Details about Felix Kubler

E-mail:
Homepage:	http://fkubler.googlepages.com/
Workplace:	Institut für Banking und Finance (Institut für Schweizerisches Bankwesen) (Department of Banking and Finance (Swiss Banking Institute)), Wirtschaftswissenschaftliche Fakutält (Faculty of Economics), Universität Zürich (University of Zurich), (more information at EDIRC) Swiss Finance Institute, (more information at EDIRC)

Access statistics for papers by Felix Kubler.

Last updated 2023-12-22. Update your information in the RePEc Author Service.

Short-id: pku6

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Working Papers

2023

1. Asset Pricing in a Low Rate Environment
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2023)
2. International Welfare Gains from Sharing Climate-Risk
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2022

3. Climate uncertainty, financial frictions and constrained efficient carbon taxation
   Papers, arXiv.org
4. The climate in climate economics
   Papers, arXiv.org View citations (2)

2021

5. Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2021) View citations (5)
6. Deficit Follies
   NBER Working Papers, National Bureau of Economic Research, Inc
7. Exact inference from finite market data
   Papers, arXiv.org View citations (2)
8. Uniformly Self-Justified Equilibria
   Papers, arXiv.org
   See also Journal Article Uniformly self-justified equilibria, Journal of Economic Theory, Elsevier (2023) (2023)
9. When Interest Rates Go Low, Should Public Debt Go High?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2020

10. Identification of preferences, demand and equilibrium with finite data
    CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA View citations (2)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2020) View citations (2)
11. Pareto-Improving Carbon-Risk Taxation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Journal Article Pareto-improving carbon-risk taxation, Economic Policy, CEPR, CESifo, Sciences Po (2021) View citations (8) (2021)

2019

12. MAKING CARBON TAXATION A GENERATIONAL WIN WIN
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (14)
    Also in Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2019) View citations (11)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (17)
    See also Journal Article MAKING CARBON TAXATION A GENERATIONAL WIN WIN, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2021) View citations (21) (2021)

2018

13. Re-use of collateral: leverage, volatility, and welfare
    Working Paper Series, European Central Bank View citations (1)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (2)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) View citations (2)
    See also Journal Article Re-use of collateral: Leverage, volatility, and welfare, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (1) (2023)
14. Self-justi ed equilibria: Existence and computation
    2018 Meeting Papers, Society for Economic Dynamics View citations (8)

2015

15. The identification of beliefs from asset demand
    Economic Research Papers, University of Warwick - Department of Economics
    Also in CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA (2015)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2015)
    See also Journal Article The Identification of Beliefs From Asset Demand, Econometrica, Econometric Society (2017) View citations (3) (2017)

2014

16. Margin regulation and volatility
    Working Paper Series, European Central Bank View citations (1)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2013) View citations (5)
    See also Journal Article Margin regulation and volatility, Journal of Monetary Economics, Elsevier (2015) View citations (11) (2015)
17. Why is too much leverage bad for the economy?
    2014 Meeting Papers, Society for Economic Dynamics View citations (1)

2013

18. Applying Negishi's method to stochastic models with overlapping generations
    2013 Meeting Papers, Society for Economic Dynamics View citations (7)
19. Collateral requirements and asset prices
    Discussion Papers, Deutsche Bundesbank View citations (4)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (7)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) View citations (8)
    See also Journal Article COLLATERAL REQUIREMENTS AND ASSET PRICES, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2015) View citations (5) (2015)

2012

20. Dynamic Competitive Economies with Complete Markets and Collateral Constraints
    2012 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Economics Working Papers, European University Institute (2012) View citations (4)
    See also Journal Article Dynamic Competitive Economies with Complete Markets and Collateral Constraints, The Review of Economic Studies, Review of Economic Studies Ltd (2015) View citations (44) (2015)
21. 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)
22. Margin Requirements and Asset Prices
    2012 Meeting Papers, Society for Economic Dynamics View citations (2)

2011

23. 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 (9)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (7)
    See also Journal Article Recursive Contracts, Lotteries and Weakly Concave Pareto Sets, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2012) View citations (19) (2012)

2009

24. 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 Non-parametric counterfactual analysis in dynamic general equilibrium, Economic Theory, Springer (2010) View citations (6) (2010)
25. Social Security and Risk Sharing
    Economics Working Papers, European University Institute View citations (4)
    Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2006) View citations (23)
    CESifo Working Paper Series, CESifo (2006) View citations (24)
    2007 Meeting Papers, Society for Economic Dynamics (2007)
    See also Journal Article Social security and risk sharing, Journal of Economic Theory, Elsevier (2011) View citations (25) (2011)

2008

26. Bond Ladders and Optimal Portfolios
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article Bond Ladders and Optimal Portfolios, The Review of Financial Studies, Society for Financial Studies (2011) View citations (3) (2011)

