty, financial frictions and constrained efficient carbon taxation doi:10.48550/arXiv.2210.09066
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2020
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Identification of preferences, demand and equilibrium with finite data CRETA Discussion Paper Series 60, Centre for Research in Economic Theory and its Applications.
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2019
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Time consistency, temporal resolution indifference and the separation of time and risk Retrieved from https://business.columbia.edu/faculty/research/time-consistency-temporal-resolution-indifference-and-separation-time-and-risk
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2017
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Re-use of collateral: Leverage, volatility, and welfare Swiss Finance Institute Research Paper 17-04, University of Zurich.
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2015
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Computing equilibria in dynamic stochastic macromodels with heterogeneous agents - -, University of Zurich.
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Simple ε-equilibria in stochastic economies with overlapping generations - -, University of Zurich.
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2014
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Recursive equilibria in dynamic economies with stochastic production s.n. n/a, University of Zurich.
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Expected utility preferences for contingent claims and lotteries SSRN 2473611, University of Zurich.
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2013
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Applying Negishi’s method to stochastic models with overlapping generations NCCR FINRISK Working Paper Series 851, University of Zurich.
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Margin Regulation and Volatility Swiss Finance Institute Research Paper 13-59, University of Zurich.
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2012
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Dynamic competitive economies with complete markets and collateral constraints NCCR 750, University of Zurich.
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2011
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Theory of Inverse Demand: Financial Assets Finrisk Working Paper Series 721, University of Zurich.
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2010
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Life-cycle portfolio choice, the wealth distribution and asset prices Swiss Finance Institute Research Paper 10-21, University of Zurich.
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2009
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Bond ladders and optimal portfolios Swiss Finance Institute Research Paper Series 12, University of Zurich.
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