EconPapers    
Economics at your fingertips  
 

Details about Jose Scheinkman

E-mail:
Homepage:http://www.princeton.edu/~joses
Workplace:Department of Economics, School of Arts and Sciences, Columbia University, (more information at EDIRC)

Access statistics for papers by Jose Scheinkman.

Last updated 2014-05-11. Update your information in the RePEc Author Service.

Short-id: psc26


Jump to Journal Articles Chapters

Working Papers

2014

  1. Misspecified Recovery
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Shock Elasticities and Impulse Responses
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2012

  1. Financial Constraints on Corporate Goodness
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Recursive Utility in a Markov Environment with Stochastic Growth
    Working Papers, Becker Friedman Institute for Research In Economics Downloads

2011

  1. Cream Skimming in Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

2010

  1. Equilibria in Systems of Social Interactions
    Levine's Working Paper Archive, David K. Levine Downloads View citations (1)
    Also in Princeton Economic Theory Working Papers, David K. Levine (2003) Downloads View citations (16)

    See also Journal Article in Journal of Economic Theory (2006)
  2. Risk Price Dynamics
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (1)

    See also Journal Article in Journal of Financial Econometrics (2011)
  3. The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (1)
  4. Yesterday's Heroes: Compensation and Creative Risk-Taking
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)
    See also Chapter (2010)

2009

  1. Outside and Inside Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in The Quarterly Journal of Economics (2011)
  2. Principal Components and Long Run Implications of Multivariate Diffusions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (4)
  3. Principal components and the long run
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (3)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations (15)
  4. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (19)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (9)

    See also Journal Article in Annals of Economics and Finance (2009)
  5. The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (1)
    See also Journal Article in Review of Income and Wealth (2011)
  6. Value Added Taxes, Chain Effects and Informality
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (10)
    See also Journal Article in American Economic Journal: Macroeconomics (2010)
  7. “Value Added Taxes, Chain Effects and Informality”, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (1)

2008

  1. Long Term Risk
    Economics Papers from University Paris Dauphine, Paris Dauphine University Downloads
  2. Long Term Risk: An Operator Approach
    Economics Papers from University Paris Dauphine, Paris Dauphine University Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads

    See also Journal Article in Econometrica (2009)
  3. The Informal Sector, Third Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (3)

2007

  1. Advisors and Asset Prices: A Model of the Origins of Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (2008)
  2. The Informal Sector
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (7)
    Also in Levine's Bibliography, UCLA Department of Economics (2006) Downloads View citations (16)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) Downloads View citations (63)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (25)
  3. The Informal Sector, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (11)

2006

  1. A Limit Theorem for Systems of Social Interactions
    Levine's Bibliography, UCLA Department of Economics Downloads
    See also Journal Article in Journal of Mathematical Economics (2009)
  2. Pay for Short-Term Performance: Executive Compensation in Speculative Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2005

  1. Asset Float and Speculative Bubbles
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (3)

    See also Journal Article in Journal of Finance (2006)
  2. Pay for Short-Term Performance: Executive Compensation in Speculative
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (6)
  3. Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (8)

2003

  1. Executive Compensation and Short-termist Behavior in Speculative Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Levine's Working Paper Archive, David K. Levine (2003) Downloads View citations (18)

    See also Journal Article in Review of Economic Studies (2006)
  2. Optimal Exercise of American Claims When
    Princeton Economic Theory Working Papers, David K. Levine Downloads
  3. Optimal Exercise of American Claims When Markets Are Not Complete
    Levine's Working Paper Archive, David K. Levine Downloads View citations (3)
  4. The Social Multiplier
    Levine's Working Paper Archive, David K. Levine Downloads View citations (93)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (26)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) Downloads View citations (15)

    See also Journal Article in Journal of the European Economic Association (2003)

2002

  1. Overconfidence, Short-Sale Constraints and Bubbles
    Princeton Economic Theory Working Papers, David K. Levine Downloads View citations (6)
  2. The Injustice of Inequality
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (6)
    See also Journal Article in Journal of Monetary Economics (2003)

2001

  1. Non-Market Interactions
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (31)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (61)

2000

  1. Competition Among Exchanges
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago Downloads View citations (1)
    Also in Princeton Economic Theory Papers, Economics Department, Princeton University (2000) View citations (1)

    See also Journal Article in The Quarterly Journal of Economics (2001)
  2. Measuring Trust
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (469)
    See also Journal Article in The Quarterly Journal of Economics (2000)

1999

  1. Measuring Social Interactions
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (25)
  2. What is Social Capital? The Determinants of Trust and Trustworthiness
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1999) View citations (24)

1995

  1. A Test for Independence Based on the Correlation Dimension
    Working papers, Wisconsin Madison - Social Systems View citations (116)
  2. Crime and Social Interactions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1995) View citations (11)

    See also Journal Article in The Quarterly Journal of Economics (1996)
  3. Economic Growth in a Cross-Section of Cities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (230)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1993) View citations (24)

    See also Journal Article in Journal of Monetary Economics (1995)

