Details about David L. Kelly

Access statistics for papers by David L. Kelly.

Last updated 2019-01-27. Update your information in the RePEc Author Service.

Short-id: pke98

Working Papers

2017

1. Markets vs. Mechanisms
   Working Papers, University of Miami, Department of Economics

2016

2. An Imperfect Storm: Fat-Tailed Hurricane Damages, Insurance and Climate Policy
   Working Papers, University of Miami, Department of Economics View citations (2)

2015

3. Probabilistic Stabilization Targets
   Working Papers, University of Miami, Department of Economics View citations (1)
   See also Journal Article in Journal of the Association of Environmental and Resource Economists (2017)

2013

4. Incidence and Environmental Effects of Distortionary Subsidies
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics (2013)
5. Selloffs, Bailouts, and Feedback: Can Asset Markets Inform Policy
   Working Papers, University of Miami, Department of Economics View citations (1)
   See also Journal Article in Journal of Economic Theory (2017)

2011

6. Dynamic Regulation Design Without Payments: Timing is Everything
   Working Papers, University of Miami, Department of Economics

2009

7. Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach
   Working Papers, University of Miami, Department of Economics
   See also Journal Article in Journal of Economic Behavior & Organization (2012)
8. Subsidies to Industry and the Environment
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   Also in Working Papers, University of Miami, Department of Economics (2006)

2007

9. Optimal Second Best Taxation of Addictive Goods
   Working Papers, University of Miami, Department of Economics View citations (1)

2006

10. Economic Growth and the Environment: Theory and Facts
    Working Papers, University of Miami, Department of Economics View citations (4)
    See also Journal Article in Resource and Energy Economics (2008)
11. Free trade agreements and the environment with pre-existing subsidies
    2006 Meeting Papers, Society for Economic Dynamics
12. Trade and the Environment with Pre-existing Subsidies: A Dynamic General Equilibrium Analysis
    Working Papers, University of Miami, Department of Economics View citations (7)
    See also Journal Article in Journal of Environmental Economics and Management (2012)

2003

13. Private Information and High-Frequency Stochastic Volatility
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara View citations (2)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2004)

2001

14. Liquidity and Liquidation
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara
    See also Journal Article in Economic Theory (2007)

1999

15. Adjustment Costs from Environmental Change Induced by Incomplete Information and Learning
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara View citations (3)
16. Malthus and Climate Change: Betting on a Stable Population
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara
    See also Journal Article in Journal of Environmental Economics and Management (2001)
17. Solving Infinite Horizon Growth Models with an Environmental Sector
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara
    See also Journal Article in Computational Economics (2001)

1994

18. Valuing and Hedging American Put Options Using Neural Networks
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

1992

19. Training Expectations with Least Squares Learning in Non-linear Self-referential Models
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

Undated

20. Endogenous Strategic Business Cycles
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article in Journal of Economic Theory (1998)
21. Learning to be Rational Using Neural Networks
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)

Journal Articles

2018

1. An imperfect storm: Fat-tailed tropical cyclone damages, insurance, and climate policy
   Journal of Environmental Economics and Management, 2018, 92, (C), 677-706

2017

2. Probabilistic Stabilization Targets
   Journal of the Association of Environmental and Resource Economists, 2017, 4, (2), 611 - 657 View citations (4)
   See also Working Paper (2015)
3. Selloffs, bailouts, and feedback: Can asset markets inform policy?
   Journal of Economic Theory, 2017, 169, (C), 294-343 View citations (1)
   See also Working Paper (2013)

2016

4. Incidence, Environmental, and Welfare Effects of Distortionary Subsidies
   Journal of the Association of Environmental and Resource Economists, 2016, 3, (2), 361 - 415 View citations (1)

2015

5. Learning and climate feedbacks: Optimal climate insurance and fat tails
   Journal of Environmental Economics and Management, 2015, 72, (C), 98-122 View citations (16)

2014

6. Dynamic regulation design without payments: The importance of timing
   Journal of Public Economics, 2014, 120, (C), 169-180
7. Optimal second best taxation of addictive goods in dynamic general equilibrium: a revenue raising perspective
   The B.E. Journal of Macroeconomics, 2014, 14, (1), 44

2012

8. Evolution of subjective hurricane risk perceptions: A Bayesian approach
   Journal of Economic Behavior & Organization, 2012, 81, (2), 644-663 View citations (3)
   See also Working Paper (2009)
9. Trade and the environment with pre-existing subsidies: A dynamic general equilibrium analysis
   Journal of Environmental Economics and Management, 2012, 64, (2), 253-278 View citations (5)
   See also Working Paper (2006)

2008

10. Economic growth and the environment: Theory and facts
    Resource and Energy Economics, 2008, 30, (2), 115-149 View citations (25)
    See also Working Paper (2006)

2007

11. Liquidity and Liquidation
    Economic Theory, 2007, 31, (3), 553-572 View citations (3)
    See also Working Paper (2001)

2005

12. Adjustment costs from environmental change
    Journal of Environmental Economics and Management, 2005, 50, (3), 468-495 View citations (74)
13. Liquidity and fire sales
    Proceedings, 2005, 249-270 View citations (1)
14. Price and quantity regulation in general equilibrium
    Journal of Economic Theory, 2005, 125, (1), 36-60 View citations (19)

2004

15. Private Information and High-Frequency Stochastic Volatility
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (1), 1-30 View citations (3)
    See also Working Paper (2003)

2003

16. On environmental Kuznets curves arising from stock externalities
    Journal of Economic Dynamics and Control, 2003, 27, (8), 1367-1390 View citations (30)

2001

17. Malthus and Climate Change: Betting on a Stable Population
    Journal of Environmental Economics and Management, 2001, 41, (2), 135-161 View citations (29)
    See also Working Paper (1999)
18. Solving Infinite Horizon Growth Models with an Environmental Sector
    Computational Economics, 2001, 18, (2), 217-31 View citations (13)
    See also Working Paper (1999)

2000

19. Stability of Functional Rational Expectations Equilibria
    Journal of Economic Theory, 2000, 95, (2), 215-250 View citations (2)

1999

20. Bayesian learning, growth, and pollution
    Journal of Economic Dynamics and Control, 1999, 23, (4), 491-518 View citations (137)

1998

21. Endogenous Strategic Business Cycles
    Journal of Economic Theory, 1998, 81, (1), 97-125 View citations (16)
    See also Working Paper