18
H index
26
i10 index
1245
Citations
Universität Zürich (50% share) | 18 H index 26 i10 index 1245 Citations RESEARCH PRODUCTION: 43 Articles 70 Papers 1 Books EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Felix Kubler. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
American Economic Review | 5 |
Journal of Economic Theory | 5 |
Economic Theory | 5 |
Econometrica | 3 |
Journal of Economic Dynamics and Control | 3 |
Review of Economic Dynamics | 3 |
Review of Economic Studies | 2 |
Econometrica | 2 |
Computational Economics | 2 |
Journal of Mathematical Economics | 2 |
Year | Title of citing document |
---|---|
2022 | Financial Regulation, Interest Rate Responses, and Distributive Effects. (2022). Schabert, Andreas ; Rottger, Joost ; Loenser, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:143. Full description at Econpapers || Download paper |
2022 | Estimates of the social cost of carbon have not changed over time. (2021). Tol, Richard. In: Papers. RePEc:arx:papers:2105.03656. Full description at Econpapers || Download paper |
2021 | Exact inference from finite market data. (2021). Polemarchakis, Herakles ; Malhotra, Raghav ; Kubler, Felix. In: Papers. RePEc:arx:papers:2107.07294. Full description at Econpapers || Download paper |
2022 | High-Dimensional Dynamic Stochastic Model Representation. (2022). Eftekhari, Aryan ; Scheidegger, Simon. In: Papers. RePEc:arx:papers:2202.06555. Full description at Econpapers || Download paper |
2022 | (Functional)Characterizations vs (Finite)Tests: Partially Unifying Functional and Inequality-Based Approaches to Testing. (2022). Malhotra, Raghav. In: Papers. RePEc:arx:papers:2208.03737. Full description at Econpapers || Download paper |
2021 | Reference?dependent preferences, time inconsistency, and pay?as?you?go pensions. (2021). Bhattacharya, Joydeep ; Liu, Qing ; Andersen, Torben M. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1008-1030. Full description at Econpapers || Download paper |
2022 | The potential built?in supply effect from margin trading in the Chinese stock market. (2022). Choy, Siu Kai ; Li, Yanxi ; Wang, Mingzhu. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:835-861. Full description at Econpapers || Download paper |
2021 | International Welfare Spillovers of National Pension Schemes. (2021). Olena, Staveley-Ocarroll ; James, Staveley-OCarroll . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:363-397:n:5. Full description at Econpapers || Download paper |
2021 | Ever Since Allais. (2021). Quah, John ; Polisson, Matthew ; Kariv, Shachar ; Dembo, Aluma. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:21/745. Full description at Econpapers || Download paper |
2021 | Pricing Climate Risk. (2021). Jensen, Svenn ; Trager, Christian ; Traeger, Christian P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9196. Full description at Econpapers || Download paper |
2021 | Gathering Support for Green Tax Reform: Evidence from German Household Surveys. (2021). Tovar, Miguel ; Rezai, Armon ; van der Ploeg, Rick ; VAN DERPLOEG, RICK . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9398. Full description at Econpapers || Download paper |
2022 | Climate Change Mitigation: How Effective Is Green Quantitative Easing?. (2022). Nerlich, Carolin ; Ludwig, Alexander ; Ferdinandusse, Marien ; Abiry, Raphael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9828. Full description at Econpapers || Download paper |
2021 | The Macroeconomics of Financial Speculation. (2021). Simsek, Alp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15733. Full description at Econpapers || Download paper |
2021 | Pareto-improving transition to fully funded pensions under myopia. (2021). Bhattacharya, Joydeep ; Gestsson, Marias H ; Andersen, Torben M. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:87:y:2021:i:2:p:169-212. Full description at Econpapers || Download paper |
2022 | Why Have Interest Rates Been Low?. (2022). Fair, Ray C. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2340. Full description at Econpapers || Download paper |
2022 | Climate change mitigation: how effective is green quantitative easing?. (2022). Nerlich, Carolin ; Ludwig, Alexander ; Ferdinandusse, Marien ; Abiry, Raphael. In: Working Paper Series. RePEc:ecb:ecbwps:20222701. Full description at Econpapers || Download paper |
2021 | De-risking of green investments through a green bond market – Empirics and a dynamic model. (2021). Semmler, Willi ; Grass, Dieter ; Braga, Joao Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001366. Full description at Econpapers || Download paper |
2022 | Computing time-consistent equilibria: A perturbation approach. (2022). Dennis, Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000549. Full description at Econpapers || Download paper |
