Karl Schmedders : Citation Profile

Are you Karl Schmedders?

Universität Zürich

14

H index

19

i10 index

692

Citations

RESEARCH PRODUCTION:

36

Articles

55

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 27
   Journals where Karl Schmedders has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 29 (4.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc9
   Updated: 2024-04-18    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

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

Is cited by:

Kubler, Felix (25)

Herings, P. Jean-Jacques (19)

Pham, Ngoc-Sang (17)

Miao, Jianjun (15)

Santos, Manuel (15)

Peralta-Alva, Adrian (15)

Torres-Martinez, Juan Pablo (14)

Lustig, Hanno (12)

Pierri, Damian (12)

Tsyrennikov, Viktor (11)

Toda, Alexis Akira (11)

Cites to:

Levine, David (12)

Shiller, Robert (10)

Kubler, Felix (10)

Campbell, John (10)

Zame, William (9)

DeMarzo, Peter (9)

Judd, Kenneth (9)

DeJong, David (7)

Barro, Robert (7)

Herings, P. Jean-Jacques (6)

Pedersen, Lasse (6)

Main data

Where Karl Schmedders has published?

Journals with more than one article published# docs
Economic Theory5
Journal of Economic Dynamics and Control4
Journal of Finance2
Econometrica2
Review of Economic Dynamics2
International Economic Review2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute17
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science12
Computing in Economics and Finance 2000 / Society for Computational Economics2
Working Paper Series / European Central Bank2
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)2
2012 Meeting Papers / Society for Economic Dynamics2

Recent works citing Karl Schmedders (2024 and 2023)

YearTitle of citing document
2023Renewable energy support: pre-announced policies and (in)-efficiency. (2023). Stahn, Hubert ; Neerunjun, Nandeeta. In: AMSE Working Papers. RePEc:aim:wpaimx:2335.

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2023Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty. (2023). Pierri, Damian. In: Working Papers. RePEc:aoz:wpaper:259.

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2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024Final Topology for Preference Spaces. (2020). Schenone, Pablo. In: Papers. RePEc:arx:papers:2004.02357.

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2023Optimal Pricing Schemes for an Impatient Buyer. (2021). Sivan, Balasubramanian ; Mao, Jieming ; Deng, Yuan ; Wang, Kangning. In: Papers. RePEc:arx:papers:2106.02149.

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2023(Functional)Characterizations vs (Finite)Tests: Partially Unifying Functional and Inequality-Based Approaches to Testing. (2022). Malhotra, Raghav. In: Papers. RePEc:arx:papers:2208.03737.

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2023Economics-Inspired Neural Networks with Stabilizing Homotopies. (2023). Vzemlivcka, Jan ; Azinovic, Marlon. In: Papers. RePEc:arx:papers:2303.14802.

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2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

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2023Randomisation with moral hazard: a path to existence of optimal contracts. (2023). Possamai, Dylan ; Krvsek, Daniel. In: Papers. RePEc:arx:papers:2311.13278.

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2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232828.

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2023Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323.

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2023Computation of spatial equilibria in the Ottaviano–Tabuchi–Thisse model. (2023). Naraidoo, Ruthira ; Perugini, Francesco ; Ma, Wei. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000113.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2023A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938.

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2023Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x.

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2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

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2023Block-recursive equilibria in heterogeneous-agent models. (2023). Kaas, Leo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123000856.

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2023Uniformly self-justified equilibria. (2023). Scheidegger, Simon ; Kubler, Felix. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001035.

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2023Stochastic overlapping generations with non-convex budget sets. (2023). Kubler, Felix ; Geng, Runjie. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:107:y:2023:i:c:s0304406823000599.

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2023Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2022). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Post-Print. RePEc:hal:journl:hal-02921220.

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2023The Logarithmic Stochastic Tracing Procedure: A Homotopy Method to Compute Stationary Equilibria of Stochastic Games. (2023). von Schenk, Alicia ; Poensgen, David ; Klockmann, Victor ; Eibelshauser, Steffen. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:6:p:1511-1526.

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2023Physicians Treating Physicians: Relational and Informational Advantages in Treatment and Survival. (2023). Lin, Tzu-Hsin ; Chuang, Hongwei ; Chen, Jennjou. In: IZA Discussion Papers. RePEc:iza:izadps:dp16048.

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2023Concerns for Long-Run Risks and Natural Resource Policy. (2023). Kakeu, Johnson. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:4:d:10.1007_s10640-022-00748-0.

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2023Financial Intermediation, Capital Accumulation, and Crisis Recovery*. (2023). Scheffel, Martin ; Rochet, Jean-Charles ; Gersbach, Hans. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1423-1469..

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2023Global GDSGE Models. (). Nie, Guangyu ; Luo, Wenlan ; Cao, Dan. In: Review of Economic Dynamics. RePEc:red:issued:22-86.

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2023Collateral constraints, tranching, and price bases. (2023). Phelan, Gregory ; Gong, Feixue. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:2:d:10.1007_s00199-022-01414-8.

