Details about Karl Schmedders

Access statistics for papers by Karl Schmedders.

Last updated 2009-11-13. Update your information in the RePEc Author Service.

Short-id: psc9

Working Papers

2007

1. Competitive Equilibria in Semi-Algebraic Economies
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
2. Non-parametric counterfactual analysis in dynamic general equilibrium
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute

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

2005

4. A Computational Approach to Proving Uniqueness in Dynamic Games
   Computing in Economics and Finance 2005, Society for Computational Economics View citations
5. Two-Fund Separation in Dynamic General Equilibrium
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
   Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations
   See also Journal Article in Theoretical Economics (2007)

2004

6. 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)

2002

7. Controlling Price Volatility Through Financial Innovation
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
   Also in Les Cahiers de Recherche, HEC Paris (2002)
8. Optimal Policies for Patent Races
   Computing in Economics and Finance 2002, Society for Computational Economics
9. Optimal Rules for Patent Races
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
10. Price Caps and Uncertain Demands
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science

2001

11. Asset Pricing in Models with incomplete markets and default
    Computing in Economics and Finance 2001, Society for Computational Economics
12. Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
    Also in Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization (2000)
    See also Journal Article in Economic Theory (2006)
13. Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
14. 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

15. 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)
16. INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE
    Computing in Economics and Finance 2000, Society for Computational Economics View citations
    Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2000) View citations
    Levine's Working Paper Archive, David K. Levine (2000) View citations
    See also Journal Article in Review of Economic Dynamics (2001)
17. MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES
    Computing in Economics and Finance 2000, Society for Computational Economics View citations
    Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2000) View citations

Undated

18. Bond Ladders and Optimal Portfolios
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
19. Computational General Equilibrium with Incomplete Assets
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2007

1. On Price Caps Under Uncertainty
   Review of Economic Studies, 2007, 74, (1), 93-111 View citations
2. Two-fund separation in dynamic general equilibrium
   Theoretical Economics, 2007, 2, (2), 135-161
   See also Working Paper (2005)

2006

3. Computing equilibria in finance economies with incomplete markets and transaction costs
   Economic Theory, 2006, 27, (3), 493-512 View citations
   See also Working Paper (2001)
4. 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

5. Approximate versus Exact Equilibria in Dynamic Economies
   Econometrica, 2005, 73, (4), 1205-1235 View citations
6. Excess price volatility and financial innovation
   Economic Theory, 2005, 26, (3), 559-587 View citations

2003

7. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
   Journal of Finance, 2003, 58, (5), 2203-2218
   See also Working Paper (2000)
8. 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
9. 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

10. RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
    Macroeconomic Dynamics, 2002, 6, (02), 284-306 View citations

2001

11. Incomplete Markets, Transitory Shocks, and Welfare
    Review of Economic Dynamics, 2001, 4, (4), 747-766 View citations
    See also Working Paper (2000)
12. symposium articles: Monopolistic security design in finance economies
    Economic Theory, 2001, 18, (1), 37-72

2000

13. Computing Equilibria in Stochastic Finance Economies
    Computational Economics, 2000, 15, (1-2), 145-72 View citations
14. 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

1999

15. General equilibrium models and homotopy methods
    Journal of Economic Dynamics and Control, 1999, 23, (9-10), 1249-1279 View citations

1998

16. Computing equilibria in the general equilibrium model with incomplete asset markets
    Journal of Economic Dynamics and Control, 1998, 22, (8-9), 1375-1401 View citations