2021 | Effects of taxes and safety net pensions on life-cycle labor supply, savings and human capital: The case of Australia. (2021). Keane, Michael ; Iskhakov, Fedor. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:2:p:401-432. Full description at Econpapers || Download paper |
2022 | Gathering support for green tax reform: Evidence from German household surveys. (2022). van der Ploeg, Frederick (Rick) ; Rezai, Armon ; Reanos, Miguel Tovar. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002518. Full description at Econpapers || Download paper |
2022 | Why do individuals not participate in the stock market?. (2022). Veld, Chris ; Merkoulova, Yulia. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002484. Full description at Econpapers || Download paper |
2022 | Dynamic optimal adjustment policies of hybrid pension plans. (2022). Wang, Sheng ; Liang, Zongxia ; He, Lin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:46-68. Full description at Econpapers || Download paper |
2021 | The economics of sharing macro-longevity risk. (2021). van Ool, Annick ; Mehlkopf, Roel ; Broeders, Dirk. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:440-458. Full description at Econpapers || Download paper |
2022 | Does it pay to invest? The personal equity risk premium and stock market participation. (2022). Veld, Chris ; Merkoulova, Yulia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621001795. Full description at Econpapers || Download paper |
2022 | When It Rains It Drains: Psychological Distress and Household Net Worth. (2022). Philip, Dennis ; Engels, Christian ; Balloch, Adnan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s037842662200200x. Full description at Econpapers || Download paper |
2021 | Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216. Full description at Econpapers || Download paper |
2022 | Financial integration and the correlation between international debt and equity flows. (2022). Shen, Hewei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100228x. Full description at Econpapers || Download paper |
2022 | Revealed preference analysis of expected utility maximization under prize-probability trade-offs. (2022). Demuynck, Thomas ; Cherchye, Laurens ; Freer, Mikhail ; de Rock, Bram. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:99:y:2022:i:c:s0304406821001622. Full description at Econpapers || Download paper |
2022 | Are deficits free?. (2022). Kubler, Felix ; Kotlikoff, Laurence ; Feng, Xiangyu ; Brumm, Johannes. In: Journal of Public Economics. RePEc:eee:pubeco:v:208:y:2022:i:c:s0047272722000299. Full description at Econpapers || Download paper |
2021 | Collateral reuse, collateral mismatch, and financial crises. (2021). Park, Hyejin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:367-380. Full description at Econpapers || Download paper |
2022 | Measuring volatility persistence in leveraged loan markets in the presence of structural breaks. (2022). Tiwari, Aviral ; Gil-Alana, Luis ; Arthur, Emmanuel Kwesi ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:141-152. Full description at Econpapers || Download paper |
2021 | Green Technology Policies versus Carbon Pricing: An Intergenerational Perspective. (2021). Yonezawa, Hidemichi ; Rausch, Sebastian. In: CER-ETH Economics working paper series. RePEc:eth:wpswif:21-362. Full description at Econpapers || Download paper |
2022 | Democratic Climate Policies with Overlapping Generations. (2022). Goussebale, Arnaud. In: CER-ETH Economics working paper series. RePEc:eth:wpswif:22-374. Full description at Econpapers || Download paper |
2022 | Permanent Primary Deficits, Idiosyncratic Long-Run Risk, and Growth. (2022). , Erzo ; Amol, Amol. In: Working Papers. RePEc:fip:fedmwp:95117. Full description at Econpapers || Download paper |
2022 | Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2022). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Post-Print. RePEc:hal:journl:hal-02921220. Full description at Econpapers || Download paper |
2022 | Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2022). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Post-Print. RePEc:hal:journl:hal-03511570. Full description at Econpapers || Download paper |
2022 | Impacts of (individual and aggregate) productivity and credit shocks on equilibrium aggregate production. (2022). Pham, Ngoc-Sang. In: Working Papers. RePEc:hal:wpaper:halshs-03686284. Full description at Econpapers || Download paper |
2022 | Climate Change Mitigation: How Effective is Green Quantitative Easing?. (2022). Nerlich, Carolin ; Ludwig, Alexander ; Ferdinandusse, Marien ; Abiry, Raphael. In: IMES Discussion Paper Series. RePEc:ime:imedps:22-e-11. Full description at Econpapers || Download paper |
2021 | Redistributive policies in general equilibrium. (2021). Sakkas, Stelios ; Philippopoulos, Apostolis ; Economides, George. In: JRC Working Papers on Territorial Modelling and Analysis. RePEc:ipt:termod:202108. Full description at Econpapers || Download paper |
