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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
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Working Papers
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 
Also in
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2007)
- Non-parametric counterfactual analysis in dynamic general equilibrium
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
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
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
- Social Security and Risk Sharing
CESifo Working Paper Series, CESifo GmbH View citations
2005
- Approximate Generalizations in Applied Equilibrium Analysis
2005 Meeting Papers, Society for Economic Dynamics View citations
- 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)
- 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
- 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)
- Ex Ante Optimality and Social Security
2004 Meeting Papers, Society for Economic Dynamics View citations
- Leverage, Incomplete Markets and Crises
2004 Meeting Papers, Society for Economic Dynamics
2003
- 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)
- Dollar Denominated Debt and Optimal Security Design
Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
2002
- 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)
- 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
- Asset Pricing in Models with incomplete markets and default
Computing in Economics and Finance 2001, Society for Computational Economics
- 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 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  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
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)
- The Identification of Preferences from Equilibrium Prices
Papers, Universite catholique de Louvain - Center for Operations Research and Economics (CORE) View citations
- 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)
- The Robustness of CAPM-A Computational Approach
Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization View citations
- 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
- 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
- Approximate CAPM When Preferences are CRRA
Computational Economics, 2007, 29, (1), 13-31  See Also Working Paper (2003)
- Approximate Generalizations and Computational Experiments
Econometrica, 2007, 75, (4), 967-992 View citations
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 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 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
2005
- Approximate versus Exact Equilibria in Dynamic Economies
Econometrica, 2005, 73, (4), 1205-1235 View citations
- 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
- Is intertemporal choice theory testable?
Journal of Mathematical Economics, 2004, 40, (1-2), 177-189 View citations
- Stationary Markov equilibria for overlapping generations
Economic Theory, 2004, 24, (3), 623-643 View citations
- 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
- Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
Journal of Finance, 2003, 58, (5), 2203-2218  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
- Observable restrictions of general equilibrium models with financial markets
Journal of Economic Theory, 2003, 110, (1), 137-153 View citations
- 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
- Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete
American Economic Review, 2002, 92, (2), 407-410 View citations
- 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
- Incomplete Markets, Transitory Shocks, and Welfare
Review of Economic Dynamics, 2001, 4, (4), 747-766 View citations See Also Working Paper (2000)
- symposium articles: Computable general equilibrium with financial markets
Economic Theory, 2001, 18, (1), 73-96
2000
- Computing Equilibria in Stochastic Finance Economies
Computational Economics, 2000, 15, (1-2), 145-72 View citations
- 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
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