Details about Kenneth L. Judd

E-mail:
Homepage:	http://bucky.stanford.edu
Workplace:	Hoover Institution on War Revolution & Peace, Stanford University, (more information at EDIRC)

Access statistics for papers by Kenneth L. Judd.

Last updated 2009-09-26. Update your information in the RePEc Author Service.

Short-id: pju19

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Working Papers

2009

1. Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models
   NBER Working Papers, National Bureau of Economic Research, Inc

2008

2. Constrainted Optimization Approaches to Estimation of Structural Models
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science

2006

3. A New Optimization Approach to Maximum Likelihood Estimation of Structural Models
   Computing in Economics and Finance 2006, Society for Computational Economics
4. Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
5. O curse of dimensionality, where is thy sting?
   Computing in Economics and Finance 2006, Society for Computational Economics
6. Optimal Income Taxation with Multidimensional Taxpayer Types
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

7. A Computational Approach to Proving Uniqueness in Dynamic Games
   Computing in Economics and Finance 2005, Society for Computational Economics View citations
8. Avoiding the Curse of Dimensionality in Dynamic Stochastic Games
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
   Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations
9. Computation of Moral-Hazard Problems
   Computing in Economics and Finance 2005, Society for Computational Economics

2004

10. Solving Continuous-Time Markov-Perfect Nash Equilibria
    Computing in Economics and Finance 2004, Society for Computational Economics
11. Teaching Numerical Methods to Economics Students
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

12. Handbook of Computational Economics, Vol. 2: Agent-Based Computational Economics
    Staff General Research Papers, Iowa State University, Department of Economics View citations
13. Perturbation Methods and Change of Variable Transformations
    Computing in Economics and Finance 2003, Society for Computational Economics
14. Solution Methods for Models with Quasi-Geometric Discounting
    Computing in Economics and Finance 2003, Society for Computational Economics

2002

15. Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets
    Computing in Economics and Finance 2002, Society for Computational Economics
16. Optimal Policies for Patent Races
    Computing in Economics and Finance 2002, Society for Computational Economics
17. Optimal Rules for Patent Races
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

2001

18. A Partial Equilibrium Model of Option Markets
    Computing in Economics and Finance 2001, Society for Computational Economics View citations
19. Asymptotic Methods for Asset Market Equilibrium Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
20. Parametric Path Method: An alternative to Fair-Taylor and L-B-J for solving perfect foresight models
    Computing in Economics and Finance 2001, Society for Computational Economics View citations

2000

21. A SUITE OF DYNAMIC EQUILIBRIUM PROBLEMS
    Computing in Economics and Finance 2000, Society for Computational Economics
22. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
    See also Journal Article in Journal of Finance (2003)
23. BIFURCATION METHODS FOR ASSET MARKET EQUILIBRIUM ANALYSIS
    Computing in Economics and Finance 2000, Society for Computational Economics

1997

24. Computational Economics and Economic Theory: Substitutes or Complements
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1997)
25. Efficiency of Asset Markets with Asymmetric Information
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA
26. Mergers and Dynamic Oligopoly
    Working Papers, University of Hawaii at Manoa, Department of Economics View citations
27. Solving Large Scale Rational Expectations Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Macroeconomic Dynamics (1997)
28. The Optimal Tax Rate for Capital Income is Negative
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

1996

29. Volume and Price Formation in an Asset Trading Model with Asymmetric Information
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA

1995

30. The Optimal Tax on Capital is Negative
    Working Papers, Stanford - Hoover Institution

1992

31. Finite Sample Bias of GMM Estimation
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences
32. Projection Methods for Saving Aggregate Growth Models
    Working Papers, Stanford - Hoover Institution View citations
    See also Journal Article in Journal of Economic Theory (1992)

1991

33. Minimum weighted residual methods for solving aggregate growth models
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations

1990

34. Observable Contracts: Strategic Delegation and Cooperation
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
    See also Journal Article in International Economic Review (1991)

1989

35. PRICE AND QUALITY IN A NEW PRODUCT MONOPOLY
    Working Papers, Stanford - Hoover Institution View citations
    See also Journal Article in Review of Economic Studies (1994)

