www.hespeler.de |
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Home | About Frank Hespeler | Projects | Publications | Friends | Contact |
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Books |
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An analysis of the effects of electronic money on the transmission of monetary policy. Electronic Money is shown to generate lower transaction costs. The consequences of those for the monetary transmission process are analyzed. |
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"Solution for rational expectation models free of complex numbers." Theoretical Economics Letters 1, 47-52 - related software package |
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Publications (full list available in CV) |
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Articles |
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"A VECM evaluation of monetary transmission in Uzbekistan." Economic Change and Restructuring 46 (2), 219-253 - related software package |
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Working Papers/Submitted Papers |
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Ongoing Research / Mimeo |
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"A Correction of Misstated Equations in Hespeler (2008)." Computational Economics 32, 341-342 |
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"Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design." Computational Economics 31, 207-223 - related software package |
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"Endogenous Money in Static Equilibrium." UCSD, 2010. submitted to Oxford Economic Papers |
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"Variations in Transaction Costs and Monetary Policy." Mimeo. Hebrew University of Jerusalem, 2006. |
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"Consequences of Transaction Costs in Microeconomic and Partial equilibrium Models of the Payment Industry." Mimeo. Chemnitz University of Technology, 2005. |
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"Theories of Monetary Transmission." Mimeo. Chemnitz University of Technology, 2004. |
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"Explaining the mechanisms behind the Global Financial Crisis in simple terms." Mimeo. UCSD, 2010. |
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"On boundary conditions within the solution of macroeconomic dynamic models with rational expectations." Computational Economics 40, 265-291 - related software package |
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"Solving Near-Rational Expectations Models: A (Linear?) Perturbation Approach." CSEF Working Papers 339, Centre for Studies in Economics and Finance (CSEF), University of Naples, 2013. in collaboration with Marco Maria Sorge |
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"The Systemic Dimension of Hedge Fund Illiquidity and Prime Brokerage." ESMA Working Paper WP-2-2014, European Securities and Markets Authority, 2014. in collaboration with Christian Witt |
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"Mean-Extended Gini Portfolios: A 3D Efficient Frontier." Computational Economics, forthcoming. in collaboration with Haim Shalit. |
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"Monitoring systemic risk in the hedge fund industry." ESMA Working Paper WP-2015-2, European Securities and Markets Authority, 2015. in collaboration with Giuseppe Loiacono |
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"Mean-extended Gini portfolios: the ultimate frontier." Discussion Paper 16-03, European Monaster Center of economic Research, Ben-Gurion University of the Negev, 2016. in collaboration with Haim Shalit. |
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"Systemic risk indicators for the money market industry." European Securities and Markets Authority, 2016. |
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Monetary Economics, Macroeconomics, Computational Economics and Financial Stability |