2007

27. Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2007) View citations (16)

2006

28. 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
29. Collateralized Borrowing And Life-Cycle Portfolio Choice
    2006 Meeting Papers, Society for Economic Dynamics View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (8)
    Public Policy Discussion Paper, Federal Reserve Bank of Boston (2006) View citations (8)

2005

30. Approximate Generalizations in Applied Equilibrium Analysis
    2005 Meeting Papers, Society for Economic Dynamics View citations (3)
31. Borrowing costs and the demand for equity over the life cycle
    Working Papers, Federal Reserve Bank of Boston View citations (33)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (7)
    See also Journal Article Borrowing Costs and the Demand for Equity over the Life Cycle, The Review of Economics and Statistics, MIT Press (2006) View citations (84) (2006)
32. Pareto Improving Social Security Reform when Financial Markets Are Incomplete
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (23)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (19)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2005) View citations (19)
    See also Journal Article Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?, American Economic Review, American Economic Association (2006) View citations (169) (2006)

2004

33. 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)
34. Ex Ante Optimality and Social Security
    2004 Meeting Papers, Society for Economic Dynamics View citations (5)
35. Leverage, Incomplete Markets and Crises
    2004 Meeting Papers, Society for Economic Dynamics View citations (4)

2003

36. Approximate CAPM when preferences are CRRA
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (1)
    See also Journal Article Approximate CAPM When Preferences are CRRA, Computational Economics, Springer (2007) View citations (3) (2007)
37. Dollar Denominated Debt and Optimal Security Design
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

2002

38. Testable Implications of General Equilibrium Theory: a differentiable approach
    Working Papers, Brown University, Department of Economics View citations (12)
    See also Journal Article Testable implications of general equilibrium theory: a differentiable approach, Journal of Mathematical Economics, Elsevier (2004) View citations (30) (2004)

2001

39. Asset Pricing in Models with incomplete markets and default
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (11)
40. Computing Equilibria in Finance Economies
    GE, Growth, Math methods, University Library of Munich, Germany View citations (6)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2000)
41. Intergenerational Risk Sharing: Myth or Possibility
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (2)
42. 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 (19)
    See also Journal Article Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral, Econometrica, Econometric Society (2003) View citations (149) (2003)

2000

43. 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 Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents, Journal of Finance, American Finance Association (2003) View citations (34) (2003)
44. INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (4)
    Also in Levine's Working Paper Archive, David K. Levine (2000) View citations (5)
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2000) View citations (10)
    See also Journal Article Incomplete Markets, Transitory Shocks, and Welfare, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2001) View citations (16) (2001)
45. The Identification of Preferences from Equilibrium Prices
    Working Papers, HAL View citations (7)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000) View citations (9)
    Working Papers, HAL (1999) View citations (2)
46. The Identification of Preferences from Equilibrium Prices under Uncertainty
    Working Papers, HAL View citations (4)
    Also in HEC Research Papers Series, HEC Paris (2000) View citations (10)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000) View citations (5)
    See also Journal Article The Identification of Preferences from Equilibrium Prices under Uncertainty, Journal of Economic Theory, Elsevier (2002) View citations (19) (2002)
47. The Robustness of CAPM-A Computational Approach
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (2)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (3)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1999)
48. 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)

1999

49. The identification of preferences from the equilibrium prices of commodities and assets
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (7)

Journal Articles

2023

1. Re-use of collateral: Leverage, volatility, and welfare
   Review of Economic Dynamics, 2023, 47, 19-46 View citations (1)
   See also Software Item Code and data files for "Re-use of collateral: Leverage, volatility, and welfare", Computer Codes (2022) (2022)
   Working Paper Re-use of collateral: leverage, volatility, and welfare, Working Paper Series (2018) View citations (1) (2018)
2. Stochastic overlapping generations with non-convex budget sets
   Journal of Mathematical Economics, 2023, 107, (C)
3. Uniformly self-justified equilibria
   Journal of Economic Theory, 2023, 212, (C)
   See also Working Paper Uniformly Self-Justified Equilibria, Papers (2021) (2021)

2022

4. Are deficits free?
   Journal of Public Economics, 2022, 208, (C) View citations (1)

2021

5. MAKING CARBON TAXATION A GENERATIONAL WIN WIN
   International Economic Review, 2021, 62, (1), 3-46 View citations (21)
   See also Working Paper MAKING CARBON TAXATION A GENERATIONAL WIN WIN, Boston University - Department of Economics - Working Papers Series (2019) View citations (14) (2019)
6. Pareto-improving carbon-risk taxation
   (The environment and directed technical change)
   Economic Policy, 2021, 36, (107), 551-589 View citations (8)
   See also Working Paper Pareto-Improving Carbon-Risk Taxation, NBER Working Papers (2020) View citations (5) (2020)

