Felix Kubler : Citation Profile

Are you Felix Kubler?

Universität Zürich (50% share)
Swiss Finance Institute (50% share)

16

H index

21

i10 index

891

Citations

RESEARCH PRODUCTION:

43

Articles

70

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 44
   Journals where Felix Kubler has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 52 (5.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku6
   Updated: 2020-08-01    RAS profile: 2019-05-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Schmedders, Karl (6)

Scheidegger, Simon (4)

Wei, Xiao (4)

Polbin, Andrey (3)

Kotlikoff, Laurence (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Felix Kubler.

Is cited by:

Maliar, Serguei (30)

Carvajal, Andrés (28)

Beetsma, Roel (23)

Maliar, Lilia (23)

Miao, Jianjun (20)

Peralta-Alva, Adrian (18)

Judd, Kenneth (18)

Bovenberg, Lans (17)

Pham, Ngoc-Sang (17)

Tsyrennikov, Viktor (17)

Ludwig, Alexander (16)

Cites to:

Polemarchakis, Herakles (22)

Schmedders, Karl (20)

Judd, Kenneth (18)

Levine, David (18)

Kotlikoff, Laurence (15)

Chiappori, Pierre (14)

Pedersen, Lasse (11)

Kehoe, Timothy (11)

Lucas, Deborah (10)

Gottardi, Piero (10)

Krueger, Dirk (10)

Main data

Where Felix Kubler has published?

Journals with more than one article published# docs
American Economic Review5
Economic Theory5
Journal of Economic Theory5
Journal of Economic Dynamics and Control3
Econometrica3
Review of Economic Studies2
Review of Economic Dynamics2
Econometrica2
Journal of Mathematical Economics2
Computational Economics2

Working Papers Series with more than one paper published# docs
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science5
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)5
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5
Working Papers / HAL3
2012 Meeting Papers / Society for Economic Dynamics3
Economics Working Papers / European University Institute2
Computing in Economics and Finance 2001 / Society for Computational Economics2
2011 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / European Central Bank2
2004 Meeting Papers / Society for Economic Dynamics2

Recent works citing Felix Kubler (2020 and 2019)

YearTitle of citing document
2018Effects of Taxes and Safety Net Pensions on life-cycle Labor Supply, Savings and Human Capital: the Case of Australia. (2018). Iskhakov, Fedor. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-661.

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2020Monetary Policy, Financial Constraints, and Redistribution. (2020). Schabert, Andreas ; Loenser, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:011.

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2019Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas. In: Papers. RePEc:arx:papers:1610.07694.

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2018Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization. (2018). Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1803.11467.

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2019Social Security and Old Age Unemployment Risk with Efficient Wage Bargaining. (2019). Reichlin, Pietro. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:3:p:1125-1153.

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2020Reference-Dependent Preferences, Time Inconsistency, and Unfunded Pensions. (2020). Liu, Qing ; Bhattacharya, Joydeep ; Andersen, Torben M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8260.

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2020Pricing Pollution. (2020). Mideksa, Torben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8269.

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2019A Risk-centric Model of Demand Recessions and Speculation. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13815.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2018The economics of sharing macro-longevity risk. (2018). Ool, Annick ; Broeders, Dirk ; van Ool, Annick ; Mehlkopf, Roel. In: DNB Working Papers. RePEc:dnb:dnbwpp:618.

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2018Social infrastructure and the preservation of physical capital: Equilibria and transitional dynamics. (2018). Sequeira, Tiago ; Lopes, Alexandra ; Gomes, Orlando ; Ferreira-Lopes, Alexandra ; Marques, Pedro Macias ; Soares, Helena . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:321:y:2018:i:c:p:614-632.

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2018Investment timing, reversibility, and financing constraints. (2018). Shibata, Takashi ; Nishihara, Michi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:771-796.

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2019The fight-or-flight response to the Joneses and inequality. (2019). Bhattacharya, Joydeep ; Barnett, Richard ; Bunzel, Helle . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:187-210.

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2019The impact of margin policies on the Italian repo market. (2019). Pietrunti, Mario ; Picillo, Cristina ; Miglietta, Arianna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304704.

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2018A class of tractable incomplete-market models for studying asset returns and risk exposure. (2018). Legrand, Franois ; Ragot, Xavier ; le Grand, Franois. In: European Economic Review. RePEc:eee:eecrev:v:103:y:2018:i:c:p:39-59.

