Using dynamic programming with adaptive grid scheme for optimal control problems in economics. Zbl 1202.49026
Grüne, Lars; Semmler, Willi |
|
2004
|
Using nonlinear model predictive control for dynamic decision problems in economics. Zbl 1401.93094
Grüne, Lars; Semmler, Willi; Stieler, Marleen |
|
2015
|
On nonlinear theories of economic cycles and the persistence of business cycles. Zbl 0624.90014
Semmler, Willi |
|
1986
|
Wavelet applications in economics and finance. Zbl 1298.91029
|
|
2014
|
Asset pricing with loss aversion. Zbl 1181.91072
Grüne, Lars; Semmler, Willi |
|
2008
|
Multiple steady states, indeterminacy, and cycles in a basic model of endogenous growth. Zbl 0855.90019
Greiner, Alfred; Semmler, Willi |
|
1996
|
On the optimal exploitation of interacting resources. Zbl 0798.90018
Semmler, Willi; Sieveking, Malte |
|
1994
|
Comparing accuracy of second-order approximation and dynamic programming. Zbl 1282.91209
Becker, Stephanie; Grüne, Lars; Semmler, Willi |
|
2007
|
The real consequences of financial stress. Zbl 1327.91051
Mittnik, Stefan; Semmler, Willi |
|
2013
|
Debt-deflation, financial market stress and regime change – evidence from Europe using MRVAR. Zbl 1401.91357
Ernst, Ekkehard; Semmler, Willi; Haider, Alexander |
|
2017
|
Dynamic optimization and Skiba sets in economic examples. Zbl 1069.91577
Beyn, Wolf-Jürgen; Pampel, Thosten; Semmler, Willi |
|
2001
|
Quantitative and empirical analysis of nonlinear dynamic macromodels. Zbl 1103.91006
|
|
2006
|
Global dynamics in a model with search and matching in labor and capital markets. Zbl 1231.91308
Ernst, Ekkehard; Semmler, Willi |
|
2010
|
Testing wage and price Phillips curves for the United States. Zbl 1143.91044
Flaschel, Peter; Kauermann, Göran; Semmler, Willi |
|
2007
|
Estimating a banking-macro model using a multi-regime VAR. Zbl 1315.91049
Mittnik, Stefan; Semmler, Willi |
|
2014
|
Endogeneous growth and the balanced growth equilibrium. Zbl 0914.90045
Asada, Toichiro; Semmler, Willi; Novak, Andreas J. |
|
1998
|
Creditworthiness and thresholds in a credit market model with multiple equilibria. Zbl 1107.91361
Grüne, Lars; Semmler, Willi; Sieveking, Malte |
|
2005
|
The present value of resources with large discount rates. Zbl 0881.49002
Sieveking, M.; Semmler, W. |
|
1997
|
Interest rate spreads and output: a time scale decomposition analysis using wavelets. Zbl 1506.62066
Gallegati, Marco; Ramsey, James B.; Semmler, Willi |
|
2014
|
Sustainable asset accumulation and dynamic portfolio decisions. Zbl 1346.91201
Chiarella, Carl; Semmler, Willi; Hsiao, Chih-Ying; Mateane, Lebogang |
|
2016
|
Asset prices, booms and recessions. Financial economics from a dynamic perspective.