2021 | Reference-dependent preferences, time inconsistency, and pay-as-you-go pensions. (2021). Bhattacharya, Joydeep ; Liu, Qing ; Andersen, Torben M. In: ISU General Staff Papers. RePEc:isu:genstf:202107010700001813. Full description at Econpapers || Download paper |
2021 | Efficiency versus Insurance: Capital Income Taxation and Privatizing Social Security. (2021). Tyrowicz, Joanna ; Makarski, Krzysztof ; Komada, Oliwia. In: IZA Discussion Papers. RePEc:iza:izadps:dp14805. Full description at Econpapers || Download paper |
2021 | Carbon pricing under uncertainty. (2021). van der Ploeg, Frederick (Rick). In: International Tax and Public Finance. RePEc:kap:itaxpf:v:28:y:2021:i:5:d:10.1007_s10797-021-09686-x. Full description at Econpapers || Download paper |
2022 | Investment in children, social security, and intragenerational risk sharing. (2022). Pestieau, Pierre ; Pang, YU ; Fan, Simon. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:29:y:2022:i:2:d:10.1007_s10797-021-09664-3. Full description at Econpapers || Download paper |
2021 | Can todays and tomorrows world uniformly gain from carbon taxation?. (2021). Scheidegger, Simon ; Polbin, Andrey ; Kubler, Felix ; Kotlikoff, Laurence J. In: Cahiers de Recherches Economiques du Département d'économie. RePEc:lau:crdeep:21.15. Full description at Econpapers || Download paper |
2022 | Carbon Tax and Emissions Transfer: a Spatial Analysis. (2022). Rabaud, Isabelle ; Nunez-Rocha, Thais ; Amidi, Sahar ; Feizi, Rezgar. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2965. Full description at Econpapers || Download paper |
2022 | Revealed preference analysis and bounded rationality. (2022). Crawford, Ian ; Adams, Abi ; Tipoe, Eileen. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:74:y:2022:i:2:p:313-332.. Full description at Econpapers || Download paper |
2022 | Neoclassical Growth with Long-Term One-Sided Commitment Contracts. (2022). Uhlig, Harald ; Krueger, Dirk. In: PIER Working Paper Archive. RePEc:pen:papers:22-023. Full description at Econpapers || Download paper |
2021 | Proportional Tax under Ambiguity. (2021). Dong, Xueqi ; Li, Shuo. In: MPRA Paper. RePEc:pra:mprapa:107668. Full description at Econpapers || Download paper |
2021 | Utility Maximization of Bangladeshi Consumers within Their Budget: A Mathematical Procedure. (2021). Mohajan, Dr Haradhan. In: MPRA Paper. RePEc:pra:mprapa:109993. Full description at Econpapers || Download paper |
2023 | Stock Market Participation: The Role of Human Capital. (). Neelakantan, Urvi ; Ionescu, Felicia ; Athreya, Kartik. In: Review of Economic Dynamics. RePEc:red:issued:18-378. Full description at Econpapers || Download paper |
2021 | Calculating a Giffen Good. (2021). Sasakura, Kazuyuki. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:7:y:2021:i:3:d:10.1007_s40797-020-00140-1. Full description at Econpapers || Download paper |
2021 | Determinate perfect foresight forecasting in overlapping generations models. (2021). Spear, Stephen ; Kim, Eungsik. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:2:d:10.1007_s00199-020-01254-4. Full description at Econpapers || Download paper |
2022 | A model of state aggregation. (2022). Burkovskaya, Anastasia. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:1:d:10.1007_s00199-020-01326-5. Full description at Econpapers || Download paper |
2022 | Constructing pure-exchange economies with many equilibria. (2022). Kehoe, Timothy ; Quintin, Erwan ; Gauthier, Pascal. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-021-01406-0. Full description at Econpapers || Download paper |
2021 | Estimates of the social cost of carbon have not changed over time. (2021). Tol, Richard. In: Working Paper Series. RePEc:sus:susewp:0821. Full description at Econpapers || Download paper |
2022 | Intergenerational Risk Sharing with Market Liquidity Risk. (2022). Dimitrov, Daniel. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220028. Full description at Econpapers || Download paper |
2021 | Should we Revive PAYG? On the Optimal Pension System in View of Current Economic Trends. (2021). Ponds, Eduard ; Meijdam, Lex ; Bonenkamp, Jan ; Westerhout, ED. In: Discussion Paper. RePEc:tiu:tiucen:63418f60-e248-4dc9-aac8-ffefd6da93a4. Full description at Econpapers || Download paper |
2021 | Should we Revive PAYG? On the Optimal Pension System in View of Current Economic Trends. (2021). Ponds, Eduard ; Bonenkamp, Jan ; Meijdam, Lex ; Westerhout, ED. In: Other publications TiSEM. RePEc:tiu:tiutis:63418f60-e248-4dc9-aac8-ffefd6da93a4. Full description at Econpapers || Download paper |
2022 | Fiscal Policies for a Sustainable Recovery and a Green Transformation. (2022). Forni, Lorenzo ; Catalano, Michele. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9799. Full description at Econpapers || Download paper |