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2017Impact of pension system structure on international financial capital allocation. (2017). Staveley-O'Carroll, James ; Staveley-Ocarroll, Olena M. In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

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2020Finding multiple Nash equilibria via machine learning-supported Gröbner bases. (2020). Loschenbrand, Markus. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:1178-1189.

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2017Multi-period risk sharing under financial fairness. (2017). Schumacher, Johannes ; Ponds, Eduard ; Bao, Hailong . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:49-66.

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2017Intergenerational risk sharing in closing pension funds. (2017). De Waegenaere, Anja ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:20-30.

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2020Resolving intergenerational conflict over the environment under the Pareto criterion. (2020). Bhattacharya, Joydeep ; Liu, Pan ; Andersen, Torben M. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:100:y:2020:i:c:s0095069618306442.

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2018A case for incomplete markets. (2018). Blume, Lawrence ; Tsyrennikov, Viktor ; Sargent, Thomas J ; Easley, David A ; Cogley, Timothy. In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:191-221.

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2019Revealed preference and identification. (2019). Gorno, Leandro. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:698-739.

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2019Asset shortages, liquidity and speculative bubbles. (2019). Citanna, A ; Bloise, G. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:952-990.

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2020Incomplete market demand tests for Kreps-Porteus-Selden preferences. (2020). Kubler, Felix ; Wei, Xiao ; Selden, Larry. In: Journal of Economic Theory. RePEc:eee:jetheo:v:185:y:2020:i:c:s002205311930122x.

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2020Risk, ambiguity, and Giffen assets. (2020). Lanier, Joshua. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053118305751.

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2020Recursive equilibrium in Krusell and Smith (1998). (2020). Cao, Dan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053119301255.

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2019Securitized markets, international capital flows, and global welfare. (2019). Toda, Alexis Akira ; Phelan, Gregory. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:571-592.

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2020Bubbles and house price dispersion in the United States during 1975–2017. (2020). Zhu, Shenghao ; Zeng, Ting ; Tang, Yang. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418303215.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:1-20.

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2019Financial segmentation and collateralized debt in infinite-horizon economies. (2019). Torres-Martinez, Juan Pablo ; Sepulveda, Fabian ; Iraola, Miguel A. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:80:y:2019:i:c:p:56-69.

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2019Capital controls and monetary policy in sudden-stop economies. (2019). Yu, Changhua ; Young, Eric R ; Devereux, Michael B. In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:52-74.

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2019Wealth distribution with random discount factors. (2019). Toda, Alexis Akira. In: Journal of Monetary Economics. RePEc:eee:moneco:v:104:y:2019:i:c:p:101-113.

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2018Propagation and smoothing of shocks in alternative social security systems. (2018). Lee, Ronald ; Kueng, Lorenz ; Auerbach, Alan ; Yatsynovich, Yury. In: Journal of Public Economics. RePEc:eee:pubeco:v:164:y:2018:i:c:p:91-105.

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2019Divergent interest rates in the theory of financial markets. (2019). Lorenz, Daniela ; Loffler, Andreas ; Kruschwitz, Lutz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:48-55.

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2018The dynamics of financially constrained arbitrage. (2018). Vayanos, Dimitri ; Gromb, Denis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84081.

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2018Organizational Equilibrium with Capital. (2018). Ríos-Rull, José-Víctor ; Bassetto, Marco ; Huo, Zhen. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-20.

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2018Securities Financing and Asset Markets: New Evidence. (2018). King, Thomas ; Breach, Tomas . In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-22.

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2017Welfare effects of fiscal policy in reforming the pension system. (2017). Tyrowicz, Joanna ; Makarski, Krzysztof ; Komada, Oliwia. In: GRAPE Working Papers. RePEc:fme:wpaper:11.

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2019Market selection with differential financial constraints. (2019). Quiggin, John ; Guerdjikova, A. In: Working Papers. RePEc:gbl:wpaper:2019-01.

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2019Market Selection with Differential Financial Constraints. (2019). Quiggin, John ; Guerdjikova, Ani. In: Working Papers. RePEc:hal:wpaper:hal-02005501.

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2019International Welfare Spillovers of National Pension Schemes. (2019). Staveley-O'Carroll, James. In: Working Papers. RePEc:hcx:wpaper:1903.

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2018Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles. In: IDEI Working Papers. RePEc:ide:wpaper:32398.

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2018Demographic Uncertainty and Generational Consumption Risk with Endogenous Human Capital. (2018). Knabb, Shawn D ; Emerson, Patrick M. In: IZA Discussion Papers. RePEc:iza:izadps:dp11358.