3rd ed. Zbl 1298.91016
Semmler, Willi |
|
2011
|
Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model. Zbl 1060.91097
Chiarella, Carl; Flaschel, Peter; Gong, Gang; Semmler, Willi |
|
2003
|
On the integration of dual and cross-dual adjustment processes in Leontief systems. Zbl 0659.90030
Flaschel, Peter; Semmler, Willi |
|
1988
|
Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations. Zbl 1100.65056
Bauer, Florian; Grüne, Lars; Semmler, Willi |
|
2006
|
Asset pricing with dynamic programming. Zbl 1161.91447
Grüne, Lars; Semmler, Willi |
|
2007
|
Financial stress, regime switching and spillover effects: evidence from a multi-regime global VAR model. Zbl 1401.91340
Chen, Pu; Semmler, Willi |
|
2018
|
An endogenous growth model with public capital and government borrowing. Zbl 0932.91035
Greiner, Alfred; Semmler, Willi |
|
1999
|
AS-AD disequilibrium dynamics and economic growth. Zbl 0991.91044
Chiarella, Carl; Flaschel, Peter; Groh, Gangolf; Semmler, Willi |
|
2000
|
Competition, instability, and nonlinear cycles. Proceedings of an International Conference, New School for Social Research, New York, USA, March 1985. Zbl 0601.90001
|
|
1986
|
Keynesian macrodynamics and the Phillips curve: an estimated model for the U.S. economy. Zbl 1284.91392
Chen, Pu; Chiarella, Carl; Flaschel, Peter; Semmler, Willi |
|
2006
|
Default risk, asset pricing, and debt control. Zbl 1418.91586
Grüne, Lars; Semmler, Willi |
|
2007
|
Expediting the transition from non-renewable to renewable energy via optimal control. Zbl 1334.49125
Semmler, Willi; Maurer, Helmut |
|
2015
|
A dynamic portfolio approach to asset markets and monetary policy. Zbl 1308.91147
Platen, Eckhard; Semmler, Willi |
|
2012
|
Financial stress, regime switching and macrodynamics. Zbl 1502.91043
Chen, Pu; Semmler, Willi |
|
2021
|
Dynamic optimization in environmental economics. Proceedings of the 12th VW, Viennese workshop on optimal control, dynamic games and nonlinear dynamics, Vienna, Austria, May 30 – June 2, 2012. Zbl 1286.90006
|
|
2014
|
Unconventional monetary policy in a nonlinear quadratic model. Zbl 07675542
Faulwasser, Timm; Gross, Marco; Semmler, Willi; Loungani, Prakash |
|
2020
|
Poverty traps and disaster insurance in a bi-level decision framework. Zbl 1479.91332
Kovacevic, Raimund M.; Semmler, Willi |
|
2021
|
Financing climate change policies: a multi-phase integrated assessment model for mitigation and adaptation. Zbl 1476.91109
Semmler, Willi; Maurer, Helmut; Bonen, Tony |
|
2021
|
Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries. Zbl 1507.62383
Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; Semmler, Willi |
|
2016
|
Limit pricing and entry dynamics with heterogeneous firms. Zbl 1093.91015
Asada, Toichiro; Semmler, Willi |
|
2004
|
Bond rate, loan rate and Tobin’s \(q\) in a temporary equilibrium model of the financial sector. Zbl 1058.91538
Franke, Reiner; Semmler, Willi |
|
1999
|
Monetary policy rules under uncertainty: empirical evidence, adaptive learning, and robust control. Zbl 1101.91346
Zhang, Wenlang; Semmler, Willi |
|
2005
|
Saddle path stability, fluctuations, and indeterminacy in economic growth. Zbl 1078.91551
Greiner, Alfred; Semmler, Willi |
|
1996
|
Stock market, interest rate and output: a model and estimation for US time series data. Zbl 1080.91562
Chiarella, Carl; Semmler, Willi; Mittnik, Stefan; Zhu, Peiyuan |
|
2002
|
Dynamic economic problems with regime switches. Zbl 1461.91004
|
|
2021
|
The feedback channels in macroeconomics: analytical foundations for structural econometric model building. Zbl 1281.62239
Chen, Pu; Chiarella, Carl; Flaschel, Peter; Semmler, Willi |
|
2006
|
Asset prices, output and monetary policy in a small open economy. Zbl 1152.91675
Malikane, Christopher; Semmler, Willi |
|
2008
|
The decomposition of the inflation-unemployment relationship by time scale using wavelets. Zbl 1284.91369
Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; Semmler, Willi |