1994

  1. Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Law and Economics (1998)

1993

  1. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (34)
    See also Journal Article in Econometrica (1995)
  2. Cattle Cycles
    University of Chicago - Economics Research Center, Chicago - Economics Research Center
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) Downloads View citations (2)

    See also Journal Article in Journal of Political Economy (1994)

1992

  1. Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Ricerche Economiche (1993)
  2. Growth in Cities
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (767)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1991) Downloads View citations (33)

    See also Journal Article in Journal of Political Economy (1992)

1988

  1. Learning-By-Doing, International Trade and Growth: A Note
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (17)

1979

  1. Some Remarks on Monetary Policy in an Overlapping Generations Model
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads View citations (1)

1975

  1. Some Results on Global Asymptotic Stability of Control Systems
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (1)
  2. The Global Asymptotic Stability of Optimal Control with Applications to Dynamic Economic Theory
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (3)

1974

  1. Global Asymptotic Stability of Optimal Control Systems with Applications to the Theory of Economic Growth
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (3)
    See also Journal Article in Journal of Economic Theory (1976)

Journal Articles

2014

  1. Speculating on home improvements
    Journal of Financial Economics, 2014, 111, (3), 609-624 Downloads

2012

  1. Pricing growth-rate risk
    Finance and Stochastics, 2012, 16, (1), 1-15 Downloads

2011

  1. Outside and Inside Liquidity
    The Quarterly Journal of Economics, 2011, 126, (1), 259-321 Downloads View citations (15)
    See also Working Paper (2009)
  2. Risk-Price Dynamics
    Journal of Financial Econometrics, 2011, 9, (1), 3-65 Downloads View citations (13)
    See also Working Paper (2010)
  3. THE INFORMAL SECTOR: AN EQUILIBRIUM MODEL AND SOME EMPIRICAL EVIDENCE FROM BRAZIL
    Review of Income and Wealth, 2011, 57, S8-S26 View citations (6)
    See also Working Paper (2009)

2010

  1. Value-Added Taxes, Chain Effects, and Informality
    American Economic Journal: Macroeconomics, 2010, 2, (4), 195-221 Downloads View citations (10)
    See also Working Paper (2009)

2009

  1. A limit theorem for systems of social interactions
    Journal of Mathematical Economics, 2009, 45, (9-10), 609-623 Downloads View citations (3)
    See also Working Paper (2006)
  2. Long-Term Risk: An Operator Approach
    Econometrica, 2009, 77, (1), 177-234 Downloads View citations (35)
    See also Working Paper (2008)
  3. Market and Public Liquidity
    American Economic Review, 2009, 99, (2), 594-99 Downloads
  4. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    Annals of Economics and Finance, 2009, 10, (2), 225-255 Downloads View citations (25)
    See also Working Paper (2009)

2008

  1. Advisors and asset prices: A model of the origins of bubbles
    Journal of Financial Economics, 2008, 89, (2), 268-287 Downloads View citations (15)
    See also Working Paper (2007)

2007

  1. Optimal exercise of executive stock options
    Finance and Stochastics, 2007, 11, (3), 357-372 Downloads View citations (1)

2006

  1. Asset Float and Speculative Bubbles
    Journal of Finance, 2006, 61, (3), 1073-1117 Downloads View citations (53)
    See also Working Paper (2005)
  2. Equilibria in systems of social interactions
    Journal of Economic Theory, 2006, 130, (1), 44-77 Downloads View citations (16)
    See also Working Paper (2010)
  3. Executive Compensation and Short-Termist Behaviour in Speculative Markets
    Review of Economic Studies, 2006, 73, (3), 577-610 Downloads View citations (35)
    See also Working Paper (2003)

2003

  1. Overconfidence and Speculative Bubbles
    Journal of Political Economy, 2003, 111, (6), 1183-1219 Downloads View citations (238)
  2. The Social Multiplier
    Journal of the European Economic Association, 2003, 1, (2-3), 345-353 Downloads View citations (102)
    See also Working Paper (2003)
  3. The injustice of inequality
    Journal of Monetary Economics, 2003, 50, (1), 199-222 Downloads View citations (92)
    See also Working Paper (2002)

2001

  1. Competition Among Exchanges
    The Quarterly Journal of Economics, 2001, 116, (3), 1027-1061 Downloads View citations (27)
    See also Working Paper (2000)
  2. Financial Intermediation without Exclusivity
    American Economic Review, 2001, 91, (2), 436-439 Downloads View citations (1)
  3. Optimal Environmental Management in the Presence of Irreversibilities
    Journal of Economic Theory, 2001, 96, (1-2), 180-207 Downloads View citations (7)

2000

  1. Measuring Trust
    The Quarterly Journal of Economics, 2000, 115, (3), 811-846 Downloads View citations (510)
    See also Working Paper (2000)

1998

  1. Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws
    Journal of Law and Economics, 1998, 41, (1), 1-36 View citations (8)
    See also Working Paper (1994)
  2. Spectral methods for identifying scalar diffusions
    Journal of Econometrics, 1998, 86, (1), 1-32 Downloads View citations (39)