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2019Stock price fluctuations and GARCH modelling of stock market indexes. (2019). Radeva, Bistra. In: Economics and computer science. RePEc:kab:journl:y:2019:i:3:p:6-19.

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2019Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian. (2019). Deride, Julio ; Jofre, Alejandro . In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9733-1.

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2019A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint. (2019). Won, Dongchul. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9750-0.

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2020Solving Stochastic Dynamic Programming Problems: A Mixed Complementarity Approach. (2020). Rutherford, Thomas F ; Kim, Young Dae ; Ferris, Michael C ; Chang, Wonjun. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09921-y.

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2018Optimal Portfolios with Credit Default Swaps. (2018). Ambrosini, Giuseppe ; Menoncin, Francesco. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0264-z.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15067rr.

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2017A Risk-centric Model of Demand Recessions and Macroprudential Policy. (2017). Caballero, Ricardo ; Simsek, Alp. In: NBER Working Papers. RePEc:nbr:nberwo:23614.

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2018Organizational Equilibrium with Capital. (2018). Ríos-Rull, José-Víctor ; Bassetto, Marco ; Huo, Zhen. In: NBER Working Papers. RePEc:nbr:nberwo:25376.

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2020Leverage and Asset Prices: An Experiment.. (2020). Houser, Daniel ; Fostel, Ana ; Cipriani, Marco. In: NBER Working Papers. RePEc:nbr:nberwo:26701.

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2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

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2019Climate change as a risk to financial stability. (2019). Ritzberger-Grunwald, Doris ; Pointner, Wolfgang. In: Financial Stability Report. RePEc:onb:oenbfs:y:2019:i:38:b:1.

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2018Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries. (2018). Aruoba, S. Boragan ; Schorfheide, Frank ; Cuba-Borda, Pablo. In: Review of Economic Studies. RePEc:oup:restud:v:85:y:2018:i:1:p:87-118..

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2019Financial Frictions and the Wealth Distribution. (2019). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuno, Galo. In: PIER Working Paper Archive. RePEc:pen:papers:19-015.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; Bosi, Stefano ; le Van, Cuong. In: MPRA Paper. RePEc:pra:mprapa:84905.

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2018Credit limits and heterogeneity in general equilibrium models with a finite number of agents. (2018). Pham, Ngoc-Sang. In: MPRA Paper. RePEc:pra:mprapa:88736.

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2018Inequality and asset fire sales. (2018). Suzuki, Shiba . In: MPRA Paper. RePEc:pra:mprapa:90906.

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2019Effects of credit limit on efficiency and welfare in a simple general equilibrium model. (2019). Pham, Ngoc-Sang. In: MPRA Paper. RePEc:pra:mprapa:97927.

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2020Real Exchange Rate Dynamics Beyond Business Cycles. (2020). Evans, Martin ; Lua, Wenlan ; Cao, Dan. In: MPRA Paper. RePEc:pra:mprapa:99054.

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2019Online Appendix to Systemic Banking Panics, Liquidity Risk, and Monetary Policy. (2019). Robatto, Roberto. In: Technical Appendices. RePEc:red:append:18-235.

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2019A theory of repurchase agreements, collateral re-use, and repo intermediation. (2019). Monnet, Cyril ; Gottardi, Piero ; Maurin, Vincent . In: Review of Economic Dynamics. RePEc:red:issued:18-284.

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2020Why hasnt Social Security changed since 1977?. (). Brendler, Pavel. In: Review of Economic Dynamics. RePEc:red:issued:19-49.

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2017Sustainable Intergenerational Insurance. (2017). Worrall, Timothy ; Russo, Alessia ; Lancia, Francesco. In: 2017 Meeting Papers. RePEc:red:sed017:319.

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2018Investment Opportunities and Economic Outcomes: Who Benefits From College and the Stock Market?. (2018). Neelakantan, Urvi ; Vidangos, Ivan ; Ionescu, Felicia ; Athreya, Kartik. In: 2018 Meeting Papers. RePEc:red:sed018:1151.

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2018Gross Capital Flows and International Diversification. (2018). Lee, Hyunju. In: 2018 Meeting Papers. RePEc:red:sed018:51.

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2019Solving Heterogeneous Agent Models with Non-convex Optimization Problems: Linearization and Beyond %. (2019). Reiter, Michael. In: 2019 Meeting Papers. RePEc:red:sed019:1048.