1987

36. Finite Lifetimes, Borrowing Constraints, and Short-Run Fiscal Policy
    NBER Working Papers, National Bureau of Economic Research, Inc
37. Social Security and Individual Welfare: Precautionary Saving, LiquidityConstraints, and the Payroll Tax
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

1986

38. Capital Gains Taxation by Realization in Dynamic General Equilibrium
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
39. Cyclical and Chaotic Behavior in a Dynamic Equilibrium Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations

1985

40. Closed-Loop Equilibrium in a Multi-Stage Innovation Race
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
    See also Journal Article in Economic Theory (2003)
41. Optimal Consumption Plans and Portfolio Management with Duration- Dependent Returns
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations

1984

42. Dynamic Limit Pricing and Internal Finance
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
    See also Journal Article in Journal of Economic Theory (1986)
43. Efficiency, Adverse Selection, and Production
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
44. Equilibrium Incentives in Oligopoly
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
    See also Journal Article in American Economic Review (1987)
45. The Macroeconomic Effects of Uncertain Fiscal Policy
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
46. The Welfare Cost of Factor Taxation in a Perfect Foresight Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
    See also Journal Article in Journal of Political Economy (1987)

1983

47. Credible Spatial Preemption
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
    See also Journal Article in RAND Journal of Economics (1985)
48. Exercises in Voodoo Economics
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
49. Short-Run Analysis of Fiscal Policy in a Simple Perfect Foresight Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
    See also Journal Article in Journal of Political Economy (1985)

1982

50. Redistributive Taxation in a Simple Perfect Foresight Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
    See also Journal Article in Journal of Public Economics (1985)

Undated

51. Bond Ladders and Optimal Portfolios
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute

Journal Articles

2007

1. Comments on Prof. Mirowski's "Markets Come to Bits: Evolution, Computation and Markomata in Economic Science"
   Journal of Economic Behavior & Organization, 2007, 63, (2), 262-265

2006

2. Equilibrium Incentives in Oligopoly: Corrigendum
   American Economic Review, 2006, 96, (4), 1367-1367
3. Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"
   Finance Research Letters, 2006, 3, (2), 102-105 View citations

2004

4. Computational Public Economics
   Journal of Public Economic Theory, 2004, 6, (2), 195-202
5. Special issue on Mathematical Programming
   Journal of Economic Dynamics and Control, 2004, 28, (7), 1227-1227

2003

6. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
   Journal of Finance, 2003, 58, (5), 2203-2218
   See also Working Paper (2000)
7. Closed-loop equilibrium in a multi-stage innovation race
   Economic Theory, 2003, 21, (2), 673-695 View citations
   See also Working Paper (1985)
8. Computing Supergame Equilibria
   Econometrica, 2003, 71, (4), 1239-1254 View citations

2002

9. Capital-Income Taxation with Imperfect Competition
   American Economic Review, 2002, 92, (2), 417-421 View citations
10. The parametric path method: an alternative to Fair-Taylor and L-B-J for solving perfect foresight models
    Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1557-1583 View citations

2001

11. symposium articles: Asymptotic methods for asset market equilibrium analysis
    Economic Theory, 2001, 18, (1), 127-157

2000

12. Asset market equilibrium with general tastes, returns, and informational asymmetries
    Journal of Financial Markets, 2000, 3, (1), 17-43 View citations
13. Computing equilibria in infinite-horizon finance economies: The case of one asset
    Journal of Economic Dynamics and Control, 2000, 24, (5-7), 1047-1078 View citations

1999

14. Optimal taxation and spending in general competitive growth models
    Journal of Public Economics, 1999, 71, (1), 1-26 View citations

1998

15. Taxes, Uncertainty, and Human Capital
    American Economic Review, 1998, 88, (2), 289-92 View citations

1997

16. Asymptotic methods for aggregate growth models
    Journal of Economic Dynamics and Control, 1997, 21, (6), 1025-1042 View citations
17. Computational economics and economic theory: Substitutes or complements?
    Journal of Economic Dynamics and Control, 1997, 21, (6), 907-942 View citations
    See also Working Paper (1997)
18. SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
    Macroeconomic Dynamics, 1997, 1, (01), 45-75 View citations
    See also Working Paper (1997)

