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Improving tatonnement methods for solving heterogenous agent models,
Alexander Ludwig,
from Society for Economic Dynamics
(2004)
Keywords: OLG models, Gauss-Seidel iterations
Calibration, forecasts and sensitivity analysis in overlapping generations models,
Alexander Ludwig,
from Society for Computational Economics
(2003)
Keywords: Calibration; General Equilibrium Models
Registered author: Alexander Ludwig
On the usability of the fluctuation test statistic to identify multiple cointegration break points,
Alexander Ludwig,
in Journal of Applied Statistics
(2016)
Protein droplets spread to seal tight junctions,
Alexander Ludwig,
in Nature
(2024)
Keywords: Cell biology, Biophysics
The Gauss-Seidel-quasi-Newton method: A hybrid algorithm for solving dynamic economic models,
Alexander Ludwig,
in Journal of Economic Dynamics and Control
(2007)
Sovereign risk contagion in the Eurozone: a time-varying coefficient approach,
Alexander Ludwig,
from University Library of Munich, Germany
(2013)
Keywords: contagion; credit events; Eurozone; financial crisis; sovereign risk; time-varying approach
Das Deutsche Rentensystem: Thesen zur derzeitigen Diskussion um "Umkehr"-Reformen,
Alexander Ludwig,
from Leibniz Institute for Financial Research SAFE
(2016)
Keywords: German pension system, reform, retirement age
Demographischer Wandel: Kapitalrenditen, Löhne und Verteilungswirkungen,
Alexander Ludwig,
from Leibniz Institute for Financial Research SAFE
(2016)
Sovereign risk contagion in the Eurozone: A time-varying coefficient approach,
Alexander Ludwig,
from Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
(2013)
Keywords: contagion, credit events, Eurozone, financial crisis, sovereign risk, time-varying approach
Improving tatonnement methods for solving heterogeneous agent models,
Alexander Ludwig,
from Sonderforschungsbreich 504
(2004)
Keywords: OLG models , Gauss-Seidel iterations , Quasi-Newton methods
Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection,
Alexander Ludwig,
in Economics Bulletin
(2013)
Keywords: cointegration, structural breaks, kernel selection, bandwidth selection, statistical error frequencies
What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration,
Alexander Ludwig,
in Economics Bulletin
(2014)
Keywords: rolling cointegration, rolling trace test, rolling unit root test, lag selection, window selection, stock market integration
Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks,
Alexander Ludwig,
in Applied Financial Economics
(2014)
A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis,
Alexander Ludwig,
in Journal of International Money and Finance
(2014)
Keywords: Contagion; Credit events; Eurozone; Financial crisis; Sovereign risk; Time-varying approach;
Improving Tatonnement Methods for Solving Heterogeneous Agent Models,
Alexander Ludwig,
from Sonderforschungsbereich 504, Universität Mannheim
(2004)
Improving Tatonnement Methods of Solving Heterogeneous Agent Models,
Alexander Ludwig,
from Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy
(2004)
Moment estimation in Auerbach-Kotlikoff models: How well do they match the data?,
Alexander Ludwig,
from Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy
(2005)
Aging and Economic Growth: The Role of Factor Markets and of Fundamental Pension Reforms,
Alexander Ludwig,
from Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy
(2005)
Registered author: Alexander Ludwig
Registered author: Christopher Alexander Ludwig
Biased Bayesian learning with an application to the risk-free rate puzzle,
Alexander Ludwig and Alexander Zimper,
in Journal of Economic Dynamics and Control
(2014)
Keywords: Ambiguity; Non-additive probability measures; Bayesian learning; Truncated normal distribution; Risk-free rate puzzle;
Investment behavior under ambiguity: The case of pessimistic decision makers,
Alexander Ludwig and Alexander Zimper,
in Mathematical Social Sciences
(2006)
Attitude polarization,
Alexander Ludwig and Alexander Zimper,
from Sonderforschungsbreich 504
(2007)