|
2006
|
A high-dimensional model of real-financial market interaction: the cascade of stable matrices approach. Zbl 1284.91359
Chiarella, Carl; Flaschel, Peter; Franke, Reiner; Semmler, Willi |
|
2006
|
Nonlinear Phillips-curves, endogenous NAIRU and monetary policy. Zbl 1284.91411
Semmler, Willi; Zhang, Wenlang |
|
2006
|
Intertemporal asset allocation when the underlying factors are unobservable. Zbl 1161.91385
Chiarella, Carl; Hsiao, Chih-Ying; Semmler, Willi |
|
2007
|
An optimal control model of oil discovery and extraction. Zbl 1198.91098
Maurer, Helmut; Semmler, Willi |
|
2010
|
Financial stress, regime switching and macrodynamics. Zbl 1502.91043
Chen, Pu; Semmler, Willi |
|
2021
|
Poverty traps and disaster insurance in a bi-level decision framework. Zbl 1479.91332
Kovacevic, Raimund M.; Semmler, Willi |
|
2021
|
Financing climate change policies: a multi-phase integrated assessment model for mitigation and adaptation. Zbl 1476.91109
Semmler, Willi; Maurer, Helmut; Bonen, Tony |
|
2021
|
Dynamic economic problems with regime switches. Zbl 1461.91004
|
|
2021
|
Unconventional monetary policy in a nonlinear quadratic model. Zbl 07675542
Faulwasser, Timm; Gross, Marco; Semmler, Willi; Loungani, Prakash |
|
2020
|
Financial stress, regime switching and spillover effects: evidence from a multi-regime global VAR model. Zbl 1401.91340
Chen, Pu; Semmler, Willi |
|
2018
|
Debt-deflation, financial market stress and regime change – evidence from Europe using MRVAR. Zbl 1401.91357
Ernst, Ekkehard; Semmler, Willi; Haider, Alexander |
|
2017
|
Sustainable asset accumulation and dynamic portfolio decisions. Zbl 1346.91201
Chiarella, Carl; Semmler, Willi; Hsiao, Chih-Ying; Mateane, Lebogang |
|
2016
|
Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries. Zbl 1507.62383
Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; Semmler, Willi |
|
2016
|
Using nonlinear model predictive control for dynamic decision problems in economics. Zbl 1401.93094
Grüne, Lars; Semmler, Willi; Stieler, Marleen |
|
2015
|
Expediting the transition from non-renewable to renewable energy via optimal control. Zbl 1334.49125
Semmler, Willi; Maurer, Helmut |
|
2015
|
Wavelet applications in economics and finance. Zbl 1298.91029
|
|
2014
|
Estimating a banking-macro model using a multi-regime VAR. Zbl 1315.91049
Mittnik, Stefan; Semmler, Willi |
|
2014
|
Interest rate spreads and output: a time scale decomposition analysis using wavelets. Zbl 1506.62066
Gallegati, Marco; Ramsey, James B.; Semmler, Willi |
|
2014
|
Dynamic optimization in environmental economics. Proceedings of the 12th VW, Viennese workshop on optimal control, dynamic games and nonlinear dynamics, Vienna, Austria, May 30 – June 2, 2012. Zbl 1286.90006
|
|
2014
|
The real consequences of financial stress. Zbl 1327.91051
Mittnik, Stefan; Semmler, Willi |
|
2013
|
A dynamic portfolio approach to asset markets and monetary policy. Zbl 1308.91147
Platen, Eckhard; Semmler, Willi |
|
2012
|
Asset prices, booms and recessions. Financial economics from a dynamic perspective.
3rd ed. Zbl 1298.91016
Semmler, Willi |
|
2011
|
Global dynamics in a model with search and matching in labor and capital markets. Zbl 1231.91308
Ernst, Ekkehard; Semmler, Willi |
|
2010
|
An optimal control model of oil discovery and extraction. Zbl 1198.91098
Maurer, Helmut; Semmler, Willi |
|
2010
|
Asset pricing with loss aversion. Zbl 1181.91072
Grüne, Lars; Semmler, Willi |
|
2008
|
Asset prices, output and monetary policy in a small open economy. Zbl 1152.91675
Malikane, Christopher; Semmler, Willi |
|
2008
|
Comparing accuracy of second-order approximation and dynamic programming. Zbl 1282.91209
Becker, Stephanie; Grüne, Lars; Semmler, Willi |
|
2007
|
Testing wage and price Phillips curves for the United States. Zbl 1143.91044
Flaschel, Peter; Kauermann, Göran; Semmler, Willi |
|
2007
|
Asset pricing with dynamic programming. Zbl 1161.91447
