Institute for Advanced Studies
Department of Economics
Stumpergasse 56
A-1060 Vienna
Austria
Phone: +43-1-59991-154
Fax: +43-1-59991-163
mreiter@ihs.ac.at
"State Reduction and Second-order Perturbations of Heterogeneous Agent Models",NEW, Paper Online appendix
"Solving OLG Models with Many Cohorts, Asset Choice and Large Shocks" 2015,
pdf-file
"On The Welfare Costs Of Unemployment Fluctuations" 2012,
pdf-file
"What Do Participation Fluctuations Tell Us About
Labor Supply Elasticities?" (with Christian Haefke, 2011,
IZA DP No. 6039
"Nonlinear Solution of Heterogeneous Agent Models by Approximate Aggregation", 2010,
pdf-file
Matlab programs, version 0.11
"Approximate and Almost-Exact Aggregation in Dynamic Stochastic Heterogeneous-Agent Models", 2009,
pdf-file
Matlab programs, version 0.20 (one error corrected, 15.4.2013)
"On the relevance of saving for labor market fluctuations" (with Jim Costain, Bank of Spain), 2007, pdf-file
"Endogenous Labor Market Participation and the Business Cycle" (with Christian Haefke, IHS, Wien), 2006, pdf-file
"Do the Rich Save Too Much? How to Explain the Top Tail of the Wealth Distribution", 2004, pdf-file
"Solving Models of Optimal Monetary and Fiscal Policy by Projection Methods", 2005, gzipped ps-file
"Stabilization versus insurance: welfare effects of procyclical taxation under incomplete markets" (with Jim Costain, Bank of Spain), 2005, pdf-file
"The Optimal Nonlinear Taxation of Capital in Models With Uninsurable Income Risk", 2004, pdf-file
"Recursive computation of heterogeneous agent models", 2003, pdf-file
"Estimating the Accuracy of Numerical Solutions to Dynamic Optimization Problems", 2001, pdf-file
"Asset prices and the Measurement of Wealth and Saving", 1999, UPF Working Paper
Full text
Macroeconomics; Public Finance; Dynamic Optimization; Heterogenous agent models
"Solving the Incomplete Markets Model With Aggregate Uncertainty by Backward Induction", 2010,
Journal of Economic Dynamics and Control, 34(1),28-35;
WP version 2008;
"Credit Card Debt Puzzles and Debt Revolvers for Self-Control",
(with Carol Bertaut and Michael Haliassos),
Review of Finance, 13, October 2009, 657 - 692.
"Solving Heterogenous Agent Models by Projection and Perturbation", 2009,
Journal of Economic Dynamics and Control, 33(3), 649-665
Working Paper September 2008;
Matlab programs (update 24.6.2008)
"Embodied technical change and the fluctuations of wages and unemployment",
2008, Scandinavian Journal of Economics, 109, 4, 695-721
WP version 2007 and
computational appendix
"Business Cycles, Unemployment Insurance,
and the Calibration of Matching Models" (with Jim Costain, Bank of Spain),
2008, Journal of Economic Dynamics and Control, 32, 4, 1120-1155
WP version 2006
"Relative preferences and public goods", 2000,
European Economic Review, 44, 3, 565-585
Abstract
"Solving higher-dimensional continuous time stochastic control problems by value function regression", 1999,
Journal of Economic Dynamics and Control, 23, 1329-53
Full text
"Public goods, club goods and the measurement of crowding" (with A. Weichenrieder), 1999, Journal of Urban Economics, 46, 69-79
Abstract
"Ricardian equivalence with uninformed consumers?", 1999,
European Journal of Political Economy,
15, 4, 747-758
Abstract
"A note on aggregation and the Lucas critique", 1998, Bulletin of Economic Research, 50, 4, 309-321
Abstract
"Are public goods public? A critical survey of the demand estimates for local public services" (with Alfons Weichenrieder), 1997, Finanzarchiv, 54, 3, 374-408
Abstract
"Chow's method of optimal control", 1997, Journal of Economic Dynamics and Control, 21, 4-5, 723-37
Abstract
"Observation errors and inventory cycles", 1992, International Journal of Production Economics, 26, 99-105
"Completeness for systems including real numbers" (with Wolfgang Balzer), 1989, Studia Logica, 48, 1, 67-75
"The evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand", in: William Barnett and Giancarlo Gandolfo and Claude Hillinger, Dynamic Disequilibrium Modelling: Theory and Applications, Cambridge: Cambridge University Press, 1996
Abstract
"The quantitative and qualitative explanation of macroeconomic investment and production cycles" (with Hillinger, C.), in: Hillinger, C., Cyclical Growth in Market and Planned Economies , Oxford: Clarendon Press, 1992
"Micro foundations of the second-order accelerator and of cyclical behaviour" (with Hillinger, C. and Weser,T.), in: Hillinger, C., Cyclical Growth in Market and Planned Economies , Oxford: Clarendon Press, 1992
"The Dynamics of Business Cycles: Stylized Facts, Economic Theory, Econometric Methodology and Applications", Heidelberg: Physica, 1995