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2019Haircut Cycles. (2019). Zhang, Tong. In: 2019 Meeting Papers. RePEc:red:sed019:124.

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2019Growth, Uncertainty and Business Cycles in an Overlapping Generations Economy. (2019). Lidofsky, Ben ; Khan, Aubhik. In: 2019 Meeting Papers. RePEc:red:sed019:1459.

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2017Edgeworth box economies with multiple equilibria. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: Economic Theory Bulletin. RePEc:spr:etbull:v:5:y:2017:i:1:d:10.1007_s40505-016-0102-3.

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2019Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound. (2019). Sunakawa, Takeki ; Hirose, Yasuo. In: The Japanese Economic Review. RePEc:spr:jecrev:v:70:y:2019:i:1:d:10.1111_jere.12217.

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2020Margin trade, short sales and financial stability. (2020). Zhang, Yang ; Sng, Hui Ying ; Zheng, Huanhuan. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00256-3.

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2018Rational overconfidence and social security: subjective beliefs, objective welfare. (2018). Nielsen, Carsten Krabbe. In: Economic Theory. RePEc:spr:joecth:v:65:y:2018:i:2:d:10.1007_s00199-016-1022-z.

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2018Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy. (2018). Woźny, Łukasz ; Wony, Ukasz ; Reffett, Kevin ; Datta, Manjira . In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-017-1046-z.

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2018Bubbly Markov equilibria. (2018). Barbie, Martin ; Hillebrand, Marten. In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-017-1082-8.

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2019Normative inference in efficient markets. (2019). Weretka, Marek. In: Economic Theory. RePEc:spr:joecth:v:68:y:2019:i:4:d:10.1007_s00199-018-1144-6.

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2018Effects of Taxes and Safety Net Pensions on life-cycle Labor Supply, Savings and Human Capital: the Case of Australia. (2018). Keane, Michael ; Iskhakov, Fedor. In: Discussion Papers. RePEc:swe:wpaper:2018-09.

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2019The Natural Rate of Interest in a Nonlinear DSGE Model. (2019). Hirose, Yasuo ; Sunakawa, Takeki. In: Working Papers. RePEc:tcr:wpaper:e128.

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2020Optimality in an OLG model with nonsmooth preferences. (2020). Ohtaki, Eisei. In: Working Papers. RePEc:tcr:wpaper:e145.

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2020The Adverse and Beneficial effects of Front-Loaded Pension Contributions. (2020). Westerhout, ED. In: Discussion Paper. RePEc:tiu:tiucen:25806b9b-8208-4ae6-b309-4c2af552b893.

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2019Debt Collateralization, Structured Finance, and the CDS Basis. (2019). Phelan, Gregory ; Gong, Feixue. In: Department of Economics Working Papers. RePEc:wil:wileco:2019-18.

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2020Collateral Constraints, Tranching, and Price Bases. (2020). Phelan, Gregory ; Gong, Feixue. In: Department of Economics Working Papers. RePEc:wil:wileco:2020-03.

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2017The identification of attitudes towards ambiguity and risk from asset demand. (2017). Song, Xinxi ; Selden, Larry ; Polemarchakis, Herakles. In: CRETA Online Discussion Paper Series. RePEc:wrk:wcreta:28.

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2019CREDIT SPREAD AND LIQUIDATION VALUE-BASED DEBT FINANCING CONSTRAINT. (2019). Shibata, Takashi ; Nishihara, Michi. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:22:y:2019:i:05:n:s0219024919500213.

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2020Household finance. (2020). Haliassos, Michael ; Gomes, Francisco J ; Ramadorai, Tarun. In: IMFS Working Paper Series. RePEc:zbw:imfswp:138.

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2017Social security and the interactions between aggregate and idiosyncratic risk. (2014). Ludwig, Alexander ; Harenberg, Daniel. In: SAFE Working Paper Series. RePEc:zbw:safewp:59.

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2018Idiosyncratic risk, aggregate risk, and the welfare effects of social security. (2018). Ludwig, Alexander ; Harenberg, Daniel. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18016.