2020

7. Incomplete market demand tests for Kreps-Porteus-Selden preferences
   Journal of Economic Theory, 2020, 185, (C) View citations (1)
8. Leveraging Posterity's Prosperity?
   AEA Papers and Proceedings, 2020, 110, 152-56 View citations (1)

2017

9. Recursive Equilibria in Dynamic Economies With Stochastic Production
   Econometrica, 2017, 85, 1467-1499 View citations (11)
10. The Identification of Beliefs From Asset Demand
    Econometrica, 2017, 85, 1219-1238 View citations (3)
    See also Working Paper The identification of beliefs from asset demand, Economic Research Papers (2015) (2015)
11. What Are Asset Demand Tests of Expected Utility Really Testing?
    Economic Journal, 2017, (601), 784-808 View citations (4)

2015

12. COLLATERAL REQUIREMENTS AND ASSET PRICES
    International Economic Review, 2015, 56, (1), 1-25 View citations (5)
    See also Working Paper Collateral requirements and asset prices, Discussion Papers (2013) View citations (4) (2013)
13. Dynamic Competitive Economies with Complete Markets and Collateral Constraints
    The Review of Economic Studies, 2015, 82, (3), 1119-1153 View citations (44)
    See also Working Paper Dynamic Competitive Economies with Complete Markets and Collateral Constraints, 2012 Meeting Papers (2012) View citations (3) (2012)
14. Margin regulation and volatility
    Journal of Monetary Economics, 2015, 75, (C), 54-68 View citations (11)
    See also Working Paper Margin regulation and volatility, Working Paper Series (2014) View citations (1) (2014)

2014

15. Asset Demand Based Tests of Expected Utility Maximization
    American Economic Review, 2014, 104, (11), 3459-80 View citations (19)
16. When Is a Risky Asset "Urgently Needed"?
    American Economic Journal: Microeconomics, 2014, 6, (2), 131-62 View citations (4)

2013

17. Inferior Good and Giffen Behavior for Investing and Borrowing
    American Economic Review, 2013, 103, (2), 1034-53 View citations (7)

2012

18. Financial Innovation and Asset Price Volatility
    American Economic Review, 2012, 102, (3), 147-51 View citations (10)
19. Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
    Review of Economic Dynamics, 2012, 15, (4), 479-500 View citations (19)
    See also Working Paper Recursive Contracts, Lotteries and Weakly Concave Pareto Sets, 2011 Meeting Papers (2011) (2011)
20. Regulating collateral-requirements when markets are incomplete
    Journal of Economic Theory, 2012, 147, (2), 450-476 View citations (27)

2011

21. Bond Ladders and Optimal Portfolios
    The Review of Financial Studies, 2011, 24, (12), 4123-4166 View citations (3)
    See also Working Paper Bond Ladders and Optimal Portfolios, Swiss Finance Institute Research Paper Series (2008) (2008)
22. Social security and risk sharing
    Journal of Economic Theory, 2011, 146, (3), 1078-1106 View citations (25)
    See also Working Paper Social Security and Risk Sharing, Economics Working Papers (2009) View citations (4) (2009)
23. 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 (58)
24. Verifying Competitive Equilibria in Dynamic Economies
    The Review of Economic Studies, 2011, 78, (4), 1379-1399 View citations (3)

2010

25. Competitive equilibria in semi-algebraic economies
    Journal of Economic Theory, 2010, 145, (1), 301-330 View citations (19)
26. Non-parametric counterfactual analysis in dynamic general equilibrium
    Economic Theory, 2010, 45, (1), 181-200 View citations (6)
    See also Working Paper Non-parametric counterfactual analysis in dynamic general equilibrium, Swiss Finance Institute Research Paper Series (2009) View citations (1) (2009)
27. Tackling Multiplicity of Equilibria with Gröbner Bases
    Operations Research, 2010, 58, (4-part-2), 1037-1050 View citations (11)
28. Uniqueness of Steady States in Models with Overlapping Generations
    Journal of the European Economic Association, 2010, 8, (2-3), 635-644 View citations (5)

2007

29. Approximate CAPM When Preferences are CRRA
    Computational Economics, 2007, 29, (1), 13-31 View citations (3)
    See also Working Paper Approximate CAPM when preferences are CRRA, Research Memorandum (2003) View citations (1) (2003)
30. Approximate Generalizations and Computational Experiments
    Econometrica, 2007, 75, (4), 967-992 View citations (5)
    See also Chapter Approximate Generalizations and Computational Experiments, Lecture Notes in Economics and Mathematical Systems, 2008, 109-133 (2008) (2008)

