Details about Felix Kubler

Access statistics for papers by Felix Kubler.

Last updated 2019-05-28. Update your information in the RePEc Author Service.

Short-id: pku6

Working Papers

2021

1. Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation?
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Deficit Follies
   NBER Working Papers, National Bureau of Economic Research, Inc
3. When Interest Rates Go Low, Should Public Debt Go High?
   NBER Working Papers, National Bureau of Economic Research, Inc

2020

4. Pareto-Improving Carbon-Risk Taxation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2019

5. Making Carbon Taxation A Generational Win Win
   Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (5)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (14)

2018

6. Re-use of collateral: leverage, volatility, and welfare
   Working Paper Series, European Central Bank
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) View citations (1)
   2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (1)
7. Self-justi ed equilibria: Existence and computation
   2018 Meeting Papers, Society for Economic Dynamics View citations (7)

2015

8. The identification of beliefs from asset demand
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
   Also in CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA (2015)
   Economic Research Papers, University of Warwick - Department of Economics (2015)
   See also Journal Article in Econometrica (2017)

2014

9. Margin regulation and volatility
   Working Paper Series, European Central Bank View citations (1)
   See also Journal Article in Journal of Monetary Economics (2015)
10. Why is too much leverage bad for the economy?
    2014 Meeting Papers, Society for Economic Dynamics

2013

11. Applying Negishi's method to stochastic models with overlapping generations
    2013 Meeting Papers, Society for Economic Dynamics View citations (1)
12. Collateral requirements and asset prices
    Discussion Papers, Deutsche Bundesbank View citations (2)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (4)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) View citations (2)

2012

13. Dynamic Competitive Economies with Complete Markets and Collateral Constraints
    Economics Working Papers, European University Institute View citations (3)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012)
    See also Journal Article in Review of Economic Studies (2015)
14. Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
    2012 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010) View citations (3)
15. Margin Requirements and Asset Prices
    2012 Meeting Papers, Society for Economic Dynamics

2011

16. Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
    2011 Meeting Papers, Society for Economic Dynamics
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (7)
    See also Journal Article in Review of Economic Dynamics (2012)

2009

17. Non-parametric counterfactual analysis in dynamic general equilibrium
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations (1)
    See also Journal Article in Economic Theory (2010)
18. Social Security and Risk Sharing
    Economics Working Papers, European University Institute View citations (4)
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007)
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2006) View citations (4)
    CESifo Working Paper Series, CESifo (2006) View citations (14)
    See also Journal Article in Journal of Economic Theory (2011)

2008

19. Bond Ladders and Optimal Portfolios
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article in Review of Financial Studies (2011)

2007

20. Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (6)

2006

21. 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
22. Collateralized Borrowing And Life-Cycle Portfolio Choice
    2006 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Public Policy Discussion Paper, Federal Reserve Bank of Boston (2006) View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (7)

2005

23. Approximate Generalizations in Applied Equilibrium Analysis
    2005 Meeting Papers, Society for Economic Dynamics View citations (3)
24. Borrowing costs and the demand for equity over the life cycle
    Working Papers, Federal Reserve Bank of Boston View citations (31)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (5)
    See also Journal Article in The Review of Economics and Statistics (2006)
25. Pareto Improving Social Security Reform when Financial Markets Are Incomplete
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (18)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2005) View citations (7)
    See also Journal Article in American Economic Review (2006)

2004

26. Approximate Versus Exact Equilibria
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
    Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2003)
27. Ex Ante Optimality and Social Security
    2004 Meeting Papers, Society for Economic Dynamics View citations (3)
28. Leverage, Incomplete Markets and Crises
    2004 Meeting Papers, Society for Economic Dynamics View citations (4)

2003

29. Approximate CAPM when preferences are CRRA
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)
    See also Journal Article in Computational Economics (2007)
30. Dollar Denominated Debt and Optimal Security Design
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

2002

31. Testable Implications of General Equilibrium Theory: a differentiable approach
    Working Papers, Brown University, Department of Economics View citations (12)
    See also Journal Article in Journal of Mathematical Economics (2004)

2001

32. Asset Pricing in Models with incomplete markets and default
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (6)
33. Computing Equilibria in Finance Economies
    GE, Growth, Math methods, University Library of Munich, Germany View citations (6)
    See also Journal Article in Mathematics of Operations Research (2002)
34. Intergenerational Risk Sharing: Myth or Possibility
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (2)
35. 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 (16)
    See also Journal Article in Econometrica (2003)

2000

36. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
37. INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (2)
    Also in Levine's Working Paper Archive, David K. Levine (2000) View citations (3)
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2000) View citations (10)
    See also Journal Article in Review of Economic Dynamics (2001)
38. The Identification of Preferences from Equilibrium Prices
    Working Papers, HAL
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000) View citations (7)
    Working Papers, HAL (1999) View citations (1)
39. The Identification of Preferences from Equilibrium Prices under Uncertainty
    Working Papers, HAL
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000) View citations (5)
    HEC Research Papers Series, HEC Paris (2000) View citations (10)
    See also Journal Article in Journal of Economic Theory (2002)
40. The Robustness of the CAPM-A Computational Approach
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (2)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999)
41. The role of corporate image and extension similarity in service brand extensions
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (2)

Journal Articles

2017

1. Recursive Equilibria in Dynamic Economies With Stochastic Production
   Econometrica, 2017, 85, 1467-1499 View citations (5)
2. The Identification of Beliefs From Asset Demand
   Econometrica, 2017, 85, 1219-1238 View citations (3)
   See also Working Paper (2015)
3. What Are Asset Demand Tests of Expected Utility Really Testing?
   Economic Journal, 2017, (601), 784-808 View citations (1)