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2023Complete markets with bankruptcy risk and pecuniary default punishments. (2023). Rosa, Rafael Mouallem ; Martins-Da, Filipe V. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:3:d:10.1007_s00199-022-01429-1.

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2023Regulation of petrol and diesel prices and their effects on GDP growth: evidence from China. (2023). Vespignani, Joaquin ; Hong, Haidi ; Brueckner, Marcus. In: Working Papers. RePEc:tas:wpaper:47700.

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2023Computing Perfect Stationary Equilibria in Stochastic Games. (2023). Herings, P. Jean-Jacques ; Dang, Chuangyin ; Li, Peixuan. In: Discussion Paper. RePEc:tiu:tiucen:5b68f5d7-3209-4a1b-924c-63675a61c23f.

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2023Computing Perfect Stationary Equilibria in Stochastic Games. (2023). Herings, P. Jean-Jacques ; Dang, Chuangyin ; Li, Peixuan. In: Other publications TiSEM. RePEc:tiu:tiutis:5b68f5d7-3209-4a1b-924c-63675a61c23f.

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2023Pareto extrapolation: An analytical framework for studying tail inequality. (2023). Toda, Alexis Akira ; Gouinbonenfant, Emilien. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:201-233.

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2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Discussion Papers. RePEc:zbw:bubdps:192023.

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Karl Schmedders has edited the books:

YearTitleTypeCited

Works by Karl Schmedders:

