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Marten Hillebrand

Personal Details

First Name:Marten
Middle Name:
Last Name:Hillebrand
Suffix:
RePEc Short-ID:phi62
[This author has chosen not to make the email address public]
http://www.marten-hillebrand.de
Marten Hillebrand Karlsruhe Institute of Technology (KIT) Department of Economics and Business Engineering Kollegium IV am Schloss D-76128 Karlsruhe Phone: +49 721-608 45667 Fax: +49 721-608 43082 eMail: marten.hillebrand@kit.edu Web: http://www.marten-hillebrand.de

Affiliation

Fakultät für Wirtschaftswissenschaften
Karlsruhe Institut für Technologie

Karlsruhe, Germany
http://www.wiwi.kit.edu/

:


RePEc:edi:fwkitde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hillebrand, Marten, 2014. "Existence of bubbly equilibria in overlapping generations models with stochastic production," Working Paper Series in Economics 57, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  2. Hillebrand, Marten & Kikuchi, Tomoo & Sakuragawa, Masaya, 2013. "Bubbles and crowding-in of capital via a savings glut," Working Paper Series in Economics 48, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  3. Hillebrand, Marten & Kikuchi, Tomoo, 2012. "A Mechanism for Booms and Busts in Housing Prices," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62042, Verein für Socialpolitik / German Economic Association.
  4. Hillebrand, Marten, 2012. "Uniqueness of Markov equilibrium in stochastic OLG models with nonclassical production," Working Paper Series in Economics 46, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  5. Hillebrand, Marten, 2011. "Governmental debt, interest policy, and tax stabilization in a stochastic OLG economy," Working Paper Series in Economics 14, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  6. Marten Hillebrand, 2004. "The Impact of Multiperiod Planning Horizons on Portfolios and Asset Prices," Computing in Economics and Finance 2004 259, Society for Computational Economics.

Articles

  1. Hillebrand, Marten, 2014. "Uniqueness of Markov equilibrium in stochastic OLG models with nonclassical production," Economics Letters, Elsevier, vol. 123(2), pages 171-176.
  2. Hillebrand, Marten, 2012. "On the optimal size of Social Security in the presence of a stock market," Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 26-38.
  3. Hillebrand, Marten, 2011. "On the role of labor supply for the optimal size of Social Security," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1091-1105, July.
  4. Hillebrand, Marten & Wenzelburger, Jan, 2006. "The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 565-593, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Hillebrand, Marten & Kikuchi, Tomoo & Sakuragawa, Masaya, 2013. "Bubbles and crowding-in of capital via a savings glut," Working Paper Series in Economics 48, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.

    Cited by:

    1. Takuma Kunieda & Tarishi Matsuoka & Akihisa Shibata, 2017. "Asset Bubbles, Technology Choice, and Financial Crises," Discussion Paper Series 157, School of Economics, Kwansei Gakuin University, revised Feb 2017.

  2. Hillebrand, Marten & Kikuchi, Tomoo, 2012. "A Mechanism for Booms and Busts in Housing Prices," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62042, Verein für Socialpolitik / German Economic Association.

    Cited by:

    1. Yongheng Deng & Eric Girardin & Roselyne Joyeux, 2015. "Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy," Working Papers 222015, Hong Kong Institute for Monetary Research.

  3. Hillebrand, Marten, 2012. "Uniqueness of Markov equilibrium in stochastic OLG models with nonclassical production," Working Paper Series in Economics 46, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.

    Cited by:

    1. Hillebrand, Marten & Kikuchi, Tomoo, 2015. "A mechanism for booms and busts in housing prices," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 204-217.
    2. Shi, Lisi & Suen, Richard M. H., 2014. "The Macroeconomic Consequences of Asset Bubbles and Crashes," MPRA Paper 57045, University Library of Munich, Germany.

  4. Marten Hillebrand, 2004. "The Impact of Multiperiod Planning Horizons on Portfolios and Asset Prices," Computing in Economics and Finance 2004 259, Society for Computational Economics.

    Cited by:

    1. Ulrich Horst & Jan Wezelburger, 2006. "Non-ergodic Behavior in a Financial Market with Interacting Investors," 2006 Meeting Papers 229, Society for Economic Dynamics.

Articles

  1. Hillebrand, Marten, 2014. "Uniqueness of Markov equilibrium in stochastic OLG models with nonclassical production," Economics Letters, Elsevier, vol. 123(2), pages 171-176.
    See citations under working paper version above.
  2. Hillebrand, Marten, 2011. "On the role of labor supply for the optimal size of Social Security," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1091-1105, July.

    Cited by:

    1. Hillebrand, Marten, 2012. "On the optimal size of Social Security in the presence of a stock market," Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 26-38.
    2. Martin Barbie & Marten Hillebrand, 2017. "Bubbly Markov Equilibria," Working Papers 1703, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.

  3. Hillebrand, Marten & Wenzelburger, Jan, 2006. "The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 565-593, August.

    Cited by:

    1. Ulrich Horst & Jan Wezelburger, 2006. "Non-ergodic Behavior in a Financial Market with Interacting Investors," 2006 Meeting Papers 229, Society for Economic Dynamics.
    2. Jan Wenzelburger & Volker Boehm, 2004. "On the performance of efficient portfolios," Computing in Economics and Finance 2004 197, Society for Computational Economics.
    3. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
    4. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2011. "The dynamic behaviour of asset prices in disequilibrium: a survey," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 101-139.
    5. Ulrich Horst & Jan Wenzelburger, 2008. "On non-ergodic asset prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), pages 207-234.
    6. Anufriev Mikhail & Bottazzi Giulio, 2012. "Asset Pricing with Heterogeneous Investment Horizons," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-38, October.
    7. Wenzelburger, Jan, 2006. "Learning in linear models with expectational leads," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 854-884, November.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (5) 2011-02-26 2012-06-13 2012-12-10 2013-01-12 2014-06-28. Author is listed
  2. NEP-BAN: Banking (2) 2012-06-13 2013-01-12
  3. NEP-MAC: Macroeconomics (2) 2013-12-20 2014-06-28
  4. NEP-MIC: Microeconomics (2) 2012-12-10 2013-12-20
  5. NEP-ORE: Operations Research (2) 2012-12-10 2014-06-28
  6. NEP-URE: Urban & Real Estate Economics (2) 2012-06-13 2013-01-12
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2012-12-10

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