2006

31. Borrowing Costs and the Demand for Equity over the Life Cycle
    The Review of Economics and Statistics, 2006, 88, (2), 348-362 View citations (84)
    See also Working Paper Borrowing costs and the demand for equity over the life cycle, Working Papers (2005) View citations (33) (2005)
32. Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?
    American Economic Review, 2006, 96, (3), 737-755 View citations (169)
    See also Working Paper Pareto Improving Social Security Reform when Financial Markets Are Incomplete, CEPR Discussion Papers (2005) View citations (23) (2005)
33. 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

34. Approximate versus Exact Equilibria in Dynamic Economies
    Econometrica, 2005, 73, (4), 1205-1235 View citations (27)
    See also Chapter Approximate Versus Exact Equilibria in Dynamic Economies, Lecture Notes in Economics and Mathematical Systems, 2008, 135-163 (2008) (2008)
35. 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

36. Computing equilibrium in OLG models with stochastic production
    Journal of Economic Dynamics and Control, 2004, 28, (7), 1411-1436 View citations (129)
37. Is intertemporal choice theory testable?
    Journal of Mathematical Economics, 2004, 40, (1-2), 177-189 View citations (6)
    See also Chapter Is Intertemporal Choice Theory Testable?, Lecture Notes in Economics and Mathematical Systems, 2008, 79-91 (2008) (2008)
38. Stationary Markov equilibria for overlapping generations
    Economic Theory, 2004, 24, (3), 623-643 View citations (35)
39. Testable implications of general equilibrium theory: a differentiable approach
    Journal of Mathematical Economics, 2004, 40, (1-2), 105-119 View citations (30)
    See also Working Paper Testable Implications of General Equilibrium Theory: a differentiable approach, Working Papers (2002) View citations (12) (2002)

2003

40. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
    Journal of Finance, 2003, 58, (5), 2203-2217 View citations (34)
    See also Working Paper Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents, Discussion Papers (2000) (2000)
41. Foreword to the Symposium in Honor of Mordecai Kurz
    Economic Theory, 2003, 21, (2), 215-216
42. 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)
43. Observable restrictions of general equilibrium models with financial markets
    Journal of Economic Theory, 2003, 110, (1), 137-153 View citations (20)
    See also Chapter Observable Restrictions of General Equilibrium Models with Financial Markets, Lecture Notes in Economics and Mathematical Systems, 2008, 93-108 (2008) (2008)
44. Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
    Econometrica, 2003, 71, (6), 1767-1793 View citations (149)
    See also Working Paper Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral, Discussion Papers (2001) View citations (19) (2001)

2002

45. Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete
    American Economic Review, 2002, 92, (2), 407-410 View citations (41)
46. RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
    Macroeconomic Dynamics, 2002, 6, (2), 284-306 View citations (64)
47. 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 The Identification of Preferences from Equilibrium Prices under Uncertainty, Working Papers (2000) View citations (4) (2000)

2001

48. Computable general equilibrium with financial markets
    Economic Theory, 2001, 18, (1), 73-96 View citations (3)
49. Incomplete Markets, Transitory Shocks, and Welfare
    Review of Economic Dynamics, 2001, 4, (4), 747-766 View citations (16)
    See also Working Paper INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE, Computing in Economics and Finance 2000 (2000) View citations (4) (2000)

2000

50. Computing Equilibria in Stochastic Finance Economies
    Computational Economics, 2000, 15, (1-2), 145-72 View citations (10)
51. 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 (13)

Books

2008

1. Computational Aspects of General Equilibrium Theory
   Lecture Notes in Economics and Mathematical Systems, Springer View citations (18)

Chapters

2008

1. Approximate Generalizations and Computational Experiments
   Springer
   See also Journal Article Approximate Generalizations and Computational Experiments, Econometric Society (2007) View citations (5) (2007)
2. Approximate Versus Exact Equilibria in Dynamic Economies
   Springer
   See also Journal Article Approximate versus Exact Equilibria in Dynamic Economies, Econometric Society (2005) View citations (27) (2005)
3. Is Intertemporal Choice Theory Testable?
   Springer
   See also Journal Article Is intertemporal choice theory testable?, Elsevier (2004) View citations (6) (2004)
4. Observable Restrictions of General Equilibrium Models with Financial Markets
   Springer
   See also Journal Article Observable restrictions of general equilibrium models with financial markets, Elsevier (2003) View citations (20) (2003)
5. Refutable Theories of Value
   Springer View citations (9)

Software Items

2022

1. Code and data files for "Re-use of collateral: Leverage, volatility, and welfare"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Re-use of collateral: Leverage, volatility, and welfare, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (1) (2023)

Editor

1. Journal of Mathematical Economics
   Elsevier