2022 | A Negishi Approach to Recursive Contracts. (2022). Siconolfi, Paolo ; Bloise, Gaetano. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:6:p:2821-2855. Full description at Econpapers || Download paper |
2022 | MANAGING INEQUALITY OVER BUSINESS CYCLES: OPTIMAL POLICIES WITH HETEROGENEOUS AGENTS AND AGGREGATE SHOCKS. (2022). Ragot, Xavier ; le Grand, Franois ; Legrand, Franois . In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:1:p:511-540. Full description at Econpapers || Download paper |
2022 | DEEP EQUILIBRIUM NETS. (2022). Scheidegger, Simon ; Gaegauf, Luca ; Azinovic, Marlon. In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:4:p:1471-1525. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Climate change mitigation: How effective is green quantitative easing?. (2022). Nerlich, Carolin ; Ludwig, Alexander ; Ferdinandusse, Marien ; Abiry, Raphael. In: ZEW Discussion Papers. RePEc:zbw:zewdip:22027. Full description at Econpapers || Download paper |
Journal | |
---|---|
Journal of Mathematical Economics |
Year | Title | Type | Cited |
---|---|---|---|
2012 | Financial Innovation and Asset Price Volatility In: American Economic Review. [Full Text][Citation analysis] | article | 9 |
2013 | Inferior Good and Giffen Behavior for Investing and Borrowing In: American Economic Review. [Full Text][Citation analysis] | article | 5 |
2014 | Asset Demand Based Tests of Expected Utility Maximization In: American Economic Review. [Full Text][Citation analysis] | article | 12 |
2002 | Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete In: American Economic Review. [Full Text][Citation analysis] | article | 38 |
2006 | Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? In: American Economic Review. [Full Text][Citation analysis] | article | 192 |
2005 | Pareto Improving Social Security Reform when Financial Markets Are Incomplete.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
2003 | Pareto Improving Social Security Reform when Financial Markets are Incomplete?.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
2005 | Pareto improving social security reform when financial markets are incomplete!?.(2005) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
2014 | When Is a Risky Asset Urgently Needed? In: American Economic Journal: Microeconomics. [Full Text][Citation analysis] | article | 4 |
2015 | The identification of beliefs from asset demand In: Economic Research Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | The Identification of Beliefs From Asset Demand.(2017) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2015 | The identification of beliefs from asset demand.(2015) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2015 | The identification of beliefs from asset demand.(2015) In: CRETA Online Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2005 | Comment on William C. Brainard and Herbert E. Scarfs “How to Compute Equilibrium Prices in 1891” In: American Journal of Economics and Sociology. [Full Text][Citation analysis] | article | 0 |
2019 | Making Carbon Taxation A Generational Win Win In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. [Full Text][Citation analysis] | paper | 24 |
2019 | Making Carbon Taxation a Generational Win Win.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2002 | Testable Implications of General Equilibrium Theory: a differentiable approach In: Working Papers. [Full Text][Citation analysis] | paper | 35 |
2004 | Testable implications of general equilibrium theory: a differentiable approach.(2004) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2006 | Social Security and Risk Sharing In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 41 |
2011 | Social security and risk sharing.(2011) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
2009 | Social Security and Risk Sharing.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2007 | Social Security and RIsk Sharing.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2006 | Social Security and Risk Sharing.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2008 | Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
2011 | Bond Ladders and Optimal Portfolios.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2009 | Non-parametric counterfactual analysis in dynamic general equilibrium In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
2007 | Non-parametric counterfactual analysis in dynamic general equilibrium.(2007) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2010 | Non-parametric counterfactual analysis in dynamic general equilibrium.(2010) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2010 | Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
2012 | Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2011 | Collateral Requirements and Asset Prices In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 12 |