Grüne, Lars; Semmler, Willi |
|
2007
|
Default risk, asset pricing, and debt control. Zbl 1418.91586
Grüne, Lars; Semmler, Willi |
|
2007
|
Intertemporal asset allocation when the underlying factors are unobservable. Zbl 1161.91385
Chiarella, Carl; Hsiao, Chih-Ying; Semmler, Willi |
|
2007
|
Quantitative and empirical analysis of nonlinear dynamic macromodels. Zbl 1103.91006
|
|
2006
|
Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations. Zbl 1100.65056
Bauer, Florian; Grüne, Lars; Semmler, Willi |
|
2006
|
Keynesian macrodynamics and the Phillips curve: an estimated model for the U.S. economy. Zbl 1284.91392
Chen, Pu; Chiarella, Carl; Flaschel, Peter; Semmler, Willi |
|
2006
|
The feedback channels in macroeconomics: analytical foundations for structural econometric model building. Zbl 1281.62239
Chen, Pu; Chiarella, Carl; Flaschel, Peter; Semmler, Willi |
|
2006
|
The decomposition of the inflation-unemployment relationship by time scale using wavelets. Zbl 1284.91369
Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; Semmler, Willi |
|
2006
|
A high-dimensional model of real-financial market interaction: the cascade of stable matrices approach. Zbl 1284.91359
Chiarella, Carl; Flaschel, Peter; Franke, Reiner; Semmler, Willi |
|
2006
|
Nonlinear Phillips-curves, endogenous NAIRU and monetary policy. Zbl 1284.91411
Semmler, Willi; Zhang, Wenlang |
|
2006
|
Creditworthiness and thresholds in a credit market model with multiple equilibria. Zbl 1107.91361
Grüne, Lars; Semmler, Willi; Sieveking, Malte |
|
2005
|
Monetary policy rules under uncertainty: empirical evidence, adaptive learning, and robust control. Zbl 1101.91346
Zhang, Wenlang; Semmler, Willi |
|
2005
|
Using dynamic programming with adaptive grid scheme for optimal control problems in economics. Zbl 1202.49026
Grüne, Lars; Semmler, Willi |
|
2004
|
Limit pricing and entry dynamics with heterogeneous firms. Zbl 1093.91015
Asada, Toichiro; Semmler, Willi |
|
2004
|
Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model. Zbl 1060.91097
Chiarella, Carl; Flaschel, Peter; Gong, Gang; Semmler, Willi |
|
2003
|
Stock market, interest rate and output: a model and estimation for US time series data. Zbl 1080.91562
Chiarella, Carl; Semmler, Willi; Mittnik, Stefan; Zhu, Peiyuan |
|
2002
|
Dynamic optimization and Skiba sets in economic examples. Zbl 1069.91577
Beyn, Wolf-Jürgen; Pampel, Thosten; Semmler, Willi |
|
2001
|
AS-AD disequilibrium dynamics and economic growth. Zbl 0991.91044
Chiarella, Carl; Flaschel, Peter; Groh, Gangolf; Semmler, Willi |
|
2000
|
An endogenous growth model with public capital and government borrowing. Zbl 0932.91035
Greiner, Alfred; Semmler, Willi |
|
1999
|
Bond rate, loan rate and Tobin’s \(q\) in a temporary equilibrium model of the financial sector. Zbl 1058.91538
Franke, Reiner; Semmler, Willi |
|
1999
|
Endogeneous growth and the balanced growth equilibrium. Zbl 0914.90045
Asada, Toichiro; Semmler, Willi; Novak, Andreas J. |
|
1998
|
The present value of resources with large discount rates. Zbl 0881.49002
Sieveking, M.; Semmler, W. |
|
1997
|
Multiple steady states, indeterminacy, and cycles in a basic model of endogenous growth. Zbl 0855.90019
Greiner, Alfred; Semmler, Willi |
|
1996
|
Saddle path stability, fluctuations, and indeterminacy in economic growth. Zbl 1078.91551
Greiner, Alfred; Semmler, Willi |
|
1996
|
On the optimal exploitation of interacting resources. Zbl 0798.90018
Semmler, Willi; Sieveking, Malte |
|
1994
|
On the integration of dual and cross-dual adjustment processes in Leontief systems. Zbl 0659.90030
Flaschel, Peter; Semmler, Willi |
|
1988
|
On nonlinear theories of economic cycles and the persistence of business cycles. Zbl 0624.90014
Semmler, Willi |
|
1986
|
Competition, instability, and nonlinear cycles. Proceedings of an International Conference, New School for Social Research, New York, USA, March 1985. Zbl 0601.90001
|
|
1986
|