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Felix Kubler is editor of

Journal
Journal of Mathematical Economics

Works by Felix Kubler:

YearTitleTypeCited
2012Financial Innovation and Asset Price Volatility In: American Economic Review.
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2013Inferior Good and Giffen Behavior for Investing and Borrowing In: American Economic Review.
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2014Asset Demand Based Tests of Expected Utility Maximization In: American Economic Review.
[Full Text][Citation analysis]		article4
2002Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete In: American Economic Review.
[Full Text][Citation analysis]		article36
2006Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? In: American Economic Review.
[Full Text][Citation analysis]		article133
2005Pareto Improving Social Security Reform when Financial Markets Are Incomplete.(2005) In: CEPR Discussion Papers.
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2003Pareto Improving Social Security Reform when Financial Markets are Incomplete?.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 133		paper
2005Pareto improving social security reform when financial markets are incomplete!?.(2005) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 133		paper
2014When Is a Risky Asset Urgently Needed? In: American Economic Journal: Microeconomics.
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2015The identification of beliefs from asset demand In: Economic Research Papers.
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2017The Identification of Beliefs From Asset Demand.(2017) In: Econometrica.
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This paper has another version. Agregated cites: 2		article
2015The identification of beliefs from asset demand.(2015) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 2		paper
2015The identification of beliefs from asset demand.(2015) In: CRETA Online Discussion Paper Series.
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This paper has another version. Agregated cites: 2		paper
2005Brown and Kubler on Brainard and Scarf In: American Journal of Economics and Sociology.
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2019Making Carbon Taxation A Generational Win Win In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
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2019Making Carbon Taxation a Generational Win Win.(2019) In: NBER Working Papers.
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2002Testable Implications of General Equilibrium Theory: a differentiable approach In: Working Papers.
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2004Testable implications of general equilibrium theory: a differentiable approach.(2004) In: Journal of Mathematical Economics.
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2006Social Security and Risk Sharing In: CESifo Working Paper Series.
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2008Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series.
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2009Non-parametric counterfactual analysis in dynamic general equilibrium In: Swiss Finance Institute Research Paper Series.
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2007Non-parametric counterfactual analysis in dynamic general equilibrium.(2007) In: PIER Working Paper Archive.
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2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: Swiss Finance Institute Research Paper Series.
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2011Collateral Requirements and Asset Prices In: Swiss Finance Institute Research Paper Series.
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2015COLLATERAL REQUIREMENTS AND ASSET PRICES.(2015) In: International Economic Review.
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2013Collateral requirements and asset prices.(2013) In: Discussion Papers.
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2017Re-Use of Collateral: Leverage, Volatility, and Welfare In: Swiss Finance Institute Research Paper Series.
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2018Re-use of collateral: leverage, volatility, and welfare.(2018) In: Working Paper Series.
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2017Re-use of Collateral: Leverage, Volatility, and Welfare.(2017) In: 2017 Meeting Papers.
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2000Incomplete Markets, Transitory Shocks and Welfare In: Levine's Working Paper Archive.
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2000Incomplete Markets, Transitory Shocks, and Welfare.(2000) In: Discussion Papers.
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2001Incomplete Markets, Transitory Shocks, and Welfare.(2001) In: Review of Economic Dynamics.
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2000INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE.(2000) In: Computing in Economics and Finance 2000.
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2000The identification of preferences from equilibrium prices. In: CORE Discussion Papers.
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1999The Identification of Preferences from Equilibrium Prices.(1999) In: Working Papers.
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2000The Identification of Preferences from Equilibrium Prices.(2000) In: Working Papers.
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2000The identification of preferences from equilibrium prices under uncertainty. In: CORE Discussion Papers.
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2000The identification of preferences from equilibrium prices under uncertainty.(2000) In: HEC Research Papers Series.
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2002The Identification of Preferences from Equilibrium Prices under Uncertainty.(2002) In: Journal of Economic Theory.
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2000The Identification of Preferences from Equilibrium Prices under Uncertainty.(2000) In: Working Papers.
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2002RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS In: Macroeconomic Dynamics.
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2003Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral In: Econometrica.
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2001Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral.(2001) In: Discussion Papers.
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2000The Robustness of the CAPM-A Computational Approach In: Econometric Society World Congress 2000 Contributed Papers.
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1999The Robustness of the CAPM - A Computational Approach.(1999) In: Discussion Paper.
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2000The Robustness of CAPM-A Computational Approach.(2000) In: Research Memorandum.
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2006Social Security and Risk Sharing.(2006) In: Working Papers.
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2000Computing Equilibria in Finance Economies.(2000) In: Research Memorandum.
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2002Computing Equilibria in Finance Economies.(2002) In: Research Memorandum.
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2003Approximate CAPM when preferences are CRRA.(2003) In: Research Memorandum.
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2003Approximate CAPM When Preferences Are CRRA.(2003) In: Research Memorandum.
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2007Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method.(2007) In: NBER Working Papers.
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