Parties d'ouvrages collectifs (1)
  1. 1. Kollmann, R., & Malherbe, F. (2013). Financial Contagion. In Handbook of Safeguarding Global Financial Stability (pp. 139-143). Elsevier Inc. doi:10.1016/B978-0-12-397875-2.00024-6
    2.   Articles dans des revues avec comité de lecture (49)
  2. 1. Kollmann, R., Coeurdacier, N., & Martin, P. (2008). International portfolios, current account dynamics and capital accumulation. Journal of International Economics.
  3. 2. Kollmann, R., Kim, J., & Kim, S. (2008). Solving a multi-country RBC model using Sims' second-order accurate algorithm. Journal of Economic Dynamics and Control.
  4. 3. Kollmann, R., Kim, J., & Kim, S. (2008). Using perturbation methods to solve an incomplete markets model with exogenous bounds on asset holdings. Journal of Economic Dynamics and Control.
  5. 4. Giovannini, M., Hohberger, S., Kollmann, R., Ratto, M., Roeger, W., & Vogel, L. (2019). Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks. Journal of international money and finance, 94, 183-205. doi:10.1016/j.jimonfin.2019.01.014
  6. 5. Chinn, M., Devereux, M. M., & Kollmann, R. (2019). International financial integration in a changing policy context – The end of an era? Journal of international money and finance, 93, 275-276. doi:10.1016/j.jimonfin.2019.01.010
  7. 6. Kollmann, R. (2019). Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. Open economies review, 30(1), 65-85. doi:10.1007/s11079-018-9515-y
  8. 7. Kollmann, R., & Zeugner, S. (2018). Blanchard and Kahn's (1980) Solution for a Linear Rational Expectations Model with One State Variable and One Jump Variable: The Correct Formula. Manchester School, 86(1), 49-51. doi:10.1111/manc.12180
  9. 8. Kollmann, R. (2017). Tractable likelihood-based estimation of non-linear DSGE models. Economics letters, 161, 90-92. doi:10.1016/j.econlet.2017.08.027
  10. 9. Kollmann, R., & Vogel, L. (2016). Comments on “Market reforms in the time of imbalance” by M. Cacciatore, R. Duval, G. Fiori and F. Ghironi. Journal of economic dynamics & control, 72, 94-97. doi:10.1016/j.jedc.2016.04.007
  11. 10. Kollmann, R. (2016). International business cycles and risk sharing with uncertainty shocks and recursive preferences. Journal of economic dynamics & control, 72, 115-124. doi:10.1016/j.jedc.2016.03.005
  12. 11. Kollmann, R., Leeper, E. E., & Roeger, W. (2016). Guest editors’ introduction: The post-crisis slump. European economic review, 88, 1-2. doi:10.1016/j.euroecorev.2016.05.005
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