2015

4. Dynamic Competitive Economies with Complete Markets and Collateral Constraints
   Review of Economic Studies, 2015, 82, (3), 1119-1153 View citations (26)
   See also Working Paper (2012)
5. Margin regulation and volatility
   Journal of Monetary Economics, 2015, 75, (C), 54-68 View citations (5)
   See also Working Paper (2014)

2014

6. Asset Demand Based Tests of Expected Utility Maximization
   American Economic Review, 2014, 104, (11), 3459-80 View citations (13)
7. When Is a Risky Asset "Urgently Needed"?
   American Economic Journal: Microeconomics, 2014, 6, (2), 131-62 View citations (4)

2013

8. Inferior Good and Giffen Behavior for Investing and Borrowing
   American Economic Review, 2013, 103, (2), 1034-53 View citations (6)

2012

9. Financial Innovation and Asset Price Volatility
   American Economic Review, 2012, 102, (3), 147-51 View citations (8)
10. Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
    Review of Economic Dynamics, 2012, 15, (4), 479-500 View citations (11)
    See also Working Paper (2011)
11. Regulating collateral-requirements when markets are incomplete
    Journal of Economic Theory, 2012, 147, (2), 450-476 View citations (27)

2011

12. Bond Ladders and Optimal Portfolios
    Review of Financial Studies, 2011, 24, (12), 4123-4166 View citations (1)
    See also Working Paper (2008)
13. Social security and risk sharing
    Journal of Economic Theory, 2011, 146, (3), 1078-1106 View citations (20)
    See also Working Paper (2009)
14. Solving the multi-country real business cycle model using a Smolyak-collocation method
    Journal of Economic Dynamics and Control, 2011, 35, (2), 229-239 View citations (40)
15. Verifying Competitive Equilibria in Dynamic Economies
    Review of Economic Studies, 2011, 78, (4), 1379-1399 View citations (1)

2010

16. Competitive equilibria in semi-algebraic economies
    Journal of Economic Theory, 2010, 145, (1), 301-330 View citations (13)
17. Non-parametric counterfactual analysis in dynamic general equilibrium
    Economic Theory, 2010, 45, (1), 181-200 View citations (3)
    See also Working Paper (2009)
18. Tackling Multiplicity of Equilibria with Gröbner Bases
    Operations Research, 2010, 58, (4-part-2), 1037-1050 View citations (10)
19. Uniqueness of Steady States in Models with Overlapping Generations
    Journal of the European Economic Association, 2010, 8, (2-3), 635-644 View citations (4)

2007

20. Approximate CAPM When Preferences are CRRA
    Computational Economics, 2007, 29, (1), 13-31 View citations (3)
    See also Working Paper (2003)
21. Approximate Generalizations and Computational Experiments
    Econometrica, 2007, 75, (4), 967-992 View citations (3)

2006

22. Borrowing Costs and the Demand for Equity over the Life Cycle
    The Review of Economics and Statistics, 2006, 88, (2), 348-362 View citations (52)
    See also Working Paper (2005)
23. Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?
    American Economic Review, 2006, 96, (3), 737-755 View citations (156)
    See also Working Paper (2005)
24. 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 (2)

2005

25. Approximate versus Exact Equilibria in Dynamic Economies
    Econometrica, 2005, 73, (4), 1205-1235 View citations (21)
26. Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891”
    American Journal of Economics and Sociology, 2005, 64, (1), 85-87

2004

27. Computing equilibrium in OLG models with stochastic production
    Journal of Economic Dynamics and Control, 2004, 28, (7), 1411-1436 View citations (93)
28. Is intertemporal choice theory testable?
    Journal of Mathematical Economics, 2004, 40, (1-2), 177-189 View citations (6)
29. Stationary Markov equilibria for overlapping generations
    Economic Theory, 2004, 24, (3), 623-643 View citations (26)
30. Testable implications of general equilibrium theory: a differentiable approach
    Journal of Mathematical Economics, 2004, 40, (1-2), 105-119 View citations (26)
    See also Working Paper (2002)

2003

31. Foreword to the Symposium in Honor of Mordecai Kurz
    Economic Theory, 2003, 21, (2), 215-216
32. 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 (5)
33. Observable restrictions of general equilibrium models with financial markets
    Journal of Economic Theory, 2003, 110, (1), 137-153 View citations (18)
34. Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
    Econometrica, 2003, 71, (6), 1767-1793 View citations (117)
    See also Working Paper (2001)

2002

35. Computing Equilibria in Finance Economies
    Mathematics of Operations Research, 2002, 27, (4), 637-646 View citations (3)
    See also Working Paper (2001)
36. Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete
    American Economic Review, 2002, 92, (2), 407-410 View citations (39)
37. RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
    Macroeconomic Dynamics, 2002, 6, (2), 284-306 View citations (55)
38. The Identification of Preferences from Equilibrium Prices under Uncertainty
    Journal of Economic Theory, 2002, 102, (2), 403-420 View citations (19)
    See also Working Paper (2000)

2001

39. Computable general equilibrium with financial markets
    Economic Theory, 2001, 18, (1), 73-96 View citations (3)
40. Incomplete Markets, Transitory Shocks, and Welfare
    Review of Economic Dynamics, 2001, 4, (4), 747-766 View citations (10)
    See also Working Paper (2000)

2000

41. Computing Equilibria in Stochastic Finance Economies
    Computational Economics, 2000, 15, (1-2), 145-72 View citations (10)
42. 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 (9)

Books

2008

1. Computational Aspects of General Equilibrium Theory
   Lecture Notes in Economics and Mathematical Systems, Springer View citations (3)

Chapters

Editor

1. Journal of Mathematical Economics
   Elsevier