2011 | Collateral Requirements and Asset Prices.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2013 | Collateral requirements and asset prices.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2017 | Re-Use of Collateral: Leverage, Volatility, and Welfare In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Re-use of collateral: leverage, volatility, and welfare.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2023 | Re-use of collateral: Leverage, volatility, and welfare.(2023) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2017 | Re-use of Collateral: Leverage, Volatility, and Welfare.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2000 | Incomplete Markets, Transitory Shocks and Welfare In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 20 |
2000 | Incomplete Markets, Transitory Shocks, and Welfare.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2001 | Incomplete Markets, Transitory Shocks, and Welfare.(2001) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2000 | INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE.(2000) In: Computing in Economics and Finance 2000. [Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2000 | The identification of preferences from equilibrium prices. In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 9 |
1999 | The Identification of Preferences from Equilibrium Prices.(1999) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2000 | The Identification of Preferences from Equilibrium Prices.(2000) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2000 | The identification of preferences from equilibrium prices under uncertainty. In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 18 |
2000 | The identification of preferences from equilibrium prices under uncertainty.(2000) In: HEC Research Papers Series. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2002 | The Identification of Preferences from Equilibrium Prices under Uncertainty.(2002) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2000 | The Identification of Preferences from Equilibrium Prices under Uncertainty.(2000) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2002 | RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 49 |
2003 | Dollar Denominated Debt and Optimal Security Design In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Margin regulation and volatility In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2015 | Margin regulation and volatility.(2015) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2003 | Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral In: Econometrica. [Citation analysis] | article | 130 |
2001 | Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral.(2001) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
2005 | Approximate versus Exact Equilibria in Dynamic Economies In: Econometrica. [Full Text][Citation analysis] | article | 22 |
2007 | Approximate Generalizations and Computational Experiments In: Econometrica. [Full Text][Citation analysis] | article | 5 |
2000 | The Robustness of the CAPM-A Computational Approach In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 4 |
1999 | The Robustness of the CAPM - A Computational Approach.(1999) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2000 | Computing equilibria in infinite-horizon finance economies: The case of one asset In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
2004 | Computing equilibrium in OLG models with stochastic production In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 109 |
2011 | Solving the multi-country real business cycle model using a Smolyak-collocation method In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 52 |
2006 | Reply to Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2003 | Observable restrictions of general equilibrium models with financial markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 15 |
2010 | Competitive equilibria in semi-algebraic economies In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 17 |
2012 | Regulating collateral-requirements when markets are incomplete In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 28 |
2004 | Is intertemporal choice theory testable? In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
2012 | Dynamic Competitive Economies with Complete Markets and Collateral Constraints In: Economics Working Papers. [Full Text][Citation analysis] | paper | 33 |
2015 | Dynamic Competitive Economies with Complete Markets and Collateral Constraints.(2015) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2012 | Dynamic Competitive Economies with Complete Markets and Collateral Constraints.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2006 | Collateralized borrowing and life-cycle portfolio choice In: Public Policy Discussion Paper. [Full Text][Citation analysis] | paper | 8 |