YearTitleTypeCited
2012Financial Innovation and Asset Price Volatility In: American Economic Review.
[Full Text][Citation analysis]		article10
2020Computing Economic Equilibria Using Projection Methods In: Annual Review of Economics.
[Full Text][Citation analysis]		article0
2003Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Journal of Finance.
[Full Text][Citation analysis]		article29
2000Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents.(2000) In: Discussion Papers.
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This paper has nother version. Agregated cites: 29		paper
2018Higher Order Effects in Asset Pricing Models with Long?Run Risks In: Journal of Finance.
[Full Text][Citation analysis]		article49
2016Higher-Order Effects in Asset-Pricing Models with Long-Run Risks.(2016) In: 2016 Meeting Papers.
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This paper has nother version. Agregated cites: 49		paper
2008Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2011Bond Ladders and Optimal Portfolios.(2011) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 3		article
2009Non-parametric counterfactual analysis in dynamic general equilibrium In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper6
2007Non-parametric counterfactual analysis in dynamic general equilibrium.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2010Non-parametric counterfactual analysis in dynamic general equilibrium.(2010) In: Economic Theory.
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This paper has nother version. Agregated cites: 6		article
2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2012Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices.(2012) In: 2012 Meeting Papers.
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This paper has nother version. Agregated cites: 4		paper
2010Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2011Collateral Requirements and Asset Prices In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper15
2011Collateral Requirements and Asset Prices.(2011) In: 2011 Meeting Papers.
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This paper has nother version. Agregated cites: 15		paper
2015COLLATERAL REQUIREMENTS AND ASSET PRICES.(2015) In: International Economic Review.
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This paper has nother version. Agregated cites: 15		article
2013Collateral requirements and asset prices.(2013) In: Discussion Papers.
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This paper has nother version. Agregated cites: 15		paper
2012A Polynomial Optimization Approach to Principal-Agent Problems In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper8
2015A Polynomial Optimization Approach to Principal–Agent Problems.(2015) In: Econometrica.
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This paper has nother version. Agregated cites: 8		article
2012Optimal and Naive Diversification in Currency Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper14
2017Optimal and Naive Diversification in Currency Markets.(2017) In: Management Science.
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This paper has nother version. Agregated cites: 14		article
2013The Perils of Performance Measurement in the German Mutual-Fund Industry In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2013Long-Run UIP Holds Even in the Short Run In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2013Margin Regulation and Volatility In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper13
2014Margin regulation and volatility.(2014) In: Working Paper Series.
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This paper has nother version. Agregated cites: 13		paper
2015Margin regulation and volatility.(2015) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 13		article
2014Asset Prices with Temporary Shocks to Consumption In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2015Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2016A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2016Dynamic Principal-Agent Models In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2016New and Revised Results for Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2016Statistical Approximation of High-Dimensional Climate Models In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2020Statistical approximation of high-dimensional climate models.(2020) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 2		article
2017Re-Use of Collateral: Leverage, Volatility, and Welfare In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2018Re-use of collateral: leverage, volatility, and welfare.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 2		paper
2023Re-use of collateral: Leverage, volatility, and welfare.(2023) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 2		article
2017Re-use of Collateral: Leverage, Volatility, and Welfare.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 2		paper
2000Incomplete Markets, Transitory Shocks and Welfare In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper21
2000Incomplete Markets, Transitory Shocks, and Welfare.(2000) In: Discussion Papers.
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This paper has nother version. Agregated cites: 21		paper
2001Incomplete Markets, Transitory Shocks, and Welfare.(2001) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 21		article
2000INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE.(2000) In: Computing in Economics and Finance 2000.
[Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2002Optimal Rules for Patent Races In: GSIA Working Papers.
[Full Text][Citation analysis]		paper17
2002Optimal Rules for Patent Races.(2002) In: Discussion Papers.
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This paper has nother version. Agregated cites: 17		paper
2012OPTIMAL RULES FOR PATENT RACES.(2012) In: International Economic Review.
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2002RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article55
2002Controlling price volatility through financial innovation In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper0
2002Controlling Price Volatility Through Financial Innovation.(2002) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2002Controlling Price Volatility Through Financial Innovation.(2002) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2003Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral In: Econometrica.
[Citation analysis]		article148
2001Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral.(2001) In: Discussion Papers.
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This paper has nother version. Agregated cites: 148		paper
2005Approximate versus Exact Equilibria in Dynamic Economies In: Econometrica.
[Full Text][Citation analysis]		article26
2008Approximate Versus Exact Equilibria in Dynamic Economies.(2008) In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
This paper has nother version. Agregated cites: 26		chapter
2012Finding all pure‐strategy equilibria in games with continuous strategies In: Quantitative Economics.
[Full Text][Citation analysis]		article5
1998Computing equilibria in the general equilibrium model with incomplete asset markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article24
1999General equilibrium models and homotopy methods In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article53
2000Computing equilibria in infinite-horizon finance economies: The case of one asset In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
2016Asset prices with non-permanent shocks to consumption In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2006Reply to Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2010Competitive equilibria in semi-algebraic economies In: Journal of Economic Theory.
[Full Text][Citation analysis]		article18
2007Competitive Equilibria in Semi-Algebraic Economies.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2021Asset pricing with heterogeneous agents and long-run risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article3
2005Excess price volatility and financial innovation In: Post-Print.
[Citation analysis]		paper12
2005Excess price volatility and financial innovation.(2005) In: Economic Theory.
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This paper has nother version. Agregated cites: 12		article
2010Tackling Multiplicity of Equilibria with Gröbner Bases In: Operations Research.
[Full Text][Citation analysis]		article11
2018Introduction: Einführung In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2000Computing Equilibria in Stochastic Finance Economies. In: Computational Economics.
[Full Text][Citation analysis]		article7
2017Dynamic Principal–Agent Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2000Monopolistic Security Design in Finance Economies In: Discussion Papers.
[Full Text][Citation analysis]		paper4
2000MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES.(2000) In: Computing in Economics and Finance 2000.
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2001Monopolistic security design in finance economies.(2001) In: Economic Theory.
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2001Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs In: Discussion Papers.
[Full Text][Citation analysis]		paper15
2006Computing equilibria in finance economies with incomplete markets and transaction costs.(2006) In: Economic Theory.
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This paper has nother version. Agregated cites: 15		article
2000Computing equilibria in finance economies with incomplete markets and transaction costs.(2000) In: Research Memorandum.
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This paper has nother version. Agregated cites: 15		paper
2001Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2002Price Caps and Uncertain Demands In: Discussion Papers.
[Full Text][Citation analysis]		paper4
2003Approximate Versus Exact Equilibria In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2004Approximate Versus Exact Equilibria.(2004) In: Computing in Economics and Finance 2004.
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This paper has nother version. Agregated cites: 1		paper
2005Two-Fund Separation in Dynamic General Equilibrium In: Discussion Papers.
[Full Text][Citation analysis]		paper5
2005Two-Fund Separation in Dynamic General Equilibrium.(2005) In: 2005 Meeting Papers.
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This paper has nother version. Agregated cites: 5		paper
2007Two-fund separation in dynamic general equilibrium.(2007) In: Theoretical Economics.
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This paper has nother version. Agregated cites: 5		article
2006Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2007On Price Caps Under Uncertainty In: The Review of Economic Studies.
[Full Text][Citation analysis]		article30
2012Margin Requirements and Asset Prices In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper2
2001Asset Pricing in Models with incomplete markets and default In: Computing in Economics and Finance 2001.
[Citation analysis]		paper11
2002Optimal Policies for Patent Races In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0
2005A Computational Approach to Proving Uniqueness in Dynamic Games In: Computing in Economics and Finance 2005.
[Citation analysis]		paper6
Computational General Equilibrium with Incomplete Assets In: Computing in Economics and Finance 1997.
[Citation analysis]		paper0
2003Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time In: Economic Theory.
[Full Text][Citation analysis]		article3
2010Uniqueness of Steady States in Models with Overlapping Generations In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article4
2000Evidence of the effect of domicile on corporate average effective tax rates in the European Union In: Research Memorandum.
[Full Text][Citation analysis]		paper0
2020Discrete?time dynamic principal–agent models: Contraction mapping theorem and computational treatment In: Quantitative Economics.
[Full Text][Citation analysis]		article0

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