Details about Michael Magill

Access statistics for papers by Michael Magill.

Last updated 2008-09-14. Update your information in the RePEc Author Service.

Short-id: pma388

Working Papers

2005

1. An Equilibrium Model of Managerial Compensation
   IEPR Working Papers, Institute of Economic Policy Research (IEPR)

2004

2. Common Shocks and Relative Compensation Schemes
   IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations
3. Demography and the Long Run Behavior of the Stock Market
   Levine's Bibliography, UCLA Department of Economics
   Also in
   Levine's Bibliography, UCLA Department of Economics (2003)
4. Demography and the Long-run Predictability of the Stock Market
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   Also in
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2002) View citations
   See Also Journal Article in Brookings Papers on Economic Activity (2004)
5. Demography and the Stock Market
   Theory workshop papers, UCLA Department of Economics

2000

6. Equity, Options and Efficiency in the Presence of Moral Hazard
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations

1995

7. Which Improves Welfare More: Nominal or Indexed Bond?
   Working Papers, Southern California - Department of Economics View citations
   Also in
   Working Papers, California Davis - Institute of Governmental Affairs (1995) View citations
   Discussion Paper Serie A, University of Bonn, Germany (1995) View citations
   Department of Economics, California Davis - Department of Economics (1995) View citations

1993

8. Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles
   Working Papers, Southern California - Department of Economics
   See Also Journal Article in Journal of Mathematical Economics (1996)
9. Infinite Horizon Incomplete Markets
   Working Papers, Southern California - Department of Economics
   Also in
   Discussion Paper Serie A, University of Bonn, Germany (1992)
   Working Papers, California Davis - Institute of Governmental Affairs (1992) View citations
   DELTA Working Papers, DELTA (Ecole normale supérieure) (1992) View citations
   See Also Journal Article in Econometrica (1994)

1989

10. Real effects of money in general equilibrium
    Discussion Paper Serie A, University of Bonn, Germany
    Also in
    Working Papers, Southern California - Department of Economics (1988)
    See Also Journal Article in Journal of Mathematical Economics (1992)
11. The Non-Neutrality of Money in a Production Economy with Nominal Assets
    Discussion Paper Serie A, University of Bonn, Germany

1988

12. A geometric Approach to a Class of Fixed Point Theorem
    Working Papers, Stanford - Institute for Thoretical Economics
13. Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See Also Journal Article in Journal of Mathematical Economics (1990)
14. Lecture notes in incomplete markets
    Discussion Paper Serie A, University of Bonn, Germany
15. Lecture notes in incomplete markets II
    Discussion Paper Serie A, University of Bonn, Germany

1985

16. Allocation of aggregate and individual risks through financial markets
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP

1978

17. Dynamics Under Uncertainty
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
    See Also Journal Article in Econometrica (1979)
18. On Cyclical Motion in Dynamic Economics
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science

1977

19. The Origin of Cycling in Dynamic Economic Models Arising from Maxamizing Behavior
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
20. The Stability of Equilibrium
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
    See Also Journal Article in International Economic Review (1979)

Undated

21. EQUITY, BONDS, GROWTH AND INFLATION IN A QUADRATIC INFINITE HORIZON ECONOMY
    Department of Economics, California Davis - Department of Economics
22. INCENTIVES AND RISK SHARING IN A STOCK MARKET EQUILIBRIUM
    Department of Economics, California Davis - Department of Economics View citations
23. The Stock Market in the Overlapping Generations
    Department of Economics, California Davis - Department of Economics View citations

Journal Articles

2008

1. Normative properties of stock market equilibrium with moral hazard
   Journal of Mathematical Economics, 2008, 44, (7-8), 785-806

2006

2. Common Shocks and Relative Compensation
   Annals of Finance, 2006, 2, (4), 407-420

2004

3. Demography and the Long-Run Predictability of the Stock Market
   Brookings Papers on Economic Activity, 2004, 35, (2004-1), 241-326 View citations
   See Also Working Paper (2004)

2003

4. Indeterminacy of equilibrium in stochastic OLG models
   Economic Theory, 2003, 21, (2), 435-454 View citations
5. Nonshiftable capital, affine price expectations and convergence to the Golden Rule
   Journal of Mathematical Economics, 2003, 39, (3-4), 239-272 View citations

2002

6. Capital market equilibrium with moral hazard
   Journal of Mathematical Economics, 2002, 38, (1-2), 149-190 View citations

1999

7. research articles: Infinite horizon CAPM equilibrium
   Economic Theory, 2000, 15, (1), 103-138

1997

8. Which improves welfare more: A nominal or an indexed bond?
   Economic Theory, 1997, 10, (1), 1-37 View citations

1996

9. Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
   Journal of Mathematical Economics, 1996, 26, (1), 133-170 View citations
   See Also Working Paper (1993)

1994

10. Infinite Horizon Incomplete Markets
    Econometrica, 1994, 62, (4), 853-80 View citations
    See Also Working Paper (1993)

1992

11. Real effects of money in general equilibrium
    Journal of Mathematical Economics, 1992, 21, (4), 301-342 View citations
    See Also Working Paper (1989)

1990

12. A geometric approach to a class of equilibrium existence theorems
    Journal of Mathematical Economics, 1990, 19, (1-2), 95-106 View citations
13. Characterisation of generically complete real asset structures
    Journal of Mathematical Economics, 1990, 19, (1-2), 167-194 View citations
14. Existence of equilibrium with incomplete markets
    Journal of Mathematical Economics, 1990, 19, (1-2), 39-67 View citations
15. Generic inefficiency of stock market equilibrium when markets are incomplete
    Journal of Mathematical Economics, 1990, 19, (1-2), 113-151 View citations
    See Also Working Paper (1988)

1987

16. Some Results on Comparative Statics under Uncertainty
    International Economic Review, 1987, 28, (2), 493-507 View citations

1985

17. Investment in information acquisition
    Economics Letters, 1985, 19, (3), 221-225

1983

18. An asymptotic property of equilibrium on futures markets arising from speculation
    Economics Letters, 1983, 11, (4), 371-375

1981

19. Infinite Horizon Programs
    Econometrica, 1981, 49, (3), 679-711 View citations

1980

20. An existence criterion for models of resource allocation over an infinite horizon
    Economics Letters, 1980, 5, (3), 209-213

1979

21. Dynamics under Uncertainty
    Econometrica, 1979, 47, (4), 843-68 View citations
    See Also Working Paper (1978)
22. Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems
    International Economic Review, 1979, 20, (2), 297-315 View citations
23. The Stability of Equilibrium
    International Economic Review, 1979, 20, (3), 577-97 View citations
    See Also Working Paper (1977)

Chapters

1991

1. Incomplete markets
   Chapter 30 in Handbook of Mathematical Economics, 1991, vol. 4, pp 1523-1614