Details about Felix Kubler

Access statistics for papers by Felix Kubler.

Last updated 2008-12-17. Update your information in the RePEc Author Service.

Short-id: pku6

Working Papers

2007

1. Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in
   NBER Technical Working Papers, National Bureau of Economic Research, Inc (2007)
2. Non-parametric counterfactual analysis in dynamic general equilibrium
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania

2006

3. 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
4. Collateralized Borrowing And Life-Cycle Portfolio Choice
   2006 Meeting Papers, Society for Economic Dynamics View citations
   Also in
   Public Policy Discussion Paper, Federal Reserve Bank of Boston (2006) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations
5. Social Security and Risk Sharing
   CESifo Working Paper Series, CESifo GmbH View citations

2005

6. Approximate Generalizations in Applied Equilibrium Analysis
   2005 Meeting Papers, Society for Economic Dynamics View citations
7. Borrowing costs and the demand for equity over the life cycle
   Working Papers, Federal Reserve Bank of Boston View citations
   Also in
   NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations
   See Also Journal Article in The Review of Economics and Statistics (2006)
8. Pareto Improving Social Security Reform when Financial Markets Are Incomplete
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in
   NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations
   CFS Working Paper Series, Center for Financial Studies (2005) View citations
   See Also Journal Article in American Economic Review (2006)

2004

9. Approximate Versus Exact Equilibria
   Computing in Economics and Finance 2004, Society for Computational Economics
   Also in
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2003)
10. Ex Ante Optimality and Social Security
    2004 Meeting Papers, Society for Economic Dynamics View citations
11. Leverage, Incomplete Markets and Crises
    2004 Meeting Papers, Society for Economic Dynamics

2003

12. Approximate CAPM When Preferences Are CRRA
    Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
    See Also Journal Article in Computational Economics (2007)
13. Dollar Denominated Debt and Optimal Security Design
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

2002

14. Computing Equilibria in Finance Economies
    Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization View citations
    Also in
    Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization (2000)
    GE, Growth, Math methods, EconWPA (2001)
15. Testable Implications of General Equilibrium Theory: a differentiable approach
    Working Papers, Brown University, Department of Economics View citations
    See Also Journal Article in Journal of Mathematical Economics (2004)

2001

16. Asset Pricing in Models with incomplete markets and default
    Computing in Economics and Finance 2001, Society for Computational Economics
17. Intergenerational Risk Sharing: Myth or Possibility
    Computing in Economics and Finance 2001, Society for Computational Economics
18. Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
    See Also Journal Article in Econometrica (2003)

2000

19. 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)
20. INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE
    Computing in Economics and Finance 2000, Society for Computational Economics View citations
    Also in
    Levine's Working Paper Archive, UCLA Department of Economics (2000) View citations
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2000) View citations
    See Also Journal Article in Review of Economic Dynamics (2001)
21. The Identification of Preferences from Equilibrium Prices
    Papers, Universite catholique de Louvain - Center for Operations Research and Economics (CORE) View citations
22. The Identification of Preferences from Equilibrium Prices under Uncertainty
    Papers, Universite catholique de Louvain - Center for Operations Research and Economics (CORE) View citations
    Also in
    Les Cahiers de Recherche, Groupe HEC (2000) View citations
    See Also Journal Article in Journal of Economic Theory (2002)
23. The Robustness of CAPM-A Computational Approach
    Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization View citations
24. The Robustness of the CAPM-A Computational Approach
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
    Also in
    Discussion Paper, Tilburg University, Center for Economic Research (1999)

1999

25. The Identification of Preferences from the Equilibrium Prices of Commodities and Assets
    Papers, Universite catholique de Louvain - Center for Operations Research and Economics (CORE) View citations

Journal Articles

2007

1. Approximate CAPM When Preferences are CRRA
   Computational Economics, 2007, 29, (1), 13-31
   See Also Working Paper (2003)
2. Approximate Generalizations and Computational Experiments
   Econometrica, 2007, 75, (4), 967-992 View citations

2006

3. Borrowing Costs and the Demand for Equity over the Life Cycle
   The Review of Economics and Statistics, 2006, 88, (2), 348-362 View citations
   See Also Working Paper (2005)
4. Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?
   American Economic Review, 2006, 96, (3), 737-755 View citations
   See Also Working Paper (2005)
5. 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

2005

6. Approximate versus Exact Equilibria in Dynamic Economies
   Econometrica, 2005, 73, (4), 1205-1235 View citations
7. Brown and Kubler on Brainard and Scarf
   American Journal of Economics and Sociology, 2005, 64, (1), 85-87

2004

8. Computing equilibrium in OLG models with stochastic production
   Journal of Economic Dynamics and Control, 2004, 28, (7), 1411-1436 View citations
9. Is intertemporal choice theory testable?
   Journal of Mathematical Economics, 2004, 40, (1-2), 177-189 View citations
10. Stationary Markov equilibria for overlapping generations
    Economic Theory, 2004, 24, (3), 623-643 View citations
11. Testable implications of general equilibrium theory: a differentiable approach
    Journal of Mathematical Economics, 2004, 40, (1-2), 105-119 View citations
    See Also Working Paper (2002)

2003

12. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
    Journal of Finance, 2003, 58, (5), 2203-2218
    See Also Working Paper (2000)
13. Foreword to the Symposium in Honor of Mordecai Kurz
    Economic Theory, 2003, 21, (2), 215-216
14. Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time
    Economic Theory, 2003, 22, (1), 1-15 View citations
15. Observable restrictions of general equilibrium models with financial markets
    Journal of Economic Theory, 2003, 110, (1), 137-153 View citations
16. Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
    Econometrica, 2003, 71, (6), 1767-1793 View citations
    See Also Working Paper (2001)

2002

17. Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete
    American Economic Review, 2002, 92, (2), 407-410 View citations
18. The Identification of Preferences from Equilibrium Prices under Uncertainty
    Journal of Economic Theory, 2002, 102, (2), 403-420 View citations
    See Also Working Paper (2000)

2001

19. Incomplete Markets, Transitory Shocks, and Welfare
    Review of Economic Dynamics, 2001, 4, (4), 747-766 View citations
    See Also Working Paper (2000)
20. symposium articles: Computable general equilibrium with financial markets
    Economic Theory, 2001, 18, (1), 73-96

2000

21. Computing Equilibria in Stochastic Finance Economies
    Computational Economics, 2000, 15, (1-2), 145-72 View citations
22. 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