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., 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.
  3. 2. Kollmann, R., Coeurdacier, N., & Martin, P. (2008). International portfolios, current account dynamics and capital accumulation. Journal of International Economics.
  4. 3. 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.
  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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