Keywords: Non-additive Probability Measures , Choquet Expected Utility Theory , Bayesian Learning , Bounded Rationality
A parsimonious model of subjective life expectancy,
Alexander Ludwig and Alexander Zimper,
from Sonderforschungsbreich 504
(2007)
Keywords: subjective survival expectations , ambiguity , Bayesian learning
Rational expectations and ambiguity: a comment on Abel (2002),
Alexander Ludwig and Alexander Zimper,
from Sonderforschungsbreich 504
(2004)
Keywords: rational expectations , ambiguity , Choquet expected utility , pessimism , optimism , equity premium puzzle , riskfree rate puzzle
Investment behavior under ambiguity: the case of pessimistic decision makers,
Alexander Ludwig and Alexander Zimper,
from Sonderforschungsbreich 504
(2004)
Keywords: Ambiguity , Choquet Expected Utility Theory , Bayesian Updating , Pessimism , Optimism
Rational expectations and ambiguity: A comment on Abel (2002),
Alexander Zimper and Alexander Ludwig,
in Economics Bulletin
(2006)
Keywords: ambiguity
A parsimonious model of subjective life expectancy,
Alexander Ludwig and Alexander Zimper,
from Economic Research Southern Africa
(2008)
Keywords: Bayesian analysis, econometric modelling
On attitude polarization under Bayesian learning with non-additive beliefs,
Alexander Ludwig and Alexander Zimper,
from Economic Research Southern Africa
(2008)
A decision-theoretic model of asset-price underreaction and overreaction to dividend news,
Alexander Ludwig and Alexander Zimper,
from Economic Research Southern Africa
(2012)
Keywords: capital market, economic theory, investment
Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle,
Alexander Ludwig and Alexander Zimper,
from Economic Research Southern Africa
(2013)
Keywords: Bayesian analysis, Quantitative Methods, Research Methods, Risk and Uncertainty
A parsimonious model of subjective life expectancy,
Alexander Ludwig and Alexander Zimper,
in Theory and Decision
(2013)
Keywords: Representative agent, Subjective survival expectations , Likelihood insensitivity, Choquet decision theory, Bayesian learning, C44, D83, D91, I10,
A two-step approach to examine the dynamics of market convergence,
Alexander Karmann and Alexander Ludwig,
in Applied Economics Letters
(2014)
On attitude polarization under Bayesian learning with non-additive beliefs,
Alexander Zimper and Alexander Ludwig,
in Journal of Risk and Uncertainty
(2009)
Keywords: Non-additive probability measures, Choquet expected utility theory, Bayesian learning, Bounded rationality, C79, D83,
A decision-theoretic model of asset-price underreaction and overreaction to dividend news,
Alexander Ludwig and Alexander Zimper,
in Annals of Finance
(2013)
Keywords: Choquet expected utility theory, Portfolio choice, Asset pricing puzzles, Overreaction, Underreaction, C62, D81, G11, G12,
A Parsimonious Choquet Model of Subjective Life Expectancy,
Alexander Ludwig and Alexander Zimper,
from Center for Retirement Research
(2008)
Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers,
Alexander Ludwig and Alexander Zimper,
from Sonderforschungsbereich 504, Universität Mannheim
(2004)
Rational Expectations and Ambiguity: A Comment on Abel (2002),
Alexander Ludwig and Alexander Zimper,
from Sonderforschungsbereich 504, Universität Mannheim
(2004)
A Parsimonious Model of Subjective Life Expectancy,
Alexander Ludwig and Alexander Zimper,
from Sonderforschungsbereich 504, Universität Mannheim
(2007)
Attitude polarization,
Alexander Ludwig and Alexander Zimper,
from Sonderforschungsbereich 504, Universität Mannheim
(2007)
Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers,
Alexander Ludwig and Alexander Zimper,
from Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy
(2004)
Rational Expectations and Ambiguity: A Comment on Abel,
Alexander Ludwig and Alexander Zimper,
from Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy
(2004)
A Parsimonious Model of Subjective Life Expectancy,
Alexander Ludwig and Alexander Zimper,
from Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy
(2007)
Attitude polarization,
Alexander Zimper and Alexander Ludwig,
from Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy
(2007)
A decision-theoretic model of asset-price underreaction and overreaction to dividend news,
Alexander Ludwig and Alexander Zimper,
from University of Pretoria, Department of Economics
(2012)
Keywords: Choquet Expected Utility Theory, Portfolio Choice, Asset Pricing Puzzles
Biased Bayesian learning with an application to the risk-free rate puzzle,
Alexander Ludwig and Alexander Zimper,
from University of Pretoria, Department of Economics
(2013)
Keywords: Ambiguity, Non-additive probability measures, Bayesian learning, Truncated normal distribution, Risk-free rate puzzle
IDIOSYNCRATIC RISK, AGGREGATE RISK, AND THE WELFARE EFFECTS OF SOCIAL SECURITY,
Daniel Harenberg and Alexander Ludwig,
in International Economic Review
(2019)
Higher-Order Income Risk over the Business Cycle: A Parametric Approach,
Christopher Busch and Alexander Ludwig,
from Society for Economic Dynamics
(2019)
Optimal Progressive Taxation and Education Subsidies in a Model of Endogenous Human Capital Formation,
Alexander Ludwig and Dirk Krueger,
from Society for Economic Dynamics
(2010)
Precautionary Savings and Pecuniary Externalities: Analytical Results for Optimal Capital Income Taxation,
Alexander Ludwig and Dirk Krueger,
from Society for Economic Dynamics
(2016)
Correction to: Mortality, fertility, education and capital accumulation in a simple OLG economy,
Alexander Ludwig and Edgar Vogel,
in Journal of Population Economics
(2020)
Banking sector fragility linkages in the euro area: Evidence for crisis years 2007–2010,
Alexander Ludwig and Karol Sobański,
in Economics Letters
(2014)
Keywords: Banking sector fragility; Spillover risk; Eurozone; Granger causality; Distance to default;
On the consequences of demographic change for rates of returns to capital, and the distribution of wealth and welfare,
Dirk Krueger and Alexander Ludwig,
in Journal of Monetary Economics
(2007)
On the optimal provision of social insurance: Progressive taxation versus education subsidies in general equilibrium,
Dirk Krueger and Alexander Ludwig,
in Journal of Monetary Economics
(2016)
Keywords: Progressive taxation; Education subsidy; Transitional dynamics;
A simple macro model of Original Sin based on optimal price setting under incomplete information,
Axel Lindner and Alexander Ludwig,
in International Economics and Economic Policy
(2009)
Keywords: Original sin, Currency crises, F34,
Higher-order income risk over the business cycle,
Christopher Busch and Alexander Ludwig,
from Goethe University Frankfurt, International Center for Insurance Regulation (ICIR)
(2021)
Keywords: Idiosyncratic Income Risk, Cyclical Income Risk, Life-Cycle Model
On the consequences of demographic change for rates of returns to capital, and the distribution of wealth and welfare,
Dirk Krueger and Alexander Ludwig,
from Center for Financial Studies (CFS)
(2006)
Keywords: Population Aging, International Capital Flows, Distribution of Welfare
Higher-order income risk over the business cycle,
Christopher Busch and Alexander Ludwig,
from Leibniz Institute for Financial Research SAFE
(2020)
Keywords: Labor Income Risk, Business Cycle, GMM Estimation, Skewness,Persistent and Transitory Income Shocks, Risk Attitudes, Life-Cycle Model
Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk,
Dirk Krueger and Alexander Ludwig,
from Leibniz Institute for Financial Research SAFE
(2019)
Keywords: Idiosyncratic Risk, Taxation of Capital, Overlapping Generations, Precautionary Saving, Pecuniary Externality
Endogenous grids in higher dimensions: Delaunay interpolation and hybrid methods,
Alexander Ludwig and Matthias Schön,
from Leibniz Institute for Financial Research SAFE
(2016)
Keywords: Dynamic Models, Numerical Solution, Method of Endogenous Grid-points, Delaunay Interpolation
Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risk,
Daniel Harenberg and Alexander Ludwig,
from Leibniz Institute for Financial Research SAFE
(2015)
Keywords: social security, idiosyncratic risk, aggregate risk, welfare, insurance, crowding out