2006 | Collateralized Borrowing and Life-Cycle Portfolio Choice.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2006 | Collateralized Borrowing And Life-Cycle Portfolio Choice.(2006) In: 2006 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2005 | Borrowing costs and the demand for equity over the life cycle In: Working Papers. [Full Text][Citation analysis] | paper | 107 |
2002 | Borrowing Costs and the Demand for Equity Over the Life Cycle.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2006 | Borrowing Costs and the Demand for Equity over the Life Cycle.(2006) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | article | |
2002 | Computing Equilibria in Finance Economies In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 8 |
2001 | Computing Equilibria in Finance Economies.(2001) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2010 | Tackling Multiplicity of Equilibria with Gröbner Bases In: Operations Research. [Full Text][Citation analysis] | article | 9 |
2000 | Computing Equilibria in Stochastic Finance Economies. In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
2007 | Approximate CAPM When Preferences are CRRA In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
2003 | Approximate CAPM when preferences are CRRA.(2003) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2007 | Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 16 |
2007 | Computing 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2011 | Recursive Contracts, Lotteries and Weakly Concave Pareto Sets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 25 |
2010 | Recursive Contracts, Lotteries and Weakly Concave Pareto Sets.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2012 | Recursive Contracts, Lotteries and Weakly Concave Pareto Sets.(2012) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2011 | Recursive Contracts, Lotteries and Weakly Concave Pareto Sets.(2011) In: 2011 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2020 | Pareto-Improving Carbon-Risk Taxation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2021 | When Interest Rates Go Low, Should Public Debt Go High? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Deficit Follies In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Can Todays and Tomorrows World Uniformly Gain from Carbon Taxation? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2003 | Approximate Versus Exact Equilibria In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Approximate Versus Exact Equilibria.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2006 | Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Verifying Competitive Equilibria in Dynamic Economies In: Review of Economic Studies. [Full Text][Citation analysis] | article | 1 |
2004 | Leverage, Incomplete Markets and Crises In: 2004 Meeting Papers. [Citation analysis] | paper | 4 |
2004 | Ex Ante Optimality and Social Security In: 2004 Meeting Papers. [Citation analysis] | paper | 5 |
2005 | Approximate Generalizations in Applied Equilibrium Analysis In: 2005 Meeting Papers. [Citation analysis] | paper | 3 |
2012 | Margin Requirements and Asset Prices In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Applying Negishis method to stochastic models with overlapping generations In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 6 |
2014 | Why is too much leverage bad for the economy? In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Self-justi ed equilibria: Existence and computation In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
2001 | Intergenerational Risk Sharing: Myth or Possibility In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
2001 | Asset Pricing in Models with incomplete markets and default In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 11 |
2001 | Computable general equilibrium with financial markets In: Economic Theory. [Full Text][Citation analysis] | article | 3 |
2003 | Foreword to the Symposium in Honor of Mordecai Kurz In: Economic Theory. [Full Text][Citation analysis] | article | 0 |
2003 | Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time In: Economic Theory. [Full Text][Citation analysis] | article | 3 |
2004 | Stationary Markov equilibria for overlapping generations In: Economic Theory. [Full Text][Citation analysis] | article | 30 |
2008 | Computational Aspects of General Equilibrium Theory In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | book | 13 |
2010 | Uniqueness of Steady States in Models with Overlapping Generations In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 4 |
2000 | The role of corporate image and extension similarity in service brand extensions In: Research Memorandum. [Full Text][Citation analysis] | paper | 2 |
2017 | What Are Asset Demand Tests of Expected Utility Really Testing? In: Economic Journal. [Full Text][Citation analysis] | article | 2 |
2017 | Recursive Equilibria in Dynamic Economies With Stochastic Production In: Econometrica. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team