Details about Felix Kubler
Access statistics for papers by Felix Kubler.
Last updated 2012-12-12. Update your information in the RePEc Author Service.
Short-id: pku6
Jump to Journal Articles Editor
Working Papers
2012
- Dynamic Competitive Economies with Complete Markets and Collateral Constraints
Economics Working Papers, European University Institute 
2011
- Collateral Requirements and Asset Prices
2011 Meeting Papers, Society for Economic Dynamics
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)
- Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
Also in 2011 Meeting Papers, Society for Economic Dynamics (2011)
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (8)
See also Journal Article in Review of Economic Dynamics (2012)
2010
- Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)
2009
- Social Security and Risk Sharing
Economics Working Papers, European University Institute View citations (6)
Also in 2007 Meeting Papers, Society for Economic Dynamics (2007)
CESifo Working Paper Series, CESifo Group Munich (2006) View citations (10)
Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2006) View citations (4)
See also Journal Article in Journal of Economic Theory (2011)
2007
- Approximate CAPM when preferences are CRRA
Open Access publications from Maastricht University, Maastricht University
Also in Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization (2003) View citations (1)
See also Journal Article in Computational Economics (2007)
- 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 View citations (1)
Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2007) View citations (5)
- Non-parametric counterfactual analysis in dynamic general equilibrium
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (1)
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
See also Journal Article in Economic Theory (2010)
2006
- 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
- Collateralized Borrowing And Life-Cycle Portfolio Choice
2006 Meeting Papers, Society for Economic Dynamics View citations (3)
Also in Public Policy Discussion Paper, Federal Reserve Bank of Boston (2006) View citations (3)
NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (3)
2005
- Approximate Generalizations in Applied Equilibrium Analysis
2005 Meeting Papers, Society for Economic Dynamics View citations (3)
- Borrowing costs and the demand for equity over the life cycle
Working Papers, Federal Reserve Bank of Boston View citations (30)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (5)
See also Journal Article in The Review of Economics and Statistics (2006)
- Pareto Improving Social Security Reform when Financial Markets Are Incomplete
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (12)
CFS Working Paper Series, Center for Financial Studies (2005) View citations (11)
See also Journal Article in American Economic Review (2006)
2004
- Approximate Versus Exact Equilibria
Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2003)
- Ex Ante Optimality and Social Security
2004 Meeting Papers, Society for Economic Dynamics View citations (3)
- Leverage, Incomplete Markets and Crises
2004 Meeting Papers, Society for Economic Dynamics View citations (3)
2003
- Dollar Denominated Debt and Optimal Security Design
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
2002
- Computing Equilibria in Finance Economies
Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization View citations (5)
Also in Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization (2000)
GE, Growth, Math methods, EconWPA (2001) View citations (1)
Open Access publications from Maastricht University, Maastricht University (2002) View citations (4)
- Testable Implications of General Equilibrium Theory: a differentiable approach
Working Papers, Brown University, Department of Economics View citations (13)
See also Journal Article in Journal of Mathematical Economics (2004)
2001
- Asset Pricing in Models with incomplete markets and default
Computing in Economics and Finance 2001, Society for Computational Economics View citations (8)
- Intergenerational Risk Sharing: Myth or Possibility
Computing in Economics and Finance 2001, Society for Computational Economics
- 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 (15)
See also Journal Article in Econometrica (2003)
2000
- Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (1)
See also Journal Article in Journal of Finance (2003)
- INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE
Computing in Economics and Finance 2000, Society for Computational Economics View citations (2)
Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2000) View citations (9)
Levine's Working Paper Archive, David K. Levine (2000) View citations (3)
See also Journal Article in Review of Economic Dynamics (2001)
- The Robustness of CAPM-A Computational Approach
Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization View citations (2)
- 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)
- The identification of preferences from equilibrium prices
CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
- The identification of preferences from equilibrium prices under uncertainty
CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (4)
Also in Les Cahiers de Recherche, HEC Paris (2000) View citations (11)
See also Journal Article in Journal of Economic Theory (2002)
Undated
- Bond Ladders and Optimal Portfolios
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
See also Journal Article in Review of Financial Studies
Journal Articles
2012
- Financial Innovation and Asset Price Volatility
American Economic Review, 2012, 102, (3), 147-51
- Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
Review of Economic Dynamics, 2012, 15, (4), 479-500
See also Working Paper (2011)
- Regulating collateral-requirements when markets are incomplete
Journal of Economic Theory, 2012, 147, (2), 450-476 View citations (4)
2011
- Social security and risk sharing
Journal of Economic Theory, 2011, 146, (3), 1078-1106 View citations (4)
See also Working Paper (2009)
- Solving the multi-country real business cycle model using a Smolyak-collocation method
Journal of Economic Dynamics and Control, 2011, 35, (2), 229-239 View citations (4)
2010
- Competitive equilibria in semi-algebraic economies
Journal of Economic Theory, 2010, 145, (1), 301-330 View citations (4)
- Non-parametric counterfactual analysis in dynamic general equilibrium
Economic Theory, 2010, 45, (1), 181-200
See also Working Paper (2007)
- Uniqueness of Steady States in Models with Overlapping Generations
Journal of the European Economic Association, 2010, 8, (2-3), 635-644 View citations (1)
2007
- Approximate CAPM When Preferences are CRRA
Computational Economics, 2007, 29, (1), 13-31
See also Working Paper (2007)
- Approximate Generalizations and Computational Experiments
Econometrica, 2007, 75, (4), 967-992 View citations (2)
2006
- Borrowing Costs and the Demand for Equity over the Life Cycle
The Review of Economics and Statistics, 2006, 88, (2), 348-362 View citations (15)
See also Working Paper (2005)
- Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?
American Economic Review, 2006, 96, (3), 737-755 View citations (24)
See also Working Paper (2005)
- 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 (1)
2005
- Approximate versus Exact Equilibria in Dynamic Economies
Econometrica, 2005, 73, (4), 1205-1235 View citations (5)
- Brown and Kubler on Brainard and Scarf
American Journal of Economics and Sociology, 2005, 64, (1), 85-87
2004
- Computing equilibrium in OLG models with stochastic production
Journal of Economic Dynamics and Control, 2004, 28, (7), 1411-1436 View citations (34)
- Is intertemporal choice theory testable?
Journal of Mathematical Economics, 2004, 40, (1-2), 177-189 View citations (3)
- Stationary Markov equilibria for overlapping generations
Economic Theory, 2004, 24, (3), 623-643 View citations (16)
- Testable implications of general equilibrium theory: a differentiable approach
Journal of Mathematical Economics, 2004, 40, (1-2), 105-119 View citations (5)
See also Working Paper (2002)
2003
- Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
Journal of Finance, 2003, 58, (5), 2203-2218 View citations (8)
See also Working Paper (2000)
- Foreword to the Symposium in Honor of Mordecai Kurz
Economic Theory, 2003, 21, (2), 215-216
- 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 (4)
- 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 (32)
See also Working Paper (2001)
2002
- Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete
American Economic Review, 2002, 92, (2), 407-410 View citations (26)
- RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
Macroeconomic Dynamics, 2002, 6, (02), 284-306 View citations (26)
- The Identification of Preferences from Equilibrium Prices under Uncertainty
Journal of Economic Theory, 2002, 102, (2), 403-420 View citations (10)
See also Working Paper (2000)
2001
- Computable general equilibrium with financial markets
Economic Theory, 2001, 18, (1), 73-96 View citations (2)
- Incomplete Markets, Transitory Shocks, and Welfare
Review of Economic Dynamics, 2001, 4, (4), 747-766 View citations (9)
See also Working Paper (2000)
2000
- Computing Equilibria in Stochastic Finance Economies
Computational Economics, 2000, 15, (1-2), 145-72 View citations (7)
- 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 (9)
Undated
- Bond Ladders and Optimal Portfolios
Review of Financial Studies, 24, (12), 4123-4166
See also Working Paper
Editor
- Journal of Mathematical Economics
Elsevier
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|
EconPapers is hosted by the
Örebro University School of Business.