1997

  1. Price Crashes, Information Aggregation, and Market-Making
    Journal of Economic Theory, 1997, 75, (1), 16-63 Downloads View citations (8)

1996

  1. Crime and Social Interactions
    The Quarterly Journal of Economics, 1996, 111, (2), 507-48 Downloads View citations (515)
    See also Working Paper (1995)
  2. The Transition to Free Markets: Where to Begin Privatization
    Journal of Comparative Economics, 1996, 22, (1), 23-42 Downloads View citations (7)

1995

  1. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    Econometrica, 1995, 63, (4), 767-804 Downloads View citations (82)
    See also Working Paper (1993)
  2. Economic growth in a cross-section of cities
    Journal of Monetary Economics, 1995, 36, (1), 117-143 Downloads View citations (242)
    See also Working Paper (1995)

1994

  1. Cattle Cycles
    Journal of Political Economy, 1994, 102, (3), 468-92 Downloads View citations (58)
    See also Working Paper (1993)
  2. Explorations into Factors Explaining Money Market Returns
    Journal of Finance, 1994, 49, (5), 1861-82 Downloads View citations (95)
  3. Self-Organized Criticality and Economic Fluctuations
    American Economic Review, 1994, 84, (2), 417-21 Downloads View citations (31)

1993

  1. 2. Borrowing Constraints and International Comovements
    Hitotsubashi Journal of Economics, 1993, 34, (Special Issue), 23-47 Downloads View citations (2)
  2. Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics
    Ricerche Economiche, 1993, 47, (1), 3-30 Downloads View citations (53)
    See also Working Paper (1992)

1992

  1. DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS
    Mathematical Finance, 1992, 2, (2), 63-86 Downloads View citations (72)
  2. Growth in Cities
    Journal of Political Economy, 1992, 100, (6), 1126-52 Downloads View citations (816)
    See also Working Paper (1992)

1990

  1. Nonlinearities in Economic Dynamics
    Economic Journal, 1990, 100, (400), 33-48 Downloads View citations (24)

1989

  1. Nonlinear Dynamics and Stock Returns
    The Journal of Business, 1989, 62, (3), 311-37 Downloads View citations (130)

1987

  1. The Importance of Bundling in a Gorman-Lancaster Model of Earnings
    Review of Economic Studies, 1987, 54, (2), 243-55 Downloads View citations (41)

1986

  1. Borrowing Constraints and Aggregate Economic Activity
    Econometrica, 1986, 54, (1), 23-45 Downloads View citations (98)

1985

  1. Optimal employment contracts with bankruptcy constraints
    Journal of Economic Theory, 1985, 35, (2), 343-365 Downloads View citations (9)
  2. Price Setting Supergames with Capacity Constraints
    Review of Economic Studies, 1985, 52, (3), 371-82 Downloads View citations (54)

1983

  1. A Simple Competitive Model with Production and Storage
    Review of Economic Studies, 1983, 50, (3), 427-41 Downloads View citations (28)
  2. Maximum principle and transversality condition for concave infinite horizon economic models
    Journal of Economic Theory, 1983, 30, (1), 1-16 Downloads View citations (4)
  3. Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes
    Bell Journal of Economics, 1983, 14, (2), 326-337 Downloads View citations (331)

1982

  1. Duality theory for dynamic optimization models of economics: The continuous time case
    Journal of Economic Theory, 1982, 27, (1), 1-19 Downloads View citations (33)

1979

  1. On the Differentiability of the Value Function in Dynamic Models of Economics
    Econometrica, 1979, 47, (3), 727-32 Downloads View citations (108)
  2. Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems
    International Economic Review, 1979, 20, (2), 297-315 Downloads View citations (9)

1978

  1. Stability of Separable Hamiltonians and Investment Theory
    Review of Economic Studies, 1978, 45, (3), 559-70 Downloads View citations (8)

1977

  1. Smoothness, Comparative Dynamics, and the Turnpike Property
    Econometrica, 1977, 45, (3), 601-20 Downloads View citations (29)
  2. The Relevance of the Two-Sector Production Model in Trade Theory
    Journal of Political Economy, 1977, 85, (5), 909-35 Downloads View citations (47)

1976

  1. Global asymptotic stability of optimal control systems with applications to the theory of economic growth
    Journal of Economic Theory, 1976, 12, (1), 164-190 Downloads View citations (23)
    See also Working Paper (1974)
  2. On optimal steady states of n-sector growth models when utility is discounted
    Journal of Economic Theory, 1976, 12, (1), 11-30 Downloads View citations (37)

1975

  1. Some results on global asymptotic stability of difference equations
    Journal of Economic Theory, 1975, 10, (2), 265-268 Downloads

Chapters

2010

  1. Yesterday’s Heroes: Compensation and Creative Risk-Taking
    A chapter in Market Institutions and Financial Market Risk, 2010 View citations (13)
    See also Working Paper (2010)
 
Page updated 2014-10-26