Idiosyncratic risk, aggregate risk, and the welfare effects of social security,
Daniel Harenberg and Alexander Ludwig,
from Leibniz Institute for Financial Research SAFE
(2017)
Keywords: social security, idiosyncratic risk, aggregate risk, welfare
On the optimal provision of social insurance,
Dirk Krueger and Alexander Ludwig,
from Leibniz Institute for Financial Research SAFE
(2015)
Keywords: Progressive Taxation, Education Subsidy, Transitional Dynamics
On the optimal provision of social insurance,
Dirk Krueger and Alexander Ludwig,
from Leibniz Institute for Financial Research SAFE
(2015)
Humanitäre Zuwanderung und die Nachhaltigkeit der deutschen Staatsfinanzen,
Holger Bonin and Alexander Ludwig,
from Verein für Socialpolitik / German Economic Association
(2016)
Optimal Progressive Labor Income Taxation and Education Subsidies When Education Decisions and Intergenerational Transfers Are Endogenous,
Dirk Krueger and Alexander Ludwig,
in American Economic Review
(2013)
Sharing Demographic Risk--Who Is Afraid of the Baby Bust?,
Alexander Ludwig and Michael Reiter,
in American Economic Journal: Economic Policy
(2010)
Higher-order income risk over the business cycle,
Christopher Busch and Alexander Ludwig,
from ZEW - Leibniz Centre for European Economic Research
(2020)
Keywords: Labor Income Risk, Business Cycle, GMM Estimation, Skewness, Persistent and Transitory Income Shocks, Risk Attitudes, Life-Cycle Model
Idiosyncratic risk, aggregate risk, and the welfare effects of social security,
Daniel Harenberg and Alexander Ludwig,
from ZEW - Leibniz Centre for European Economic Research
(2018)
Keywords: social security, idiosyncratic risk, aggregate risk, welfare
Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk,
Dirk Krueger and Alexander Ludwig,
from ZEW - Leibniz Centre for European Economic Research
(2018)
Keywords: Idiosyncratic Risk, Taxation of Capital, Overlapping Generations, Precautionary Saving, Pecuniary Externality
On the Optimal Provision of Social Insurance: Progressive Taxation versus Education Subsidies in General Equilibrium,
Dirk Krueger and Alexander Ludwig,
from National Bureau of Economic Research, Inc
(2015)
Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk,
Dirk Krueger and Alexander Ludwig,
from National Bureau of Economic Research, Inc
(2018)
Sharing demographic risk: who is afraid of the baby bust?,
Alexander Ludwig and Michael Reiter,
from Sonderforschungsbreich 504
(2009)
Keywords: social security , pension design , optimal fiscal policy , demographic uncertainty
On the consequences of demographic change for rates of return to capital, and the distribution of wealth and welfare,
Alexander Ludwig and Dirk Krüger,
from Sonderforschungsbreich 504
(2006)
Keywords: Population Aging , International Capital Flows , Distribution of Welfare
The relationship between stock prices, house prices and consumption in OECD,
Alexander Ludwig and Torsten Slok,
from Sonderforschungsbreich 504
(2004)
Keywords: Consumption , wealth effect , panel cointegration , asset prices
On the Consequences of Demographic Change for Rates of Returns to Capital, and the Distribution of Wealth and Welfare,
Dirk Krueger and Alexander Ludwig,
from National Bureau of Economic Research, Inc
(2006)
The Relationship between Stock Prices, House Prices and Consumption in OECD Countries,
Alexander Ludwig and Torsten Slok,
in The B.E. Journal of Macroeconomics
(2004)
Keywords: Consumption, wealth effect, panel cointegration, asset prices
Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk,
Dirk Krueger and Alexander Ludwig,
from C.E.P.R. Discussion Papers
(2018)
Keywords: Idiosyncratic risk; Taxation of capital; Overlapping generations; Precautionary saving
Higher-Order Income Risk over the Business Cycle,
Alexander Ludwig and Christopher Busch,
from C.E.P.R. Discussion Papers
(2020)
Keywords: Labor income risk; Business cycle; Gmm estimation; Skewness; Persistent and transitory income shocks; Risk attitudes; Life-cycle model
On the Consequences of Demographic Change for Rates of Return to Capital, and the Distribution of Wealth and Welfare,