1994

19. Price and Quality in a New Product Monopoly
    Review of Economic Studies, 1994, 61, (4), 773-89 View citations
    See also Working Paper (1989)

1992

20. Projection methods for solving aggregate growth models
    Journal of Economic Theory, 1992, 58, (2), 410-452 View citations
    See also Working Paper (1992)

1991

21. A Review of Recursive Methods in Economic Dynamics
    Journal of Economic Literature, 1991, 29, (1), 69-77
22. Observable Contracts: Strategic Delegation and Cooperation
    International Economic Review, 1991, 32, (3), 551-59 View citations
    See also Working Paper (1990)

1989

23. Taxation and Uncertainty
    American Economic Review, 1989, 79, (2), 331-36 View citations

1988

24. Capital Market Imperfections and Tax Policy Analysis in the Life Cycle Model
    Annales d'Economie et de Statistique, 1988, (9), 07

1987

25. A Dynamic Theory of Factor Taxation
    American Economic Review, 1987, 77, (2), 42-48 View citations
26. Debt and distortionary taxation in a simple perfect foresight model
    Journal of Monetary Economics, 1987, 20, (1), 51-72 View citations
27. Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management
    Journal of Finance, 1987, 42, (3), 743-58 View citations
28. Equilibrium Incentives in Oligopoly
    American Economic Review, 1987, 77, (5), 927-40 View citations
    See also Working Paper (1984)
29. Social Security and Individual Welfare: Precautionary Saving, Borrowing Constraints, and the Payroll Tax
    American Economic Review, 1987, 77, (4), 630-46 View citations
30. The Welfare Cost of Factor Taxation in a Perfect-Foresight Model
    Journal of Political Economy, 1987, 95, (4), 675-709 View citations
    See also Working Paper (1984)

1986

31. Dynamic limit pricing and internal finance
    Journal of Economic Theory, 1986, 39, (2), 368-399 View citations
    See also Working Paper (1984)
32. Liquidity Constraints, Fiscal Policy, and Consumption
    Brookings Papers on Economic Activity, 1986, 17, (1986-1), 1-60 View citations

1985

33. Credible Spatial Preemption
    RAND Journal of Economics, 1985, 16, (2), 153-166 View citations
    See also Working Paper (1983)
34. Marginal excess burden in a dynamic economy
    Economics Letters, 1985, 18, (2-3), 213-216
35. On the Performance of Patents
    Econometrica, 1985, 53, (3), 567-85 View citations
36. Redistributive taxation in a simple perfect foresight model
    Journal of Public Economics, 1985, 28, (1), 59-83 View citations
    See also Working Paper (1982)
37. Short-run Analysis of Fiscal Policy in a Simple Perfect Foresight Model
    Journal of Political Economy, 1985, 93, (2), 298-319 View citations
    See also Working Paper (1983)
38. The law of large numbers with a continuum of IID random variables
    Journal of Economic Theory, 1985, 35, (1), 19-25 View citations

1983

39. Equilibrium Price Dispersion
    Econometrica, 1983, 51, (4), 955-69 View citations

1982

40. An alternative to steady-state comparisons in perfect foresight models
    Economics Letters, 1982, 10, (1-2), 55-59 View citations
41. Tariffs, Technology Transfer, and Welfare
    Journal of Political Economy, 1982, 90, (6), 1142-65 View citations

1980

42. A note on the core of the overlapping generations model
    Economics Letters, 1980, 6, (2), 95-97 View citations

Books

1998

1. Numerical Methods in Economics, vol 1
   MIT Press Books, The MIT Press

Edited books

2006

1. Handbook of Computational Economics, vol 2
   Handbook of Computational Economics, Elsevier

Chapters

2006

1. Computationally Intensive Analyses in Economics
   Chapter 17 in Handbook of Computational Economics, 2006, vol. 2, pp 881-893 View citations

1996

2. Approximation, perturbation, and projection methods in economic analysis
   Chapter 12 in Handbook of Computational Economics, 1996, vol. 1, pp 509-585 View citations

Editor

1. Journal of Economic Dynamics and Control
   Elsevier