Dirk Krueger and Alexander Ludwig,
from C.E.P.R. Discussion Papers
(2006)
Keywords: Population aging; International capital flows; Distribution of welfare
On the Optimal Provision of Social Insurance: Progressive Taxation versus Education Subsidies in General Equilibrium,
Dirk Krueger and Alexander Ludwig,
from C.E.P.R. Discussion Papers
(2015)
Keywords: Education subsidy; Progressive taxation; Transitional dynamics
Higher-Order Income Risk over the Business Cycle,
Christopher Busch and Alexander Ludwig,
from Barcelona School of Economics
(2020)
Keywords: idiosyncratic income risk, cyclical income risk, life-cycle model
Mortality, fertility, education and capital accumulation in a simple OLG economy,
Alexander Ludwig and Edgar Vogel,
in Journal of Population Economics
(2010)
Keywords: Aging, Education, Overlapping generations, J11, J24, O11,
On the Consequences of Demographic Change for International Capital Flows, Rates of Returns to Capital, and the Distribution of Wealth and Welfare,
Dirk Krueger and Alexander Ludwig,
from Society for Economic Dynamics
(2006)
Keywords: aging, capital flows, pension reform, welfare, distribution
Sharing Demographic Risk – Who is Afraid of the Baby Bust?,
Michael Reiter and Alexander Ludwig,
from Society for Economic Dynamics
(2009)
Social Security and the Interactions Between Aggregate and Idiosyncratic Risk,
Alexander Ludwig and Daniel Harenberg,
from Society for Economic Dynamics
(2014)
Optimal Capital and Progressive Labor Income Taxation with Endogenous Schooling Decisions and Intergenerational Transfers,
Alexander Ludwig and Dirk Krueger,
from Society for Economic Dynamics
(2015)
HIGHER‐ORDER INCOME RISK OVER THE BUSINESS CYCLE,
Christopher Busch and Alexander Ludwig,
in International Economic Review
(2024)
Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis,
Aviral Tiwari and Alexander Ludwig,
in Journal of Applied Statistics
(2015)
Social Security and the Interactions Between Aggregate and Idiosyncratic Risk,
Daniel Harenberg and Alexander Ludwig,
from ETH Zurich, Chair of Systems Design
Keywords: social security, idiosyncratic risk, aggregate risk, welfare
A Bayesian Semiparametric Latent Variable Model for Mixed Responses,
Ludwig Fahrmeir and Alexander Raach,
in Psychometrika
(2007)
Keywords: latent variable models, mixed responses, penalized splines, spatial effects, MCMC,
The export-led growth hypothesis for India: examining causality by a new approach in the time-frequency domain,
Aviral Tiwari and Alexander Ludwig,
in Applied Economics Letters
(2014)
Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods,
Alexander Ludwig and Matthias Schön,
in Computational Economics
(2018)
Keywords: Dynamic models, Numerical solution, Method of endogenous gridpoints, Delaunay interpolation
Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risks,
Daniel Harenberg and Alexander Ludwig,
in International Tax and Public Finance
(2015)
Keywords: Social security, Idiosyncratic risk, Aggregate risk, Welfare, Insurance, C68, E27, E62, G12, H55,
Sharing Demographic Risk – Who is Afraid of the Baby Bust?,
Alexander Ludwig and Michael Reiter,
from CESifo
(2008)
Keywords: social security, pension design, optimal fiscal policy, demographic uncertainty
The relationship between stock prices, house prices and consumption in OECD,
Alexander Ludwig and Torsten Slok,
from Sonderforschungsbereich 504, Universität Mannheim
(2004)
On the Consequences of Demographic Change for Rates of Returns to Capital, and the Distribution of Wealth and Welfare,
Alexander Ludwig and Dirk Krüger,
from Sonderforschungsbereich 504, Universität Mannheim
(2006)
Sharing Demographic Risk - Who is Afraid of the Baby Bust?,
Alexander Ludwig and Michael Reiter,
from Sonderforschungsbereich 504, Universität Mannheim
(2008)
Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk,
Daniel Harenberg and Alexander Ludwig,
from CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich
(2014)
Keywords: social security; idiosyncratic risk; aggregate risk; welfare; insurance; crowding out
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